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We investigate the long time behavior of weakly dissipative semilinear Hamilton-Jacobi-Bellman (HJB) equations and the turnpike property for the corresponding stochastic control problems. To this aim, we develop a probabilistic approach…
This article discusses an optimal control problem for a phase field model of two immiscible incompressible fluid flow, incorporating surface tension effects. The optimal control problem is defined with a $L^2$-cost functional and subject to…
We examine the dynamics of solutions to nonlinear Schrodinger/Gross-Pitaevskii equations that arise due to Hamiltonian Hopf (HH) bifurcations--the collision of pairs of eigenvalues on the imaginary axis. To this end, we use inverse…
This paper presents the control design of the two-phase Stefan problem. The two-phase Stefan problem is a representative model of liquid-solid phase transition by describing the time evolutions of the temperature profile which is divided by…
In the early 1930's, Erwin Schroedinger, motivated by his quest for a more classical formulation of quantum mechanics, posed a large deviation problem for a cloud of independent Brownian particles. He showed that the solution to the problem…
We solve the optimal control problem of a one-dimensional reflected stochastic differential equation, whose coefficients can be path dependent. The value function of this problem is characterized by a backward stochastic partial…
We represent an integration algorithm combining the characteristics method and Hopf-Cole transformation. This algorithm allows one to partially integrate a large class of multidimensional systems of nonlinear Partial Differential Equations…
This paper investigates the solvability and optimal control of a class of impulsive stochastic differential equations (SDEs) within a Hilbert space setting. First, we establish the existence and uniqueness of mild solutions for the proposed…
We construct an effective single-particle Hamiltonian $K_{\mathrm{eff}}$ from Monte Carlo--averaged matrix logarithms of the imaginary-time propagator in determinant quantum Monte Carlo (DQMC). The logarithm maps the multiplicative sign…
For a fixed flow-based generative model under a small inference budget, sample quality can depend strongly on where the sampler spends its few function evaluations. Flow matching and Schr\"odinger bridges define probability paths, yet their…
We study a family of stochastic control problems arising in typical applications (such as boundary control and control of delay equations with delay in the control) with the ultimate aim of finding solutions of the associated HJB equations,…
We consider the problem to steer a linear dynamical system with full state observation from an initial gaussian distribution in state-space to a final one with minimum energy control. The system is stochastically driven through the control…
The population transfer dynamics of model donor-bridge-acceptor systems is studied by comparing a recently developed polaron-transformed quantum master equation (PQME) with the well-known Redfield and Forster theories of quantum transport.…
This paper develops semiparametric theory for counterfactual distribution, quantile, and lower-tail risk processes under unmeasured confounding using proximal negative-control proxies. Rather than treating each threshold as a separate…
In [ESAIM: M2AN, 54(2020), 2229-2264], we proposed an HDG method to approximate the solution of a tangential boundary control problem for the Stokes equations and obtained an optimal convergence rate for the optimal control {that reflects…
Feedback control synthesis for nonlinear, parameter-dependent fluid flow control problems is considered. The optimal feedback law requires the solution of the Hamilton-Jacobi-Bellman (HJB) PDE suffering the curse of dimensionality. This is…
We investigate the formation of non-ground-state Bose-Einstein condensates within the mean-field description represented by the Gross-Pitaevskii equation (GPE). The objective is to form excited states of a condensate known as nonlinear…
We consider the nonlinear optimal control of bypass transition in a boundary layer flow subjected to a pair of free stream vortical perturbations using a receding horizon approach. The optimal control problem is solved using the Lagrange…
This paper focuses on Hopf bifurcation control in a dual model of Internet congestion control algorithms which is modeled as a delay differential equation (DDE). By choosing communication delay as a bifurcation parameter, it has been…
We introduce a numerical technique for controlling the location and stability properties of Hopf bifurcations in dynamical systems. The algorithm consists of solving an optimization problem constrained by an extended system of nonlinear…