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A method is presented for the numerical solution of optimal boundary control problems governed by parabolic partial differential equations. The continuous space-time optimal control problem is transcribed into a sparse nonlinear programming…

Optimization and Control · Mathematics 2026-03-17 Alexander M. Davies , Sara Pollock , Miriam E. Dennis , Anil V. Rao

This article discusses numerical analysis of the distributed optimal control problem governed by the von K\'{a}rm\'{a}n equations defined on a polygonal domain in $\mathbb{R}^2$. The state and adjoint variables are discretised using the…

Numerical Analysis · Mathematics 2021-07-14 Sudipto Chowdhury , Asha K. Dond , Neela Nataraj , Devika Shylaja

We devise and analyze a reliable and efficient a posteriori error estimator for a semilinear control-constrained optimal control problem in two and three dimensional Lipschitz, but not necessarily convex, polytopal domains. We consider a…

Numerical Analysis · Mathematics 2019-11-22 Alejandro Allendes , Francisco Fuica , Enrique Otarola , Daniel Quero

For the optimal control problem governed by elliptic equations with interfaces, we present a numerical method based on the Hansbo's Nitsche-XFEM. We followed the Hinze's variational discretization concept to discretize the continuous…

Numerical Analysis · Mathematics 2018-05-11 Tao Wang , Chaochao Yang , Xiaoping Xie

This article examines the Dirichlet boundary control problem governed by the Poisson equation, where the control variables are square integrable functions defined on the boundary of a two-dimensional bounded, convex, polygonal domain. It…

Optimization and Control · Mathematics 2026-04-21 Sudipto Chowdhury , Shallu

Time delays are ubiquitous in industrial processes, and they must be accounted for when designing control algorithms because they have a significant effect on the process dynamics. Therefore, in this work, we propose a simultaneous approach…

Optimization and Control · Mathematics 2024-10-22 Tobias K. S. Ritschel

This paper develops numerical methods for optimal control of mechanical systems in the Lagrangian setting. It extends the theory of discrete mechanics to enable the solutions of optimal control problems through the discretization of…

Optimization and Control · Mathematics 2015-06-04 Fernando Jimenez , Marin Kobilarov , David Martin de Diego

Optimal control of nonlinear acoustic waves is relevant in many medical ultrasound technologies, ranging from cancer therapy to targeted drug delivery, where it can help guide the precise deposition of acoustic energy. In this work, we…

Optimization and Control · Mathematics 2025-11-20 Vanja Nikolić , Belkacem Said-Houari

Optimal Control Problems consist on the optimisation of an objective functional subjected to a set of Ordinary Differential Equations. In this work, we consider the effects on the stability of the numerical solution when this optimisation…

Optimization and Control · Mathematics 2024-01-09 Ashutosh Bijalwan , Jose J Muñoz

In this work, new theoretical results on functional type a posteriori estimates for elliptic optimal control problems with control constraints are presented. More precisely, we derive new, sharp, guaranteed and fully computable lower bounds…

Optimization and Control · Mathematics 2015-06-02 Monika Wolfmayr

In this paper we study a utility maximization problem with both optimal control and optimal stopping in a finite time horizon. The value function can be characterized by a variational equation that involves a free boundary problem of a…

Mathematical Finance · Quantitative Finance 2018-10-23 Jingtang Ma , Jie Xing , Harry Zheng

This paper investigates stability properties of affine optimal control problems constrained by semilinear elliptic partial differential equations. This is done by studying the so called metric subregularity of the set-valued mapping…

Optimization and Control · Mathematics 2025-11-19 Alberto Domínguez Corella , Nicolai Jork , Vladimir Veliov

We consider an optimization problem related to elliptic PDEs of the form $-{\rm div}(a(x)\nabla u)=f$ with Dirichlet boundary condition on a given domain $\Omega$. The coefficient $a(x)$ has to be determined, in a suitable given class of…

Optimization and Control · Mathematics 2025-12-10 Giuseppe Buttazzo , Juan Casado-Díaz , Faustino Maestre

We consider a numerical approximation of a linear quadratic control problem constrained by the stochastic heat equation with non-homogeneous Neumann boundary conditions. This involves a combination of distributed and boundary control, as…

Numerical Analysis · Mathematics 2021-09-28 Peter Benner , Tony Stillfjord , Christoph Trautwein

In this paper, we derive explicit second-order necessary and sufficient optimality conditions of a local minimizer to an optimal control problem for a quasilinear second-order partial differential equation with a piecewise smooth but not…

Optimization and Control · Mathematics 2023-09-13 Christian Clason , Vu Huu Nhu , Arnd Rösch

In this work, we study a boundary control problem for the evolutionary Navier-Stokes equations, under mixed boundary conditions, in two dimensions. The cost functional here considered is of quadratic type, depending on both state and…

Optimization and Control · Mathematics 2024-10-02 Telma Guerra , Irene Marín-Gayte , Jorge Tiago

We propose, analyze, and test new robust iterative solvers for systems of linear algebraic equations arising from the space-time finite element discretization of reduced optimality systems defining the approximate solution of hyperbolic…

Numerical Analysis · Mathematics 2024-04-08 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

Space-time finite element discretizations of time-optimal control problems governed by linear parabolic PDEs and subject to pointwise control constraints are considered. Optimal a priori error estimates are obtained for the control variable…

Optimization and Control · Mathematics 2018-09-14 Lucas Bonifacius , Konstantin Pieper , Boris Vexler

We investigate multiscale finite element methods for an elliptic distributed optimal control problem with rough coefficients. They are based on the (local) orthogonal decomposition methodology of M\aa lqvist and Peterseim.

Numerical Analysis · Mathematics 2021-11-01 Susanne C. Brenner , José C. Garay , Li-yeng Sung

PDE-constrained optimal control problems require regularisation to ensure well-posedness, introducing small perturbations that make the solutions challenging to approximate accurately. We propose a finite element approach that couples both…

Numerical Analysis · Mathematics 2025-03-17 Jenny Power , Tristan Pryer
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