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We construct a fully discrete numerical scheme that is linear, decoupled, and unconditionally energy stable, and analyze its optimal error estimates for the Cahn-Hilliard-Navier-Stokes equations. For time discretization, we employ the two…

Numerical Analysis · Mathematics 2025-02-24 Haijun Gao , Xi Li , Cheng Wang , Minfu Feng

Optimality conditions in the form of a variational inequality are proved for a class of constrained optimal control problems of stochastic differential equations. The cost function and the inequality constraints are functions of the…

Optimization and Control · Mathematics 2018-02-13 Laurent Pfeiffer

The purpose of this work is the design and analysis of a reliable and efficient a posteriori error estimator for the so-called pointwise tracking optimal control problem. This linear-quadratic optimal control problem entails the…

Numerical Analysis · Mathematics 2016-08-30 Alejandro Allendes , Enrique Otarola , Richard Rankin , Abner J. Salgado

We analyze a bilinear optimal control problem for the Stokes--Brinkman equations: the control variable enters the state equations as a coefficient. In two- and three-dimensional Lipschitz domains, we perform a complete continuous analysis…

Numerical Analysis · Mathematics 2025-10-22 Alejandro Allendes , Gilberto Campaña , Enrique Otarola

We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…

Optimization and Control · Mathematics 2016-11-29 Jianxiong Ye , Lei Wang , Changzhi Wu , Jie Sun , Kok Lay Teo , Xiangyu Wang

The discretization of optimal transport problems often leads to large linear programs with sparse solutions. We derive error estimates for the approximation of the problem using convex combinations of Dirac measures and devise an active-set…

Numerical Analysis · Mathematics 2017-10-16 Sören Bartels , Stephan Hertzog

We construct high-order semi-discrete-in-time and fully discrete (with Fourier-Galerkin in space) schemes for the incompressible Navier-Stokes equations with periodic boundary conditions, and carry out corresponding error analysis. The…

Numerical Analysis · Mathematics 2021-03-23 Fukeng Huang , Jie Shen

Navier-Stokes equations are well known in modelling of an incompressible Newtonian fluid, such as air or water. This system of equations is very complex due to the non-linearity term that characterizes it. After the linearization and the…

Numerical Analysis · Mathematics 2022-01-06 Mohamed Amine Hamadi , Khalide Jbilou , Ahmed Ratnani

We reconsider the variational integration of optimal control problems for mechanical systems based on a direct discretization of the Lagrange-d'Alembert principle. This approach yields discrete dynamical constraints which by construction…

Optimization and Control · Mathematics 2012-04-30 C. M. Campos , O. Junge , S. Ober-Blöbaum

In two dimensions, we propose and analyze an a posteriori error estimator for finite element approximations of the stationary Navier Stokes equations with singular sources on Lipschitz, but not necessarily convex, polygonal domains. Under a…

Numerical Analysis · Mathematics 2019-10-14 Alejandro Allendes , Enrique Otarola , Abner J. Salgado

The focus of this work is on the construction and analysis of optimal-order multigrid preconditioners to be used in the Newton-Krylov method for a distributed optimal control problem constrained by the stationary Navier-Stokes equations. As…

Numerical Analysis · Mathematics 2018-11-22 Ana Maria Soane , Andrei Draganescu

This paper is dedicated to the investigation of a new numerical method to approximate the optimal stopping problem for a discrete-time continuous state space Markov chain under partial observations. It is based on a two-step discretization…

Optimization and Control · Mathematics 2016-02-16 Benoîte de Saporta , François Dufour , Christophe Nivot

The value function associated with an optimal control problem subject to the Navier-Stokes equations in dimension two is analyzed. Its smoothness is established around a steady state, moreover, its derivatives are shown to satisfy a Riccati…

Optimization and Control · Mathematics 2019-06-18 Tobias Breiten , Karl Kunisch , Laurent Pfeiffer

This papers shows the convergence of optimal control problems where the constraint function is discretised by a particle method. In particular, we investigate the viscous Burgers equation in the whole space $\mathbb R$ by using…

Optimization and Control · Mathematics 2013-10-01 Jan Marburger , Rene Pinnau

In this paper, we apply discontinuous finite element Galerkin method to the time-dependent $2D$ incompressible Navier-Stokes model. We derive optimal error estimates in $L^\infty(\textbf{L}^2)$-norm for the velocity and in…

Numerical Analysis · Mathematics 2021-12-24 Saumya Bajpai , Deepjyoti Goswami , Kallol Ray

Rigorous assessment of uncertainty is crucial to the utility of DNS results. Uncertainties in the computed statistics arise from two sources: finite statistical sampling and the discretization of the Navier-Stokes equations. Due to the…

Fluid Dynamics · Physics 2015-06-17 Todd A. Oliver , Nicholas Malaya , Rhys Ulerich , Robert D. Moser

We investigate the temporal accuracy of two generalized-$\alpha$ schemes for the incompressible Navier-Stokes equations. The conventional approach treats the pressure with the backward Euler method while discretizing the remainder of the…

Numerical Analysis · Mathematics 2020-09-28 Ju Liu , Ingrid S. Lan , Oguz Z. Tikenogullari , Alison L. Marsden

We investigate local optimality conditions of first and second order for integer optimal control problems with total variation regularization via a finite-dimensional switching point problem. We show the equivalence of local optimality for…

Optimization and Control · Mathematics 2024-11-13 Jonas Marko , Gerd Wachsmuth

In this paper, we derive first-order Pontryagin optimality conditions for risk-averse stochastic optimal control problems subject to final time inequality constraints, and whose costs are general, possibly non-smooth finite coherent risk…

Optimization and Control · Mathematics 2023-05-30 Riccardo Bonalli , Benoît Bonnet

We study some optimal control problems associated to the evolution of two isothermal, incompressible, immisible fluids in a two-dimensional bounded domain. The Cahn- Hilliard-Navier-Stokes model consists of a Navier-Stokes equation…

Analysis of PDEs · Mathematics 2019-03-20 Tania Biswas , Sheetal Dharmatti , Manil T Mohan