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In this report we present the approximation of an infinite horizon optimal control problem for the evolutive Navier-Stokes system. The method is based on a model reduction technique, using a POD approximation, coupled with a Hamilton-Jacobi…

Numerical Analysis · Mathematics 2014-05-07 Alessandro Alla , Michael Hinze

This paper studies stochastic optimization problems and associated Bellman equations in formats that allow for reduced dimensionality of the cost-to-go functions. In particular, we study stochastic control problems in the…

Optimization and Control · Mathematics 2025-05-20 Teemu Pennanen , Ari-Pekka Perkkiö

In this paper we study a coupled system modeling the movement of a deformable solid immersed in a fluid. For the solid we consider a given deformation that has to obey several physical constraints. The motion of the fluid is modeled by the…

Analysis of PDEs · Mathematics 2014-07-08 Sébastien Court

A large number of recent studies consider a compartmental SIR model to study optimal control policies aimed at containing the diffusion of COVID-19 while minimizing the economic costs of preventive measures. Such problems are non-convex and…

Optimization and Control · Mathematics 2022-12-21 Alessandro Calvia , Fausto Gozzi , Francesco Lippi , Giovanni Zanco

In this paper we deal with a robust Stackelberg strategy for the Navier--Stokes system. The scheme is based in considering a robust control problem for the "follower control" and its associated disturbance function. Afterwards, we consider…

Optimization and Control · Mathematics 2017-08-17 C. Montoya , L. de Teresa

A computationally efficient method for solving three-dimensional, viscous, incompressible flows on unbounded domains is presented. The method formally discretizes the incompressible Navier-Stokes equations on an unbounded staggered…

Fluid Dynamics · Physics 2016-05-25 Sebastian Liska , Tim Colonius

Semilinear parabolic systems with bi-linear nonlinearities cover a lot of applications and their optimal control leads to relatively simple optimality conditions. An example is the incompressible Navier-Stokes system for homogeneous fluids,…

Analysis of PDEs · Mathematics 2021-08-31 Tomáš Roubíček

The full compressible Navier-Stokes system describing the motion of a viscous, compressible, heat-conductive, and Newtonian polytropic fluid is studied in a three-dimensional simply connected bounded domain with smooth boundary having a…

Analysis of PDEs · Mathematics 2022-07-04 Jing Li , Boqiang Lü , Xue Wang

In this manuscript we consider a class optimal control problem for stochastic differential delay equations. First, we rewrite the problem in a suitable infinite-dimensional Hilbert space. Then, using the dynamic programming approach, we…

Optimization and Control · Mathematics 2023-02-20 Filippo de Feo , Salvatore Federico , Andrzej Święch

Conventional mathematical models for simulating incompressible fluid flow problems are based on the Navier-Stokes equations expressed in terms of pressure and velocity. In this context, pressure-velocity coupling is a key issue, and…

Mathematical Physics · Physics 2025-06-06 Ricardo Costa , Stéphane Clain , Gaspar J. Machado , João M. Nóbrega

We study optimal control problems governed by abstract infinite dimensional stochastic differential equations using the dynamic programming approach. In the first part, we prove Lipschitz continuity, semiconcavity and semiconvexity of the…

Optimization and Control · Mathematics 2025-02-27 Filippo de Feo , Andrzej Święch , Lukas Wessels

This paper proposes a new framework to model control systems in which a dynamic friction occurs. The model consists in a controlled differential inclusion with a discontinuous right hand side, which still preserves existence and uniqueness…

Optimization and Control · Mathematics 2020-12-02 Fabio Tedone , Michele Palladino

The paper presents numerical methods for unsteady flows of a viscous incompressible fluid in internal domains with many inlet/outlet sections. The novel variants of dissipative boundary conditions augmented by the inertia terms are used at…

Computational Physics · Physics 2019-12-10 Jacek Szumbarski

In this paper we derive a probabilistic representation of the deterministic 3-dimensional Navier--Stokes equations in the presence of spatial boundaries. The formulation in the absence of spatial boundaries was done by the authors in [Comm.…

Analysis of PDEs · Mathematics 2011-09-12 Peter Constantin , Gautam Iyer

In this paper, a stochastic optimal control problem is investigated in which the system is governed by a stochastic functional differential equation. In the framework of functional It\^o calculus, we build the dynamic programming principle…

Optimization and Control · Mathematics 2013-01-03 Shaolin Ji , Shuzhen Yang

We consider a Bolza-type optimal control problem for a dynamical system described by a fractional differential equation with the Caputo derivative of an order $\alpha \in (0, 1)$. The value of this problem is introduced as a functional in a…

Optimization and Control · Mathematics 2019-08-06 Mikhail I. Gomoyunov

We study global existence and uniqueness of solutions to instationary inhomogeneous Navier-Stokes equations on bounded domains of $\R^n, n\geq 3$, with initial velocity in $B^0_{q,\infty}(\Om)$, $q\geq n$, and piecewise constant initial…

Analysis of PDEs · Mathematics 2019-10-23 Myong-Hwan Ri , Ping Zhang

We investigate a steady flow of incompressible fluid in the plane. The motion is governed by the Navier-Stokes equations with prescribed velocity $u_\infty$ at infinity. The main result shows the existence of unique solutions for arbitrary…

Mathematical Physics · Physics 2016-08-14 Paweł Konieczny , Piotr Bogusław Mucha

This work is the third part of a program initiated in arXiv:2111.13258, arXiv:2302.06571 aiming at the development of an intrinsic geometric well-posedness theory for Hamilton-Jacobi equations related to controlled gradient flow problems in…

Analysis of PDEs · Mathematics 2024-02-02 Giovanni Conforti , Richard C. Kraaij , Luca Tamanini , Daniela Tonon

We explore the approximation of feedback control of integro-differential equations containing a fractional Laplacian term. To obtain feedback control for the state variable of this nonlocal equation we use the Hamilton--Jacobi--Bellman…

Optimization and Control · Mathematics 2022-10-19 Alessandro Alla , Marta D'Elia , Christian Glusa , Hugo Oliveira
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