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A procedure for the numerical approximation of high-dimensional Hamilton-Jacobi-Bellman (HJB) equations associated to optimal feedback control problems for semilinear parabolic equations is proposed. Its main ingredients are a…

最优化与控制 · 数学 2019-02-08 Dante Kalise , Karl Kunisch

We analyze a fully discrete scheme based on the discontinuous (in time) Galerkin approach, which is combined with conforming finite element subspaces in space, for the distributed optimal control problem of the three-dimensional…

偏微分方程分析 · 数学 2019-06-18 Cung The Anh , Tran Minh Nguyet

This article revisits the approximation problem of systems of nonlinear delay differential equations (DDEs) by a set of ordinary differential equations (ODEs). We work in Hilbert spaces endowed with a natural inner product including a point…

混沌动力学 · 物理学 2015-09-11 Mickaël D. Chekroun , Michael Ghil , Honghu Liu , Shouhong Wang

In this paper we investigate a priori error estimates for the space-time Galerkin finite element discretization of a simplified semilinear gradient enhanced damage model. The model equations are of a special structure as the state equation…

最优化与控制 · 数学 2020-04-14 Marita Holtmannspötter , Arnd Rösch

In this paper, we present and analyze an interior penalty discontinuous Galerkin method for the distributed elliptic optimal control problems. It is based on a reconstructed discontinuous approximation which admits arbitrarily high-order…

数值分析 · 数学 2026-01-05 Ruo Li , Haoyang Liu , Jun Yin

These notes present preliminary results regarding two different approximations of linear infinite-horizon optimal control problems arising in model predictive control. Input and state trajectories are parametrized with basis functions and a…

最优化与控制 · 数学 2016-09-04 Michael Muehlebach , Raffaello D'Andrea

This article provides quasi-optimal a priori error estimates for an optimal control problem constrained by an elliptic obstacle problem where the finite element discretization is carried out using the symmetric interior penalty…

数值分析 · 数学 2023-12-21 Harbir Antil , Rohit Khandelwal , Umarkhon Rakhimov

Nonlinear optimal control problems in Hilbert spaces are considered for which we derive approximation theorems for Galerkin approximations. Approximation theorems are available in the literature. The originality of our approach relies on…

最优化与控制 · 数学 2017-07-21 Mickaël D. Chekroun , Axel Kröner , Honghu Liu

The paper deals with a stochastic Galerkin approximation of elliptic Dirichlet boundary control problems with random input data. The expectation of a tracking cost functional with the deterministic constrained control is minimized. Error…

最优化与控制 · 数学 2025-06-16 Max Winkler , Hamdullah Yücel

We consider a distributed optimal control problem governed by an elliptic PDE, and propose an embedded discontinuous Galerkin (EDG) method to approximate the solution. We derive optimal a priori error estimates for the state, dual state,…

数值分析 · 数学 2018-07-25 Xiao Zhang , Yangwen Zhang , John R. Singler

This paper investigates a symmetric dual-wind discontinuous Galerkin (DWDG) method for solving an elliptic optimal control problem with control constraints. The governing constraint is an elliptic partial differential equation (PDE), which…

数值分析 · 数学 2025-06-17 Satyajith Bommana Boyana , Thomas Lewis , Sijing Liu , Yi Zhang

In this paper we investigate a priori error estimates for the space-time Galerkin finite element discretization of an optimal control problem governed by a simplified linear gradient enhanced damage model. The model equations are of a…

数值分析 · 数学 2020-04-10 Marita Holtmannspötter , Arnd Rösch , Boris Vexler

In this paper, a quadratic optimal control problem is considered for second-order parabolic PDEs with homogeneous Dirichlet boundary conditions, in which the "point" control function (depending only on time) constitutes a source term. These…

系统与控制 · 电气工程与系统科学 2024-07-04 Gilberto O. Corrêa , Marlon M. López-Flores , Alexandre L. Madureira

In this paper, we are concerned with a nonlinear optimal control problem of ordinary differential equations. We consider a discretization of the problem with the discontinuous Galerkin method with arbitrary order $r \in \mathbb{N}\cup…

数值分析 · 数学 2020-05-25 Woocheol Choi , Young-Pil Choi

We consider a distributed optimal control problem governed by an elliptic convection diffusion PDE, and propose a hybridizable discontinuous Galerkin (HDG) method to approximate the solution. We use polynomials of degree $k+1$ and $k \ge 0$…

数值分析 · 数学 2018-11-27 Weiwei Hu , Jiguang Shen , John R. Singler , Yangwen Zhang , Xiaobo Zheng

We develop efficient hierarchical preconditioners for optimal control problems governed by partial differential equations with uncertain coefficients. Adopting a discretize-then-optimize framework that integrates finite element…

最优化与控制 · 数学 2026-02-24 Zhendong Li , Akwum Onwunta , Bedřich Sousedík

Optimal control of harvested population at the edge of extinction in an unprotected area, is considered. The underlying population dynamics is governed by a Kolmogorov-Petrovsky-Piskunov equation with a harvesting term and space-dependent…

最优化与控制 · 数学 2020-07-24 Mickaël D. Chekroun , Honghu Liu

We introduce a new numerical method to approximate the solution of a finite horizon deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising by considering the dynamics in forward and backward time. This…

最优化与控制 · 数学 2023-04-21 Marianne Akian , Stéphane Gaubert , Shanqing Liu

This paper is concerned with a stochastic recursive optimal control problem with time delay, where the controlled system is described by a stochastic differential delayed equation (SDDE) and the cost functional is formulated as the solution…

最优化与控制 · 数学 2014-08-26 Jingtao Shi , Huanshui Zhang

We investigate discontinuous Galerkin methods for an elliptic optimal control problem with a general state equation and pointwise state constraints on general polygonal domains. We show that discontinuous Galerkin methods for general…

数值分析 · 数学 2023-09-04 Sijing Liu , Zhiyu Tan , Yi Zhang
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