中文
相关论文

相关论文: A~posteriori error analysis for optimization with …

200 篇论文

In this article, we consider the Tikhonov regularization of an optimal control problem of semilinear partial differential equations with box constraints on the control. We derive a-priori regularization error estimates for the control under…

最优化与控制 · 数学 2017-05-04 Frank Pörner , Daniel Wachsmuth

In this paper, we introduce a novel a posteriori error estimator for the conforming finite element approximation to the H(curl) problem with inhomogeneous media and with the right-hand side only in L^2. The estimator is of the recovery…

数值分析 · 数学 2016-07-13 Zhiqiang Cai , Shuhao Cao , Rob Falgout

A general framework for goal-oriented a posteriori error estimation for finite volume methods is presented. The framework does not rely on recasting finite volume methods as special cases of finite element methods, but instead directly…

数值分析 · 数学 2011-08-24 Qingshan Chen , Max Gunzburger

Finite element methods for a model elliptic distributed optimal control problem with pointwise state constraints are considered from the perspective of fourth order boundary value problems.

数值分析 · 数学 2020-08-20 Susanne C. Brenner

This work presents a convex-optimization-based framework for analysis and control of nonlinear partial differential equations. The approach uses a particular weak embedding of the nonlinear PDE, resulting in a linear equation in the space…

最优化与控制 · 数学 2018-04-23 Milan Korda , Didier Henrion , Jean-Bernard Lasserre

In this paper, the a posteriori error estimates of the exponential midpoint method for time discretization are studied for linear and semilinear parabolic equations. Using the exponential midpoint approximation defined by a continuous and…

数值分析 · 数学 2024-06-13 Xianfa Hu , Wansheng Wang , Mengli Mao , Jiliang Cao

The well-posedness of a class of optimal control problems is analysed, where the state equation couples a nonlinear degenerate Fokker-Planck equation with a system of Ordinary Differential Equations (ODEs). Such problems naturally arise as…

最优化与控制 · 数学 2024-11-01 Francesca Anceschi , Giacomo Ascione , Daniele Castorina , Francesco Solombrino

The paper studies the First Order BSPDEs (Backward Stochastic Partial Differential Equations) suggested earlier for a case of multidimensional state domain with a boundary. These equations represent analogs of Hamilton-Jacobi-Bellman…

数理金融 · 定量金融 2018-10-31 Nikolai Dokuchaev

This article concerns the performance limits of strictly causal state estimation for linear systems with fixed, but uncertain, parameters belonging to a finite set. In particular, we provide upper and lower bounds on the smallest achievable…

最优化与控制 · 数学 2024-03-29 Olle Kjellqvist

We consider a one dimensional elliptic distributed optimal control problem with pointwise constraints on the derivative of the state. By exploiting the variational inequality satisfied by the derivative of the optimal state, we obtain…

数值分析 · 数学 2021-06-18 Susanne C. Brenner , Li-yeng Sung , Winnifried Wollner

This work develops polynomial-degree-robust (p-robust) equilibrated a posteriori error estimates for $H(\rm curl)$, $H(\rm div)$ and $H(\rm divdiv)$ problems, based on $H^1$ auxiliary space decomposition. The proposed framework employs…

数值分析 · 数学 2025-11-14 Yuwen Li

We address the error control of Galerkin discretization (in space) of linear second order hyperbolic problems. More specifically, we derive a posteriori error bounds in the L\infty(L2)-norm for finite element methods for the linear wave…

数值分析 · 数学 2017-05-17 Emmanuil H. Georgoulis , Omar Lakkis , Charalambos Makridakis

A posteriori error estimates are constructed for the three-field variational formulation of the Biot problem involving the displacements, the total pressure and the fluid pressure. The discretization under focus is the…

数值分析 · 数学 2020-11-19 F. Bertrand , G. Starke

We provide a posteriori error estimates for a discontinuous Galerkin scheme for the parabolic-elliptic Keller-Segel system in 2 or 3 space dimensions. The estimates are conditional, in the sense that an a posteriori computable quantity…

数值分析 · 数学 2024-06-12 Jan Giesselmann , Kiwoong Kwon

This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian…

最优化与控制 · 数学 2016-02-23 Jesper Karlsson , Stig Larsson , Mattias Sandberg , Anders Szepessy , Raùl Tempone

We consider optimal control problems for partial differential equations where the controls take binary values but vary over the time horizon, they can thus be seen as dynamic switches. The switching patterns may be subject to combinatorial…

最优化与控制 · 数学 2024-04-04 Christoph Buchheim , Alexandra Grütering , Christian Meyer

The paper is concerned with a posteriori error bounds for a wide class of numerical schemes, for $n\times n$ hyperbolic conservation laws in one space dimension. These estimates are achieved by a "post-processing algorithm", checking that…

数值分析 · 数学 2021-04-28 Alberto Bressan , Maria Teresa Chiri , Wen Shen

We consider a Markov chain approximation scheme for utility maximization problems in continuous time, which uses, in turn, a piecewise constant policy approximation, Euler-Maruyama time stepping, and a Gauss-Hermite approximation of the…

最优化与控制 · 数学 2020-01-07 Athena Picarelli , Christoph Reisinger

In this paper, the optimal strong error estimates for stochastic parabolic optimal control problem with additive noise and integral state constraint are derived based on time-implicit and finite element discretization. The continuous and…

最优化与控制 · 数学 2025-05-13 Qiming Wang , Wanfang Shen , Wenbin Liu

The main contributions of this paper are three fold. First, our primary concern is to investigate a class of stochastic recursive delayed control problems which arise naturally with sound backgrounds but have not been well-studied yet. For…

最优化与控制 · 数学 2011-12-06 Li Chen , Jianhui Huang
‹ 上一页 1 8 9 10 下一页 ›