A note on the approximation of Dirichlet boundary control problems for the wave equation on curved domains

We consider an exact boundary control problem for the wave equation with given initial and terminal data and Dirichlet boundary control. The aim is to steer the state of the system that is defined on a given domain to a position of rest in finite time. The optimal control that is obtained as the solution of the problem depends on the data that define the problem, in particular on the domain. Often for the numerical solution of the control problem, this given domain is replaced by a polygon. This is the motivation to study the convergence of the optimal controls for the polygon to the optimal controls for the given domain. To study the convergence, the values of the optimal controls that are defined on the boundaries of the approximating polygons are mapped in the normal directions of the polygon to control functions defined on the boundary of the original domain. This map has already been used by Bramble and King, Deckelnick, Guenther and Hinze and by Casas and Sokolowski. Using this map, we can show the strong convergence of the transformed controls as the polygons approach the given domain. An essential tool to obtain the convergence is a regularization term in the objective functions to increase the regularity of the state.     

Control Localized on Thin Structures for the Linearized Boussinesq System

We study optimal control problems for the linearized Boussinesq system when the control is supported on a submanifold of the boundary of the domain. This type of problem belongs to the class of optimal control problems with measures as controls, which has been studied recently by several authors. We are mainly interested in the optimality conditions for such problems. It is known that the differentiability properties needed to obtain the optimality conditions are more demanding, in terms of regularity of the data, than what is needed to prove the existence of optimal controls. Here we are able to derive the optimality conditions by taking advantage of the particular structure of the controls.     

Asymptotic analysis of Neumann periodic optimal boundary control problem

An optimal boundary control problem in a domain with oscillating boundary has been investigated in this paper. The controls are acting periodically on the oscillating boundary. The controls are applied with suitable scaling parameters. One of the major contribution is the representation of the optimal control using the unfolding operator. We then study the limiting analysis (homogenization) and obtain two limit problems according to the scaling parameters. Another notable observation is that the limit optimal control problem has three controls, namely, a distributed control, a boundary control, and an interface control. Copyright © 2016 John Wiley & Sons, Ltd.     

Elliptic optimal control problems with <Emphasis Type="Italic">L</Emphasis><Superscript>1</Superscript>-control cost and applications for the placement of control devices

Elliptic optimal control problems with L ¹-control cost are analyzed. Due to the nonsmooth objective functional the optimal controls are identically zero on large parts of the control domain. For applications, in which one cannot put control devices (or actuators) all over the control domain, this provides information about where it is most efficient to put them. We analyze structural properties of L ¹-control cost solutions. For solving the non-differentiable optimal control problem we propose a semismooth Newton method that can be stated and analyzed in function space and converges locally with a superlinear rate. Numerical tests on model problems show the usefulness of the approach for the location of control devices and the efficiency of our algorithm.     

Analysis and discretization of an optimal control problem for the time-periodic MHD equations

We consider the mathematical formulation and analysis of an optimal control problem associated with the tracking of the velocity and the magnetic field of a viscous, incompressible, electrically conducting fluid in a bounded two-dimensional domain through the adjustment of distributed controls. Existence of optimal solutions is proved and first-order necessary conditions for optimality are used to derive an optimality system of partial differential equations whose solutions provide optimal states and controls. Semidiscrete-in-time approximations are defined and their convergence to the exact optimal solutions is shown.     

Asymptotic analysis of a boundary optimal control problem on a general branched structure

We consider an optimal control problem posed on a domain with a highly oscillating smooth boundary where the controls are applied on the oscillating part of the boundary. There are many results on domains with oscillating boundaries where the oscillations are pillar‐type (non‐smooth) while the literature on smooth oscillating boundary is very few. In this article, we use appropriate scaling on the controls acting on the oscillating boundary leading to different limit control problems, namely, boundary optimal control and interior optimal control problem. In the last part of the article, we visualize the domains as a branched structure, and we introduce unfolding operators to get contributions from each level at every branch.     

Optimal control problems constrained by the stochastic Navier–Stokes equations with multiplicative Lévy noise

We consider the controlled stochastic Navier–Stokes equations in a bounded multidimensional domain, where the noise term allows jumps. In order to prove existence and uniqueness of an optimal control w.r.t. a given control problem, we first need to show the existence and uniqueness of a local mild solution of the considered controlled stochastic Navier–Stokes equations. We then discuss the control problem, where the related cost functional includes stopping times dependent on controls. Based on the continuity of the cost functional, we can apply existence and uniqueness results provided in [4], which enables us to show that a unique optimal control exists.     

一类状态受限的随机延迟最优控制问题的最大值原理

本文考虑一类状态受限的随机延迟最优控制问题,其中控制域为凸集且扩散项系数中含有控制变量.控制域可以是无界集合.用最大值原理方法建立了最优控制满足的必要条件.也给出了充分最优性条件,从而有助于找到最优控制.     

Maximum principle for optimal control problems involving impulse controls with nonsmooth data

This paper is concerned with the stochastic maximum principle for impulse optimal control problems of forward–backward systems, where the coefficients of the forward part are Lipschitz continuous. The domain of the regular controls is not necessarily convex. We establish a Pontryagins maximum principle for this control problem by applying Ekelands variational principle to a sequence of approximated control problems with smooth coefficients of the initial problems.     

Asymptotics of a Solution of a Three-Dimensional Nonlinear Wave Equation near a Butterfly Catastrophe Point

We consider an optimal distributed control problem in a planar convex domain with smooth boundary and a small parameter at the highest derivatives of an elliptic operator. The zero Dirichlet condition is given on the boundary of the domain, and the control is included additively in the inhomogeneity. The set of admissible controls is the unit ball in the corresponding space of square integrable functions. Solutions of the obtained boundary value problems are considered in the generalized sense as elements of a Hilbert space. The optimality criterion is the sum of the squared norm of the deviation of the state from a given state and the squared norm of the control with a coefficient. This structure of the optimality criterion makes it possible to strengthen, if necessary, the role of either the first or the second term of the criterion. In the first case, it is more important to achieve the desired state, while, in the second case, it is preferable to minimize the resource consumption. We study in detail the asymptotics of the problem generated by the sum of the Laplace operator with a small coefficient and a first-order differential operator. A feature of the problem is the presence of the characteristics of the limit operator which touch the boundary of the domain. We obtain a complete asymptotic expansion of the solution of the problem in powers of the small parameter in the case where the optimal control is an interior point of the set of admissible controls.     

A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes

We consider a control problem for the stochastic heat equation with Neumann boundary condition, where controls and noise terms are defined inside the domain as well as on the boundary. The noise terms are given by independent Q-Wiener processes. Under some assumptions, we derive necessary and sufficient optimality conditions stochastic controls have to satisfy. Using these optimality conditions, we establish explicit formulas with the result that stochastic optimal controls are given by feedback controls. This is an important conclusion to ensure that the controls are adapted to a certain filtration. Therefore, the state is an adapted process as well.     

Finite Element Analysis of an Optimal Control Problem in the Coefficients of Time-Harmonic Eddy Current Equations

This paper is concerned with an optimal control problem governed by time-harmonic eddy current equations on a Lipschitz polyhedral domain. The controls are given by scalar functions entering in the coefficients of the curl-curl differential operator in the state equation. We present a mathematical analysis of the optimal control problem, including sensitivity analysis, regularity results, existence of an optimal control, and optimality conditions. Based on these results, we study the finite element analysis of the optimal control problem. Here, the state is discretized by the lowest order edge elements of Nédélec??s first family, and the control is discretized by continuous piecewise linear elements. Our main findings are convergence results of the finite element discretization (without a rate).     

Analysis of an optimal control problem for the three-dimensional coupled modified Navier-Stokes and Maxwell equations

The mathematical formulation and analysis of an optimal control problem associated with a viscous, incompressible, electrically conducting fluid in a bounded three-dimensional domain with fixed perfectly conducting boundaries is considered. The objective of control is the matching of the velocity and magnetic fields to given target fields; control is effected through distributed mechanical force and current controls. The existence of optimal solutions is shown, the Gâteaux differentiability for the magnetohydrodynamic system with respect to controls is proved, and the optimality system is obtained.     

Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis

We study the ergodic control problem for a class of controlled jump diffusions driven by a compound Poisson process. This extends the results of Arapostathis et al. (2019) to running costs that are not near-monotone. This generality is needed in applications such as optimal scheduling of large-scale parallel server networks.We provide a full characterizations of optimality via the Hamilton–Jacobi–Bellman (HJB) equation, for which we additionally exhibit regularity of solutions under mild hypotheses. In addition, we show that optimal stationary Markov controls are a.s. pathwise optimal. Lastly, we show that one can fix a stable control outside a compact set and obtain near-optimal solutions by solving the HJB on a sufficiently large bounded domain. This is useful for constructing asymptotically optimal scheduling policies for multiclass parallel server networks.     

Optimality conditions and adjoint state for a perturbed boundary optimal control system

In this paper, we are concerned with finding optimal controls for a class of linear boundary optimal control systems associated to a Laplace operator on a regular bounded domain in the n-dimensional Euclidean space. For these systems, in previous works (see [1,2]), we proved existence of the (perturbed) states and optimal controls, and studied their behaviour. The purpose of this paper is to establish the system of optimality conditions, investigate the adjoint states, and prove their strong convergence in some Sobolev spaces.     

A variational formula for controlled backward stochastic partial differential equations and some application

An optimal control problem for a controlled backward stochastic partial differential equation in the abstract evolution form with a Bolza type performance functional is considered. The control domain is not assumed to be convex, and all coefficients of the system are allowed to be random. A variational formula for the functional in a given control process direction is derived, by the Hamiltonian and associated adjoint system. As an application, a global stochastic maximum principle of Pontraygins type for the optimal controls is established.     

Error Estimates for the Numerical Approximation of a Semilinear Elliptic Control Problem

We study the numerical approximation of distributed nonlinear optimal control problems governed by semilinear elliptic partial differential equations with pointwise constraints on the control. Our main result are error estimates for optimal controls in the maximum norm. Characterization results are stated for optimal and discretized optimal control. Moreover, the uniform convergence of discretized controls to optimal controls is proven under natural assumptions.     

Time optimal sampled-data controls for the heat equation

In this paper, we first design a time optimal control problem for the heat equation with sampled-data controls, and then use it to approximate a time optimal control problem for the heat equation with distributed controls.The study of such a time optimal sampled-data control problem is not easy, because it may have infinitely many optimal controls. We find connections among this problem, a minimal norm sampled-data control problem and a minimization problem, and obtain some properties on these problems. Based on these, we not only build up error estimates for optimal time and optimal controls between the time optimal sampled-data control problem and the time optimal distributed control problem, in terms of the sampling period, but we also prove that such estimates are optimal in some sense.     

Finding the optimum domain of a nonlinear wave optimal control system by measures

We will explain a new method for obtaining the nearly optimal domain for optimal shape design problems associated with the solution of a nonlinear wave equation. Taking into account the boundary and terminal conditions of the system, a new approach is applied to determine the optimal domain and its related optimal control function with respect to the integral performance criteria, by use of positive Radon measures. The approach, say shape-measure, consists of two steps; first for a fixed domain, the optimal control will be identified by the use of measures. This function and the optimal value of the objective function depend on the geometrical variables of the domain. In the second step, based on the results of the previous one and by applying some convenient optimization techniques, the optimal domain and its related optimal control function will be identified at the same time. The existence of the optimal solution is considered and a numerical example is also given.