Optimal Control Of Pdes Under Uncertainty

Author : Jesús Martínez-Frutos,Francisco Periago Esparza
Publisher : Springer
Page : 123 pages
File Size : 49,9 Mb
Release : 2018-08-30
Category : Mathematics
ISBN : 9783319982106

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Optimal Control of PDEs under Uncertainty by Jesús Martínez-Frutos,Francisco Periago Esparza Pdf

This book provides a direct and comprehensive introduction to theoretical and numerical concepts in the emerging field of optimal control of partial differential equations (PDEs) under uncertainty. The main objective of the book is to offer graduate students and researchers a smooth transition from optimal control of deterministic PDEs to optimal control of random PDEs. Coverage includes uncertainty modelling in control problems, variational formulation of PDEs with random inputs, robust and risk-averse formulations of optimal control problems, existence theory and numerical resolution methods. The exposition focusses on the entire path, starting from uncertainty modelling and ending in the practical implementation of numerical schemes for the numerical approximation of the considered problems. To this end, a selected number of illustrative examples are analysed in detail throughout the book. Computer codes, written in MatLab, are provided for all these examples. This book is adressed to graduate students and researches in Engineering, Physics and Mathematics who are interested in optimal control and optimal design for random partial differential equations.

Author : Roland Herzog,Matthias Heinkenschloss,Dante Kalise,Georg Stadler,Emmanuel Trélat
Publisher : Walter de Gruyter GmbH & Co KG
Page : 386 pages
File Size : 49,8 Mb
Release : 2022-03-07
Category : Mathematics
ISBN : 9783110696004

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Optimization and Control for Partial Differential Equations by Roland Herzog,Matthias Heinkenschloss,Dante Kalise,Georg Stadler,Emmanuel Trélat Pdf

This book highlights new developments in the wide and growing field of partial differential equations (PDE)-constrained optimization. Optimization problems where the dynamics evolve according to a system of PDEs arise in science, engineering, and economic applications and they can take the form of inverse problems, optimal control problems or optimal design problems. This book covers new theoretical, computational as well as implementation aspects for PDE-constrained optimization problems under uncertainty, in shape optimization, and in feedback control, and it illustrates the new developments on representative problems from a variety of applications.

Author : Andrea Manzoni,Alfio Quarteroni,Sandro Salsa
Publisher : Springer Nature
Page : 507 pages
File Size : 46,8 Mb
Release : 2022-01-01
Category : Mathematics
ISBN : 9783030772260

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Optimal Control of Partial Differential Equations by Andrea Manzoni,Alfio Quarteroni,Sandro Salsa Pdf

This is a book on optimal control problems (OCPs) for partial differential equations (PDEs) that evolved from a series of courses taught by the authors in the last few years at Politecnico di Milano, both at the undergraduate and graduate levels. The book covers the whole range spanning from the setup and the rigorous theoretical analysis of OCPs, the derivation of the system of optimality conditions, the proposition of suitable numerical methods, their formulation, their analysis, including their application to a broad set of problems of practical relevance. The first introductory chapter addresses a handful of representative OCPs and presents an overview of the associated mathematical issues. The rest of the book is organized into three parts: part I provides preliminary concepts of OCPs for algebraic and dynamical systems; part II addresses OCPs involving linear PDEs (mostly elliptic and parabolic type) and quadratic cost functions; part III deals with more general classes of OCPs that stand behind the advanced applications mentioned above. Starting from simple problems that allow a “hands-on” treatment, the reader is progressively led to a general framework suitable to face a broader class of problems. Moreover, the inclusion of many pseudocodes allows the reader to easily implement the algorithms illustrated throughout the text. The three parts of the book are suitable to readers with variable mathematical backgrounds, from advanced undergraduate to Ph.D. levels and beyond. We believe that applied mathematicians, computational scientists, and engineers may find this book useful for a constructive approach toward the solution of OCPs in the context of complex applications.

Author : Baasansuren Jadamba,Akhtar A. Khan,Stanisław Migórski,Miguel Sama
Publisher : CRC Press
Page : 394 pages
File Size : 54,9 Mb
Release : 2021-12-15
Category : Computers
ISBN : 9781000511727

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Deterministic and Stochastic Optimal Control and Inverse Problems by Baasansuren Jadamba,Akhtar A. Khan,Stanisław Migórski,Miguel Sama Pdf

Inverse problems of identifying parameters and initial/boundary conditions in deterministic and stochastic partial differential equations constitute a vibrant and emerging research area that has found numerous applications. A related problem of paramount importance is the optimal control problem for stochastic differential equations. This edited volume comprises invited contributions from world-renowned researchers in the subject of control and inverse problems. There are several contributions on optimal control and inverse problems covering different aspects of the theory, numerical methods, and applications. Besides a unified presentation of the most recent and relevant developments, this volume also presents some survey articles to make the material self-contained. To maintain the highest level of scientific quality, all manuscripts have been thoroughly reviewed.

Author : Günter Leugering,Sebastian Engell,Andreas Griewank,Michael Hinze,Rolf Rannacher,Volker Schulz,Michael Ulbrich,Stefan Ulbrich
Publisher : Springer Science & Business Media
Page : 622 pages
File Size : 52,7 Mb
Release : 2012-01-03
Category : Mathematics
ISBN : 9783034801331

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Constrained Optimization and Optimal Control for Partial Differential Equations by Günter Leugering,Sebastian Engell,Andreas Griewank,Michael Hinze,Rolf Rannacher,Volker Schulz,Michael Ulbrich,Stefan Ulbrich Pdf

This special volume focuses on optimization and control of processes governed by partial differential equations. The contributors are mostly participants of the DFG-priority program 1253: Optimization with PDE-constraints which is active since 2006. The book is organized in sections which cover almost the entire spectrum of modern research in this emerging field. Indeed, even though the field of optimal control and optimization for PDE-constrained problems has undergone a dramatic increase of interest during the last four decades, a full theory for nonlinear problems is still lacking. The contributions of this volume, some of which have the character of survey articles, therefore, aim at creating and developing further new ideas for optimization, control and corresponding numerical simulations of systems of possibly coupled nonlinear partial differential equations. The research conducted within this unique network of groups in more than fifteen German universities focuses on novel methods of optimization, control and identification for problems in infinite-dimensional spaces, shape and topology problems, model reduction and adaptivity, discretization concepts and important applications. Besides the theoretical interest, the most prominent question is about the effectiveness of model-based numerical optimization methods for PDEs versus a black-box approach that uses existing codes, often heuristic-based, for optimization.

Author : Ioannis N. Parasidis,Efthimios Providas,Themistocles M. Rassias
Publisher : Springer Nature
Page : 1050 pages
File Size : 47,6 Mb
Release : 2022-03-10
Category : Mathematics
ISBN : 9783030847210

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Mathematical Analysis in Interdisciplinary Research by Ioannis N. Parasidis,Efthimios Providas,Themistocles M. Rassias Pdf

This contributed volume provides an extensive account of research and expository papers in a broad domain of mathematical analysis and its various applications to a multitude of fields. Presenting the state-of-the-art knowledge in a wide range of topics, the book will be useful to graduate students and researchers in theoretical and applicable interdisciplinary research. The focus is on several subjects including: optimal control problems, optimal maintenance of communication networks, optimal emergency evacuation with uncertainty, cooperative and noncooperative partial differential systems, variational inequalities and general equilibrium models, anisotropic elasticity and harmonic functions, nonlinear stochastic differential equations, operator equations, max-product operators of Kantorovich type, perturbations of operators, integral operators, dynamical systems involving maximal monotone operators, the three-body problem, deceptive systems, hyperbolic equations, strongly generalized preinvex functions, Dirichlet characters, probability distribution functions, applied statistics, integral inequalities, generalized convexity, global hyperbolicity of spacetimes, Douglas-Rachford methods, fixed point problems, the general Rodrigues problem, Banach algebras, affine group, Gibbs semigroup, relator spaces, sparse data representation, Meier-Keeler sequential contractions, hybrid contractions, and polynomial equations. Some of the works published within this volume provide as well guidelines for further research and proposals for new directions and open problems.

Author : Anna Doubova,Manuel González-Burgos,Francisco Guillén-González,Mercedes Marín Beltrán
Publisher : Springer
Page : 249 pages
File Size : 51,5 Mb
Release : 2018-11-02
Category : Mathematics
ISBN : 9783319976136

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Recent Advances in PDEs: Analysis, Numerics and Control by Anna Doubova,Manuel González-Burgos,Francisco Guillén-González,Mercedes Marín Beltrán Pdf

This book contains the main results of the talks given at the workshop “Recent Advances in PDEs: Analysis, Numerics and Control”, which took place in Sevilla (Spain) on January 25-27, 2017. The work comprises 12 contributions given by high-level researchers in the partial differential equation (PDE) area to celebrate the 60th anniversary of Enrique Fernández-Cara (University of Sevilla). The main topics covered here are: Control and inverse problems, Analysis of Fluid mechanics and Numerical Analysis. The work is devoted to researchers in these fields.

Author : Domingo Barrera,Sara Remogna,Driss Sbibih
Publisher : Springer Nature
Page : 261 pages
File Size : 48,6 Mb
Release : 2022-05-08
Category : Mathematics
ISBN : 9783030943394

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Mathematical and Computational Methods for Modelling, Approximation and Simulation by Domingo Barrera,Sara Remogna,Driss Sbibih Pdf

This book contains plenary lectures given at the International Conference on Mathematical and Computational Modeling, Approximation and Simulation, dealing with three very different problems: reduction of Runge and Gibbs phenomena, difficulties arising when studying models that depend on the highly nonlinear behaviour of a system of PDEs, and data fitting with truncated hierarchical B-splines for the adaptive reconstruction of industrial models. The book includes nine contributions, mostly related to quasi-interpolation. This is a topic that continues to register a high level of interest, both for those working in the field of approximation theory and for those interested in its use in a practical context. Two chapters address the construction of quasi-interpolants, and three others focus on the use of quasi-interpolation in solving integral equations. The remaining four concern a problem related to the heat diffusion equation, new results on the notion of convexity in probabilistic metric spaces (which are applied to the study of the existence and uniqueness of the solution of a Volterra equation), the use of smoothing splines to address an economic problem and, finally, the analysis of poverty measures, which is a topic of increased interest to society. The book is addressed to researchers interested in Applied Mathematics, with particular reference to the aforementioned topics.

Author : Anonim
Publisher : Elsevier
Page : 596 pages
File Size : 42,7 Mb
Release : 2022-02-15
Category : Mathematics
ISBN : 9780323853392

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Numerical Control: Part A by Anonim Pdf

Numerical Control: Part A, Volume 23 in the Handbook of Numerical Analysis series, highlights new advances in the field, with this new volume presenting interesting chapters written by an international board of authors. Chapters in this volume include Numerics for finite-dimensional control systems, Moments and convex optimization for analysis and control of nonlinear PDEs, The turnpike property in optimal control, Structure-Preserving Numerical Schemes for Hamiltonian Dynamics, Optimal Control of PDEs and FE-Approximation, Filtration techniques for the uniform controllability of semi-discrete hyperbolic equations, Numerical controllability properties of fractional partial differential equations, Optimal Control, Numerics, and Applications of Fractional PDEs, and much more. Provides the authority and expertise of leading contributors from an international board of authors Presents the latest release in the Handbook of Numerical Analysis series Updated release includes the latest information on Numerical Control

Author : Sean Holly,Andrew Hughes Hallett
Publisher : Cambridge University Press
Page : 258 pages
File Size : 55,8 Mb
Release : 1989-07-20
Category : Business & Economics
ISBN : 9780521264440

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Optimal Control, Expectations and Uncertainty by Sean Holly,Andrew Hughes Hallett Pdf

An examination of how the rational expectations revolution and game theory have enhanced the understanding of how an economy functions.

Author : Harbir Antil,Drew P. Kouri,Martin-D. Lacasse,Denis Ridzal
Publisher : Springer
Page : 434 pages
File Size : 53,5 Mb
Release : 2018-10-12
Category : Mathematics
ISBN : 9781493986361

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Frontiers in PDE-Constrained Optimization by Harbir Antil,Drew P. Kouri,Martin-D. Lacasse,Denis Ridzal Pdf

This volume provides a broad and uniform introduction of PDE-constrained optimization as well as to document a number of interesting and challenging applications. Many science and engineering applications necessitate the solution of optimization problems constrained by physical laws that are described by systems of partial differential equations (PDEs)​. As a result, PDE-constrained optimization problems arise in a variety of disciplines including geophysics, earth and climate science, material science, chemical and mechanical engineering, medical imaging and physics. This volume is divided into two parts. The first part provides a comprehensive treatment of PDE-constrained optimization including discussions of problems constrained by PDEs with uncertain inputs and problems constrained by variational inequalities. Special emphasis is placed on algorithm development and numerical computation. In addition, a comprehensive treatment of inverse problems arising in the oil and gas industry is provided. The second part of this volume focuses on the application of PDE-constrained optimization, including problems in optimal control, optimal design, and inverse problems, among other topics.

Author : Yuanguo Zhu
Publisher : Unknown
Page : 208 pages
File Size : 41,9 Mb
Release : 2019
Category : MATHEMATICS
ISBN : 9811321353

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Uncertain Optimal Control by Yuanguo Zhu Pdf

This book introduces the theory and applications of uncertain optimal control, and establishes two types of models including expected value uncertain optimal control and optimistic value uncertain optimal control. These models, which have continuous-time forms and discrete-time forms, make use of dynamic programming. The uncertain optimal control theory relates to equations of optimality, uncertain bang-bang optimal control, optimal control with switched uncertain system, and optimal control for uncertain system with time-delay. Uncertain optimal control has applications in portfolio selection, engineering, and games. The book is a useful resource for researchers, engineers, and students in the fields of mathematics, cybernetics, operations research, industrial engineering, artificial intelligence, economics, and management science.

Author : Roland Platz,Garrison Flynn,Kyle Neal,Scott Ouellette
Publisher : Springer Nature
Page : 208 pages
File Size : 53,7 Mb
Release : 2023-10-06
Category : Technology & Engineering
ISBN : 9783031370038

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Model Validation and Uncertainty Quantification, Volume 3 by Roland Platz,Garrison Flynn,Kyle Neal,Scott Ouellette Pdf

Model Validation and Uncertainty Quantification, Volume 3: Proceedings of the 41st IMAC, A Conference and Exposition on Structural Dynamics, 2023, the third volume of ten from the Conference brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of Model Validation and Uncertainty Quantification, including papers on: Introduction of Uncertainty Quantification Uncertainty Quantification in Dynamics Model Form Uncertainty and Selection incl. Round Robin Challenge Sensor and Information Fusion Virtual Sensing, Certification, and Real-Time Monitoring Surrogate Modeling

Author : Víctor Gayoso Martínez
Publisher : Springer Nature
Page : 351 pages
File Size : 49,5 Mb
Release : 2024-06-30
Category : Electronic
ISBN : 9783031492181

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Mathematical Methods for Engineering Applications by Víctor Gayoso Martínez Pdf

Author : Lorenz T. Biegler,Omar Ghattas,Matthias Heinkenschloss,Bart van Bloemen Waanders
Publisher : Springer Science & Business Media
Page : 347 pages
File Size : 53,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9783642555084

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Large-Scale PDE-Constrained Optimization by Lorenz T. Biegler,Omar Ghattas,Matthias Heinkenschloss,Bart van Bloemen Waanders Pdf

Optimal design, optimal control, and parameter estimation of systems governed by partial differential equations (PDEs) give rise to a class of problems known as PDE-constrained optimization. The size and complexity of the discretized PDEs often pose significant challenges for contemporary optimization methods. With the maturing of technology for PDE simulation, interest has now increased in PDE-based optimization. The chapters in this volume collectively assess the state of the art in PDE-constrained optimization, identify challenges to optimization presented by modern highly parallel PDE simulation codes, and discuss promising algorithmic and software approaches for addressing them. These contributions represent current research of two strong scientific computing communities, in optimization and PDE simulation. This volume merges perspectives in these two different areas and identifies interesting open questions for further research.