scholarly journals Multigrid Method for Optimal Control Problem Constrained by Stochastic Stokes Equations with Noise

Mathematics ◽  
2021 ◽  
Vol 9 (7) ◽  
pp. 738
Author(s):  
Muhammad Munir Butt
Keyword(s):  
Optimal Control ◽  
Control Problem ◽  
Line Search ◽  
Optimization Problem ◽  
Search Strategy ◽  
Stokes Equations ◽  
Applied Mathematics ◽  
Staggered Grid ◽  
Important Field ◽  
Three Factor

Optimal control problems governed by stochastic partial differential equations have become an important field in applied mathematics. In this article, we investigate one such important optimization problem, that is, the stochastic Stokes control problem with forcing term perturbed by noise. A multigrid scheme with three-factor coarsening to solve the corresponding discretized control problem is presented. On staggered grids, a three-factor coarsening strategy helps in simplifying the inter-grid transfer operators and reduction in computation (CPU time). For smoothing, a distributive Gauss–Seidel scheme with a line search strategy is employed. To validate the proposed multigrid staggered grid framework, numerical results are presented with white noise at the end.

Pontryagin maximum principle and second order optimality conditions for optimal control problems governed by 2D nonlocal Cahn–Hilliard–Navier–Stokes equations

Analysis ◽  
2020 ◽  
Vol 40 (3) ◽  
pp. 127-150
Author(s):  
Tania Biswas ◽  
Sheetal Dharmatti ◽  
Manil T. Mohan
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Stokes Equations ◽  
Minimum Principle ◽  
Immiscible Fluids ◽  
Second Order ◽  
Navier Stokes ◽  
Distributed Optimal Control ◽  
Navier Stokes Equations

AbstractIn this paper, we formulate a distributed optimal control problem related to the evolution of two isothermal, incompressible, immiscible fluids in a two-dimensional bounded domain. The distributed optimal control problem is framed as the minimization of a suitable cost functional subject to the controlled nonlocal Cahn–Hilliard–Navier–Stokes equations. We describe the first order necessary conditions of optimality via the Pontryagin minimum principle and prove second order necessary and sufficient conditions of optimality for the problem.

scholarly journals Robust Tracking Control of Mobile Robot Formation with Obstacle Avoidance

2007 ◽  
Vol 2007 ◽  
pp. 1-10 ◽  
Author(s):  
Tiantian Yang ◽  
Zhiyuan Liu ◽  
Hong Chen ◽  
Run Pei
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Formation Control ◽  
Optimization Problem ◽  
Reference Trajectory ◽  
Robust Tracking Control ◽  
Wheeled Mobile Robots ◽  
Lmi Optimization ◽  
Control Scheme

We consider the formation control problem of multiple wheeled mobile robots with parametric uncertainties and actuator saturations in the environment with obstacles. First, a nonconvex optimization problem is introduced to generate the collision-free trajectory. If the robots tracking along the reference trajectory find themselves moving close to the obstacles, a new collision-free trajectory is generated automatically by solving the optimization problem. Then, a distributed control scheme is proposed to keep the robots tracking the reference trajectory. For each interacting robot, optimal control problem is generated. And in the framework of LMI optimization, a distributed moving horizon control scheme is formulated as online solving each optimal control problem at each sampling time. Moreover, closed-loop properties inclusive of stability andH∞performance are discussed. Finally, simulation is performed to highlight the effectiveness of the proposed control law.

Numerical resolution of optimal control problem for the in-stationary Navier–Stokes equations

2019 ◽  
Vol 27 (1) ◽  
pp. 43-52
Author(s):  
Jamil Satouri
Keyword(s):  
Optimal Control ◽  
Finite Elements ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Stokes Equations ◽  
Explicit Scheme ◽  
Navier Stokes ◽  
Navier Stokes Equations ◽  
Numerical Resolution ◽  
Stationary Navier Stokes Equations

Abstract In this paper we present a study of optimal control problem for the unsteady Navier–Stokes equations. We discuss the existence of the solution, adopt a new numerical resolution for this problem and combine Euler explicit scheme in time and both of methods spectral and finite elements in space. Finally, we give some numerical results proving the effectiveness of our approach.

OPTIMISTIC VALUE MODEL OF UNCERTAIN OPTIMAL CONTROL

2013 ◽  
Vol 21 (supp01) ◽  
pp. 75-87 ◽  
Author(s):  
LINXUE SHENG ◽  
YUANGUO ZHU
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Portfolio Selection ◽  
Uncertainty Theory ◽  
Principle Of Optimality ◽  
Expected Value Model ◽  
Important Field ◽  
Value Model ◽  
Optimistic Value

Optimal control is an important field of study both in theory and in applications. Based on uncertainty theory, an expected value model of uncertain optimal control problem was studied by Zhu. In this paper, an optimistic value model for uncertain optimal control problem is investigated. Applying Bellman's principle of optimality, the principle of optimality for the model is presented. And then the equation of optimality is obtained for the optimistic value model of uncertain optimal control. Finally, a portfolio selection problem is solved by this equation of optimality.

scholarly journals Optimal Control of Mechanical Systems

2007 ◽  
Vol 2007 ◽  
pp. 1-16 ◽  
Author(s):  
Vadim Azhmyakov
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Optimization Problem ◽  
Multiobjective Programming ◽  
Optimal Control Problems ◽  
Auxiliary Problem ◽  
Control Problems ◽  
Hamilton Equations ◽  
Variational Structure

In the present work, we consider a class of nonlinear optimal control problems, which can be called “optimal control problems in mechanics.” We deal with control systems whose dynamics can be described by a system of Euler-Lagrange or Hamilton equations. Using the variational structure of the solution of the corresponding boundary-value problems, we reduce the initial optimal control problem to an auxiliary problem of multiobjective programming. This technique makes it possible to apply some consistent numerical approximations of a multiobjective optimization problem to the initial optimal control problem. For solving the auxiliary problem, we propose an implementable numerical algorithm.

scholarly journals Error estimates of finite volume method for Stokes optimal control problem

2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Lin Lan ◽  
Ri-hui Chen ◽  
Xiao-dong Wang ◽  
Chen-xia Ma ◽  
Hao-nan Fu
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Error Estimates ◽  
Finite Volume ◽  
Stokes Equations ◽  
A Priori ◽  
The State ◽  
Element Approximation ◽  
Norm Error

AbstractIn this paper, we discuss a priori error estimates for the finite volume element approximation of optimal control problem governed by Stokes equations. Under some reasonable assumptions, we obtain optimal $L^{2}$ L 2 -norm error estimates. The approximate orders for the state, costate, and control variables are $O(h^{2})$ O ( h 2 ) in the sense of $L^{2}$ L 2 -norm. Furthermore, we derive $H^{1}$ H 1 -norm error estimates for the state and costate variables. Finally, we give some conclusions and future works.

scholarly journals Solving Optimal Control Problem of Monodomain Model Using Hybrid Conjugate Gradient Methods

2012 ◽  
Vol 2012 ◽  
pp. 1-14 ◽  
Author(s):  
Kin Wei Ng ◽  
Ahmad Rohanin
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Conjugate Gradient ◽  
Optimization Problem ◽  
Numerical Solutions ◽  
Gradient Methods ◽  
Parabolic Partial Differential Equation ◽  
Conjugate Gradient Methods ◽  
Monodomain Model

We present the numerical solutions for the PDE-constrained optimization problem arising in cardiac electrophysiology, that is, the optimal control problem of monodomain model. The optimal control problem of monodomain model is a nonlinear optimization problem that is constrained by the monodomain model. The monodomain model consists of a parabolic partial differential equation coupled to a system of nonlinear ordinary differential equations, which has been widely used for simulating cardiac electrical activity. Our control objective is to dampen the excitation wavefront using optimal applied extracellular current. Two hybrid conjugate gradient methods are employed for computing the optimal applied extracellular current, namely, the Hestenes-Stiefel-Dai-Yuan (HS-DY) method and the Liu-Storey-Conjugate-Descent (LS-CD) method. Our experiment results show that the excitation wavefronts are successfully dampened out when these methods are used. Our experiment results also show that the hybrid conjugate gradient methods are superior to the classical conjugate gradient methods when Armijo line search is used.

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