Optimal control of a differential-difference parabolic system with distributed parameters on the graph

The article considers the problem of point control of the differential-difference equation with distributed parameters on the graph in the class of summable functions. The differential- difference system is closely related to the evolutionary differential system and moreover the properties of the differential system are preserved. This connection is established by the universal method of semi-discretization in a time variable for a differential system, which provides an effective tool in order to find conditions for unique solvability and continuity on the initial data for the differential-difference system. For this differential-difference system, a special case of the optimal control problem is studied: the problem of point control action on the controlled differential-difference system is considered by the control, concentrated at all internal nodes of the graph. At the same time, the restrictive set of permissible controls is set by the means of conditions depending on the nature of the applied tasks. In this case, the controls are concentrated at the end points of the edges adjacent to each inner node of the graph. This is a characteristic feature of the study presented, quite often used in practice when building a mechanism for managing the processes of transportation of different kinds of masses over network media. The study essentially uses the conjugate state of the system and the conjugate system for a differential-difference system — obtained ratios that determine optimal point control. The obtained results underlie the analysis of optimal control problems for differential systems with distributed parameters on the graph, which have interesting analogies with multi-phase problems of multidimensional hydrodynamics.

This thesis deals with the study of optimal control problems for the incompressible Magnetohydrodynamics (MHD) equations. Particular attention to these problems arises from several applications in science and engineering, such as fission nuclear reactors with liquid metal coolant and aluminum casting in metallurgy. In such applications it is of great interest to achieve the control on the fluid state variables through the action of the magnetic Lorentz force. In this thesis we investigate a class of boundary optimal control problems, in which the flow is controlled through the boundary conditions of the magnetic field. Due to their complexity, these problems present various challenges in the definition of an adequate solution approach, both from a theoretical and from a computational point of view. In this thesis we propose a new boundary control approach, based on lifting functions of the boundary conditions, which yields both theoretical and numerical advantages. With the introduction of lifting functions, boundary control problems can be formulated as extended distributed problems. We consider a systematic mathematical formulation of these problems in terms of the minimization of a cost functional constrained by the MHD equations. The existence of a solution to the flow equations and to the optimal control problem are shown. The Lagrange multiplier technique is used to derive an optimality system from which candidate solutions for the control problem can be obtained. In order to achieve the numerical solution of this system, a finite element approximation is considered for the discretization together with an appropriate gradient-type algorithm. A finite element object-oriented library has been developed to obtain a parallel and multigrid computational implementation of the optimality system based on a multiphysics approach. Numerical results of two- and three-dimensional computations show that a possible minimum for the control problem can be computed in a robust and accurate manner.

The field of the mathematical and numerical analysis of systems of nonlinear pdes involving interfaces and free boundaries is a burgeoning area of research. Many such systems arise from mathematical models in ma- terial science and fluid dynamics such as phase separation in alloys, crystal growth, dynamics of multiphase fluids and epitaxial growth. In applications of these mathematical models, suitable performance indices and appropriate control actions have to be specified. Mathematically this leads to optimiza- tion problems with pde constraints including free boundaries. It is now timely to consider such control problems because of the maturity of the field of com- putational free boundary problems. The aim of the mini-workshop was to bring together leading experts and young researchers from the separate fields of numerical free boundary problems and optimal control in order to estab- lish links and to identify suitable model problems to serve as paradigms for progressing knowledge of optimal control of free boundaries.

Gegenstand dieser Arbeit ist die numerische Analysis von Optimierungsproblemen mit partiellen Differentialgleichungen (PDEs), deren Zustand oder Steuerung punktweisen Ungleichungsbeschränkungen unterliegt. Wir interessieren uns insbesondere für nichtkonvexe Probleme mit semilinearer Zustandsgleichung. Es liegt in der Natur derartiger Probleme, dass eine Lösung oftmals nur numerisch gefunden werden kann. Man interessiert sich deshalb für den Fehler zwischen einer (lokalen) Lösung des kontinuierlichen Problems und einer zugehörigen (lokalen) diskreten Lösung. Eine umfassende Diskussion des kontinuierliche Problems ist dabei eine Grundvoraussetzung. Insbesondere bei vorhanden punktweisen Zustandsbeschränkungen treten spezifische Schwierigkeiten sowohl analytischer als auch numerischer Art auf, denen man entweder direkt oder mit Hilfe von Regularisierungsansätzen begegnen kann. Mit dieser Dissertation leisten wir auf verschiedene Weise neue Beiträge zur Diskussion von Optimalsteuerungsproblemen mit punktweisen Zustandsschranken aber auch reinen Kontrollschranken. Nach kurzer Einführung in die Thematik und Bereitstellung gewisser Grundlagen beschäftigen wir uns in Kapitel 3 mit einem elliptischen semiinfiniten Optimalsteuerungsproblem. Bekannte Resultate zu notwendigen und hinreichenden Optimalitätsbedingungen, die vergleichsweise hohe Regularität von Lösungen elliptischer PDEs und die Endlichdimensionalität des Steuerungsraumes lassen eine direkte Diskussion von a priori Diskretisierungsfehlerabschätzungen für dieses Problem zu. Unser Hauptergebnis in diesem Kapitel ist eine a priori Fehlerschranke der Ordnung O(h^2|ln h|) für lokale Lösungen einer Finite-Elemente-Diskretisierung des Optimalsteuerungsproblems mit Gitterweite h in einem zweidimensionalen Ortsgebiet. Dazu stellen wir gewisse Annahmen an die Struktur der aktiven Menge. In Kapitel 4 betrachten wir ein parabolisches Optimalsteuerungsproblem mit punktweise beschräkten Steuerungsfunktionen, semilinearer Zustandsgleichung und punktweisen Zustandsbeschränkungen im gesamten Orts-Zeit-Gebiet. Im Gegensatz zu dem in Kapitel 3 diskutierten elliptischen Problem sind hier u.a. hinreichende Bedingungen zweiter Ordnung nur für eindimensionale Ortsgebiete verfügbar. Auch läßt die Verwendung von Steuerungsfunktionen an Stelle endlich vieler Parameter keine sinnvollen a priori Annahmen an die Struktur der aktiven Menge zu. Wir regularisieren daher das Problem mit der auf Meyer, Rösch und Tröltzsch zurückgehenden Lavrentievregularisierung, und können so unter anderem auf bekannte Resultate zurückgreifen, die eine höhere Regularität der Lagrangeschen Multiplikatoren sichern und eine tiefergehende Analysis ermöglichen. Wir beweisen ein Konvergenzresultat für lokale Lösungen des regularisierten Problems und weisen die lokale Eindeutigkeit regularisierter Lösungen nach. In Kapitel 5 untersuchen wir die Finite-Element-Diskretisierung eines kontrollbeschränkten parabolischen Optimalsteuerungsproblems mit semilinearer Zustandsgleichung. Wir beweisen Fehlerordnungen für diskrete lokale Lösungen in der L^2-Norm. Dabei erweitern wir Resultate, die für linear-quadratische Probleme bekannt sind, auf den nichtkonvexen Fall. Es müssen insbesondere Beschränktheitsresultate in der L^infty-Norm der semidiskreten und diskreten Zustände gezeigt werden, die unabhängig von den Diskretisierungsparametern gelten. Außerdem erfordert die Diskussion lokal optimaler Lösungen, dass Konvergenzresultate und quadratische Wachstumsbedingungen in denselben Normen betrachtet werden.

Many media channels such as broadcast, newspaper, and social networks diffuse a variety of information which can cause spread of many rumors. There are social damage and economic damage due to the spread of rumors. Thus one needs to establish strategies for controlling the rumors. We first propose rumor model with three control strategies for preventing the spread of rumor, (1) announcing the truth before ignorant receives rumor, (2) punishing spreaders, and (3) deleting information of the rumor in media, and consider optimal control problems to minimize the number of spreaders while minimizing the cost of three control strategies for preventing the spread of rumors. The analysis of optimal control problems is conducted as Pontryagin’s Maximum Principle. Furthermore, adapted optimal control is performed to investigate the effect of three controls under isoperimetric constraints. By using numerical simulations, we compare the number of spreaders before and after applying the three controls and confirm when and how each control should be applied with respect to the interest level of rumor. The lower the interest level of rumor is, the greater the number of spreaders drops after the three controls are applied. In terms of timing of three controls, control (1) should be applied in the early stage of rumor spreading and control (2) is required when the rumors spread the most. After the rumors spread the most, control (3) is needed. Commonly the higher the interest level is, the more controls (1) and (2) are required. On the other hand, control (3) is needed a lot when the interest level is low.

The aim of this paper is to consider a sensitivity analysis of optimal control problems for a class of systems governed by differential hemivariational inequalities (DHVIs) on Banach spaces. The fi...

The objective of this study is to examine two analytical methods for the design sensitivity analysis of optimal control problems and to develop the analyses necessary for the application of the methods to thermal systems. The two methods are the direct differentiation method and the adjoint variable method. Results for these methods are compared with those obtained using central finite difference approximations for design sensitivity analysis. The adjoint variable method has the potential to reduce significantly computational times for design sensitivity analysis while sacrificing only a small amount of accuracy. As the number of functional requiring design sensitivity analysis increases, however, the adjoint variable method becomes less attractive and the direct differentiation method becomes more attractive.

In this work linear-quadratic optimal control problems for parabolic equations with mixed control-state constraints are considered. These problems arise when a Lavrentiev regularization is utilized for state constrained linear-quadratic optimal control problems. For the numerical solution a Galerkin discretization is applied utilizing proper orthogonal decomposition (POD). Based on a perturbation method it is determined how far the suboptimal control, computed on the basis of the POD method, is from the (unknown) exact one. Numerical examples illustrate the theoretical results. In particular, the POD Galerkin scheme is applied to a problem with state constraints.

In this paper, we apply the classical control theory to a variable order fractional differential system in a bounded domain. The Fractional Optimal Control Problem (FOCP) for variable order differential system is considered. The fractional time derivative is considered in a Caputo sense. We first study by using the Lax-Milgram Theorem, the existence and the uniqueness of the solution of the variable order fractional differential system in a Hilbert space. Then we show that the considered optimal control problem has a unique solution. The performance index of a (FOCP) is considered as a function of both state and control variables, and the dynamic constraints are expressed by a Partial Fractional Differential Equation (PFDE) with variable order. The time horizon is fixed. Finally, we impose some constraints on the boundary control. Interpreting the Euler-Lagrange first order optimality condition with an adjoint problem defined by means of right fractional Caputo derivative, we obtain an optimality system for the optimal control. Some examples are analyzed in details.

A family of parameter dependent optimal control problems is considered. The problems are subject to higher-order inequality type state constraints. It is assumed that, at the reference value of the parameter, the solution exists and is regular. Regularity conditions are formulated under which the original problems are locally equivalent to some other problems subject to equality type constraints only. The classical implicit function theorem is applied to these new problems to investigate Frechet dif ferentiability of the stationarity points with respect to the parameter.

This work presents the approach to solving the functional equation of non-local type that appears in the study of a stochastic optimal control problem. This experience demonstrates the challenges and possible solutions in the analysis of optimal control problems with Poisson uncertainty.

Optimal control for multistage uncertain random dynamic systems with multiple time delays

Recently Zolezzi, [4] presented a necessary condition for optimality for the problem of optimal control of systems governed by parabolic partial differential equations with a first boundary condition. In this paper, we have developed (Theorem 4.3 and Corollary 4.5) a similar necessary condition for Cauchy problems (unbounded domains) that arise naturally in the optimal control problems of stochastic Ito differential systems with fixed terminal time. For the proof of our results we use several theorems of Aronson [1] which have been slightly modified to suit our requirements.

A stochastic minimax optimal time-delay state feedback control strategy for uncertain quasi-integrable Hamiltonian systems is proposed. First, a stochastic optimal state feedback control problem of uncertain quasi-integrable Hamiltonian system with time delay in feedback control subjected to Gaussian white noise is formulated. Then, the time-delayed state feedback control forces are approximated by the control forces without time delay and the original problem is converted into a stochastic optimal state feedback control problem of an uncertain system without time delay. After that, by following a procedure based on the stochastic averaging method and stochastic differential game, the worst-case disturbances and the optimal controls are obtained from solving a Hamiltonian–Jacobi–Isaacs (HJI) equation. As an example, the stochastic minimax optimal state feedback control of a Duffing oscillator with parametric disturbances and time-delayed feedback control is worked out in detail to illustrate the procedure and effectiveness of the proposed control strategy.

Sufficient conditions for a full order observer design for deterministic linear time-invariant differential difference systems is suggested. The observer parameters are constrained so that its coefficient matrices corresponding to delayed and nondelayed states commute. Then, a desired degree of stability for the observer can be achieved.