Optimal control of multiscale systems using reduced-order models

We study optimal control of diffusions with slow and fast variables and address a question raised by practitioners: is it possible to first eliminate the fast variables before solving the optimal control problem and then use the optimal control computed from the reduced-order model to control the original, high-dimensional system? The strategy "first reduce, then optimize"--rather than "first optimize, then reduce"--is motivated by the fact that solving optimal control problems for high-dimensional multiscale systems is numerically challenging and often computationally prohibitive. We state sufficient and necessary conditions, under which the "first reduce, then control" strategy can be employed and discuss when it should be avoided. We further give numerical examples that illustrate the "first reduce, then optmize" approach and discuss possible pitfalls

Interaction of scales for a singularly perturbed degenerating nonlinear Robin problem

We study the asymptotic behavior of the solutions of a boundary value problem for the Laplace equation in a perforated domain in $\mathbb{R}^n$, $n\geq 3$, with a (nonlinear) Robin boundary condition on the boundary of the small hole. The problem we wish to consider degenerates under three aspects: in the limit case the Robin boundary condition may degenerate into a Neumann boundary condition, the Robin datum may tend to infinity, and the size $\epsilon$ of the small hole where we consider the Robin condition collapses to $0$. We study how these three singularities interact and affect the asymptotic behavior as $\epsilon$ tends to $0$, and we represent the solution and its energy integral in terms of real analytic maps and known functions of the singular perturbation parameters

Eigenvalue problem in a solid with many inclusions: asymptotic analysis

We construct the asymptotic approximation to the first eigenvalue and corresponding eigensolution of Laplace's operator inside a domain containing a cloud of small rigid inclusions. The separation of the small inclusions is characterised by a small parameter which is much larger compared with the nominal size of inclusions. Remainder estimates for the approximations to the first eigenvalue and associated eigenfield are presented. Numerical illustrations are given to demonstrate the efficiency of the asymptotic approach compared to conventional numerical techniques, such as the finite element method, for three-dimensional solids containing clusters of small inclusions.Comment: 55 pages, 5 figure