66,674 research outputs found
Galerkin approximations for the optimal control of nonlinear delay differential equations
Optimal control problems of nonlinear delay differential equations (DDEs) are
considered for which we propose a general Galerkin approximation scheme built
from Koornwinder polynomials. Error estimates for the resulting
Galerkin-Koornwinder approximations to the optimal control and the value
function, are derived for a broad class of cost functionals and nonlinear DDEs.
The approach is illustrated on a delayed logistic equation set not far away
from its Hopf bifurcation point in the parameter space. In this case, we show
that low-dimensional controls for a standard quadratic cost functional can be
efficiently computed from Galerkin-Koornwinder approximations to reduce at a
nearly optimal cost the oscillation amplitude displayed by the DDE's solution.
Optimal controls computed from the Pontryagin's maximum principle (PMP) and the
Hamilton-Jacobi-Bellman equation (HJB) associated with the corresponding ODE
systems, are shown to provide numerical solutions in good agreement. It is
finally argued that the value function computed from the corresponding reduced
HJB equation provides a good approximation of that obtained from the full HJB
equation.Comment: 29 pages. This is a sequel of the arXiv preprint arXiv:1704.0042
Functional a posteriori error estimates for time-periodic parabolic optimal control problems
This paper is devoted to the a posteriori error analysis of multiharmonic
finite element approximations to distributed optimal control problems with
time-periodic state equations of parabolic type. We derive a posteriori
estimates of functional type, which are easily computable and provide
guaranteed upper bounds for the state and co-state errors as well as for the
cost functional. These theoretical results are confirmed by several numerical
tests that show high efficiency of the a posteriori error bounds
Analytic Regularity and GPC Approximation for Control Problems Constrained by Linear Parametric Elliptic and Parabolic PDEs
This paper deals with linear-quadratic optimal control problems constrained by a parametric or stochastic elliptic or parabolic PDE. We address the (difficult) case that the state equation depends on a countable number of parameters i.e., on with , and that the PDE operator may depend non-affinely on the parameters. We consider tracking-type functionals and distributed as well as boundary controls. Building on recent results in [CDS1, CDS2], we show that the state and the control are analytic as functions depending on these parameters . We
establish sparsity of generalized polynomial chaos (gpc) expansions of both, state and control, in terms of the stochastic coordinate sequence of the random inputs, and prove convergence rates of best -term truncations of these expansions. Such truncations are the key for subsequent computations since they do {\em not} assume that the stochastic input data has a finite expansion. In the follow-up paper [KS2], we explain two methods how such best -term truncations can practically be computed, by greedy-type algorithms
as in [SG, Gi1], or by multilevel Monte-Carlo methods as in
[KSS]. The sparsity result allows in conjunction with adaptive wavelet Galerkin schemes for sparse, adaptive tensor discretizations of control problems constrained by linear elliptic and parabolic PDEs developed in [DK, GK, K], see [KS2]
Functional a posteriori error estimates for parabolic time-periodic boundary value problems
The paper is concerned with parabolic time-periodic boundary value problems
which are of theoretical interest and arise in different practical
applications. The multiharmonic finite element method is well adapted to this
class of parabolic problems. We study properties of multiharmonic
approximations and derive guaranteed and fully computable bounds of
approximation errors. For this purpose, we use the functional a posteriori
error estimation techniques earlier introduced by S. Repin. Numerical tests
confirm the efficiency of the a posteriori error bounds derived
- …