Limit points of the monotonic schemes

Many numerical simulations in quantum (bilinear) control use the monotonically convergent algorithms of Krotov (introduced by Tannor), Zhu & Rabitz or the general form of Maday & Turinici. This paper presents an analysis of the limit set of controls provided by these algorithms and a proof of convergence in a particular case.Comment: 5 pages, 0 figure, 44th IEEE conference on Decision and Control Sevilla december 200

Local matching indicators for transport with concave costs

In this note, we introduce a class of indicators that enable to compute efficiently optimal transport plans associated to arbitrary distributions of $N$ demands and $N$ supplies in $\mathbf{R}$ in the case where the cost function is concave. The computational cost of these indicators is small and independent of $N$. A hierarchical use of them enables to obtain an efficient algorithm

Parareal in time intermediate targets methods for optimal control problem

In this paper, we present a method that enables solving in parallel the Euler-Lagrange system associated with the optimal control of a parabolic equation. Our approach is based on an iterative update of a sequence of intermediate targets that gives rise to independent sub-problems that can be solved in parallel. This method can be coupled with the parareal in time algorithm. Numerical experiments show the efficiency of our method.Comment: 14 page

Control through operators for quantum chemistry

We consider the problem of operator identification in quantum control. The free Hamiltonian and the dipole moment are searched such that a given target state is reached at a given time. A local existence result is obtained. As a by-product, our works reveals necessary conditions on the laser field to make the identification feasible. In the last part of this work, some algorithms are proposed to compute effectively these operators

Reduced basis methods for pricing options with the Black-Scholes and Heston model

In this paper, we present a reduced basis method for pricing European and American options based on the Black-Scholes and Heston model. To tackle each model numerically, we formulate the problem in terms of a time dependent variational equality or inequality. We apply a suitable reduced basis approach for both types of options. The characteristic ingredients used in the method are a combined POD-Greedy and Angle-Greedy procedure for the construction of the primal and dual reduced spaces. Analytically, we prove the reproduction property of the reduced scheme and derive a posteriori error estimators. Numerical examples are provided, illustrating the approximation quality and convergence of our approach for the different option pricing models. Also, we investigate the reliability and effectivity of the error estimators.Comment: 25 pages, 27 figure

Control of Molecular orientation and alignement by monotonic schemes

International audienceMany numerical simulations in quantum (bilinear) control use monotonically convergent algorithms. A relevant time discretization has been proposed for these algorithms in [20]. We present here a way to apply these algorithms to the control of orientation and alignment. Numerical results that illustrate some of the properties of these algorithms are given

Optimal control of Nuclear Magnetic Resonance periodic systems

In this paper, we consider an optimal control problem for quantum systems with a periodic time evolution. In this non-classical problem both the initial and final state are unknown (and equal). We first prove the existence of periodic solution of this problem for a fixed period and study the associated optimal periodic control problem

A discrete-pulse optimal control algorithm with an application to spin systems

This article is aimed at extending the framework of optimal control techniques to the situation where the control field values are restricted to a finite set. We propose a generalization of the standard GRAPE algorithm suited to this constraint. We test the validity and the efficiency of this approach for the inversion of an inhomogeneous ensemble of spin systems with different offset frequencies. It is shown that a remarkable efficiency can be achieved even for a very limited number of discrete values. Some applications in Nuclear Magnetic Resonance are discussed