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Author: Fredi Tröltzsch
Publisher: American Mathematical Society
ISBN: 1470476444
Category : Mathematics
Languages : en
Pages : 417
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Book Description
Optimal control theory is concerned with finding control functions that minimize cost functions for systems described by differential equations. The methods have found widespread applications in aeronautics, mechanical engineering, the life sciences, and many other disciplines. This book focuses on optimal control problems where the state equation is an elliptic or parabolic partial differential equation. Included are topics such as the existence of optimal solutions, necessary optimality conditions and adjoint equations, second-order sufficient conditions, and main principles of selected numerical techniques. It also contains a survey on the Karush-Kuhn-Tucker theory of nonlinear programming in Banach spaces. The exposition begins with control problems with linear equations, quadratic cost functions and control constraints. To make the book self-contained, basic facts on weak solutions of elliptic and parabolic equations are introduced. Principles of functional analysis are introduced and explained as they are needed. Many simple examples illustrate the theory and its hidden difficulties. This start to the book makes it fairly self-contained and suitable for advanced undergraduates or beginning graduate students. Advanced control problems for nonlinear partial differential equations are also discussed. As prerequisites, results on boundedness and continuity of solutions to semilinear elliptic and parabolic equations are addressed. These topics are not yet readily available in books on PDEs, making the exposition also interesting for researchers. Alongside the main theme of the analysis of problems of optimal control, Tröltzsch also discusses numerical techniques. The exposition is confined to brief introductions into the basic ideas in order to give the reader an impression of how the theory can be realized numerically. After reading this book, the reader will be familiar with the main principles of the numerical analysis of PDE-constrained optimization.
Author: Fredi Tröltzsch
Publisher: American Mathematical Society
ISBN: 1470476444
Category : Mathematics
Languages : en
Pages : 417
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Book Description
Optimal control theory is concerned with finding control functions that minimize cost functions for systems described by differential equations. The methods have found widespread applications in aeronautics, mechanical engineering, the life sciences, and many other disciplines. This book focuses on optimal control problems where the state equation is an elliptic or parabolic partial differential equation. Included are topics such as the existence of optimal solutions, necessary optimality conditions and adjoint equations, second-order sufficient conditions, and main principles of selected numerical techniques. It also contains a survey on the Karush-Kuhn-Tucker theory of nonlinear programming in Banach spaces. The exposition begins with control problems with linear equations, quadratic cost functions and control constraints. To make the book self-contained, basic facts on weak solutions of elliptic and parabolic equations are introduced. Principles of functional analysis are introduced and explained as they are needed. Many simple examples illustrate the theory and its hidden difficulties. This start to the book makes it fairly self-contained and suitable for advanced undergraduates or beginning graduate students. Advanced control problems for nonlinear partial differential equations are also discussed. As prerequisites, results on boundedness and continuity of solutions to semilinear elliptic and parabolic equations are addressed. These topics are not yet readily available in books on PDEs, making the exposition also interesting for researchers. Alongside the main theme of the analysis of problems of optimal control, Tröltzsch also discusses numerical techniques. The exposition is confined to brief introductions into the basic ideas in order to give the reader an impression of how the theory can be realized numerically. After reading this book, the reader will be familiar with the main principles of the numerical analysis of PDE-constrained optimization.
Author: Andrea Manzoni
Publisher: Springer Nature
ISBN: 3030772268
Category : Mathematics
Languages : en
Pages : 507
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Book Description
This is a book on optimal control problems (OCPs) for partial differential equations (PDEs) that evolved from a series of courses taught by the authors in the last few years at Politecnico di Milano, both at the undergraduate and graduate levels. The book covers the whole range spanning from the setup and the rigorous theoretical analysis of OCPs, the derivation of the system of optimality conditions, the proposition of suitable numerical methods, their formulation, their analysis, including their application to a broad set of problems of practical relevance. The first introductory chapter addresses a handful of representative OCPs and presents an overview of the associated mathematical issues. The rest of the book is organized into three parts: part I provides preliminary concepts of OCPs for algebraic and dynamical systems; part II addresses OCPs involving linear PDEs (mostly elliptic and parabolic type) and quadratic cost functions; part III deals with more general classes of OCPs that stand behind the advanced applications mentioned above. Starting from simple problems that allow a “hands-on” treatment, the reader is progressively led to a general framework suitable to face a broader class of problems. Moreover, the inclusion of many pseudocodes allows the reader to easily implement the algorithms illustrated throughout the text. The three parts of the book are suitable to readers with variable mathematical backgrounds, from advanced undergraduate to Ph.D. levels and beyond. We believe that applied mathematicians, computational scientists, and engineers may find this book useful for a constructive approach toward the solution of OCPs in the context of complex applications.
Author: Jacques Louis Lions
Publisher: Springer
ISBN: 9783642650260
Category : Mathematics
Languages : en
Pages : 400
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Book Description
1. The development of a theory of optimal control (deterministic) requires the following initial data: (i) a control u belonging to some set ilIi ad (the set of 'admissible controls') which is at our disposition, (ii) for a given control u, the state y(u) of the system which is to be controlled is given by the solution of an equation (*) Ay(u)=given function ofu where A is an operator (assumed known) which specifies the system to be controlled (A is the 'model' of the system), (iii) the observation z(u) which is a function of y(u) (assumed to be known exactly; we consider only deterministic problems in this book), (iv) the "cost function" J(u) ("economic function") which is defined in terms of a numerical function z-+
Author: Roland Herzog
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110696002
Category : Mathematics
Languages : en
Pages : 583
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Book Description
This book highlights new developments in the wide and growing field of partial differential equations (PDE)-constrained optimization. Optimization problems where the dynamics evolve according to a system of PDEs arise in science, engineering, and economic applications and they can take the form of inverse problems, optimal control problems or optimal design problems. This book covers new theoretical, computational as well as implementation aspects for PDE-constrained optimization problems under uncertainty, in shape optimization, and in feedback control, and it illustrates the new developments on representative problems from a variety of applications.
Author: Karl-Heinz Hoffmann
Publisher: Birkhäuser
ISBN: 3034886918
Category : Mathematics
Languages : en
Pages : 324
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Book Description
The application of PDE-based control theory and the corresponding numerical algorithms to industrial problems have become increasingly important in recent years. This volume offers a wide spectrum of aspects of the discipline, and is of interest to mathematicians and scientists working in the field.
Author: Irena Lasiecka
Publisher: Cambridge University Press
ISBN: 9780521434089
Category : Mathematics
Languages : en
Pages : 678
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Book Description
Originally published in 2000, this is the first volume of a comprehensive two-volume treatment of quadratic optimal control theory for partial differential equations over a finite or infinite time horizon, and related differential (integral) and algebraic Riccati equations. Both continuous theory and numerical approximation theory are included. The authors use an abstract space, operator theoretic approach, which is based on semigroups methods, and which is unifying across a few basic classes of evolution. The various abstract frameworks are motivated by, and ultimately directed to, partial differential equations with boundary/point control. Volume 1 includes the abstract parabolic theory for the finite and infinite cases and corresponding PDE illustrations as well as various abstract hyperbolic settings in the finite case. It presents numerous fascinating results. These volumes will appeal to graduate students and researchers in pure and applied mathematics and theoretical engineering with an interest in optimal control problems.
Author: Suzanne Lenhart
Publisher: CRC Press
ISBN: 1420011413
Category : Mathematics
Languages : en
Pages : 272
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Book Description
From economics and business to the biological sciences to physics and engineering, professionals successfully use the powerful mathematical tool of optimal control to make management and strategy decisions. Optimal Control Applied to Biological Models thoroughly develops the mathematical aspects of optimal control theory and provides insight into t
Author: Mariano Mateos
Publisher: Springer
ISBN: 331949631X
Category : Mathematics
Languages : en
Pages : 259
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Book Description
The first part of this volume gathers the lecture notes of the courses of the “XVII Escuela Hispano-Francesa”, held in Gijón, Spain, in June 2016. Each chapter is devoted to an advanced topic and presents state-of-the-art research in a didactic and self-contained way. Young researchers will find a complete guide to beginning advanced work in fields such as High Performance Computing, Numerical Linear Algebra, Optimal Control of Partial Differential Equations and Quantum Mechanics Simulation, while experts in these areas will find a comprehensive reference guide, including some previously unpublished results, and teachers may find these chapters useful as textbooks in graduate courses. The second part features the extended abstracts of selected research work presented by the students during the School. It highlights new results and applications in Computational Algebra, Fluid Mechanics, Chemical Kinetics and Biomedicine, among others, offering interested researchers a convenient reference guide to these latest advances.
Author: Michael Hinze
Publisher: Springer Science & Business Media
ISBN: 1402088396
Category : Mathematics
Languages : en
Pages : 279
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Book Description
Solving optimization problems subject to constraints given in terms of partial d- ferential equations (PDEs) with additional constraints on the controls and/or states is one of the most challenging problems in the context of industrial, medical and economical applications, where the transition from model-based numerical si- lations to model-based design and optimal control is crucial. For the treatment of such optimization problems the interaction of optimization techniques and num- ical simulation plays a central role. After proper discretization, the number of op- 3 10 timization variables varies between 10 and 10 . It is only very recently that the enormous advances in computing power have made it possible to attack problems of this size. However, in order to accomplish this task it is crucial to utilize and f- ther explore the speci?c mathematical structure of optimization problems with PDE constraints, and to develop new mathematical approaches concerning mathematical analysis, structure exploiting algorithms, and discretization, with a special focus on prototype applications. The present book provides a modern introduction to the rapidly developing ma- ematical ?eld of optimization with PDE constraints. The ?rst chapter introduces to the analytical background and optimality theory for optimization problems with PDEs. Optimization problems with PDE-constraints are posed in in?nite dim- sional spaces. Therefore, functional analytic techniques, function space theory, as well as existence- and uniqueness results for the underlying PDE are essential to study the existence of optimal solutions and to derive optimality conditions.
Author: Giorgio Fabbri
Publisher: Springer
ISBN: 3319530674
Category : Mathematics
Languages : en
Pages : 928
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Book Description
Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in infinite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs, and in PDEs in infinite dimension. Readers from other fields who want to learn the basic theory will also find it useful. The prerequisites are: standard functional analysis, the theory of semigroups of operators and its use in the study of PDEs, some knowledge of the dynamic programming approach to stochastic optimal control problems in finite dimension, and the basics of stochastic analysis and stochastic equations in infinite-dimensional spaces.
