## Theoretical and numerical investigation of optimal control problems governed by kinetic models

### Theoretische und numerische Untersuchung von Optimalsteuerungsproblemen mit kinetischen Modellen

Please always quote using this URN: urn:nbn:de:bvb:20-opus-249066
• This thesis is devoted to the numerical and theoretical analysis of ensemble optimal control problems governed by kinetic models. The formulation and study of these problems have been put forward in recent years by R.W. Brockett with the motivation that ensemble control may provide a more general and robust control framework for dynamical systems. Following this formulation, a Liouville (or continuity) equation with an unbounded drift function is considered together with a class of cost functionals that include tracking of ensembles ofThis thesis is devoted to the numerical and theoretical analysis of ensemble optimal control problems governed by kinetic models. The formulation and study of these problems have been put forward in recent years by R.W. Brockett with the motivation that ensemble control may provide a more general and robust control framework for dynamical systems. Following this formulation, a Liouville (or continuity) equation with an unbounded drift function is considered together with a class of cost functionals that include tracking of ensembles of trajectories of dynamical systems and different control costs. Specifically, $L^2$, $H^1$ and $L^1$ control costs are taken into account which leads to non--smooth optimization problems. For the theoretical investigation of the resulting optimal control problems, a well--posedness theory in weighted Sobolev spaces is presented for Liouville and related transport equations. Specifically, existence and uniqueness results for these equations and energy estimates in suitable norms are provided; in particular norms in weighted Sobolev spaces. Then, non--smooth optimal control problems governed by the Liouville equation are formulated with a control mechanism in the drift function. Further, box--constraints on the control are imposed. The control--to--state map is introduced, that associates to any control the unique solution of the corresponding Liouville equation. Important properties of this map are investigated, specifically, that it is well--defined, continuous and Frechet differentiable. Using the first two properties, the existence of solutions to the optimal control problems is shown. While proving the differentiability, a loss of regularity is encountered, that is natural to hyperbolic equations. This leads to the need of the investigation of the control--to--state map in the topology of weighted Sobolev spaces. Exploiting the Frechet differentiability, it is possible to characterize solutions to the optimal control problem as solutions to an optimality system. This system consists of the Liouville equation, its optimization adjoint in the form of a transport equation, and a gradient inequality. Numerical methodologies for solving Liouville and transport equations are presented that are based on a non--smooth Lagrange optimization framework. For this purpose, approximation and solution schemes for such equations are developed and analyzed. For the approximation of the Liouville model and its optimization adjoint, a combination of a Kurganov--Tadmor method, a Runge--Kutta scheme, and a Strang splitting method are discussed. Stability and second--order accuracy of these resulting schemes are proven in the discrete $L^1$ norm. In addition, conservation of mass and positivity preservation are confirmed for the solution method of the Liouville model. As numerical optimization strategy, an adapted Krylow--Newton method is applied. Since the control is considered to be an element of $H^1$ and to obey certain box--constraints, a method for calculating a $H^1$ projection is presented. Since the optimal control problem is non-smooth, a semi-smooth adaption of Newton's method is taken into account. Results of numerical experiments are presented that successfully validate the proposed deterministic framework. After the discussion of deterministic schemes, the linear space--homogeneous Keilson--Storer master equation is investigated. This equation was originally developed for the modelling of Brownian motion of particles immersed in a fluid and is a representative model of the class of linear Boltzmann equations. The well--posedness of the Keilson--Storer master equation is investigated and energy estimates in different topologies are derived. To solve this equation numerically, Monte Carlo methods are considered. Such methods take advantage of the kinetic formulation of the Liouville equation and directly implement the behaviour of the system of particles under consideration. This includes the probabilistic behaviour of the collisions between particles. Optimal control problems are formulated with an objective that is constituted of certain expected values in velocity space and the $L^2$ and $H^1$ costs of the control. The problems are governed by the Keilson--Storer master equation and the control mechanism is considered to be within the collision kernel. The objective of the optimal control of this model is to drive an ensemble of particles to acquire a desired mean velocity and to achieve a desired final velocity configuration. Existence of solutions of the optimal control problem is proven and a Keilson--Storer optimality system characterizing the solution of the proposed optimal control problem is obtained. The optimality system is used to construct a gradient--based optimization strategy in the framework of Monte--Carlo methods. This task requires to accommodate the resulting adjoint Keilson--Storer model in a form that is consistent with the kinetic formulation. For this reason, we derive an adjoint Keilson--Storer collision kernel and an additional source term. A similar approach is presented in the case of a linear space--inhomogeneous kinetic model with external forces and with Keilson--Storer collision term. In this framework, a control mechanism in the form of an external space--dependent force is investigated. The purpose of this control is to steer the multi--particle system to follow a desired mean velocity and position and to reach a desired final configuration in phase space. An optimal control problem using the formulation of ensemble controls is stated with an objective that is constituted of expected values in phase space and $H^1$ costs of the control. For solving the optimal control problems, a gradient--based computational strategy in the framework of Monte Carlo methods is developed. Part of this is the denoising of the distribution functions calculated by Monte Carlo algorithms using methods of the realm of partial differential equations. A standalone C++ code is presented that implements the developed non--linear conjugated gradient strategy. Results of numerical experiments confirm the ability of the designed probabilistic control framework to operate as desired. An outlook section about optimal control problems governed by non--linear space--inhomogeneous kinetic models completes this thesis.
• Diese Arbeit widmet sich der numerischen und theoretischen Analyse von Proble- men der optimalen Kontrolle von Ensembles, die durch kinetische Modelle gesteuert werden. Die Formulierung und Untersuchung von Ensemble–Kontrollproblemen wur- den in den letzten Jahren von R.W. Brockett vorgeschlagen und vorangetrieben, mit der Motivation, dass Ensemblekontrolle einen allgemeineren und robusteren Rahmen für die Kontrolle von dynamischen Systemen bieten kann. In Anlehnung an diese Formulierung der Ensemble–Steuerung werden eine Liouville– (oderDiese Arbeit widmet sich der numerischen und theoretischen Analyse von Proble- men der optimalen Kontrolle von Ensembles, die durch kinetische Modelle gesteuert werden. Die Formulierung und Untersuchung von Ensemble–Kontrollproblemen wur- den in den letzten Jahren von R.W. Brockett vorgeschlagen und vorangetrieben, mit der Motivation, dass Ensemblekontrolle einen allgemeineren und robusteren Rahmen für die Kontrolle von dynamischen Systemen bieten kann. In Anlehnung an diese Formulierung der Ensemble–Steuerung werden eine Liouville– (oder Kontinuitäts– ) Gleichung mit unbeschränkter Driftfunktion und eine Klasse von Kostenfunk- tionalen miteinbezogen, die das Nachverfolgen der Ensembles und verschiedener Kon- trollkosten berücksichtigen. Insbesondere werden L2, H1 und L1 Kontrollkosten be- trachtet. Für die theoretische Untersuchung der resultierenden Optimalsteuerungs- problemen wird eine Gutgestelltheitstheorie in gewichteten Sobolev–Räumen für die Liouville– und Transportgleichungen vorgestellt. Insbesondere werden Existenz– und Eindeutigkeitsresultate sowie Energieabschätzungen in geeigneten Normen präsen- tiert; insbesondere in gewichteten Sobolev–Räumen. Dann wird eine Klasse von nicht–glatten Optimalsteuerungsproblemen formuliert mit der Liouville–Gleichung als Nebenbedingung und einem Kontrollmechanismus in der Driftfunktion. Weiter- hin werden Box–Einschränkungen angenommen. ...

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Author: Jan BartschORCiD urn:nbn:de:bvb:20-opus-249066 Doctoral Thesis Universität Würzburg, Fakultät für Mathematik und Informatik Fakultät für Mathematik und Informatik / Institut für Mathematik Prof. Dr. Alfio BorziORCiD, Prof. Dr. Francesco FanelliORCiD 2021/11/08 English 2021 https://doi.org/10.25972/OPUS-24906 5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik Optimale Kontrolle; Optimierung / Nebenbedingung Ensemble optimal control; Liouville and transport equations F. Theory of Computation G. Mathematics of Computing 2021/11/17 CC BY-SA: Creative-Commons-Lizenz: Namensnennung, Weitergabe unter gleichen Bedingungen 4.0 International