A numerical investigation of Brockett’s ensemble optimal control problems

Please always quote using this URN: urn:nbn:de:bvb:20-opus-265352
  • This paper is devoted to the numerical analysis of non-smooth ensemble optimal control problems governed by the Liouville (continuity) equation that have been originally proposed by R.W. Brockett with the purpose of determining an efficient and robust control strategy for dynamical systems. A numerical methodology for solving these problems is presented that is based on a non-smooth Lagrange optimization framework where the optimal controls are characterized as solutions to the related optimality systems. For this purpose, approximation andThis paper is devoted to the numerical analysis of non-smooth ensemble optimal control problems governed by the Liouville (continuity) equation that have been originally proposed by R.W. Brockett with the purpose of determining an efficient and robust control strategy for dynamical systems. A numerical methodology for solving these problems is presented that is based on a non-smooth Lagrange optimization framework where the optimal controls are characterized as solutions to the related optimality systems. For this purpose, approximation and solution schemes are developed and analysed. Specifically, 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. The resulting optimality system is solved by a projected semi-smooth Krylov–Newton method. Results of numerical experiments are presented that successfully validate the proposed framework.show moreshow less

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Metadaten
Author: Jan Bartsch, Alfio Borzì, Francesco Fanelli, Souvik Roy
URN:urn:nbn:de:bvb:20-opus-265352
Document Type:Journal article
Faculties:Fakultät für Mathematik und Informatik / Institut für Mathematik
Language:English
Parent Title (English):Numerische Mathematik
Year of Completion:2021
Volume:149
Issue:1
Pagenumber:1–42
Source:Numerische Mathematik 2021, 149(1):1–42. DOI: 10.1007/s00211-021-01223-6
DOI:https://doi.org/10.1007/s00211-021-01223-6
Dewey Decimal Classification:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
Tag:Brockett; ensemble optimal control problems; numerical analysis
Release Date:2022/04/13
Licence (German):License LogoCC BY: Creative-Commons-Lizenz: Namensnennung 4.0 International