Control Theory for Partial Differential Equations: Volume 1, Abstract Parabolic Systems


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.




Optimal Control of Partial Differential Equations


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.




Partial Differential Equations: Theory, Control and Approximation


Book Description

This book collects papers mainly presented at the "International Conference on Partial Differential Equations: Theory, Control and Approximation" (May 28 to June 1, 2012 in Shanghai) in honor of the scientific legacy of the exceptional mathematician Jacques-Louis Lions. The contributors are leading experts from all over the world, including members of the Academies of Sciences in France, the USA and China etc., and their papers cover key fields of research, e.g. partial differential equations, control theory and numerical analysis, that Jacques-Louis Lions created or contributed so much to establishing.




Finite Difference Methods for Ordinary and Partial Differential Equations


Book Description

This book introduces finite difference methods for both ordinary differential equations (ODEs) and partial differential equations (PDEs) and discusses the similarities and differences between algorithm design and stability analysis for different types of equations. A unified view of stability theory for ODEs and PDEs is presented, and the interplay between ODE and PDE analysis is stressed. The text emphasizes standard classical methods, but several newer approaches also are introduced and are described in the context of simple motivating examples.




Trends in Control Theory and Partial Differential Equations


Book Description

This book presents cutting-edge contributions in the areas of control theory and partial differential equations. Over the decades, control theory has had deep and fruitful interactions with the theory of partial differential equations (PDEs). Well-known examples are the study of the generalized solutions of Hamilton-Jacobi-Bellman equations arising in deterministic and stochastic optimal control and the development of modern analytical tools to study the controllability of infinite dimensional systems governed by PDEs. In the present volume, leading experts provide an up-to-date overview of the connections between these two vast fields of mathematics. Topics addressed include regularity of the value function associated to finite dimensional control systems, controllability and observability for PDEs, and asymptotic analysis of multiagent systems. The book will be of interest for both researchers and graduate students working in these areas.




Elliptic Regularity Theory by Approximation Methods


Book Description

A modern account of elliptic regularity theory, with a rigorous presentation of recent developments for fundamental models.




Boundary Control of PDEs


Book Description

The text's broad coverage includes parabolic PDEs; hyperbolic PDEs of first and second order; fluid, thermal, and structural systems; delay systems; PDEs with third and fourth derivatives in space (including variants of linearized Ginzburg-Landau, Schrodinger, Kuramoto-Sivashinsky, KdV, beam, and Navier-Stokes equations); real-valued as well as complex-valued PDEs; stabilization as well as motion planning and trajectory tracking for PDEs; and elements of adaptive control for PDEs and control of nonlinear PDEs.




Splines and PDEs: From Approximation Theory to Numerical Linear Algebra


Book Description

This book takes readers on a multi-perspective tour through state-of-the-art mathematical developments related to the numerical treatment of PDEs based on splines, and in particular isogeometric methods. A wide variety of research topics are covered, ranging from approximation theory to structured numerical linear algebra. More precisely, the book provides (i) a self-contained introduction to B-splines, with special focus on approximation and hierarchical refinement, (ii) a broad survey of numerical schemes for control problems based on B-splines and B-spline-type wavelets, (iii) an exhaustive description of methods for computing and analyzing the spectral distribution of discretization matrices, and (iv) a detailed overview of the mathematical and implementational aspects of isogeometric analysis. The text is the outcome of a C.I.M.E. summer school held in Cetraro (Italy), July 2017, featuring four prominent lecturers with different theoretical and application perspectives. The book may serve both as a reference and an entry point into further research.




PETSc for Partial Differential Equations: Numerical Solutions in C and Python


Book Description

The Portable, Extensible Toolkit for Scientific Computation (PETSc) is an open-source library of advanced data structures and methods for solving linear and nonlinear equations and for managing discretizations. This book uses these modern numerical tools to demonstrate how to solve nonlinear partial differential equations (PDEs) in parallel. It starts from key mathematical concepts, such as Krylov space methods, preconditioning, multigrid, and Newton’s method. In PETSc these components are composed at run time into fast solvers. Discretizations are introduced from the beginning, with an emphasis on finite difference and finite element methodologies. The example C programs of the first 12 chapters, listed on the inside front cover, solve (mostly) elliptic and parabolic PDE problems. Discretization leads to large, sparse, and generally nonlinear systems of algebraic equations. For such problems, mathematical solver concepts are explained and illustrated through the examples, with sufficient context to speed further development. PETSc for Partial Differential Equations addresses both discretizations and fast solvers for PDEs, emphasizing practice more than theory. Well-structured examples lead to run-time choices that result in high solver performance and parallel scalability. The last two chapters build on the reader’s understanding of fast solver concepts when applying the Firedrake Python finite element solver library. This textbook, the first to cover PETSc programming for nonlinear PDEs, provides an on-ramp for graduate students and researchers to a major area of high-performance computing for science and engineering. It is suitable as a supplement for courses in scientific computing or numerical methods for differential equations.




Variational Techniques for Elliptic Partial Differential Equations


Book Description

Variational Techniques for Elliptic Partial Differential Equations, intended for graduate students studying applied math, analysis, and/or numerical analysis, provides the necessary tools to understand the structure and solvability of elliptic partial differential equations. Beginning with the necessary definitions and theorems from distribution theory, the book gradually builds the functional analytic framework for studying elliptic PDE using variational formulations. Rather than introducing all of the prerequisites in the first chapters, it is the introduction of new problems which motivates the development of the associated analytical tools. In this way the student who is encountering this material for the first time will be aware of exactly what theory is needed, and for which problems. Features A detailed and rigorous development of the theory of Sobolev spaces on Lipschitz domains, including the trace operator and the normal component of vector fields An integration of functional analysis concepts involving Hilbert spaces and the problems which can be solved with these concepts, rather than separating the two Introduction to the analytical tools needed for physical problems of interest like time-harmonic waves, Stokes and Darcy flow, surface differential equations, Maxwell cavity problems, etc. A variety of problems which serve to reinforce and expand upon the material in each chapter, including applications in fluid and solid mechanics