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Alessandro Alla

Publications and source records attributed to Alessandro Alla.

At least 19 recordsLinked to original sources

Adjoint Method versus Physics-Informed Neural Networks in PDE-Constrained Inverse Problems

Inverse problems governed by partial differential equations (PDEs) are central to computational mechanics and are commonly solved by adjoint-based optimization, while physics-informed neural networks (PINNs) have emerged as a flexible alternative. Their relative performance remains difficult to assess because the two approaches are often compared under different formulations, parameterizations, optimizers, and regularization choices. We present a controlled comparison of adjoint optimization and PINNs for PDE-constrained inverse problems. From a common abstract formulation, we instantiate both methods on identical domains, governing equations, observation models, and regularization terms, while matching the optimizer, unknown parameterization, and arithmetic precision wherever applicable. The benchmarks include unsteady Burgers, noisy Darcy permeability inversion, three-dimensional Allen-Cahn reaction identification, and unsteady Navier-Stokes viscosity identification. The results show that the representation of the unknown largely determines the preferred method: grid-based fields favor the discrete adjoint, whereas neural representations are native to PINNs and relevant for closure and constitutive modeling. For time-dependent problems, adjoint inversion can be dominated by trajectory storage and differentiation, while PINNs provide satisfactory reconstructions at lower cost. A PINN-warm-started adjoint strategy then recovers adjoint-level accuracy at about half the cost.

math.NA

PINNs in PDE Constrained Optimal Control Problems: Direct vs Indirect Methods

We study physics-informed neural networks (PINNs) as numerical tools for the optimal control of semilinear partial differential equations. We first recall the classical direct and indirect viewpoints for optimal control of PDEs, and then present two PINN formulations: a direct formulation based on minimizing the objective under the state constraint, and an indirect formulation based on the first-order optimality system. For a class of semilinear parabolic equations, we derive the state equation, the adjoint equation, and the stationarity condition in a form consistent with continuous-time Pontryagin-type optimality conditions. We then specialize the framework to an Allen-Cahn control problem and compare three numerical approaches: (i) a discretize-then-optimize adjoint method, (ii) a direct PINN, and (iii) an indirect PINN. Numerical results show that the PINN parameterization has an implicit regularizing effect, in the sense that it tends to produce smoother control profiles. They also indicate that the indirect PINN more faithfully preserves the PDE contraint and optimality structure and yields a more accurate neural approximation than the direct PINN.

math.OC

Discovery of interaction and diffusion kernels in particle-to-mean-field multi-agent systems

We propose a data-driven framework to learn interaction kernels in stochastic multi-agent systems. Our approach aims at identifying the functional form of nonlocal interaction and diffusion terms directly from trajectory data, without any a priori knowledge of the underlying interaction structure. Starting from a discrete stochastic binary-interaction model, we formulate the inverse problem as a sequence of sparse regression tasks in structured finite-dimensional spaces spanned by compactly supported basis functions, such as piecewise linear polynomials. In particular, we assume that pairwise interactions between agents are not directly observed and that only limited trajectory data are available. To address these challenges, we propose two complementary identification strategies. The first based on random-batch sampling, which compensates for latent interactions while preserving the statistical structure of the full dynamics in expectation. The second based on a mean-field approximation, where the empirical particle density reconstructed from the data defines a continuous nonlocal regression problem. Numerical experiments demonstrate the effectiveness and robustness of the proposed framework, showing accurate reconstruction of both interaction and diffusion kernels even from partially observed. The method is validated on benchmark models, including bounded-confidence and attraction-repulsion dynamics, where the two proposed strategies achieve comparable levels of accuracy.

cs.LG

Linear error bounds for HJB equations in finite horizon control problems

We study semi Lagrangian approximation schemes for Hamilton Jacobi Bellman equations arising from finite horizon optimal control problems. Classical error estimates for these schemes include the term $\frac{1}{\Delta t}$ which leads to pessimistic convergence bounds and is not observed in numerical experiments. In this work, we provide improved error estimates under standard regularity assumptions on the dynamics, the running cost, and the final cost, assuming the presence of a positive discount factor. The new bound depends linearly on the time step, the spatial mesh size, and a measure of the temporal oscillation of the control, thus removing the mixed term appearing in previous analyses. The proof relies on a refined comparison between continuous and discrete cost functionals and on stability estimates for the controlled dynamics. Numerical experiments confirm first-order convergence in both space and time and suggest that the improved behavior persists even in the undiscounted case.

math.OC

Efficient data-driven regression for reduced-order modeling of spatial pattern formation

We present an efficient data-driven regression approach for constructing reduced-order models (ROMs) of reaction-diffusion systems exhibiting pattern formation. The ROMs are learned non-intrusively from available training data of physically accurate numerical simulations. The method can be applied to general nonlinear systems through the use of polynomial model form, while not requiring knowledge of the underlying physical model, governing equations, or numerical solvers. The process of learning ROMs is posed as a low-cost least-squares problem in a reduced-order subspace identified via Proper Orthogonal Decomposition (POD). Numerical experiments on classical pattern-forming systems--including the Schnakenberg and Mimura--Tsujikawa models--demonstrate that higher-order surrogate models significantly improve prediction accuracy while maintaining low computational cost. The proposed method provides a flexible, non-intrusive model reduction framework, well suited for the analysis of complex spatio-temporal pattern formation phenomena.

nlin.PS

Stability properties of solutions to convection-reaction equations with nonlinear diffusion

In this paper we study a convection-reaction-diffusion equation of the form \begin{equation*} u_t=\varepsilon(h(u)u_x)_x-f(u)_x+f'(u), \quad t>0, \end{equation*} with a nonlinear diffusion in a bounded interval of the real line. In particular, we first focus our attention on the existence of stationary solutions with at most one zero inside the interval, studying their behavior with respect to the viscosity coefficient $\varepsilon>0$ and their stability/instability properties. Then, we investigate the large time behavior of the solutions for finite times and the asymptotic regime. We also show numerically that, for a particular class of initial data, the so-called metastable behavior occurs, meaning that the time-dependent solution persists for an exponentially long (with respect to $\varepsilon$) time in a transition non-stable phase, before converging to a stable configuration.

math.AP

A PINN approach for the online identification and control of unknown PDEs

Physics-Informed Neural Networks (PINNs) have revolutionized solving differential equations by integrating physical laws into neural networks training. This paper explores PINNs for open-loop optimal control problems (OCPs) with incomplete information, such as sparse initial and boundary data and partially unknown system parameters. We derive optimality conditions from the Lagrangian multipliers and use PINNs to predict the state, adjoint, and control variables. In contrast with previous methods, our approach integrates these elements into a single neural network and addresses scenarios with consistently limited data. In addition, we address the study of partially unknown equations identifying underlying parameters online by searching for the optimal solution recurring to a 2-in-series architecture of PINNs, in which scattered data of the uncontrolled solution is used. Numerical examples show the effectiveness of the proposed method even in scenarios characterized by a considerable lack of information.

math.OC

State Dependent Riccati for dynamic boundary control to optimize irrigation in Richards' Equation framework

We present an approach for the optimization of irrigation in a Richards' equation framework. We introduce a proper cost functional, aimed at minimizing the amount of water provided by irrigation, at the same time maximizing the root water uptake, which is modeled by a sink term in the continuity equation. The control is acting on the boundary of the dynamics and due to the nature of the mathematical problem we use a State-Dependent Riccati approach which provides suboptimal control in feedback form, applied to the system of ODEs resulting from the Richards' equation semidiscretization in space. The problem is tested with existing hydraulic parameters, also considering proper root water uptake functions. The numerical simulations also consider the presence of noise in the model to further validate the use of a feedback control approach.

math.OC

A POD approach to identify and control PDEs online through State Dependent Riccati equations

We address the control of Partial Differential equations (PDEs) with unknown parameters. Our objective is to devise an efficient algorithm capable of both identifying and controlling the unknown system. We assume that the desired PDE is observable provided a control input and an initial condition. The method works as follows, given an estimated parameter configuration, we compute the corresponding control using the State-Dependent Riccati Equation (SDRE) approach. Subsequently, after computing the control, we observe the trajectory and estimate a new parameter configuration using Bayesian Linear Regression method. This process iterates until reaching the final time, incorporating a defined stopping criterion for updating the parameter configuration. We also focus on the computational cost of the algorithm, since we deal with high dimensional systems. To enhance the efficiency of the method, indeed, we employ model order reduction through the Proper Orthogonal Decomposition (POD) method. The considered problem's dimension is notably large, and POD provides impressive speedups. Further, a detailed description on the coupling between POD and SDRE is also provided. Finally, numerical examples will show the accurateness of our method across two test cases.

math.OC

Online identification and control of PDEs via Reinforcement Learning methods

We focus on the control of unknown Partial Differential Equations (PDEs). The system dynamics is unknown, but we assume we are able to observe its evolution for a given control input, as typical in a Reinforcement Learning framework. We propose an algorithm based on the idea to control and identify on the fly the unknown system configuration. In this work, the control is based on the State-Dependent Riccati approach, whereas the identification of the model on Bayesian linear regression. At each iteration, based on the observed data, we obtain an estimate of the a-priori unknown parameter configuration of the PDE and then we compute the control of the correspondent model. We show by numerical evidence the convergence of the method for infinite horizon control problems.

math.OC

Piecewise DMD for oscillatory and Turing spatio-temporal dynamics

Dynamic Mode Decomposition (DMD) is an equation-free method that aims at reconstructing the best linear fit from temporal datasets. In this paper, we show that DMD does not provide accurate approximation for datasets describing oscillatory dynamics, like spiral waves and relaxation oscillations, or spatio-temporal Turing instability. Inspired from the classical "divide and conquer" approach, we propose a piecewise version of DMD (pDMD) to overcome this problem. The main idea is to split the original dataset in N submatrices and then apply the exact (randomized) DMD method in each subset of the obtained partition. We describe the pDMD algorithm in detail and we introduce some error indicators to evaluate its performance when N is increased. Numerical experiments show that very accurate reconstructions are obtained by pDMD for datasets arising from time snapshots of some reaction-diffusion PDE systems, like the FitzHugh-Nagumo model, the lambda-omega system and the DIB morpho-chemical system for battery modeling.

math.NA

A Tree Structure Approach to Reachability Analysis

Reachability analysis is a powerful tool when it comes to capturing the behaviour, thus verifying the safety, of autonomous systems. However, general-purpose methods, such as Hamilton-Jacobi approaches, suffer from the curse of dimensionality. In this paper, we mitigate this problem for systems of moderate dimension and we propose a new algorithm based on a tree structure approach with geometric pruning. The numerical examples will include a comparison with a standard finite-difference method for linear and nonlinear problems

math.OC

Control of fractional diffusion problems via dynamic programming equations

We explore the approximation of feedback control of integro-differential equations containing a fractional Laplacian term. To obtain feedback control for the state variable of this nonlocal equation we use the Hamilton--Jacobi--Bellman equation. It is well-known that this approach suffers from the curse of dimensionality, and to mitigate this problem we couple semi-Lagrangian schemes for the discretization of the dynamic programming principle with the use of Shepard approximation. This coupling enables approximation of high dimensional problems. Numerical convergence toward the solution of the continuous problem is provided together with linear and nonlinear examples. The robustness of the method with respect to disturbances of the system is illustrated by comparisons with an open-loop control approach.

math.OC

Feedback reconstruction techniques for optimal control problems on a tree structure

The computation of feedback control using Dynamic Programming equation is a difficult task due the curse of dimensionality. The tree structure algorithm is one the methods introduced recently that mitigate this problem. The method computes the value function avoiding the construction of a space grid and the need for interpolation techniques using a discrete set of controls. However, the computation of the control is strictly linked to control set chosen in the computation of the tree. Here, we extend and complete the method selecting a finer control set in the computation of the feedback. This requires to use an interpolation method for scattered data which allows us to reconstruct the value function for nodes not belonging to the tree. The effectiveness of the method is shown via a numerical example.

math.NA

Adaptive POD-DEIM correction for Turing pattern approximation in reaction-diffusion PDE systems

We investigate a suitable application of Model Order Reduction (MOR) techniques for the numerical approximation of Turing patterns, that are stationary solutions of reaction-diffusion PDE (RD-PDE) systems. We show that solutions of surrogate models built by classical Proper Orthogonal Decomposition (POD) exhibit an unstable error behaviour over the dimension of the reduced space. To overcome this drawback, first of all, we propose a POD-DEIM technique with a correction term that includes missing information in the reduced models. To improve the computational efficiency, we propose an adaptive version of this algorithm in time that accounts for the peculiar dynamics of the RD-PDE in presence of Turing instability. We show the effectiveness of the proposed methods in terms of accuracy and computational cost for a selection of RD systems, i.e. FitzHugh-Nagumo, Schnackenberg and the morphochemical DIB models, with increasing degree of nonlinearity and more structured patterns.

math.NA

HJB-RBF based approach for the control of PDEs

Semi-lagrangian schemes for discretization of the dynamic programming principle are based on a time discretization projected on a state-space grid. The use of a structured grid makes this approach not feasible for high-dimensional problems due to the curse of dimensionality. Here, we present a new approach for infinite horizon optimal control problems where the value function is computed using Radial Basis Functions (RBF) by the Shepard's moving least squares approximation method on scattered grids. We propose a new method to generate a scattered mesh driven by the dynamics and the selection of the shape parameter in the RBF using an optimization routine. This mesh will help to localize the problem and approximate the dynamic programming principle in high dimension. Error estimates for the value function are also provided. Numerical tests for high dimensional problems will show the effectiveness of the proposed method.

math.NA

State-dependent Riccati equation feedback stabilization for nonlinear PDEs

The synthesis of suboptimal feedback laws for controlling nonlinear dynamics arising from semi-discretized PDEs is studied. An approach based on the State-dependent Riccati Equation (SDRE) is presented for H2 and Hinf control problems. Depending on the nonlinearity and the dimension of the resulting problem, offline, online, and hybrid offline-online alternatives to the SDRE synthesis are proposed. The hybrid offline-online SDRE method reduces to the sequential solution of Lyapunov equations, effectively enabling the computation of suboptimal feedback controls for two-dimensional PDEs. Numerical tests for the Sine-Gordon, degenerate Zeldovich, and viscous Burgers' PDEs are presented, providing a thorough experimental assessment of the proposed methodology.

math.OC

A tree structure algorithm for optimal control problems with state constraints

We present a tree structure algorithm for optimal control problems with state constraints. We prove a convergence result for a discrete time approximation of the value function based on a novel formulation of the constrained problem. Then the Dynamic Programming approach is developed by a discretization in time leading to a tree structure in space derived by the controlled dynamics, in this construction the state constraints are taken into account to cut several branches of the tree. Moreover, an additional pruning allows for the reduction of the tree complexity as for the case without state constraints. Since the method does not use an a priori space grid, no interpolation is needed for the reconstruction of the value function and the accuracy essentially relies on the time step $h$. These features permit a reduction in CPU time and in memory allocations. The synthesis of optimal feedback controls is based on the values on the tree and an interpolation on the values obtained on the tree will be necessary if a different discretization in the control space is adopted, e.g. to improve the accuracy of the method in the reconstruction of the optimal trajectories. Several examples show how this algorithm can be applied to problems in low dimension and compare it to a classical DP method on a grid.

math.NA