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Enrico Sartor

Publications and source records attributed to Enrico Sartor.

3 recordsLinked to original sources

Optimal control of the coagulation-fragmentation equation

We formulate and analyse an optimal control problem for the coagulation-fragmentation equation, where a scalar, time-dependent control modulates the coagulation rate by multiplying the coagulation kernel. The objective functional consists of a quadratic penalisation of the control and a terminal cost depending on the final size distribution. In a weighted $L^1$ framework, we prove weak-to-weak continuity of the control-to-state map under perturbations of the coefficients and obtain existence of optimal controls by the direct method. We then establish $Γ$-convergence of the corresponding cost functionals, providing stability of optimal controls and justifying truncation of unbounded kernels in the optimisation setting. For bounded coagulation kernels we show differentiability of the dynamics, derive an adjoint equation, and obtain a Pontryagin-type minimum principle. Lipschitz continuity of the gradient with respect to the control yields, at the continuous level, convergence of a projected-gradient algorithm with Armijo backtracking. A proof-of-concept finite-volume implementation is then used in a numerical study targeting the number of particles within a prescribed size window, demonstrating that a single low-dimensional actuator can effectively reshape an infinite-dimensional particle-size distribution.

math.OC↗

Sparse optimal control in the Wasserstein space

We study sparse optimal control of a non-local continuity equation, where the goal is to steer a distribution via finitely many controllable agents or actuators. This model arises naturally in mean-field multi-agent systems and takes the form of a coupled PDE-ODE system where the PDE describes the evolution of the distribution and the controlled ODE captures the dynamics of the controllable agents. A natural objective is distribution steering via terminal costs based on optimal transport, such as the squared Wasserstein distance. These costs are problematic for finite-agent formulations due to non-smoothness at empirical measures and they fall outside common expected-value-type cost classes. We address these challenges by studying the resulting optimal control problem in the Wasserstein space. Under suitable assumptions on the system dynamics and Wasserstein differentiability of the terminal cost (with no smoothness requirement on the associated Wasserstein gradient), we prove first-order sensitivity of the control-to-state map, derive an adjoint system and an explicit formula for the gradient of the cost functional, and obtain Pontryagin-type necessary conditions. To illustrate the resulting adjoint-based method, we present numerical experiments on a representative distribution-splitting task.

math.OC↗

Echo State Networks for Bitcoin Time Series Prediction

Forecasting stock and cryptocurrency prices is challenging due to high volatility and non-stationarity, influenced by factors like economic changes and market sentiment. Previous research shows that Echo State Networks (ESNs) can effectively model short-term stock market movements, capturing nonlinear patterns in dynamic data. To the best of our knowledge, this work is among the first to explore ESNs for cryptocurrency forecasting, especially during extreme volatility. We also conduct chaos analysis through the Lyapunov exponent in chaotic periods and show that our approach outperforms existing machine learning methods by a significant margin. Our findings are consistent with the Lyapunov exponent analysis, showing that ESNs are robust during chaotic periods and excel under high chaos compared to Boosting and Naïve methods.

cs.LG↗