Fredi Troeltzsch | Searcharxiv

arXiv2024

Second order analysis for the optimal selection of time delays

For a nonlinear ordinary differential equation with time delay, the differentiation of the solution with respect to the delay is investigated. Special emphasis is laid on the second-order derivative. The results are applied to an associated optimization problem for the time delay. A first- and second-order sensitivity analysis is performed including an adjoint calculus that avoids the second derivative of the state with respect to the delay.

math.OC↗

arXiv2017

On the switching behavior of sparse optimal controls for the one-dimensional heat equation

An optimal boundary control problem for the one-dimensional heat equation is considered. The objective functional includes a standard quadratic terminal observation, a Tikhonov regularization term with regularization parameter $ν$, and the $L^1$-norm of the control that accounts for sparsity. The switching structure of the optimal control is discussed for $ν\ge 0$. Under natural assumptions, it is shown that the set of switching points of the optimal control is countable with the final time as only possible accumulation point. The convergence of switching points is investigated for $ν\searrow 0$.

math.OC↗