arXiv subjects

Karl Kunisch

Publications and source records attributed to Karl Kunisch.

86 records · Page 5Linked to original sources

arXiv2017

Analysis of optimal control problems of semilinear elliptic equations by BV-functions

Optimal control problems for semilinear elliptic equations with control costs in the space of bounded variations are analysed. BV-based optimal controls favor piecewise constant, and hence 'simple' controls, with few jumps. Existence of optimal controls, necessary and suffcient optimality conditions of first and second order are analysed. Special attention is paid on the effect of the choice of the vector norm in the definition of the BV-seminorm for the optimal primal and adjoined variables.

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arXiv2017

On the monotone and primal-dual active set schemes for $\ell^p$-type problems, $p \in (0,1]$

Nonsmooth nonconvex optimization problems involving the $\ell^p$ quasi-norm, $p \in (0, 1]$, of a linear map are considered. A monotonically convergent scheme for a regularized version of the original problem is developed and necessary optimality conditions for the original problem in the form of a complementary system amenable for computation are given. Then an algorithm for solving the above mentioned necessary optimality conditions is proposed. It is based on a combination of the monotone scheme and a primal-dual active set strategy. The performance of the two algorithms is studied by means of a series of numerical tests in different cases, including optimal control problems, fracture mechanics and microscopy image reconstruction.

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arXiv2017

Numerical Study of Polynomial Feedback Laws for a Bilinear Control Problem

An infinite-dimensional bilinear optimal control problem with infinite-time horizon is considered. The associated value function can be expanded in a Taylor series around the equilibrium, the Taylor series involving multilinear forms which are uniquely characterized by generalized Lyapunov equations. A numerical method for solving these equations is proposed. It is based on a generalization of the balanced truncation model reduction method and some techniques of tensor calculus, in order to attenuate the curse of dimensionality. Polynomial feedback laws are derived from the Taylor expansion and are numerically investigated for a control problem of the Fokker-Planck equation. Their efficiency is demonstrated for initial values which are sufficiently close to the equilibrium.

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arXiv2017

Control Strategies for the Fokker-Planck Equation

Using a projection-based decoupling of the Fokker-Planck equation, control strategies that allow to speed up the convergence to the stationary distribution are investigated. By means of an operator theoretic framework for a bilinear control system, two different feedback control laws are proposed. Projected Riccati and Lyapunov equations are derived and properties of the associated solutions are given. The well-posedness of the closed loop systems is shown and local and global stabilization results, respectively, are obtained. An essential tool in the construction of the controls is the choice of appropriate control shape functions. Results for a two dimensional double well potential illustrate the theoretical findings in a numerical setup.

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arXiv2017

Taylor Expansions of the Value Function Associated with a Bilinear Optimal Control Problem

A general bilinear optimal control problem subject to an infinite-dimensional state equation is considered. Polynomial approximations of the associated value function are derived around the steady state by repeated formal differentiation of the Hamilton-Jacobi-Bellman equation. The terms of the approximations are described by multilinear forms, which can be obtained as solutions to generalized Lyapunov equations with recursively defined right-hand sides. They form the basis for defining a suboptimal feedback law. The approximation properties of this feedback law are investigated. An application to the optimal control of a Fokker-Planck equation is also provided.

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arXiv2017

Almost global existence of weak solutions for the nonlinear elastodynamics system for a class of strain energies

The aim of this paper is to prove the existence of almost global weak solutions for the unsteady nonlinear elastodynamics system in dimension $d=2$ or $3$, for a range of strain energy density functions satisfying some given assumptions. These assumptions are satisfied by the main strain energies generally considered. The domain is assumed to be bounded, and mixed boundary conditions are considered. Our approach is based on a nonlinear parabolic regularization technique, involving the $p$-Laplace operator. First we prove the existence of a local-in-time solution for the regularized system, by a fixed point technique. Next, using an energy estimate, we show that if the data are small enough, bounded by $\varepsilon >0$, then the maximal time of existence does not depend on the parabolic regularization parameter, and the behavior of the lifespan $T$ is $\gtrsim \log (1/\varepsilon)$, defining what we call here {\it almost global existence}. The solution is thus obtained by passing this parameter to zero. The key point of our proof is due to recent nonlinear Korn's inequalities proven by Ciarlet \& Mardare in $\mathrm{W}^{1,p}$ spaces, for $p>2$.

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arXiv2017

A convex penalty for switching control of partial differential equations

A convex penalty for promoting switching controls for partial differential equations is introduced; such controls consist of an arbitrary number of components of which at most one should be simultaneously active. Using a Moreau-Yosida approximation, a family of approximating problems is obtained that is amenable to solution by a semismooth Newton method. The efficiency of this approach and the structure of the obtained controls are demonstrated by numerical examples.

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arXiv2017

A convex analysis approach to optimal controls with switching structure for partial differential equations

Optimal control problems involving hybrid binary-continuous control costs are challenging due to their lack of convexity and weak lower semicontinuity. Replacing such costs with their convex relaxation leads to a primal-dual optimality system that allows an explicit pointwise characterization and whose Moreau-Yosida regularization is amenable to a semismooth Newton method in function space. This approach is especially suited for computing switching controls for partial differential equations. In this case, the optimality gap between the original functional and its relaxation can be estimated and shown to be zero for controls with switching structure. Numerical examples illustrate the effectiveness of this approach.

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arXiv2017

A convex analysis approach to multi-material topology optimization

This work is concerned with optimal control of partial differential equations where the control enters the state equation as a coefficient and should take on values only from a given discrete set of values corresponding to available materials. A "multi-bang" framework based on convex analysis is proposed where the desired piecewise constant structure is incorporated using a convex penalty term. Together with a suitable tracking term, this allows formulating the problem of optimizing the topology of the distribution of material parameters as minimizing a convex functional subject to a (nonlinear) equality constraint. The applicability of this approach is validated for two model problems where the control enters as a potential and a diffusion coefficient, respectively. This is illustrated in both cases by numerical results based on a semi-smooth Newton method.

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arXiv2016

Hybrid Optimal Control Problems for a Class of Semilinear Parabolic Equations

A class of optimal control problems of hybrid nature governed by semilinear parabolic equations is considered. These problems involve the optimization of switching times at which the dynamics, the integral cost, and the bounds on the control may change. First- and second-order optimality conditions are derived. The analysis is based on a reformulation involving a judiciously chosen transformation of the time domains. For autonomous systems and time-independent integral cost, we prove that the Hamiltonian is constant in time when evaluated along the optimal controls and trajectories. A numerical example is provided.

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arXiv2016

Sparse Control of Quantum Systems

A new class of cost functionals for optimal control of quantum systems which produces controls which are sparse in frequency and smooth in time is proposed. This is achieved by penalizing a suitable time-frequency representation of the control field, rather than the control field itself, and by employing norms which are of $L^1$ or measure form with respect to frequency but smooth with respect to time. We prove existence of optimal controls for the resulting nonsmooth optimization problem, derive necessary optimality conditions, and rigorously establish the frequency-sparsity of the optimizers. More precisely, we show that the time-frequency representation of the control field, which a priori admits a continuum of frequencies, is supported on only \textit{ finitely many} frequencies. These results cover important systems of physical interest, including (infinite-dimensional) Schrödinger dynamics on multiple potential energy surfaces as arising in laser control of chemical reactions. Numerical simulations confirm that the optimal controls, unlike those obtained with the usual $L^2$ costs, concentrate on just a few frequencies, even in the infinite-dimensional case of laser-controlled chemical reactions.

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arXiv2016

Infinite horizon sparse optimal control

A class of infinite horizon optimal control problems involving $L^p$-type cost functionals with $0<p\leq 1$ is discussed. The existence of optimal controls is studied for both the convex case with $p=1$ and the nonconvex case with $0<p<1$, and the sparsity structure of the optimal controls promoted by the $L^p$-type penalties is analyzed. A dynamic programming approach is proposed to numerically approximate the corresponding sparse optimal controllers.

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arXiv2015

Optimal control of the bidomain system (IV): Corrected proofs of the stability and regularity theorems

In a series of papers on optimal control problems for the monodomain as well as for the bidomain equations of cardiac electrophysiology, the authors studied existence of minimizers and derived first-order necessary optimality conditions. The analysis of these control problems is based on a regularity discussion for weak solutions, resulting in a stability estimate and a uniqueness theorem for the monodomain and bidomain system, respectively. Unfortunately, the authors recognized a serious error within the proof of these theorems. However, the present investigation shows that the assertions from [Kunisch/Wagner 12] and [Kunisch/Wagner 13a] can be maintained (with minor changes only) while the proofs must be subjected to considerable alterations. As a consequence, the optimization theorems from [Kunisch/Wagner 13b] allow for substantial improvements. Therefore, in the present paper we provide a refined regularity discussion of the bidomain system together with corrected proofs.

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arXiv2015

Local minimization algorithms for dynamic programming equations

The numerical realization of the dynamic programming principle for continuous-time optimal control leads to nonlinear Hamilton-Jacobi-Bellman equations which require the minimization of a nonlinear mapping over the set of admissible controls. This minimization is often performed by comparison over a finite number of elements of the control set. In this paper we demonstrate the importance of an accurate realization of these minimization problems and propose algorithms by which this can be achieved effectively. The considered class of equations includes nonsmooth control problems with $\ell_1$-penalization which lead to sparse controls.

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