scholarly journals The Classical Continuous Mixed Optimal Control of Couple Nonlinear Parabolic Partial Differential Equations with State Constraints

2021 ◽  
pp. 4859-4874
Author(s):  
Jamil A Ali Al-Hawasy ◽  
Ghufran M Kadhem ◽  
Ahmed Abdul Hasan Naeif

In this work, the classical continuous mixed optimal control vector (CCMOPCV) problem of couple nonlinear partial differential equations of parabolic (CNLPPDEs) type with state constraints (STCO) is studied. The existence and uniqueness theorem (EXUNTh) of the state vector solution (SVES) of the CNLPPDEs for a given CCMCV is demonstrated via the method of Galerkin (MGA). The EXUNTh of the CCMOPCV ruled with the CNLPPDEs is proved. The Frechet derivative (FÉDE) is obtained. Finally, both the necessary and the sufficient theorem conditions for optimality (NOPC and SOPC) of the CCMOPCV with state constraints (STCOs) are proved through using the Kuhn-Tucker-Lagrange (KUTULA) multipliers theorem (KUTULATH).

2018 ◽  
Vol 29 (1) ◽  
pp. 118
Author(s):  
Jamil Amir Al-hawasy

In this paper the continuous classical boundary optimal problem of a couple linear partial differential equations of parabolic type is studied, The Galerkin method is used to prove the existence and uniqueness theorem of the state vector solution of a couple linear parabolic partial differential equations for given (fixed) continuous classical boundary control vector. The proof of the existence theorem of a continuous classical optimal boundary control vector associated with the couple linear parabolic is given. The Frechet derivative is derived; finally we give a proof of the necessary conditions for optimality (boundary control) of the above problem.


2020 ◽  
Vol 07 (02) ◽  
pp. 2050012
Author(s):  
Riu Naito ◽  
Toshihiro Yamada

This paper gives an acceleration scheme for deep backward stochastic differential equation (BSDE) solver, a deep learning method for solving BSDEs introduced in Weinan et al. [Weinan, E, J Han and A Jentzen (2017). Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations, Communications in Mathematics and Statistics, 5(4), 349–380]. The solutions of nonlinear partial differential equations are quickly estimated using technique of weak approximation even if the dimension is high. In particular, the loss function and the relative error for the target solution become sufficiently small through a smaller number of iteration steps in the new deep BSDE solver.


Author(s):  
Guy Mahler

We show the existence of weak solutions of nonlinear parabolic partial differential equations in unbounded domains, provided that a variant of the Leray-Lions conditions is satisfied.


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