Deutsch Intern
Scientific Computing

Oberseminar Wissenschaftliches Rechnen (Dr. Stefana Anita)

Nonlocal Optimal Control for a Nonlinear Fokker-Planck Equation
Date: 11/22/2022, 10:15 AM - 12:00 PM
Category: Veranstaltung
Location: Hubland Nord, Geb. 30, 30.02.003
Organizer: Lehrstuhl für Mathematik IX (Wissenschaftliches Rechnen)
Speaker: Dr. Stefana Anita
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[Translate to Englisch:] (Image: Lehrstuhl für Wissenschaftliches Rechnen)


Computational measurement models may involve several uncertain simulation parameters: not only can the material properties of a heterogeneous medium be unknown, but the shape of the structure itself can be uncertain as well. This presentation concerns an optimal control problem (P) related to a nonlinear Fokker-Planck equation. The problem is deeply related to a stochastic optimal control problem (PS) for a McKean-Vlasov equation. The existence of an optimal control is obtained for the deterministic problem (P). The existence of an optimal control is established and necessary optimality conditions are derived for a penalized optimal control problem (Ph) related to a backward Euler approximation of the nonlinear Fokker-Planck equation (with a constant discretization step h). Passing to the limit one derives the necessary optimality conditions for problem (P).

All lectures in the 'Seminar Scientific Computing'