Approximation of an optimal control problem for the time-fractional Fokker-Planck equation
dc.contributor.author | Camilli, Fabio | |
dc.contributor.author | Duisembay, Serikbolsyn | |
dc.contributor.author | Tang, Qing | |
dc.date.accessioned | 2021-03-22T05:46:13Z | |
dc.date.available | 2020-06-22T08:03:00Z | |
dc.date.available | 2021-03-22T05:46:13Z | |
dc.date.issued | 2021 | |
dc.identifier.citation | Camilli, F., Duisembay, S., & Tang, Q. (2021). Approximation of an optimal control problem for the time-fractional Fokker-Planck equation. Journal of Dynamics & Games, 0(0), 0. doi:10.3934/jdg.2021013 | |
dc.identifier.issn | 2164-6074 | |
dc.identifier.doi | 10.3934/jdg.2021013 | |
dc.identifier.uri | http://hdl.handle.net/10754/663758 | |
dc.description.abstract | In this paper, we study the numerical approximation of a system of PDEs which arises from an optimal control problem for the time-fractional Fokker-Planck equation with time-dependent drift. The system is composed of a backward time-fractional Hamilton-Jacobi-Bellman equation and a forward time-fractional Fokker-Planck equation. We approximate Caputo derivatives in the system by means of L1 schemes and the Hamiltonian by finite differences. The scheme for the Fokker-Planck equation is constructed in such a way that the duality structure of the PDE system is preserved on the discrete level. We prove the well-posedness of the scheme and the convergence to the solution of the continuous problem. | |
dc.publisher | American Institute of Mathematical Sciences (AIMS) | |
dc.relation.url | https://www.aimsciences.org/article/doi/10.3934/jdg.2021013 | |
dc.rights | This is a pre-copy-editing, author-produced PDF of an article accepted for publication in Journal of Dynamics & Games following peer review. The definitive publisher-authenticated version is available online at: http://doi.org/10.3934/jdg.2021013 | |
dc.title | Approximation of an optimal control problem for the time-fractional Fokker-Planck equation | |
dc.type | Article | |
dc.contributor.department | Applied Mathematics and Computational Science Program | |
dc.contributor.department | Applied Mathematics & Computational Sci | |
dc.contributor.department | Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division | |
dc.identifier.journal | Journal of Dynamics & Games | |
dc.rights.embargodate | 2022-03-22 | |
dc.eprint.version | Post-print | |
dc.contributor.institution | Dip. di Scienze di Base e Applicate per l'Ingegneria, Sapienza Università di Roma, via Scarpa 16, 00161 Roma, Italy. | |
dc.contributor.institution | China University of Geosciences, Wuhan, China. | |
dc.identifier.arxivid | 2006.03518 | |
kaust.person | Duisembay, Serikbolsyn | |
refterms.dateFOA | 2020-06-22T08:03:41Z | |
dc.date.posted | 2020-06-05 |
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