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dc.contributor.authorCamilli, Fabio
dc.contributor.authorDuisembay, Serikbolsyn
dc.contributor.authorTang, Qing
dc.date.accessioned2021-03-22T05:46:13Z
dc.date.available2020-06-22T08:03:00Z
dc.date.available2021-03-22T05:46:13Z
dc.date.issued2021
dc.identifier.citationCamilli, 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.issn2164-6074
dc.identifier.doi10.3934/jdg.2021013
dc.identifier.urihttp://hdl.handle.net/10754/663758
dc.description.abstractIn 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.publisherAmerican Institute of Mathematical Sciences (AIMS)
dc.relation.urlhttps://www.aimsciences.org/article/doi/10.3934/jdg.2021013
dc.rightsThis 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.titleApproximation of an optimal control problem for the time-fractional Fokker-Planck equation
dc.typeArticle
dc.contributor.departmentApplied Mathematics and Computational Science Program
dc.contributor.departmentApplied Mathematics & Computational Sci
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
dc.identifier.journalJournal of Dynamics & Games
dc.rights.embargodate2022-03-22
dc.eprint.versionPost-print
dc.contributor.institutionDip. di Scienze di Base e Applicate per l'Ingegneria, Sapienza Università di Roma, via Scarpa 16, 00161 Roma, Italy.
dc.contributor.institutionChina University of Geosciences, Wuhan, China.
dc.identifier.arxivid2006.03518
kaust.personDuisembay, Serikbolsyn
refterms.dateFOA2020-06-22T08:03:41Z
dc.date.posted2020-06-05


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