Imperial College London

Professor Grigorios A. Pavliotis

Faculty of Natural SciencesDepartment of Mathematics

Professor of Applied Mathematics
 
 
 
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Contact

 

+44 (0)20 7594 8564g.pavliotis Website

 
 
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Location

 

736aHuxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{2014:10.3934/jcd.2014.1.279,
doi = {10.3934/jcd.2014.1.279},
journal = {Journal of Computational Dynamics},
pages = {279--306},
title = {Optimal control of multiscale systems using reduced-order models},
url = {http://dx.doi.org/10.3934/jcd.2014.1.279},
volume = {1},
year = {2014}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AB - © American Institute of Mathematical Sciences. We study optimal control of diffusions with slow and fast variables and address a question raised by practitioners: is it possible to first eliminate the fast variables before solving the optimal control problem and then use the optimal control computed from the reduced-order model to control the original, high-dimensional system? The strategy "first reduce, then optimize"-rather than "first optimize, then reduce"-is motivated by the fact that solving optimal control problems for high-dimensional multiscale systems is numerically challenging and often computationally prohibitive. We state suffcient and necessary conditions, under which the "first reduce, then control" strategy can be employed and discuss when it should be avoided. We further give numerical examples that illustrate the "first reduce, then optmize" approach and discuss possible pitfalls.
DO - 10.3934/jcd.2014.1.279
EP - 306
PY - 2014///
SP - 279
TI - Optimal control of multiscale systems using reduced-order models
T2 - Journal of Computational Dynamics
UR - http://dx.doi.org/10.3934/jcd.2014.1.279
VL - 1
ER -