Some results on Model Predictive Control for the Fokker-Planck equation

URN to cite this document: urn:nbn:de:bvb:703-epub-1923-8

Title data

Fleig, Arthur ; Grüne, Lars ; Guglielmi, Roberto:
Some results on Model Predictive Control for the Fokker-Planck equation.
Department of Mathematics, University of Bayreuth
Bayreuth , 2014 . - 4 S.

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Fleig_Gruene_Guglielmi_fokker_planck_2014.pdf - Accepted Version
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Project information

Project title:

Project's official title	Project's id
Marie-Curie Initial Training Network "Sensitivity Analysis for Deterministic Controller Design" (SADCO)	264735-SADCO

Project financing:

7. Forschungsrahmenprogramm für Forschung, technologische Entwicklung und Demonstration der Europäischen Union

Abstract

A Model Predictive Control scheme is applied to track the solution of a Fokker-Planck equation over a fixed time horizon. We analyse the dependence of the total cost functional on several parameters of the algorithm, in particular on the receding time horizon, on the regularization parameter, and on the sampling time. Comparison among different numerical simulations show valuable improvements by properly tuning the scheme's parameters. Our numerical study is complemented by a theoretical controllability analysis explaining the superior performance of controls with time and space dependence.

Further data

Item Type:	Preprint, postprint
Additional notes (visible to public):	© 2014 IEEE. Reuse of this content is subject to the IEEE Copyright. This content will be published in: Proceedings on the 21st International Symposium on Mathematical Theory of Networks and Systems (MTNS 2014), July 7–11, 2014, University of Groningen, Groningen, Netherlands, check the forthcoming abstract in IEEE Explore.
Keywords:	Fokker-Planck equation; optimal control; feedback control systems; stochastic control and estimation
DDC Subjects:	500 Science > 510 Mathematics
Institutions of the University:	Faculties Faculties > Faculty of Mathematics, Physics und Computer Science Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne) Profile Fields Profile Fields > Advanced Fields Profile Fields > Advanced Fields > Nonlinear Dynamics Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Language:	English
Originates at UBT:	Yes
URN:	urn:nbn:de:bvb:703-epub-1923-8
Date Deposited:	20 Mar 2015 09:51
Last Modified:	20 Mar 2015 09:56
URI:	https://epub.uni-bayreuth.de/id/eprint/1923

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