Math 2603: Advanced Scientific Computing III

MWF 11:00-11:50 Thackeray 704

Instructor: C. Trenchea

Office Hours

M 1pm-2pm, W 1pm-3pm and by appointment
Office: Thackeray 606
Phone: (412) 624-5681

This course will focus on the study of optimal control problems for distributed parameter systems, i.e., for systems described by a boundary value problem for partial differential equations. We will give an introduction to the development and analysis of several approaches for solving control and optimization problems, and discuss some of the many issues that arise in the practical implementation of algorithms for control and optimization.
This course will be self-contained as far as possible.


Lecture notes and research papers from published literature.

Other references:

Perspectives in Flow Control and Optimization, SIAM Advances in Design and Control, by Max D. Gunzburger, 2002.

Lagrange Multiplier Approach to Variational Problems and Applications, SIAM Advances in Design and Control 15, by K. Ito and K. Kunisch, 2008.

Optimal Control Applied to Biological Models (Chapman & Hall / Crc Mathematical and Computational Biology), by Suzanne Lenhart and John T. Workman, 2007.

Representation and Control of Infinite Dimensional Systems, Birkhauser, 2nd edition, by Alain Bensoussan, Giuseppe Da Prato, Michel Delfour, Sanjoy K. Mitter, 2007.

Optimal control of variational inequalities, Pitman Advanced Publishing Program, by Viorel Barbu, 1984.

Analysis and Control of Nonlinear Infinite Dimensional Systems, Academic Press, San Diego, 1993.

Some Aspects of the Optimal Control of Distributed Parameter Systems, SIAM Philadelphia, by J.L. Lions

Convexity and Optimization in Banach Spaces, D. Reidel Publilshing Company, by Viorel Barbu and Theodor Precupanu, 1985.

Numerical Methods for Variational Inequalities and Optimal Control Problems, University "Al.I. Cuza" Iasi, Romania, by Viorel Arnautu, 1997.


Homework (60 percent). Late homeworks will be accepted only by special permission of the instructor.

Final (40 percent): due October 29.

The course web page will be updated continuously throughout the semester. The student is responsible for checking this web page for assignements and policies.
If you have a disability for which you are or may be requesting an accodomation, you are encouraged to contact both your instructor and the Office of Disability Resources and Services, 216 William Pitt Union, (412) 648-7890, as early as possible in the term. DRS will verify your disability and determine reasonable accomodations for this course.