TY - JOUR A1 - Gugat, Martin A1 - Hante, Falk T1 - On the turnpike phenomenon for optimal boundary control problems with hyperbolic systems JF - SIAM Journal on Control and Optimization N2 - We study problems of optimal boundary control with systems governed by linear hyperbolic partial differential equations. The objective function is quadratic and given by an integral over the finite time interval (0,T) that depends on the boundary traces of the solution. If the time horizon T is sufficiently large, the solution of the dynamic optimal boundary control problem can be approximated by the solution of a steady state optimization problem. We show that for T to infinity the approximation error converges to zero in the sense of the norm in L^2(0,1) with the rate 1/T, if the time interval (0,T) is transformed to the fixed interval (0,1). Moreover, we show that also for optimal boundary control problems with integer constraints for the controls the turnpike phenomenon occurs. In this case the steady state optimization problem also has the integer constraints. If T is sufficiently large, the integer part of each solution of the dynamic optimal boundary control problem with integer constraints is equal to the integer part of a solution of the static problem. A numerical verification is given for a control problem in gas pipeline operations. Y1 - 2019 U6 - https://doi.org/10.1137/17M1134470 VL - 57 IS - 1 SP - 264 EP - 289 ER - TY - JOUR A1 - Farshbaf Shaker, Mohammad Hassan A1 - Gugat, Martin A1 - Heitsch, Holger A1 - Henrion, René T1 - Optimal Neumann boundary control of a vibrating string with uncertain initial data and probabilistic terminal constraints N2 - In optimal control problems, often initial data are required that are not known exactly in practice. In order to take into account this uncertainty, we consider optimal control problems for a system with an uncertain initial state. A finite terminal time is given. On account of the uncertainty of the initial state, it is not possible to prescribe an exact terminal state. Instead, we are looking for controls that steer the system into a given neighborhood of the desired terminal state with sufficiently high probability. This neighborhood is described in terms of an inequality for the terminal energy. The probabilistic constraint in the considered optimal control problem leads to optimal controls that are robust against the inevitable uncertainties of the initial state. We show the existence of such optimal controls. Numerical examples with optimal Neumann control of the wave equation are presented. KW - PDE constrained optimization, probabilistic constraints, uncertain initial data Y1 - U6 - https://doi.org/10.1137/19M1269944 ER - TY - JOUR A1 - Adelhütte, Dennis A1 - Aßmann, Denis A1 - Gonzàlez Grandòn, Tatiana A1 - Gugat, Martin A1 - Heitsch, Holger A1 - Liers, Frauke A1 - Henrion, René A1 - Nitsche, Sabrina A1 - Schultz, Rüdiger A1 - Stingl, Michael A1 - Wintergerst, David T1 - Joint model of probabilistic/robust (probust) constraints applied to gas network optimization N2 - Optimization tasks under uncertain conditions abound in many real-life applications. Whereas solution approaches for probabilistic constraints are often developed in case the uncertainties can be assumed to follow a certain probability distribution, robust approaches are usually used in case solutions are sought that are feasible for all realizations of uncertainties within some pre-defined uncertainty set. As many applications contain different types of uncertainties that require robust as well as probabilistic treatments, we deal with a class of joint probabilistic/robust constraints as its appears in optimization problems under uncertainty. Focusing on complex uncertain gas network optimization problems, we show the relevance of this class of problems for the task of maximizing free booked capacities in an algebraic model for a stationary gas network. We furthermore present approaches for their solution. Finally, we study the problem of controlling a transient system that is governed by the wave equation. The task consists in determining controls such that a certain robustness measure remains below some given upper bound, with high probability. KW - robust optimization KW - chance constraints KW - optimal control KW - spheric-radial decomposition Y1 - 2017 U6 - https://doi.org/10.1007/s10013-020-00434-y ER - TY - JOUR A1 - Gugat, Martin A1 - Schultz, Rüdiger A1 - Schuster, Michael T1 - Convexity and Starshapedness of Feasible Sets in Stationary Flow Networks JF - Networks and Heterogeneous Media N2 - We deal with a stationary model for flow through a network. The flows are determined by the values at the boundary nodes of the network that we call the loads of the network. In the applications , the feasible loads must satisfy some box constraints. We analyze the structure of the set of feasible loads. Our analysis is motivated by gas pipeline flows, where the box constraints are pressure bounds. We present sufficient conditions to show, that the feasible set is star-shaped with respect to special points. For stronger conditions, we prove the convexity of the set of feasible loads. All the results are given for active and passive networks, i.e. networks with and without inner control. This analysis is motivated by the aim to use the spheric-radial decomposition for stochastic boundary data in this model. This paper can be used for simplifying the algorithmic use of the spheric-radial decomposition. KW - Validation of nominations, Stationary states, Isothermal Euler equations, Gas networks, Convexity, Star-Shapedness, Spheric-radial decomposition Y1 - 2020 U6 - https://doi.org/10.3934/nhm.2020008 SP - 171 EP - 195 ER - TY - JOUR A1 - Gugat, Martin A1 - Schuster, Michael ED - Weber, Gerhard-Wilhelm T1 - Stationary Gas Networks with Compressor Control and Random Loads: Optimization with Probabilistic Constraints JF - Mathematical Problems in Engineering N2 - We introduce a stationary model for gas flow based on simplified isothermal Euler equations in a non-cycled pipeline network. Especially the problem of the feasibility of a random load vector is analyzed. Feasibility in this context means the existence of a flow vectormeeting these loads, which satisfies the physical conservation laws with box constraints for the pressure. An important aspect of the model is the support of compressor stations, which counteract the pressure loss caused by friction in the pipes.The network is assumed to have only one influx node; all other nodes are efflux nodes.With these assumptions the set of feasible loads can be characterized analytically. In addition we show the existence of optimal solutions for some optimization problems with probabilistic constraints. A numerical example based on real data completes this paper. KW - Validation of nominations, Stationary states, Isothermal Euler equations, Ideal Gas, Gas network, Gas transport, Compressor control, Uncertainty, Chance Constraints, Spheric-radial decomposition Y1 - 2019 U6 - https://doi.org/https://doi.org/10.1155/2018/7984079 ER - TY - JOUR A1 - Gugat, Martin A1 - Steffensen, Sonja ED - Trelat, Emmanuel T1 - DYNAMIC BOUNDARY CONTROL GAMES WITH NETWORKS OF STRINGS JF - ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV) N2 - Consider a star-shaped network of strings. Each string is governed by the wave equation. At each boundary node of the network there is a player that performs Dirichlet boundary control action and in this way influences the system state. At the central node, the states are coupled by algebraic conditions in such a way that the energy is conserved. We consider the corresponding antagonistic game where each player minimizes a certain quadratic objective function that is given by the sum of a control cost and a tracking term for the final state. We prove that under suitable assumptions a unique Nash equilibrium exists and give an explicit representation of the equilibrium strategies. Y1 - 2018 U6 - https://doi.org/10.1051/cocv/2017082 ER - TY - JOUR A1 - Gugat, Martin A1 - Rosier, Lionel A1 - Perrollaz, Vincent ED - Arendt, W. ED - Pierre, M. T1 - Boundary stabilization of quasilinear hyperbolic systems of balance laws: exponential decay for small source terms JF - Journal of Evolution Equations N2 - We investigate the long-time behaviour of solutions of quasilinear hyperbolic systems with transparent boundary conditions when small source terms are incorporated in the system. Even if the finite-time stability of the system is not preserved, it is shown here that an exponential convergence towards the steady state still holds with a decay rate which is proportional to the logarithm of the amplitude of the source term. The result is stated for a system with dynamical boundary conditions in order to deal with initial data that are free of any compatibility condition. The proof of the existence and uniqueness of a solution defined for all positive times is also provided in this paper. Y1 - 2018 U6 - https://doi.org/10.1007/s00028-018-0449-z ER - TY - INPR A1 - Gugat, Martin A1 - Schuster, Michael A1 - Sokolowski, Jan T1 - Location Problem for Compressor Stations in Pipeline Networks N2 - In the operation of pipeline networks, compressors play a crucial role in ensuring the network’s functionality for various scenarios. In this contribution we address the important question of finding the optimal location of the compressors. This problem is of a novel structure, since it is related with the gas dynamics that governs the network flow. That results in non-convex mixed integer stochastic optimization problems with probabilistic constraints. Using a steady state model for the gas flow in pipeline networks including compressor control and uncertain loads given by certain probability distributions, the problem of finding the optimal location for the control on the network, s.t. the control cost is minimal and the gas pressure stays within given bounds, is considered. In the deterministic setting, explicit bounds for the pipe length and the inlet pressure, s.t. a unique optimal compressor location with minimal control cost exists, are presented. In the probabilistic setting, an existence result for the optimal compressor location is presented and the uniqueness of the solution is discussed depending on the probability distribution. For Gaussian distributed loads a uniqueness result for the optimal compressor location is presented. Further the problem of finding the optimal compressor locations on networks including the number of compressor stations as variable is considered. Results for the existence of optimal locations on a graph in both, the deterministic and the probabilistic setting, are presented and the uniqueness of the solutions is discussed depending on probability distributions and graph topology. The paper concludes with an illustrative example demonstrating that the compressor locations determined using a steady state approach are also admissible in transient settings. KW - Gas Networks KW - Compressor Control KW - Weber Problem KW - Optimal Location KW - Uncertain Boundary Data Y1 - 2024 ER - TY - JOUR A1 - Gugat, Martin A1 - Qian, Meizhi A1 - Sokolowski, Jan T1 - Network Design and Control: Shape and Topology Optimization for the Turnpike Property for the Wave Equation N2 - The optimal control problems for the wave equation are considered on networks. The turnpike property is shown for the state equation, the adjoint state equation as well as the optimal cost. The shape and topology optimization is performed for the network with the shape functional given by the optimality system of the control problem. The set of admissible shapes for the network is compact in finite dimensions, thus the use of turnpike property is straightforward. The topology optimization is analysed for an example of nucleation of a small cycle at the internal node of network. The topological derivative of the cost is introduced and evaluated in the framework of domain decomposition technique. Numerical examples are provided. KW - Turnpike Property KW - Wave Equation KW - Optimal Control KW - Spectral Method KW - Network Optimum Design Y1 - 2024 VL - J. Geom. Anal. IS - 34 ER - TY - JOUR A1 - Schuster, Michael A1 - Gugat, Martin A1 - Sokolowski, Jan T1 - The Location Problem for Compressor Stations in Pipeline Networks JF - Mathematics and Mechanics of Complex Systems N2 - In the operation of pipeline networks, compressors play a crucial role in ensuring the network’s functionality for various scenarios. In this contribution we address the important question of finding the optimal location of the compressors. This problem is of a novel structure, since it is related to the gas dynamics that governs the network flow. That results in nonconvex mixed integer stochastic optimization problems with probabilistic constraints. Using a steady state model for the gas flow in pipeline networks including compressor control and uncertain loads given by certain probability distributions, we consider the problem of finding the optimal location for the control on the network such that the control cost is minimal and the gas pressure stays within given bounds. In the deterministic setting, we present explicit bounds for the pipe length and the inlet pressure such that a unique optimal compressor location with minimal control cost exists. In the probabilistic setting, we give an existence result for the optimal compressor location and discuss the uniqueness of the solution depending on the probability distribution. For Gaussian distributed loads a uniqueness result for the optimal compressor location is presented. We further present the problem of finding optimal compressor locations on networks including the number of compressor stations as a variable. Results for the existence of optimal locations on a graph in both the deterministic and the probabilistic setting are presented, and the uniqueness of the solutions is discussed depending on probability distributions and graph topology. The paper concludes with an illustrative example on a diamond graph demonstrating that the minimal number of compressor stations is not necessarily equal to the optimal number of compressor stations. KW - gas network KW - compressor control KW - Weber problem KW - uncertain boundary data KW - non convex mixed integer stochastic problem Y1 - 2024 U6 - https://doi.org/10.2140 VL - 12 IS - 4 SP - 507 EP - 546 ER - TY - JOUR A1 - Gugat, Martin T1 - New Lyapunov functions for systems with source terms JF - Control and Cybernetics N2 - Lyapunov functions with exponential weights have been used successfully as a powerful tool for the stability analysis of hyperbolic systems of balance laws. In this paper we extend the class of weight functions to a family of hyperbolic functions and study the advantages in the analysis of 2 × 2 systems of balance laws. We present cases connected with the study of the limit of stabilizability, where the new weights provide Lyapunov functions that show exponential stability for a larger set of problem parameters than classical exponential weights. Moreover, we show that sufficiently large time-delays influence the limit of stabilizability in the sense that the parameter set, for which the system can be stabilized becomes substantially smaller. We also demonstrate that the hyperbolic weights are useful in the analysis of the boundary feedback stability of systems of balance laws that are governed by quasilinear hyperbolic partial differential equations. KW - Lyapunov Function KW - Exponential Weight KW - Hyperbolic Weight KW - Feedback law KW - Stabilization Y1 - 2025 U6 - https://doi.org/https://doi.org/10.2478/candc-2024-0008 VL - 53 IS - 1 SP - 163 EP - 187 ER -