This is a book on optimal control problems (OCPs) for partial differential equations (PDEs) that evolved from a series of courses taught by the authors in the last few years at Politecnico di Milano, both at the undergraduate and graduate levels. The book covers the whole range spanning from the setup and the rigorous theoretical analysis of OCPs, the derivation of the system of optimality conditions, the proposition of suitable numerical methods, their formulation, their analysis, including their application to a broad set of problems of practical relevance. The first introductory chapter addresses a handful of representative OCPs and presents an overview of the associated mathematical issues. The rest of the book is organized into three parts: part I provides preliminary concepts of OCPs for algebraic and dynamical systems; part II addresses OCPs involving linear PDEs (mostly elliptic and parabolic type) and quadratic cost functions; part III deals with more general classes of OCPs that stand behind the advanced applications mentioned above. Starting from simple problems that allow a "hands-on" treatment, the reader is progressively led to a general framework suitable to face a broader class of problems. Moreover, the inclusion of many pseudocodes allows the reader to easily implement the algorithms illustrated throughout the text. The three parts of the book are suitable to readers with variable mathematical backgrounds, from advanced undergraduate to Ph.D. levels and beyond. We believe that applied mathematicians, computational scientists, and engineers may find this book useful for a constructive approach toward the solution of OCPs in the context of complex applications.

This book is designed as an advanced undergraduate or a first-year graduate course for students from various disciplines like applied mathematics, physics, engineering. It has evolved while teaching courses on partial differential equations during the last decade at the Politecnico of Milan. The main purpose of these courses was twofold: on the one hand, to train the students to appreciate the interplay between theory and modelling in problems arising in the applied sciences and on the other hand to give them a solid background for numerical methods, such as finite differences and finite elements.

The issue of regularity has played a central role in the theory of Partial Differential Equations almost since its inception, and despite the tremendous advances made it still remains a very fruitful research field. In particular considerable strides have been made in regularity estimates for degenerate and singular elliptic and parabolic equations over the last several years, and in many unexpected and challenging directions. Because of all these recent results, it seemed high time to create an overview that would highlight emerging trends and issues in this fascinating research topic in a proper and effective way. The course aimed to show the deep connections between these topics and to open new research directions through the contributions of leading experts in all of these fields.

This book is designed as an advanced undergraduate or a first-year graduate

course for students from various disciplines like applied mathematics,

physics, engineering.

The main purpose is on the one hand to train the students to appreciate the

interplay between theory and modelling in problems arising in the applied

sciences; on the other hand to give them a solid theoretical background for

numerical methods, such as finite elements.

Accordingly, this textbook is divided into two parts.

The first one has a rather elementary character with the goal of

developing and studying basic problems from the macro-areas of diffusion,

propagation and transport, waves and vibrations. Ideas and connections with

concrete aspects are emphasized whenever possible, in order to provide

intuition and feeling for the subject.

For this part, a knowledge of advanced calculus and ordinary differential

equations is required. Also, the repeated use of the method of separation of

variables assumes some basic results from the theory of Fourier series,

which are summarized in an appendix.

The main topic of the second part is the

development of Hilbert space methods for the variational formulation and

analysis of linear boundary and initial-boundary value problems\emph{. }%

Given the abstract nature of these chapters, an effort has been made to

provide intuition and motivation for the various concepts and results.

The understanding of these topics requires some basic knowledge of Lebesgue

measure and integration, summarized in another appendix.

At the end of each chapter, a number of exercises at different levelof

complexity is included. The most demanding problems are supplied with

answers or hints.

The exposition if flexible enough to allow substantial changes without

compromising the comprehension and to facilitate a selection of topics for a

one or two semester course.

Leading researchers in the field of Optimal Transportation, with different views and perspectives, contribute to this Summer School volume: Monge-Ampère and Monge-Kantorovich theory, shape optimization and mass transportation are linked, among others, to applications in fluid mechanics granular material physics and statistical mechanics, emphasizing the attractiveness of the subject from both a theoretical and applied point of view. The volume is designed to become a guide to researchers willing to enter into this challenging and useful theory.

This is a book on optimal control problems (OCPs) for partial differential equations (PDEs) that evolved from a series of courses taught by the authors in the last few years at Politecnico di Milano, both at the undergraduate and graduate levels. The book covers the whole range spanning from the setup and the rigorous theoretical analysis of OCPs, the derivation of the system of optimality conditions, the proposition of suitable numerical methods, their formulation, their analysis, including their application to a broad set of problems of practical relevance. The first introductory chapter addresses a handful of representative OCPs and presents an overview of the associated mathematical issues. The rest of the book is organized into three parts: part I provides preliminary concepts of OCPs for algebraic and dynamical systems; part II addresses OCPs involving linear PDEs (mostly elliptic and parabolic type) and quadratic cost functions; part III deals with more general classes of OCPs that stand behind the advanced applications mentioned above. Starting from simple problems that allow a "hands-on" treatment, the reader is progressively led to a general framework suitable to face a broader class of problems. Moreover, the inclusion of many pseudocodes allows the reader to easily implement the algorithms illustrated throughout the text. The three parts of the book are suitable to readers with variable mathematical backgrounds, from advanced undergraduate to Ph.D. levels and beyond. We believe that applied mathematicians, computational scientists, and engineers may find this book useful for a constructive approach toward the solution of OCPs in the context of complex applications.

This textbook presents problems and exercises at various levels of difficulty in the following areas: Classical Methods in PDEs (diffusion, waves, transport, potential equations); Basic Functional Analysis and Distribution Theory; Variational Formulation of Elliptic Problems; and Weak Formulation for Parabolic Problems and for the Wave Equation. Thanks to the broad variety of exercises with complete solutions, it can be used in all basic and advanced PDE courses.

Il testo e rivolto a studenti di Ingegneria, Matematica Applicata e Fisica ed e disegnato per corsi alle fine del triennio o all'inizio del biennio magistrale. obiettivo didattico e duplice: da un lato presentare ed analizzare alcuni classici modelli differenziali della Meccanica dei Continui, completati da esercizi svolti e da simulazioni numeriche, illustrate usando il metodo delle differenze finite; dall'altro introdurre la formulazione variazionale dei piu importanti problemi iniziali/al bordo, accompagnate da simulazioni numeriche effettuate utilizzando il metodo degli elementi finiti. In ultima analisi, il percorso didattico e caratterizzato da una costante sinergia tra modello-teoria-simulazione numerica.