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Dynamic Programming for Finite Ensembles of Nanomagnetic Particles

2018/06/18 by Jensen, Max, Majee, Ananta, Prohl, Andreas +1
#45K05 #46S50 #49L20 #49L25 #91A23 #93E20 #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.1806.06592

Abstract

We use optimal control via a distributed exterior field to steer the dynamics of an ensemble of N interacting ferromagnetic particles which are immersed into a heat bath by minimizing a quadratic functional. By using dynamic programing principle, we show the existence of a unique strong solution of the optimal control problem. By the Hopf-Cole transformation, the related Hamilton-Jacobi-Bellman equation from dynamic programming principle may be re-cast into a linear PDE on the manifold M = (S2)N, whose classical solution may be represented via Feynman-Kac formula. We use this probabilistic representation for Monte-Carlo simulations to illustrate optimal switching dynamics.

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