Relaxation and asymptotic expansion of controlled stiff differential equations

Michael Herty, Hicham Kouhkouh

Published 2023-09-15Version 1

The control of relaxation-type systems of ordinary differential equations is investigated using the Hamilton-Jacobi-Bellman equation. It is shown that their solution also allows for an asymptotic expansion in the relaxation parameter. For the first-order expansion, its solution converges toward the solution to a Hamilton-Jacobi-Bellman equation for a reduced control problem. The considered systems are motivated by semi-discretization of kinetic and hyperbolic partial differential equations and several examples are presented.