A new numerical method based on physics-informed neural networks for solving an optimal control problem governed by scale-invariant heat transfer equation

Authors

  • Melissa Mansouri Department of Mathematics, Faculty of Sciences,\\ Laboratory of Operational Research and Mathematics of Decision, University of Tizi Ouzou, Algeria https://orcid.org/0009-0007-4778-944X
  • Karim Benalia Department of Mathematical Sciences, Faculty of Hydrocarbons and Chemistry, University of Boumerdes, Boumerdes, Algeria
  • Brahim Oukacha Department of Mathematics, University of Tizi Ouzou, Algeria https://orcid.org/0009-0006-5172-6356
  • Karim Beddek Department of Automation, Faculty of Hydrocarbons and Chemistry, University M’Hamed Bougara, Algeria https://orcid.org/0000-0003-2184-9399

DOI:

https://doi.org/10.24193/subbmath.2026.3.9

Abstract

In this paper, we propose a new numerical method based on physics-informed neural networks (PINNs) for solving a boundary optimal control problem governed by a scale-invariant one-dimensional heat transfer equation with two-point boundary conditions and a scaling parameter. First, the original problem is transformed into an optimal control problem governed by a system of scale-invariant ordinary differential equations (ODEs) with two-point boundary conditions using finite-difference discretization and trapezoidal approximation. Next, Pontryagin’s minimum principle is applied to derive the necessary optimality conditions, which lead to a two-point boundary value problem (TPBVP). This TPBVP is then solved using the PINNs approach to compute the optimal scale-invariant boundary control laws. Finally, a numerical example is presented to demonstrate the effectiveness of the proposed approach, and the obtained results are validated through comparison with those generated by an alternative numerical method.

References

[1] Aleksandar, H., Verhaegen, M., Sparsity preserving optimal control of discretized PDE systems, Comput. Methods Appl. Mech. Engrg., 335(2018), 610-630. DOI: https://doi.org/10.1016/j.cma.2018.01.034

[2] Bafghi, T., Loghmani, M., Heydari, G.B., Numerical solution of two-point nonlinear boundary value problems via Legendre–Picard iteration method, Math. Comput. Simul., 199(2022), 133-159. DOI: https://doi.org/10.1016/j.matcom.2022.03.022

[3] Baydin, A.G.; Pearlmutter, B.A.; Radul, A.A.; Siskind, J.M., Automatic differentiation in machine learning: A survey, J. Marchine Learn. Res., 18(2018), 1–43.

[4] Benalia, K., Beddek, K., Oukacha, B., A numerical method for solving boundary optimal control problem modeled by heat transfer equation, in the presence of a scale invariance property, J. Math. Model., 1(2025), 121-137.

[5] Benalia, K., David, C., Oukacha, B., An optimal time control problem for the onedimensional, linear heat equation, in the presence of a scaling parameter, RAIRO-Oper. Res., 51(2017), 1289-1299. DOI: https://doi.org/10.1051/ro/2017006

[6] Benalia, K., Oukacha, B., Bang-Bang property of time optimal controls for the Heat equation in the presence of a scale parameter, J. Int. Math. Virtual Institute., 8(2018), 69-85.

[7] Benalia, K., On the Controllability for the 1D Heat Equation with Dirichlet Boundary condition, in the Presence of a Scale-Invariant Parameter, Int. J. Math. Comput. Sci., 19(2023), 315-318.

[8] Betts, J.T., and Campbell, S.L., Discreteze then Optimize, SIAM, 2005.

[9] Bonnans, J.F., The shooting approach to optimal control problems, IFAC Proc., 46(2016), 281-292. DOI: https://doi.org/10.3182/20130703-3-FR-4038.00158

[10] Chemin, J.Y., David, C., From an initial data to a global solution of the nonlinear Schr¨odinger equation: a building process, Int. Math. Res. Notices., 8(2015), 2376-2396. DOI: https://doi.org/10.1093/imrn/rnv199

[11] Cots, O., Gergaud, J., Goubinat, D., Direct and indirect methods in optimal control with state constraints and the climbing trajectory of an aircraft, Optim. Control Appl. Meth., 39(2017), 281-301. DOI: https://doi.org/10.1002/oca.2347

[12] Evans, D. J., Raslan, K. R., The Adomian decomposition method for solving delay differential equation, International Journal of Computer Mathematics, 82(2005), 49–54. DOI: https://doi.org/10.1080/00207160412331286815

[13] Guettaf, R., Touzaline, A., Optimal control of a frictional contact problem with unilateral constraints, Stud. Univ. Babe¸s-Bolyai, Math., 69(2024), no.4, 913–925 DOI: https://doi.org/10.24193/subbmath.2024.4.15

[14] Hesse, H.K., and Kanschat, G., Mesh adaptive multiple shooting for partial differential equations. Part I: linear quadratic optimal control problems, J. Num. Mat., 17(2009), 195-217. DOI: https://doi.org/10.1515/JNUM.2009.011

[15] Kingma, D.P.; Ba, J., Adam: A Method for Stochastic Optimization, arXiv preprint arXiv:1412.6980 (2014).

[16] Luo, K., Zhao, J., Wang, Y. et al., Physics-informed neural networks for PDE problems: a comprehensive review, Artif. Intell. Rev., 58(2025), Vol. 58, no. 323, https://doi.org/10.1007/s10462-025-11322-7. DOI: https://doi.org/10.1007/s10462-025-11322-7

[17] Meng, X., Li, Z., Zhang, D., and Karniadakis, G.E., Parareal physics-informed neural network for time-dependent PDEs, Computer Methods in Applied Mechanics and Engineering, 58(2020), 113250. DOI: https://doi.org/10.1016/j.cma.2020.113250

[18] Cai, S., Wang, Z., Wang, S., Perdikaris, P., and Karniadakis, G.E., Physics-informed neural networks for heat transfer problems, J. Heat Transf., 143(2021), 060801. DOI: https://doi.org/10.1115/1.4050542

[19] Nechita, M., Solving ill-posed Helmholtz problems with physics-informed neural networks, J. Numer. Anal. Approx. Theory, 52(2023), 90-101. DOI: https://doi.org/10.33993/jnaat521-1305

[20] Parajdi, L.G., Precup, R., Haplea, I.S., A method of lower and upper solutions for control problems and application to a model of bone marrow transplantation, Int. J. Appl. Math. Comput. Sci., 33(2023), no.3, 409-418. DOI: https://doi.org/10.34768/amcs-2023-0029

[21] Parajdi, L.G., P˘atrulescu, F., Precup, R., Haplea, I.S., Two numerical methods for solving a nonlinear system of integral equations of mixed Volterra-Fredholm type arising from a control problem related to leukemia, Journal of Applied Analysis Computation,

13(2023), no.4, 1797-1812.

[22] Precup, R.; Stan, A.; Du, W.S., Control of Semilinear Differential Equations with Moving Singularities, Fractal Fract., 9(2025), no.4, 198. DOI: https://doi.org/10.3390/fractalfract9040198

[23] Pontryagin, L.S., Boltyanskii, V.G., Gamkrelidze, R.V., Mishchenko, E.F., The Mathematical Theory of Optimal Processes, Pergamon Press, New York, 1964.

[24] Precup, R., On some applications of the controllability principle for fixed point equations, Results. Appl. Math., 13(2022), 100236. DOI: https://doi.org/10.1016/j.rinam.2021.100236

[25] Raissi, M., Perdikaris, P., and Karniadakis, G.E., Physics-informed neural networks: A deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations, Journal of Computational Physics, 378(2019), 686–707. DOI: https://doi.org/10.1016/j.jcp.2018.10.045

[26] Ramos, J.I., On the variational iteration method and other iterative techniques for nonlinear differential equations, Appl. Math. Comput., 199(2008), 39-69. DOI: https://doi.org/10.1016/j.amc.2007.09.024

[27] Ramos, J.I., Picard’s iterative method for nonlinear advection-reaction-diffusion equations, Appl. Math. Comput., 215(2009), 1526-1536. DOI: https://doi.org/10.1016/j.amc.2009.07.004

[28] Bellman. R., The stability of solutions of linear differential equations, Duke Mathematical Journal, 4(1943), 643–647. DOI: https://doi.org/10.1215/S0012-7094-43-01059-2

[29] Rigger, R., Numerical optimal control for satellite attitude profiles, Stud. Univ. Babe¸s- Bolyai Math., 64(2019), no.2, 263–277. DOI: https://doi.org/10.24193/subbmath.2019.2.11

[30] Steven, L., Ming, J., and Yang, S.D., Numerical shooting method for optimal boundary

control and exact boundary control of 1-D wave equation, J. Numer. Anal. Optim., 13(2023), 224-242.

[31] Tang, S., Xinlong, F., Wu, W., Xu, H., Physics-informed neural networks combined with polynomial interpolation to solve nonlinear partial differential equations, Computers Mathematics with Applications, 13(2023), 48-62. DOI: https://doi.org/10.1016/j.camwa.2022.12.008

[32] Yang, L., Meng, X., and Karniadakis, G.E., Bayesian physics-informed neural networks for forward and inverse PDE problems with noisy data, Journal of Computational Physics, 425(2021), 109913. DOI: https://doi.org/10.1016/j.jcp.2020.109913

[33] YOO, I., KIM, I., GIM, M., LEE, H., Error estimates of Physics-Informed Neural Networks for initial value problems, J. Korean Soc. Ind. Appl. Math., 28(2024), no. 1, 33–58.

Downloads

Published

2026-09-07

Issue

Section

Articles