Search arXiv⌕ Search
Home/Archive/arXiv

arXiv · 2605.15438

Control of the Fluidic Pinball using the Quadratic-Quadratic Regulator

Ali Bouland·Jeff Borggaard
View original source ↗Read source document ↗Export metadata ↓

Abstract

The fluidic pinball presents a significant benchmark for nonlinear flow control, managing the complex interactions of three cylinder wakes. This study addresses the stabilization of the fluidic pinball to its unstable steady-state solution using a model-based nonlinear feedback strategy. We propose a framework that combines interpolatory model order reduction (IMOR) with the quadratic-quadratic regulator (QQR), a feedback control methodology that is specifically suited to the quadratic nonlinearity of the Navier-Stokes equations. A finite element model (FEM) of the problem coupled with IMOR is used to produce a reduced-order model (ROM) that accurately represents the input-output dynamics of the actuated wake. The performance of the QQR control is evaluated against the traditional linear feedback control for two different Reynolds numbers, $Re_D = 30$ and $Re_D = 50$. At $Re_D = 30$, the QQR controller is able to stabilize the wake and reaches the desired performance criteria 40.1\% faster than using a linear feedback controller. More significantly, at $Re_D = 50$, the QQR controller successfully stabilizes the wake, whereas the linear controller fails to overcome the nonlinearity of the flow. The QQR control effectively suppresses vortex shedding, resulting in the elimination of lift oscillations and a reduction in the drag coefficient. These results demonstrate that the IMOR-QQR framework provides an effective model-based control strategy that can manage nonlinear hydrodynamic instabilities in such complex wake flows.

Explore related subjects

math.OCphysics.flu-dyn

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Ali Bouland, Jeff Borggaard. 2026-05-14. Control of the Fluidic Pinball using the Quadratic-Quadratic Regulator. https://arxiv.org/abs/2605.15438

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Dynamic Programming-Compatible Uncertainty Sets in Robust Markov Decision Processes

In this paper, we investigate the compatibility of robust Markov Decision Processes (RMDPs) with dynamic programming under various assumptions on the uncertainty set, i.e., we investigate when one can solve an RMDP by solving a fixed point equation. We show that in all generality, s-rectangular and sa-rectangular uncertainty sets are the only models of uncertainty that are compatible with dynamic programming. Our analysis shows that existing non-rectangular models, including r-rectangularity, are only weakly compatible with dynamic programming, as they require the assumption that rewards do not depend on the next state. In this case, our results imply that one can always construct a rectangular uncertainty set that is equivalent, for both policy evaluation and optimization, to the dynamic programming-compatible non-rectangular model. This highlights a key limitation: dynamic-programming-compatible non-rectangular uncertainty sets, although practically relevant for uncertainty quantification, do not provide a genuinely distinct assessment of policy performance. Interestingly, our proof techniques rely on identifying a novel simultaneous solvability property, which we show is central to several important properties of RMDPs, including the existence of stationary optimal policies and dynamic programming-based formulations. The simultaneous solvability property enables a unified approach to studying all existing models of uncertainty, rectangular and non-rectangular alike.

math.OC↗
arXiv2026

A simple and practical adaptive trust-region method

We present an adaptive trust-region method for unconstrained optimization that allows inexact solutions to the trust-region subproblems. Our method is a simple variant of the classical trust-region method of Ssorensen. The method achieves the best possible convergence bound up to an additive logarithmic term for finding an $ε$-approximate stationary point, i.e., $O( Δ_f L^{1/2} ε^{-3/2}) + \tilde{O}(1)$ iterations, where $L$ is the Lipschitz constant of the Hessian, $Δ_f$ is the optimality gap, and $ε$ is the termination tolerance for the gradient norm. This improves over existing trust-region methods whose worst-case bound is at least a factor of $L$ worse. We compare our performance with state-of-the-art trust-region (TRU) and cubic regularization (ARC) methods from the GALAHAD library on the CUTEst benchmark problems with at least 100 variables. We also compare with the recently developed Universal trust-region (UTR) method, using the same subproblem solver. In terms of shifted geometric mean of wall-clock times our method's is between $1.2\times$ and $2\times$ faster. We report similar improvements for number of function evaluations, factorizations, gradient evaluations and Hessian evaluations. Compared to the conference version of this paper, our revised method includes several practical enhancements. These modifications dramatically improved performance, including almost an order of magnitude reduction in the shifted geometric mean of wall-clock times. We also show that it suffices for the function to be continuously twice-differentiable to guarantee that either the minimum gradient norm converges to zero or the objective value tends towards negative infinity, even when the iterates diverge.

math.OC↗
arXiv2026

Rough Stochastic Pontryagin Maximum Principle and an Indirect Shooting Method

We derive first-order Pontryagin optimality conditions for stochastic optimal control with deterministic controls for systems modeled by rough differential equations (RDE) driven by Gaussian rough paths. This Pontryagin Maximum Principle (PMP) applies to systems following stochastic differential equations (SDE) driven by Brownian motion, yet it does not rely on forward-backward SDEs and involves the same Hamiltonian as the deterministic PMP. The proof consists of first deriving various integrable error bounds for solutions to nonlinear and linear RDEs by leveraging recent results on Gaussian rough paths. The PMP then follows using standard techniques based on needle-like variations. As an application, we propose the first indirect shooting method for nonlinear stochastic optimal control and show that it converges 10x faster than a direct method on a stabilization task.

math.OC↗