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EXPLICIT STABILIZED INTEGRATORS FOR STIFF OPTIMAL CONTROL PROBLEMS

delete2021-03-01
delete12
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OA
AI
A
Almuslimani, Ibrahim *
G
Gilles Vilmart
DOI:10.1137/19M1294216delete
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Abstract

Abstract

En 中文
Explicit stabilized methods are an efficient alternative to implicit schemes for the time integration of stiff systems of differential equations in large dimension. In this paper we derive explicit stabilized integrators of orders one and two for the optimal control of stiff systems. We analyze their favorable stability properties based on the continuous optimality conditions. Furthermore, we study their order of convergence taking advantage of the symplecticity of the corresponding partitioned Runge-Kutta method involved for the adjoint equations. Numerical experiments including the optimal control of a nonlinear diffusion-advection PDE illustrate the efficiency of the new approach.
Keywords:
optimal control
RKC
Chebyshev methods
geometric integration
adjoint control systems
diffusion-advection PDE

Journal

SIAM Journal on Scientific Computing cover
SIAM Journal on Scientific Computing
IF:
2.6
Papers:
5.1K
Citations:
1.8W

Organization

U
university of geneva
Scholars:
3.6W
Papers: 2.9W
Citations: 35