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Register a new userAsymptotic Preserving time-discretization of optimal control problems for the Goldstein-Taylor model
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We consider the development of implicit-explicit time integration schemes for optimal control problems governed by the Goldstein-Taylor model. In the diffusive scaling this model is a hyperbolic approximation to the heat equation. We investigate the relation of time integration schemes and the formal Chapman-Enskog type limiting procedure. For the class of stiffly accurate implicit-explicit Runge-Kutta methods (IMEX) the discrete optimality system also provides a stable numerical method for optimal control problems governed by the heat equation. Numerical examples illustrate the expected behavior.
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For hypocoercive linear kinetic equations we first formulate an optimisation problem on a spatially dependent jump rate in order to find the fastest decay rate of perturbations. In the Goldstein-Taylor model we show (i) that for a locally optimal jump rate the spectral gap is determined by multiple, possible degenerate, eigenvectors and (ii) that globally the fastest decay is obtained with a spatially homogeneous jump rate. Our proofs rely on a connection to damped wave equations and a relationship to the spectral theory of Schr{o}dinger operators.
We reconsider the variational integration of optimal control problems for mechanical systems based on a direct discretization of the Lagrange-dAlembert principle. This approach yields discrete dynamical constraints which by construction preserve important structural properties of the system, like the evolution of the momentum maps or the energy behavior. Here, we employ higher order quadrature rules based on polynomial collocation. The resulting variational time discretization decreases the overall computational effort.
We consider the simulation of barotropic flow of gas in long pipes and pipe networks. Based on a Hamiltonian reformulation of the governing system, a fully discrete approximation scheme is proposed using mixed finite elements in space and an implicit Euler method in time. Assuming the existence of a smooth subsonic solution bounded away from vacuum, a full convergence analysis is presented based on relative energy estimates. Particular attention is paid to establishing error bounds that are uniform in the friction parameter. As a consequence, the method and results also cover the parabolic problem arising in the asymptotic large friction limit. The error estimates are derived in detail for a single pipe, but using appropriate coupling conditions and the particular structure of the problem and its discretization, the main results directly generalize to pipe networks. Numerical tests are presented for illustration.
We are interested in high-order linear multistep schemes for time discretization of adjoint equations arising within optimal control problems. First we consider optimal control problems for ordinary differential equations and show loss of accuracy for Adams-Moulton and Adams-Bashford methods, whereas BDF methods preserve high--order accuracy. Subsequently we extend these results to semi--lagrangian discretizations of hyperbolic relaxation systems. Computational results illustrate theoretical findings.
This work is concerned with the optimal control problems governed by a 1D wave equation with variable coefficients and the control spaces $mathcal M_T$ of either measure-valued functions $L_{w^*}^2(I,mathcal M(Omega))$ or vector measures $mathcal M(Omega,L^2(I))$. The cost functional involves the standard quadratic tracking terms and the regularization term $alpha|u|_{mathcal M_T}$ with $alpha>0$. We construct and study three-level in time bilinear finite element discretizations for this class of problems. The main focus lies on the derivation of error estimates for the optimal state variable and the error measured in the cost functional. The analysis is mainly based on some previous results of the authors. The numerical results are included.
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