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Asymptotic Preserving time-discretization of optimal control problems for the Goldstein-Taylor model

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 نشر من قبل Giacomo Albi
 تاريخ النشر 2013
  مجال البحث
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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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