Title
Nested multigrid methods for time-periodic, parabolic optimal control problems.
Abstract
We present a nested multigrid method to optimize time-periodic, parabolic, partial differential equations (PDE). We consider a quadratic tracking objective with a linear parabolic PDE constraint. The first order optimality conditions, given by a coupled system of boundary value problems can be rewritten as an Fredholm integral equation of the second kind, which is solved by a multigrid of the second kind. The evaluation of the integral operator consists of solving sequentially a boundary value problem for respectively the state and the adjoints. Both problems are solved efficiently by a time-periodic space-time multigrid method.
Year
DOI
Venue
2011
10.1007/s00791-011-0158-4
Computat. and Visualiz. in Science
Keywords
Field
DocType
time-periodic space-time multigrid method,quadratic tracking objective,parabolic optimal control problem,nested multigrid method,linear parabolic pde constraint,order optimality condition,fredholm integral equation,partial differential equation,integral operator,boundary value problem
Parabolic partial differential equation,Boundary value problem,Mathematical optimization,Mathematical analysis,Fredholm integral equation,Integral equation,Elliptic partial differential equation,Partial differential equation,Multigrid method,Mathematics,Parabola
Journal
Volume
Issue
ISSN
14
1
1433-0369
Citations 
PageRank 
References 
7
0.62
10
Authors
4
Name
Order
Citations
PageRank
Dirk Abbeloos170.62
Moritz Diehl21343134.37
M. Hinze318520.26
Stefan Vandewalle450162.63