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Title: Nested multigrid methods for time-periodic, parabolic optimal control problems
Authors: Abbeloos, Dirk ×
Diehl, Moritz
Hinze, Michael
Vandewalle, Stefan #
Issue Date: Mar-2011
Publisher: Springer Berlin
Series Title: Computing and Visualization in Science vol:14 pages:27-38
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.
ISSN: 1432-9360
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Numerical Analysis and Applied Mathematics Section
ESAT - STADIUS, Stadius Centre for Dynamical Systems, Signal Processing and Data Analytics
× corresponding author
# (joint) last author

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