Abstract
In this paper, space-time discontinuous Galerkin finite element method for distributed optimal control problems governed by unsteady diffusion-convection-reaction equation without control constraints is studied. Time discretization is performed by discontinuous Galerkin method with piecewise constant and linear polynomials, while symmetric interior penalty Galerkin with upwinding is used for space discretization. We present some numerical results in order to evaluate the performance of the method.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Akman, T., Yücel, H., Karasözen, B.: A priori error analysis of the upwind symmetric interior penalty Galerkin (SIPG) method for the optimal control problems governed by unsteady convection diffusion equations. Comput. Optim. Appl. 57(3), 703–729 (2014)
Apel, T., Flaig, T.G.: Crank-Nicolson schemes for optimal control problems with evolution equations. SIAM J. Numer. Anal. 50(3), 1484–1512 (2012)
Ayuso, B., Marini, L.D.: Discontinuous Galerkin methods for advection-diffusion-reaction problems. SIAM J. Numer. Anal. 47(2), 1391–1420 (2009)
Becker, R., Vexler, B.: Optimal control of the convection-diffusion equation using stabilized finite element methods. Numer. Math. 106(3), 349–367 (2007)
Burman, E.: Crank-Nicolson finite element methods using symmetric stabilization with an application to optimal control problems subject to transient advection-diffusion equations. Commun. Math. Sci. 9(1), 319–329 (2011)
Carraro, T., Geiger, M., Rannacher, R.: Indirect multiple shooting for nonlinear parabolic optimal control problems with control constraints. SIAM J. Sci. Comput. 36(2), A452–A481 (2014)
Chrysafinos, K.: Discontinuous Galerkin approximations for distributed optimal control problems constrained by parabolic PDE’s. Int. J. Numer. Anal. Model. 4(3–4), 690–712 (2007)
Chrysafinos, K., Walkington, N.J.: Error estimates for the discontinuous Galerkin methods for parabolic equations. SIAM J. Numer. Anal. 44(1), 349–366 (electronic) (2006)
Ciarlet, P.G.: The Finite Element Method for Elliptic Problems. North-Holland, Amsterdam, New York (1978)
Collis, S.S., Heinkenschloss, M.: Analysis of the streamline upwind/Petrov Galerkin method applied to the solution of optimal control problems. Tech. Rep. TR02–01, Department of Computational and Applied Mathematics, Rice University, Houston, TX (2002)
Dolejší, V., Feistauer, M.: Error estimates of the discontinuous Galerkin method for nonlinear nonstationary convection-diffusion problems. Numer. Funct. Anal. Optim. 26(3), 349–383 (2005)
Dolejší, V., Feistauer, M., Schwab, C.: A finite volume discontinuous Galerkin scheme for nonlinear convection-diffusion problems. Calcolo 39, 1–40 (2002)
Dolejší, V., Feistauer, M., Sobotíková, V.: Analysis of the discontinuous Galerkin method for nonlinear convection-diffusion problems. Comput. Methods Appl. Mech. Eng. 194(25–26), 2709–2733 (2005)
Eriksson, K., Johnson, C., Thomée, V.: Time discretization of parabolic problems by the discontinuous Galerkin method. RAIRO Modél. Math. Anal. Numér. 19(4), 611–643 (1985)
Feistauer, M., Švadlenka, K.: Discontinuous Galerkin method of lines for solving nonstationary singularly perturbed linear problems. J. Numer. Math. 12(2), 97–117 (2004)
Fu, H.: A characteristic finite element method for optimal control problems governed by convection-diffusion equations. J. Comput. Appl. Math. 235(3), 825–836 (2010)
Fu, H., Rui, H.: A priori error estimates for optimal control problems governed by transient advection-diffusion equations. J. Sci. Comput. 38(3), 290–315 (2009)
Hesse, H.K., Kanschat, G.: Mesh adaptive multiple shooting for partial differential equations. I. Linear quadratic optimal control problems. J. Numer. Math. 17(3), 195–217 (2009)
Hinze, M., Yan, N., Zhou, Z.: Variational discretization for optimal control governed by convection dominated diffusion equations. J. Comput. Math. 27(2–3), 237–253 (2009)
Hozman, J., Dolejj̆í, V.: A priori error estimates for DGFEM applied to nonstationary nonlinear convection-diffusion equation. In: Kreiss, G., et al. (eds.) Numerical Mathematics and Advanced Applications. ENUMATH 2009, pp. 459–467. Springer, Heidelberg (2010)
Leykekhman, D.: Investigation of commutative properties of discontinuous Galerkin methods in PDE constrained optimal control problems. J. Sci. Comput. 53(3), 483–511 (2012)
Leykekhman, D., Heinkenschloss, M.: Local error analysis of discontinuous Galerkin methods for advection-dominated elliptic linear-quadratic optimal control problems. SIAM J. Numer. Anal. 50(4), 2012–2038 (2012)
Lions, J.L.: Optimal control of systems governed by partial differential equations. Translated from the French by S. K. Mitter. Die Grundlehren der Mathematischen Wissenschaften, Band 170. Springer, New York (1971)
Meidner, D., Vexler, B.: A priori error estimates for space-time finite element discretization of parabolic optimal control problems. I. Problems without control constraints. SIAM J. Control Optim. 47(3), 1150–1177 (2008)
Richter, T., Springer, A., Vexler, B.: Efficient numerical realization of discontinuous Galerkin methods for temporal discretization of parabolic problems. Numer. Math. 124(1), 151–182 (2013)
Rivière, B.: Discontinuous Galerkin Methods for Solving Elliptic and Parabolic Equations: Theory and Implementation. Frontiers in Applied Mathematics, vol. 35. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA (2008)
Schieweck, F.: A-stable discontinuous Galerkin-Petrov time discretization of higher order. J. Numer. Math. 18(1), 25–57 (2010)
Schötzau, D., Schwab, C.: Time discretization of parabolic problems by the hp-version of the discontinuous Galerkin finite element method. SIAM J. Numer. Anal. 38(3), 837–875 (2000)
Stoll, M., Wathen, A.: All-at-once solution of time-dependent PDE-constrained optimization problems. Tech. rep., Computational Methods in Systems and Control Theory, Max Planck institude for Dynamics of Complex Technical Systems, Magdeburg (2010). http://www.eprints.maths.ox.ac.uk/1017/1/NA-10-13.pdf
Sun, T.: Discontinuous Galerkin finite element method with interior penalties for convection diffusion optimal control problem. Int. J. Numer. Anal. Model. 7(1), 87–107 (2010)
Thomée, V.: Galerkin Finite Element Methods for Parabolic Problems, 2nd edn. Springer Series in Computational Mathematics, vol. 25. Springer, Berlin (2006)
Tröltzsch, F.: Optimal Control of Partial Differential Equations: Theory, Methods and Applications. Graduate Studies in Mathematics, vol. 112. American Mathematical Society, Providence, RI (2010). Translated from the 2005 German original by Jürgen Sprekels
Vlasák, M., Dolejší, V., Hájek, J.: A priori error estimates of an extrapolated space-time discontinuous Galerkin method for nonlinear convection-diffusion problems. Numer. Methods Partial Differ. Equ. 27(6), 1456–1482 (2011)
Weller, S., Basting, S.: Efficient preconditioning of variational time discretization methods for parabolic partial differential equations. ESIAM Math. Model. Numer. Anal. 49(2), 331–347 (2015)
Werder, T., Gerdes, K., Schötzau, D., Schwab, C.: hp-discontinuous Galerkin time stepping for parabolic problems. Comput. Methods Appl. Mech. Eng. 190(49–50), 6685–6708 (2001)
Yücel, H., Heinkenschloss, M., Karasözen, B.: Distributed optimal control of diffusion-convection-reaction equations using discontinuous Galerkin methods. In: Cangiani, A., Davidchack, R.L., Georgoulis, E., Gorban, A.N., Levesley, J., Tretyakov, M.V. (eds.) Numerical Mathematics and Advanced Applications 2011, pp. 389–397. Springer, Berlin/Heidelberg (2013)
Yücel, H., Karasözen, B.: Adaptive symmetric interior penalty Galerkin (SIPG) method for optimal control of convection diffusion equations with control constraints. Optimization 63(1), 145–166 (2014)
Zhou, Z., Yan, N.: The local discontinuous Galerkin method for optimal control problem governed by convection diffusion equations. Int. J. Numer. Anal. Model. 7(4), 681–699 (2010)
Acknowledgements
The authors thank to Konstantinos Chrysafinos for his explanations regarding error estimates and references. This research was supported by the Middle East Technical University Research Fund Project (BAP-07-05-2012-102).
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2015 Springer International Publishing Switzerland
About this paper
Cite this paper
Akman, T., Karasözen, B. (2015). Space-Time Discontinuous Galerkin Methods for Optimal Control Problems Governed by Time Dependent Diffusion-Convection-Reaction Equations. In: Carraro, T., Geiger, M., Körkel, S., Rannacher, R. (eds) Multiple Shooting and Time Domain Decomposition Methods. Contributions in Mathematical and Computational Sciences, vol 9. Springer, Cham. https://doi.org/10.1007/978-3-319-23321-5_9
Download citation
DOI: https://doi.org/10.1007/978-3-319-23321-5_9
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-23320-8
Online ISBN: 978-3-319-23321-5
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)