Third order convergent time discretization for parabolic optimal control problems with control constraints

Third order convergent time discretization for parabolic optimal control problems with control constraints

0.00 Avg rating0 Votes
Article ID: iaor2014144
Volume: 57
Issue: 1
Start Page Number: 205
End Page Number: 240
Publication Date: Jan 2014
Journal: Computational Optimization and Applications
Authors: ,
Keywords: optimal control
Abstract:

We consider a priori error analysis for a discretization of a linear quadratic parabolic optimal control problem with box constraints on the time‐dependent control variable. For such problems one can show that a time‐discrete solution with second order convergence can be obtained by a first order discontinuous Galerkin time discretization for the state variable and either the variational discretization approach or a post‐processing strategy for the control variable. Here, by combining the two approaches for the control variable, we demonstrate that almost third order convergence with respect to the size of the time steps can be achieved.

Reviews

Required fields are marked *. Your email address will not be published.