Skip to main content
Erschienen in: Journal of Applied Mathematics and Computing 1/2024

12.12.2023 | Original Research

An iterative proper orthogonal decomposition method for a parabolic optimal control problem

verfasst von: Liuping Huang, Hai Zhao, Tongjun Sun

Erschienen in: Journal of Applied Mathematics and Computing | Ausgabe 1/2024

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

An iterative proper orthogonal decomposition (POD) method for a parabolic optimal control problem is investigated in this paper. Firstly, we construct the finite element method, where piecewise linear continuous functions are used for space discretization, and the backward Euler method is used for time discretization. Secondly, we apply the POD method as a model order reduction method to reduce the computation. The different POD basis functions for the state and co-state variables are established by an iterative procedure, which takes the finite element solutions at some time instances as snapshots. A priori error estimates are derived for the state, co-state and control variables, respectively. Finally, numerical experiments are provided to support our theoretical results.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Literatur
1.
Zurück zum Zitat Hinze, M.: A variational discretization concept in control constrained optimization: the linear-quadratic case. Comput. Optim. Appl. 30(1), 45–61 (2005)MathSciNetCrossRef Hinze, M.: A variational discretization concept in control constrained optimization: the linear-quadratic case. Comput. Optim. Appl. 30(1), 45–61 (2005)MathSciNetCrossRef
2.
Zurück zum Zitat Gong, W., Hinze, M.: Error estimates for parabolic optimal control problems with control and state constraints. Comput. Optim. Appl. 56(1), 131–151 (2013)MathSciNetCrossRef Gong, W., Hinze, M.: Error estimates for parabolic optimal control problems with control and state constraints. Comput. Optim. Appl. 56(1), 131–151 (2013)MathSciNetCrossRef
3.
Zurück zum Zitat Shakya, P., Sinha, R.K.: Finite element method for parabolic optimal control problems with a bilinear state equation. J. Comput. Appl. Math. 367, 112431 (2020)MathSciNetCrossRef Shakya, P., Sinha, R.K.: Finite element method for parabolic optimal control problems with a bilinear state equation. J. Comput. Appl. Math. 367, 112431 (2020)MathSciNetCrossRef
4.
Zurück zum Zitat Chen, Y., Lu, Z.: Error estimates for parabolic optimal control problem by fully discrete mixed finite element methods. Finite Elem. Anal. Des. 46(11), 957–965 (2010)MathSciNetCrossRef Chen, Y., Lu, Z.: Error estimates for parabolic optimal control problem by fully discrete mixed finite element methods. Finite Elem. Anal. Des. 46(11), 957–965 (2010)MathSciNetCrossRef
5.
Zurück zum Zitat Neitzel, I., Vexler, B.: A priori error estimates for space-time finite element discretization of semilinear parabolic optimal control problems. Numer. Math. 120, 345–386 (2012)MathSciNetCrossRef Neitzel, I., Vexler, B.: A priori error estimates for space-time finite element discretization of semilinear parabolic optimal control problems. Numer. Math. 120, 345–386 (2012)MathSciNetCrossRef
6.
Zurück zum Zitat Meidner, D., Vexler, B.: A priori error estimates for space-time finite element discretization of parabolic optimal control problems part I: problems without control constraints. SIAM J. Control. Optim. 47(3), 1150–1177 (2008)MathSciNetCrossRef Meidner, D., Vexler, B.: A priori error estimates for space-time finite element discretization of parabolic optimal control problems part I: problems without control constraints. SIAM J. Control. Optim. 47(3), 1150–1177 (2008)MathSciNetCrossRef
7.
Zurück zum Zitat Bonifacius, L., Pieper, K., Vexler, B.: A priori error estimates for space-time finite element discretization of parabolic time-optimal control problems. Numer. Math. 120(2), 345–386 (2018) Bonifacius, L., Pieper, K., Vexler, B.: A priori error estimates for space-time finite element discretization of parabolic time-optimal control problems. Numer. Math. 120(2), 345–386 (2018)
8.
Zurück zum Zitat Meidner, D., Vexler, B.: Adaptive space-time finite element methods for parabolic optimization problems. SIAM J. Control. Optim. 46(1), 116–142 (2007)MathSciNetCrossRef Meidner, D., Vexler, B.: Adaptive space-time finite element methods for parabolic optimization problems. SIAM J. Control. Optim. 46(1), 116–142 (2007)MathSciNetCrossRef
9.
Zurück zum Zitat Becker, R., Meidner, D., Vexler, B.: Efficient numerical solution of parabolic optimization problems by finite element methods. Optim Method Softw. 22(5), 813–833 (2007)MathSciNetCrossRef Becker, R., Meidner, D., Vexler, B.: Efficient numerical solution of parabolic optimization problems by finite element methods. Optim Method Softw. 22(5), 813–833 (2007)MathSciNetCrossRef
10.
Zurück zum Zitat Kärcher, M., Grepl, M.: A posteriori error estimation for reduced order solutions of parametrized parabolic optimal control problems. ESAIM: M2AN. 48(6), 1615–1638 (2014)MathSciNetCrossRef Kärcher, M., Grepl, M.: A posteriori error estimation for reduced order solutions of parametrized parabolic optimal control problems. ESAIM: M2AN. 48(6), 1615–1638 (2014)MathSciNetCrossRef
11.
Zurück zum Zitat King, B.B., Sachs, E.W.: Optimization techniques for stable reduced order controllers for partial differential equations. Comput. Optim. Appl. 17, 37–59 (2000)MathSciNetCrossRef King, B.B., Sachs, E.W.: Optimization techniques for stable reduced order controllers for partial differential equations. Comput. Optim. Appl. 17, 37–59 (2000)MathSciNetCrossRef
12.
Zurück zum Zitat Volkwein, S.: Lagrange-SQP techniques for the control constrained optimal boundary control for the Burgers equation. Comput. Optim. Appl. 26, 253–284 (2003)MathSciNetCrossRef Volkwein, S.: Lagrange-SQP techniques for the control constrained optimal boundary control for the Burgers equation. Comput. Optim. Appl. 26, 253–284 (2003)MathSciNetCrossRef
13.
Zurück zum Zitat Sirovich, L.: Turbulence and the dynamics of coherent structures, parts I-II. Q. Appl. Math. 45(3), 561–590 (1987)CrossRef Sirovich, L.: Turbulence and the dynamics of coherent structures, parts I-II. Q. Appl. Math. 45(3), 561–590 (1987)CrossRef
14.
Zurück zum Zitat Doren, J., Markovinovi, R., Jansen, J.D.: Reduced-order optimal control of water flooding using proper orthogonal decomposition. Comput. Geosci. 10(1), 137–158 (2006)MathSciNetCrossRef Doren, J., Markovinovi, R., Jansen, J.D.: Reduced-order optimal control of water flooding using proper orthogonal decomposition. Comput. Geosci. 10(1), 137–158 (2006)MathSciNetCrossRef
15.
Zurück zum Zitat Padhi, R., Balakrishnan, S.N.: Proper orthogonal decomposition based optimal control design of heat equation with discreate actuators using neural networks. IFAC Proceedings Volumes 35(1), 329–334 (2002)CrossRef Padhi, R., Balakrishnan, S.N.: Proper orthogonal decomposition based optimal control design of heat equation with discreate actuators using neural networks. IFAC Proceedings Volumes 35(1), 329–334 (2002)CrossRef
16.
Zurück zum Zitat Kunisch, K., Volkwein, S.: Galerkin proper orthogonal decomposition methods for parabolic problems. Numer. Math. 90(1), 117–148 (2001)MathSciNetCrossRef Kunisch, K., Volkwein, S.: Galerkin proper orthogonal decomposition methods for parabolic problems. Numer. Math. 90(1), 117–148 (2001)MathSciNetCrossRef
17.
Zurück zum Zitat An, J., Luo, Z., Li, H., et al.: Reduced-order extrapolation spectral-finite difference scheme based on POD method and error estimation for three-dimensional parabolic equation. Front. Math. China 10(5), 1025–1040 (2015)MathSciNetCrossRef An, J., Luo, Z., Li, H., et al.: Reduced-order extrapolation spectral-finite difference scheme based on POD method and error estimation for three-dimensional parabolic equation. Front. Math. China 10(5), 1025–1040 (2015)MathSciNetCrossRef
18.
Zurück zum Zitat Fu, H., Wang, H., Zhu, W.: POD reduced-order modeling of time-fractional partial differential equations with applications in parameter identification. J. Sci. Comput. 74(1), 1–24 (2018)MathSciNetCrossRef Fu, H., Wang, H., Zhu, W.: POD reduced-order modeling of time-fractional partial differential equations with applications in parameter identification. J. Sci. Comput. 74(1), 1–24 (2018)MathSciNetCrossRef
19.
Zurück zum Zitat Hoppe, R.H.W., Liu, Z.: Snapshot location by error equilibration in proper orthogonal decomposition for linear and semilinear parabolic partial differential equations. J. Numer. Math. 22(1), 1–32 (2014)ADSMathSciNetCrossRef Hoppe, R.H.W., Liu, Z.: Snapshot location by error equilibration in proper orthogonal decomposition for linear and semilinear parabolic partial differential equations. J. Numer. Math. 22(1), 1–32 (2014)ADSMathSciNetCrossRef
20.
Zurück zum Zitat Iliescu, T., Wang, Z.: Variational multiscale proper orthogonal decomposition: Navier–Stokes equations. Numer. Methods Part D E 30(2), 641–663 (2014)MathSciNetCrossRef Iliescu, T., Wang, Z.: Variational multiscale proper orthogonal decomposition: Navier–Stokes equations. Numer. Methods Part D E 30(2), 641–663 (2014)MathSciNetCrossRef
21.
Zurück zum Zitat Aquino, W., Brigham, J.C., Earls, C.J., et al.: Generalized finite element method using proper orthogonal decomposition. Int. J. Numer. Methods Eng. 79(7), 887–906 (2010)MathSciNetCrossRef Aquino, W., Brigham, J.C., Earls, C.J., et al.: Generalized finite element method using proper orthogonal decomposition. Int. J. Numer. Methods Eng. 79(7), 887–906 (2010)MathSciNetCrossRef
22.
Zurück zum Zitat Singler, J.R.: New POD error expressions, error bounds, and asymptotic results for reduced order models of parabolic PDEs. SIAM J. Numer. Anal. 52(2), 852–876 (2014)MathSciNetCrossRef Singler, J.R.: New POD error expressions, error bounds, and asymptotic results for reduced order models of parabolic PDEs. SIAM J. Numer. Anal. 52(2), 852–876 (2014)MathSciNetCrossRef
23.
Zurück zum Zitat Liu, J.C., Li, H., Liu, Y.: Crank-Nicolson finite element scheme and modified reduced-order scheme for fractional Sobolev equation. Numer. Funct. Anal. Opt. 39(15), 1635–1655 (2018)MathSciNetCrossRef Liu, J.C., Li, H., Liu, Y.: Crank-Nicolson finite element scheme and modified reduced-order scheme for fractional Sobolev equation. Numer. Funct. Anal. Opt. 39(15), 1635–1655 (2018)MathSciNetCrossRef
24.
Zurück zum Zitat Wang, Z.J., Zhang, W.L., Zhang, Z.W.: A data-driven model reduction method for parabolic inverse source problems and its convergence analysis. J. Comput. Phys. 487, 112156 (2023)MathSciNetCrossRef Wang, Z.J., Zhang, W.L., Zhang, Z.W.: A data-driven model reduction method for parabolic inverse source problems and its convergence analysis. J. Comput. Phys. 487, 112156 (2023)MathSciNetCrossRef
25.
Zurück zum Zitat Kunisch, K., Mller, M.: Uniform convergence of the POD method and applications to optimal control. Discrete Contin. Dyn. A. 35(9), 4477–4501 (2017)MathSciNetCrossRef Kunisch, K., Mller, M.: Uniform convergence of the POD method and applications to optimal control. Discrete Contin. Dyn. A. 35(9), 4477–4501 (2017)MathSciNetCrossRef
26.
Zurück zum Zitat Trltzsch, F., Volkwein, S.: POD a-posteriori error estimates for linear-quadratic optimal control problems. Comput. Optim. Appl. 44(1), 83–115 (2009)MathSciNetCrossRef Trltzsch, F., Volkwein, S.: POD a-posteriori error estimates for linear-quadratic optimal control problems. Comput. Optim. Appl. 44(1), 83–115 (2009)MathSciNetCrossRef
27.
Zurück zum Zitat Studinger, A., Volkwein, S.: Numerical Analysis of POD A-posteriori Error Estimation for Optimal Control, Control and Optimization with PDE Constraints: Berlin: Springer-Verlag; 137-158 (2013) Studinger, A., Volkwein, S.: Numerical Analysis of POD A-posteriori Error Estimation for Optimal Control, Control and Optimization with PDE Constraints: Berlin: Springer-Verlag; 137-158 (2013)
28.
Zurück zum Zitat Alff, J.O., Grle, C., Hinze, M.: Adaptive trust-region POD for optimal control of the Cahn-Hilliard equation. Pamm. 18(1), e201800453 (2018)CrossRef Alff, J.O., Grle, C., Hinze, M.: Adaptive trust-region POD for optimal control of the Cahn-Hilliard equation. Pamm. 18(1), e201800453 (2018)CrossRef
29.
Zurück zum Zitat Lass, O., Trenz, S., Volkwein, S.: Optimality Conditions and POD A-posteriori Error Estimates for a Semilinear Parabolic Optimal Control, Konstanzer Schriften in Mathematik: Konstanz: Universit at Konstanz (2015) Lass, O., Trenz, S., Volkwein, S.: Optimality Conditions and POD A-posteriori Error Estimates for a Semilinear Parabolic Optimal Control, Konstanzer Schriften in Mathematik: Konstanz: Universit at Konstanz (2015)
30.
Zurück zum Zitat Hinze, M., Volkwein, S.: Error estimates for abstract linear-quadratic optimal control problems using proper orthogonal decomposition. Comput. Optim. Appl. 39(3), 319–345 (2008)MathSciNetCrossRef Hinze, M., Volkwein, S.: Error estimates for abstract linear-quadratic optimal control problems using proper orthogonal decomposition. Comput. Optim. Appl. 39(3), 319–345 (2008)MathSciNetCrossRef
31.
Zurück zum Zitat Gubisch, M., Volkwein, S.: Proper orthogonal decomposition for linear-quadratic optimal control. Comput. Sci. Eng. 3–63 (2010) Gubisch, M., Volkwein, S.: Proper orthogonal decomposition for linear-quadratic optimal control. Comput. Sci. Eng. 3–63 (2010)
32.
Zurück zum Zitat Tröltzsch, F., Volkwein, S.: POD a-posteriori error estimates for linear-quadratic optimal control problems. Comput. Optim. Appl. 44, 83–115 (2009)MathSciNetCrossRef Tröltzsch, F., Volkwein, S.: POD a-posteriori error estimates for linear-quadratic optimal control problems. Comput. Optim. Appl. 44, 83–115 (2009)MathSciNetCrossRef
33.
Zurück zum Zitat Alla, A., Gräßle, C., Hinze, M.: A residual based snapshot location strategy for POD in distributed optimal control of linear parabolic equations. IFAC PapersOnLine 49(8), 13–18 (2016)MathSciNetCrossRef Alla, A., Gräßle, C., Hinze, M.: A residual based snapshot location strategy for POD in distributed optimal control of linear parabolic equations. IFAC PapersOnLine 49(8), 13–18 (2016)MathSciNetCrossRef
34.
Zurück zum Zitat Alla, A., Gräßle, C., Hinze, M.: A posteriori snapshot location for POD in optimal control of linear parabolic equations. ESAIM: M2AN. 52(1), 847–1873 (2018)MathSciNet Alla, A., Gräßle, C., Hinze, M.: A posteriori snapshot location for POD in optimal control of linear parabolic equations. ESAIM: M2AN. 52(1), 847–1873 (2018)MathSciNet
35.
Zurück zum Zitat Song, J.P., Rui, H.X.: A reduced-order characteristic finite element method based on POD for optimal control problem governed by convection-diffusion equation. Comput. Methods Appl. Mech. Eng. 391, 114538 (2022)ADSMathSciNetCrossRef Song, J.P., Rui, H.X.: A reduced-order characteristic finite element method based on POD for optimal control problem governed by convection-diffusion equation. Comput. Methods Appl. Mech. Eng. 391, 114538 (2022)ADSMathSciNetCrossRef
36.
Zurück zum Zitat Lions, J.: Optimal Control of Systems Governed by Partial Differential Equations. Springer, Berlin (1971)CrossRef Lions, J.: Optimal Control of Systems Governed by Partial Differential Equations. Springer, Berlin (1971)CrossRef
37.
Zurück zum Zitat Neittaanmaki, P., Tiba, D.: Optimal Control of Nonlinear Parabolic Systems: Theory, Algorithms and Applications. Dekker, New Nork (1994) Neittaanmaki, P., Tiba, D.: Optimal Control of Nonlinear Parabolic Systems: Theory, Algorithms and Applications. Dekker, New Nork (1994)
38.
Zurück zum Zitat Hou, C.J., Lu, Z.L., Chen, X.J., Huang, F.: Error estimates of variational discretization for semilinear parabolic optimal control problems. AIMS Math. 6(1), 772–793 (2020)MathSciNetCrossRef Hou, C.J., Lu, Z.L., Chen, X.J., Huang, F.: Error estimates of variational discretization for semilinear parabolic optimal control problems. AIMS Math. 6(1), 772–793 (2020)MathSciNetCrossRef
39.
Zurück zum Zitat Chang, Y.Z., Yang, D.P.: Finite element approximation for a class of parameter estimation problems. J. Syst. Sci. Complex. 27, 866–882 (2014)MathSciNetCrossRef Chang, Y.Z., Yang, D.P.: Finite element approximation for a class of parameter estimation problems. J. Syst. Sci. Complex. 27, 866–882 (2014)MathSciNetCrossRef
40.
Zurück zum Zitat Liu, W.B., Yan, N.N.: Adaptive Finite Element Methods for Optimal Control Governed by PDEs, Series in Information and Computational Science. Science press, Beijing (2008) Liu, W.B., Yan, N.N.: Adaptive Finite Element Methods for Optimal Control Governed by PDEs, Series in Information and Computational Science. Science press, Beijing (2008)
41.
Zurück zum Zitat Luo, Z.D., Chen, J., Sun, P., et al.: Finite element formulation based on proper orthogonal decomposition for parabolic equations. Sci. China Ser. A-Math. 52, 585–596 (2009)ADSMathSciNetCrossRef Luo, Z.D., Chen, J., Sun, P., et al.: Finite element formulation based on proper orthogonal decomposition for parabolic equations. Sci. China Ser. A-Math. 52, 585–596 (2009)ADSMathSciNetCrossRef
42.
Zurück zum Zitat Luo, Z.D., Chen, J., Xie, Z.H., et al.: A reduced second-order time accurate finite element formulation based on POD for parabolic equations (in Chinese). Sci. Sin. Math. 41(5), 447–460 (2011)CrossRef Luo, Z.D., Chen, J., Xie, Z.H., et al.: A reduced second-order time accurate finite element formulation based on POD for parabolic equations (in Chinese). Sci. Sin. Math. 41(5), 447–460 (2011)CrossRef
43.
Zurück zum Zitat Thomeé, V.: Galerkin Finite Element Methods for Parabolic Problems. Springer Series in Computation Mathematics. Springer, Berilin (1997)CrossRef Thomeé, V.: Galerkin Finite Element Methods for Parabolic Problems. Springer Series in Computation Mathematics. Springer, Berilin (1997)CrossRef
Metadaten
Titel
An iterative proper orthogonal decomposition method for a parabolic optimal control problem
verfasst von
Liuping Huang
Hai Zhao
Tongjun Sun
Publikationsdatum
12.12.2023
Verlag
Springer Berlin Heidelberg
Erschienen in
Journal of Applied Mathematics and Computing / Ausgabe 1/2024
Print ISSN: 1598-5865
Elektronische ISSN: 1865-2085
DOI
https://doi.org/10.1007/s12190-023-01961-w

Weitere Artikel der Ausgabe 1/2024

Journal of Applied Mathematics and Computing 1/2024 Zur Ausgabe

Premium Partner