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Computing and Visualization in Science
Published in: Computing and Visualization in Science 1-4/2019

03-10-2017 | Special Issue IMG 2016

A multigrid scheme for solving convection–diffusion-integral optimal control problems

Authors: Duncan Kioi Gathungu, Alfio Borzì

Published in: Computing and Visualization in Science | Issue 1-4/2019

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Abstract

The fast multigrid solution of an optimal control problem governed by a convection–diffusion partial-integro differential equation is investigated. This optimization problem considers a cost functional of tracking type and a constrained distributed control. The optimal control sought is characterized by the solution to the corresponding optimality system, which is approximated by a finite volume and quadrature discretization schemes and solved by multigrid techniques. The proposed multigrid approach combines a multigrid method for the governing model with a fast multigrid integration method. The convergence of this solution procedure is analyzed by local Fourier analysis and validated by results of numerical experiments.
previous article Multigrid methods for convergent mixed finite difference scheme for Monge–Ampère equation

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Metadata
Title
A multigrid scheme for solving convection–diffusion-integral optimal control problems
Authors
Duncan Kioi Gathungu
Alfio Borzì
Publication date
03-10-2017
Publisher
Springer Berlin Heidelberg
Published in
Computing and Visualization in Science / Issue 1-4/2019
Print ISSN: 1432-9360
Electronic ISSN: 1433-0369
DOI
https://doi.org/10.1007/s00791-017-0285-7

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