Skip to main content
Erschienen in: Calcolo 1/2020

01.03.2020

Preconditioned iterative method for boundary value method discretizations of a parabolic optimal control problem

verfasst von: Hao Chen, Qiuyue Huang

Erschienen in: Calcolo | Ausgabe 1/2020

Einloggen, um Zugang zu erhalten

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

search-config
loading …

Abstract

A distributed optimal control problem with the constraint of a parabolic partial differential equation is considered. Boundary value methods are used to solve the coupled initial/final value problems arising from the first order optimality conditions for this problem. We use a block triangular preconditioning strategy for solving the resulting two-by-two linear system. By making use of a matching strategy and a Kronecker product-based splitting technique we establish a Kronecker product-based approximation to the Schur complement. Since the Schur complement approximation is in a form of one Kronecker product structure, the preconditioner can be implemented efficiently. Numerical experiments are presented to illustrate the accuracy and computational efficiency of the proposed approach.
Literatur
1.
Zurück zum Zitat Abbeloos, D., Diehl, M., Hinze, M., Vandewalle, S.: Nested multigrid methods for time-periodic parabolic optimal control problems. Comput. Vis. Sci. 14, 27–38 (2011)MathSciNetMATHCrossRef Abbeloos, D., Diehl, M., Hinze, M., Vandewalle, S.: Nested multigrid methods for time-periodic parabolic optimal control problems. Comput. Vis. Sci. 14, 27–38 (2011)MathSciNetMATHCrossRef
2.
Zurück zum Zitat Amodio, P., Brugnano, L.: A note on the efficient implementation of implicit methods for ODEs. J. Comput. Appl. Math. 87, 1–9 (1997)MathSciNetMATHCrossRef Amodio, P., Brugnano, L.: A note on the efficient implementation of implicit methods for ODEs. J. Comput. Appl. Math. 87, 1–9 (1997)MathSciNetMATHCrossRef
3.
Zurück zum Zitat Axelsson, O., Verwer, J.G.: Boundary value techniques for initial value problems in ordinary differential equations. Math. Comput. 45, 153–171 (1985)MathSciNetMATHCrossRef Axelsson, O., Verwer, J.G.: Boundary value techniques for initial value problems in ordinary differential equations. Math. Comput. 45, 153–171 (1985)MathSciNetMATHCrossRef
4.
Zurück zum Zitat Bai, Z.-Z., Benzi, M., Chen, F., Wang, Z.-Q.: Preconditioned MHSS iteration methods for a class of block two-by-two linear systems with applications to distributed control problems. IMA J. Numer. Anal. 33, 343–369 (2013)MathSciNetMATHCrossRef Bai, Z.-Z., Benzi, M., Chen, F., Wang, Z.-Q.: Preconditioned MHSS iteration methods for a class of block two-by-two linear systems with applications to distributed control problems. IMA J. Numer. Anal. 33, 343–369 (2013)MathSciNetMATHCrossRef
6.
Zurück zum Zitat Benzi, M., Bertaccini, D.: Block preconditioning of real-valued iterative algorithms for complex linear systems. IMA J. Numer. Anal. 28, 598–618 (2008)MathSciNetMATHCrossRef Benzi, M., Bertaccini, D.: Block preconditioning of real-valued iterative algorithms for complex linear systems. IMA J. Numer. Anal. 28, 598–618 (2008)MathSciNetMATHCrossRef
7.
Zurück zum Zitat Benzi, M., Ferragut, L., Pennacchio, M., Simoncini, V.: Solution of linear systems from an optimal control problem arising in wind simulation. Numer. Linear. Algebra. Appl. 17, 895–915 (2010)MathSciNetMATHCrossRef Benzi, M., Ferragut, L., Pennacchio, M., Simoncini, V.: Solution of linear systems from an optimal control problem arising in wind simulation. Numer. Linear. Algebra. Appl. 17, 895–915 (2010)MathSciNetMATHCrossRef
8.
Zurück zum Zitat Benzi, M., Haber, E., Taralli, L.: A preconditioning technique for a class of PDE-constrained optimization problems. Adv. Comput. Math. 35, 149–173 (2011)MathSciNetMATHCrossRef Benzi, M., Haber, E., Taralli, L.: A preconditioning technique for a class of PDE-constrained optimization problems. Adv. Comput. Math. 35, 149–173 (2011)MathSciNetMATHCrossRef
9.
10.
Zurück zum Zitat Bertaccini, D.: Reliable preconditioned iterative linear solvers for some numerical integrators. Numer. Linear. Algebra. Appl. 8, 111–125 (2001)MathSciNetMATHCrossRef Bertaccini, D.: Reliable preconditioned iterative linear solvers for some numerical integrators. Numer. Linear. Algebra. Appl. 8, 111–125 (2001)MathSciNetMATHCrossRef
11.
Zurück zum Zitat Bertaccini, D., Ng, M.K.: The convergence rate of block preconditioned systems arising from LMF-based ODE codes. BIT 41, 433–450 (2001)MathSciNetMATHCrossRef Bertaccini, D., Ng, M.K.: The convergence rate of block preconditioned systems arising from LMF-based ODE codes. BIT 41, 433–450 (2001)MathSciNetMATHCrossRef
12.
Zurück zum Zitat Bertaccini, D.: The spectrum of circulant-like preconditioners for some general linear multistep formulas for linear boundary value problems. SIAM J. Numer. Anal. 40, 1798–1822 (2002)MathSciNetMATHCrossRef Bertaccini, D.: The spectrum of circulant-like preconditioners for some general linear multistep formulas for linear boundary value problems. SIAM J. Numer. Anal. 40, 1798–1822 (2002)MathSciNetMATHCrossRef
13.
14.
Zurück zum Zitat Bertaccini, D., Golub, G.H., Serra-Capizzano, S.: Spectral analysis of a preconditioned iterative method for the convection-diffusion equation. SIAM J. Matrix. Anal. Appl. 29, 260–278 (2006)MathSciNetMATHCrossRef Bertaccini, D., Golub, G.H., Serra-Capizzano, S.: Spectral analysis of a preconditioned iterative method for the convection-diffusion equation. SIAM J. Matrix. Anal. Appl. 29, 260–278 (2006)MathSciNetMATHCrossRef
15.
Zurück zum Zitat Biegler, L.T., Ghattas, O., Heinkenschloss, M., van Bloemen Waanders, B.: Large-Scale PDE-Constrained Optimization: An Introduction. Springer, Berlin (2003)MATHCrossRef Biegler, L.T., Ghattas, O., Heinkenschloss, M., van Bloemen Waanders, B.: Large-Scale PDE-Constrained Optimization: An Introduction. Springer, Berlin (2003)MATHCrossRef
16.
Zurück zum Zitat Borzì, A.: Multigrid methods for parabolic distributed optimal control problems. J. Comput. Appl. Math. 157, 365–382 (2003)MathSciNetMATHCrossRef Borzì, A.: Multigrid methods for parabolic distributed optimal control problems. J. Comput. Appl. Math. 157, 365–382 (2003)MathSciNetMATHCrossRef
18.
Zurück zum Zitat Borzì, A., Schulz, V.: Computational Optimization of Systems Governed by Partial Differential Equations. SIAM, Philadelphia (2012)MATH Borzì, A., Schulz, V.: Computational Optimization of Systems Governed by Partial Differential Equations. SIAM, Philadelphia (2012)MATH
19.
20.
21.
Zurück zum Zitat Brugnano, L., Trigiante, D.: Convergence and stability of boundary value methods for ordinary differential equations. J. Comput. Appl. Math. 66, 97–109 (1996)MathSciNetMATHCrossRef Brugnano, L., Trigiante, D.: Convergence and stability of boundary value methods for ordinary differential equations. J. Comput. Appl. Math. 66, 97–109 (1996)MathSciNetMATHCrossRef
22.
Zurück zum Zitat Brugnano, L., Trigiante, D.: Boundary value methods: the third way between linear multistep and Runge–Kutta methods. Comput. Math. Appl. 36, 269–284 (1998)MathSciNetMATHCrossRef Brugnano, L., Trigiante, D.: Boundary value methods: the third way between linear multistep and Runge–Kutta methods. Comput. Math. Appl. 36, 269–284 (1998)MathSciNetMATHCrossRef
23.
Zurück zum Zitat Brugnano, L., Trigiante, D.: Solving Differential Problems by Multistep Initial and Boundary Value Methods. Gordan and Breach, Amsterdam (1998)MATH Brugnano, L., Trigiante, D.: Solving Differential Problems by Multistep Initial and Boundary Value Methods. Gordan and Breach, Amsterdam (1998)MATH
24.
Zurück zum Zitat Chan, R.H., Ng, M.K., Jin, X.: Strang-type preconditioners for systems of LMF-based ODE codes. IMA J. Numer. Anal. 21, 451–462 (2001)MathSciNetMATHCrossRef Chan, R.H., Ng, M.K., Jin, X.: Strang-type preconditioners for systems of LMF-based ODE codes. IMA J. Numer. Anal. 21, 451–462 (2001)MathSciNetMATHCrossRef
25.
Zurück zum Zitat Chen, H., Zhang, C.-J.: Boundary value methods for Volterra integral and integro-differential equations. Appl. Math. Comput. 218, 2619–2630 (2011)MathSciNetMATH Chen, H., Zhang, C.-J.: Boundary value methods for Volterra integral and integro-differential equations. Appl. Math. Comput. 218, 2619–2630 (2011)MathSciNetMATH
26.
Zurück zum Zitat Chen, H., Zhang, C.-J.: Block boundary value methods for solving Volterra integral and integro-differential equations. J. Comput. Appl. Math. 236, 2822–2837 (2012)MathSciNetMATHCrossRef Chen, H., Zhang, C.-J.: Block boundary value methods for solving Volterra integral and integro-differential equations. J. Comput. Appl. Math. 236, 2822–2837 (2012)MathSciNetMATHCrossRef
27.
Zurück zum Zitat Chen, H., Zhang, C.-J.: Convergence and stability of extended block boundary value methods for Volterra delay integro-differential equations. Appl. Numer. Math. 62, 141–154 (2012)MathSciNetMATHCrossRef Chen, H., Zhang, C.-J.: Convergence and stability of extended block boundary value methods for Volterra delay integro-differential equations. Appl. Numer. Math. 62, 141–154 (2012)MathSciNetMATHCrossRef
28.
Zurück zum Zitat Chen, H.: A splitting preconditioner for the iterative solution of implicit Runge–Kutta and boundary value methods. BIT 54, 607–621 (2014)MathSciNetMATHCrossRef Chen, H.: A splitting preconditioner for the iterative solution of implicit Runge–Kutta and boundary value methods. BIT 54, 607–621 (2014)MathSciNetMATHCrossRef
29.
Zurück zum Zitat Chen, H.: Generalized Kronecker product splitting iteration for the solution of implicit Runge–Kutta and boundary value methods. Numer. Linear. Algebra. Appl. 22, 357–370 (2015)MathSciNetMATHCrossRef Chen, H.: Generalized Kronecker product splitting iteration for the solution of implicit Runge–Kutta and boundary value methods. Numer. Linear. Algebra. Appl. 22, 357–370 (2015)MathSciNetMATHCrossRef
30.
Zurück zum Zitat Chen, H.: Kronecker product splitting preconditioners for implicit Runge–Kutta discretizations of viscous wave equations. Appl. Math. Model. 40, 4429–4440 (2016)MathSciNetMATHCrossRef Chen, H.: Kronecker product splitting preconditioners for implicit Runge–Kutta discretizations of viscous wave equations. Appl. Math. Model. 40, 4429–4440 (2016)MathSciNetMATHCrossRef
31.
Zurück zum Zitat Chen, H.: A splitting preconditioner for implicit Runge–Kutta discretizations of a partial differential-algebraic equation. Numer. Algorithms. 73, 1037–1054 (2016)MathSciNetMATHCrossRef Chen, H.: A splitting preconditioner for implicit Runge–Kutta discretizations of a partial differential-algebraic equation. Numer. Algorithms. 73, 1037–1054 (2016)MathSciNetMATHCrossRef
32.
Zurück zum Zitat Chen, H., Lv, W., Zhang, T.-T.: A Kronecker product splitting preconditioner for two-dimensional space-fractional diffusion equations. J. Comput. Phys. 360, 1–14 (2018)MathSciNetMATHCrossRef Chen, H., Lv, W., Zhang, T.-T.: A Kronecker product splitting preconditioner for two-dimensional space-fractional diffusion equations. J. Comput. Phys. 360, 1–14 (2018)MathSciNetMATHCrossRef
33.
Zurück zum Zitat Chen, H., Zhang, T.-T., Lv, W.: Block preconditioning strategies for time-space fractional diffusion equations. Appl. Math. Comput. 337, 41–53 (2018)MathSciNetMATH Chen, H., Zhang, T.-T., Lv, W.: Block preconditioning strategies for time-space fractional diffusion equations. Appl. Math. Comput. 337, 41–53 (2018)MathSciNetMATH
34.
Zurück zum Zitat Chen, H., Wang, X.-L., Li, X.-L.: A note on efficient preconditioner of implicit Runge–Kutta methods with application to fractional diffusion equations. Appl. Math. Comput. 351, 116–123 (2019)MathSciNetMATHCrossRef Chen, H., Wang, X.-L., Li, X.-L.: A note on efficient preconditioner of implicit Runge–Kutta methods with application to fractional diffusion equations. Appl. Math. Comput. 351, 116–123 (2019)MathSciNetMATHCrossRef
36.
Zurück zum Zitat Güttel, S., Pearson, J.W.: A rational deferred correction approach to parabolic optimal control problems. IMA J. Numer. Anal. 38, 1861–1892 (2018)MathSciNetMATHCrossRef Güttel, S., Pearson, J.W.: A rational deferred correction approach to parabolic optimal control problems. IMA J. Numer. Anal. 38, 1861–1892 (2018)MathSciNetMATHCrossRef
37.
Zurück zum Zitat Heinkenschloss, M.: A time-domain decomposition iterative method for the solution of distributed linear quadratic optimal control problems. J. Comput. Appl. Math. 173, 169–198 (2005)MathSciNetMATHCrossRef Heinkenschloss, M.: A time-domain decomposition iterative method for the solution of distributed linear quadratic optimal control problems. J. Comput. Appl. Math. 173, 169–198 (2005)MathSciNetMATHCrossRef
38.
Zurück zum Zitat Hinze, M., Pinnau, R., Ulbrich, M., Ulbrich, S.: Optimization with PDE Constraints. Springer, Berlin (2009)MATH Hinze, M., Pinnau, R., Ulbrich, M., Ulbrich, S.: Optimization with PDE Constraints. Springer, Berlin (2009)MATH
40.
Zurück zum Zitat Horn, R.A., Johnson, C.R.: Topics in Matrix Analysis. Cambridge University Press, Cambridge (1991)MATHCrossRef Horn, R.A., Johnson, C.R.: Topics in Matrix Analysis. Cambridge University Press, Cambridge (1991)MATHCrossRef
41.
Zurück zum Zitat Iavernaro, F., Mazzia, F.: Convergence and stability of multistep methods solving nonlinear initial value problems. SIAM J. Sci. Comput. 18, 270–285 (1997)MathSciNetMATHCrossRef Iavernaro, F., Mazzia, F.: Convergence and stability of multistep methods solving nonlinear initial value problems. SIAM J. Sci. Comput. 18, 270–285 (1997)MathSciNetMATHCrossRef
42.
Zurück zum Zitat Iavernaro, F., Mazzia, F.: Block boundary value methods for the solution of ordinary differential equations. SIAM J. Sci. Comput. 21, 323–399 (1999)MathSciNetMATHCrossRef Iavernaro, F., Mazzia, F.: Block boundary value methods for the solution of ordinary differential equations. SIAM J. Sci. Comput. 21, 323–399 (1999)MathSciNetMATHCrossRef
44.
Zurück zum Zitat Iserles, A.: A First Course in the Numerical Analysis of Differential Equations. Cambridge University Press, Cambridge (2009)MATH Iserles, A.: A First Course in the Numerical Analysis of Differential Equations. Cambridge University Press, Cambridge (2009)MATH
45.
Zurück zum Zitat Ito, K., Kunisch, K.: Lagrange Multiplier Approach to Variational Problems and Applications. SIAM, Philadelphia (2008)MATHCrossRef Ito, K., Kunisch, K.: Lagrange Multiplier Approach to Variational Problems and Applications. SIAM, Philadelphia (2008)MATHCrossRef
46.
Zurück zum Zitat Van Lent, J., Vandewalle, S.: Multigrid methods for implicit Runge–Kutta and boundary value method discretizations of PDEs. SIAM J. Sci. Comput. 27, 67–92 (2005)MathSciNetMATHCrossRef Van Lent, J., Vandewalle, S.: Multigrid methods for implicit Runge–Kutta and boundary value method discretizations of PDEs. SIAM J. Sci. Comput. 27, 67–92 (2005)MathSciNetMATHCrossRef
47.
Zurück zum Zitat Liang, Z.-Z., Axelsson, O., Neytcheva, M.: A robust structured preconditioner for time-hormonic parabolic optimal control problems. Numer. Algor. 79, 575–596 (2018)MATHCrossRef Liang, Z.-Z., Axelsson, O., Neytcheva, M.: A robust structured preconditioner for time-hormonic parabolic optimal control problems. Numer. Algor. 79, 575–596 (2018)MATHCrossRef
48.
Zurück zum Zitat Mathew, T.P., Sarkis, M., Schaerer, C.E.: Analysis of block parareal preconditioners for parabolic optimal control problems. SIAM J. Sci. Comput. 32, 1180–1200 (2010)MathSciNetMATHCrossRef Mathew, T.P., Sarkis, M., Schaerer, C.E.: Analysis of block parareal preconditioners for parabolic optimal control problems. SIAM J. Sci. Comput. 32, 1180–1200 (2010)MathSciNetMATHCrossRef
49.
Zurück zum Zitat Pearson, J.W., Wathen, A.J.: A new approximation of the Schur complement in preconditioners for PDE-constrained optimization. Numer. Linear. Algebra. Appl. 19, 816–829 (2012)MathSciNetMATHCrossRef Pearson, J.W., Wathen, A.J.: A new approximation of the Schur complement in preconditioners for PDE-constrained optimization. Numer. Linear. Algebra. Appl. 19, 816–829 (2012)MathSciNetMATHCrossRef
50.
Zurück zum Zitat Pearson, J.W., Stoll, M., Wathen, A.J.: Regularization-robust preconditioners for time-dependent PDE-constrained optimization problems. SIAM J. Matrix. Anal. Appl. 33, 1126–1152 (2012)MathSciNetMATHCrossRef Pearson, J.W., Stoll, M., Wathen, A.J.: Regularization-robust preconditioners for time-dependent PDE-constrained optimization problems. SIAM J. Matrix. Anal. Appl. 33, 1126–1152 (2012)MathSciNetMATHCrossRef
51.
Zurück zum Zitat Pearson, J.W., Stoll, M.: Fast iterative solution of reaction-diffusion control problems arising from chemical processes. SIAM J. Sci. Comput. 35, B987–B1009 (2013)MathSciNetMATHCrossRef Pearson, J.W., Stoll, M.: Fast iterative solution of reaction-diffusion control problems arising from chemical processes. SIAM J. Sci. Comput. 35, B987–B1009 (2013)MathSciNetMATHCrossRef
52.
Zurück zum Zitat Pearson, J.W.: Fast iterative solvers for large matrix systems arising from time-dependent Stokes control problems. Appl. Numer. Math. 108, 87–101 (2016)MathSciNetMATHCrossRef Pearson, J.W.: Fast iterative solvers for large matrix systems arising from time-dependent Stokes control problems. Appl. Numer. Math. 108, 87–101 (2016)MathSciNetMATHCrossRef
53.
Zurück zum Zitat Rees, T., Stoll, M.: Block-triangular preconditioners for PDE-constrained optimization. Numer. Linear. Algebra. Appl. 17, 977–996 (2010)MathSciNetMATHCrossRef Rees, T., Stoll, M.: Block-triangular preconditioners for PDE-constrained optimization. Numer. Linear. Algebra. Appl. 17, 977–996 (2010)MathSciNetMATHCrossRef
54.
Zurück zum Zitat Ruge, J.W., Stüben, K.: Algebraic multigrid. In: McCormick, S.F.(ed.) Multigrid Methods, Frontiers in Applied Mathematics and Statistics, vol. 3, pp. 73–130. SIAM, Philadelphia (1987) Ruge, J.W., Stüben, K.: Algebraic multigrid. In: McCormick, S.F.(ed.) Multigrid Methods, Frontiers in Applied Mathematics and Statistics, vol. 3, pp. 73–130. SIAM, Philadelphia (1987)
55.
Zurück zum Zitat Saad, Y., Schultz, M.H.: GMRES: a generalized minimal residual algorithm for solving nonsymmetric linear systems. SIAM J. Sci. Stat. Comput. 7, 856–869 (1986)MathSciNetMATHCrossRef Saad, Y., Schultz, M.H.: GMRES: a generalized minimal residual algorithm for solving nonsymmetric linear systems. SIAM J. Sci. Stat. Comput. 7, 856–869 (1986)MathSciNetMATHCrossRef
56.
Zurück zum Zitat Saad, Y.: Iterative Methods for Sparse Linear Systems, 2nd edn. SIAM, Philadelphia (2003)MATHCrossRef Saad, Y.: Iterative Methods for Sparse Linear Systems, 2nd edn. SIAM, Philadelphia (2003)MATHCrossRef
57.
Zurück zum Zitat Spotz, W.F., Carey, G.F.: A high-order compact formulation for the 3D Poisson equation. Numer. Methods Partial Differ. Equ. 12, 235–243 (1996)MATHCrossRef Spotz, W.F., Carey, G.F.: A high-order compact formulation for the 3D Poisson equation. Numer. Methods Partial Differ. Equ. 12, 235–243 (1996)MATHCrossRef
58.
Zurück zum Zitat Stoll, M., Wathen, A.J.: All-at-once solution of time-dependent PDE-constrained optimization problems. Technical report, University of Oxford, Oxford (2010) Stoll, M., Wathen, A.J.: All-at-once solution of time-dependent PDE-constrained optimization problems. Technical report, University of Oxford, Oxford (2010)
59.
Zurück zum Zitat Stoll, M., Wathen, A.J.: All-at-once solution of time-dependent Stokes control. J. Comput. Phys. 232, 498–515 (2013)MathSciNetCrossRef Stoll, M., Wathen, A.J.: All-at-once solution of time-dependent Stokes control. J. Comput. Phys. 232, 498–515 (2013)MathSciNetCrossRef
60.
Zurück zum Zitat Stoll, M.: All-at-once solution of a time-dependent time-periodic PDE-constrained optimization problems. IMA J. Numer. Anal. 34, 1554–1577 (2014)MathSciNetMATHCrossRef Stoll, M.: All-at-once solution of a time-dependent time-periodic PDE-constrained optimization problems. IMA J. Numer. Anal. 34, 1554–1577 (2014)MathSciNetMATHCrossRef
61.
Zurück zum Zitat Stoll, M., Breiten, T.: A low-rank in time approach to PDE-constrained optimization. SIAM J. Sci. Comput. 37, B1–B29 (2015)MathSciNetMATHCrossRef Stoll, M., Breiten, T.: A low-rank in time approach to PDE-constrained optimization. SIAM J. Sci. Comput. 37, B1–B29 (2015)MathSciNetMATHCrossRef
62.
Zurück zum Zitat Tröltzsch, F.: Optimal Control of Partial Differential Equations: Theory, Methods and Applications. American Mathematical Society, Providence (2010)MATH Tröltzsch, F.: Optimal Control of Partial Differential Equations: Theory, Methods and Applications. American Mathematical Society, Providence (2010)MATH
63.
Zurück zum Zitat Wathen, A.J., Rees, T.: Chebyshev semi-iteration in preconditioning for problems including the mass matrix. Electron. Trans. Numer. Anal. 34, 125–135 (2008)MathSciNetMATH Wathen, A.J., Rees, T.: Chebyshev semi-iteration in preconditioning for problems including the mass matrix. Electron. Trans. Numer. Anal. 34, 125–135 (2008)MathSciNetMATH
64.
Zurück zum Zitat Zeng, M., Zhang, H.: A new preconditioning strategy for solving a class of time-dependent PDE-constrained optimization problems. J. Comput. Math. 32, 215–232 (2014)MathSciNetMATHCrossRef Zeng, M., Zhang, H.: A new preconditioning strategy for solving a class of time-dependent PDE-constrained optimization problems. J. Comput. Math. 32, 215–232 (2014)MathSciNetMATHCrossRef
65.
Zurück zum Zitat Zhang, C.-J., Chen, H.: Block boundary value methods for delay differential equations. Appl. Numer. Math. 60, 915–923 (2010)MathSciNetMATHCrossRef Zhang, C.-J., Chen, H.: Block boundary value methods for delay differential equations. Appl. Numer. Math. 60, 915–923 (2010)MathSciNetMATHCrossRef
66.
Zurück zum Zitat Zhang, C.-J., Chen, H.: Asymptotic stability of block boundary value methods for delay differential-algebraic equations. Math. Comput. Simul. 81, 100–108 (2010)MathSciNetMATHCrossRef Zhang, C.-J., Chen, H.: Asymptotic stability of block boundary value methods for delay differential-algebraic equations. Math. Comput. Simul. 81, 100–108 (2010)MathSciNetMATHCrossRef
67.
Zurück zum Zitat Zhang, C.-J., Chen, H., Wang, L.-M.: Strang-type preconditioners applied ordinary and neutral differential-algebraic equations. Numer. Linear. Algebra. Appl. 18, 843–855 (2011)MathSciNetMATHCrossRef Zhang, C.-J., Chen, H., Wang, L.-M.: Strang-type preconditioners applied ordinary and neutral differential-algebraic equations. Numer. Linear. Algebra. Appl. 18, 843–855 (2011)MathSciNetMATHCrossRef
Metadaten
Titel
Preconditioned iterative method for boundary value method discretizations of a parabolic optimal control problem
verfasst von
Hao Chen
Qiuyue Huang
Publikationsdatum
01.03.2020
Verlag
Springer International Publishing
Erschienen in
Calcolo / Ausgabe 1/2020
Print ISSN: 0008-0624
Elektronische ISSN: 1126-5434
DOI
https://doi.org/10.1007/s10092-019-0353-0

Weitere Artikel der Ausgabe 1/2020

Calcolo 1/2020 Zur Ausgabe