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Explicit Stabilized Integrators for Stiff Optimal Control Problems

Published inSIAM Journal on Scientific Computing, vol. 43, no. 2, p. A721-A743
Publication date2021
Abstract

Explicit stabilized methods are an efficient alternative to implicit schemes for the time integration of stiff systems of differential equations in large dimension. In this paper we derive explicit stabilized integrators of orders one and two for the optimal control of stiff systems. We analyze their favourable stability and symplecticity properties based on the continuous optimality conditions. Numerical experiments including the optimal control of a nonlinear diffusion-advection PDE illustrate the efficiency of the new approach.

Keywords
  • Optimal control
  • RKC
  • Chebyshev methods
  • Symplectic methods
  • Geometric integration
  • Stability
  • Adjoint control systems
  • Double adjoint
  • Burgers equation
  • Diffusion-advection PDE
Research groups
Citation (ISO format)
ALMUSLIMANI, Ibrahim, VILMART, Gilles. Explicit Stabilized Integrators for Stiff Optimal Control Problems. In: SIAM Journal on Scientific Computing, 2021, vol. 43, n° 2, p. A721–A743. doi: 10.1137/19M1294216
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Article (Accepted version)
Identifiers
Additional URL for this publicationhttps://epubs.siam.org/doi/10.1137/19M1294216
Journal ISSN1064-8275
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383downloads

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Creation20/04/2021 21:11:00
First validation20/04/2021 21:11:00
Update16/03/2023 00:26:08
Status update16/03/2023 00:26:08
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