A parallel in time algorithm based ParaExp for optimal control problems - Inria - Institut national de recherche en sciences et technologies du numérique
Pré-Publication, Document De Travail Année : 2024

A parallel in time algorithm based ParaExp for optimal control problems

Felix Kwok
  • Fonction : Auteur
  • PersonId : 1392180

Résumé

We propose a new parallel-in-time algorithm for solving optimal control problems constrained by partial differential equations. Our approach, which is based on a deeper understanding of ParaExp, considers an overlapping time-domain decomposition in which we combine the solution of homogeneous problems using exponential propagation with the local solutions of inhomogeneous problems. The algorithm yields a linear system whose matrix-vector product can be fully performed in parallel. We then propose a preconditioner to speed up the convergence of GMRES in the special cases of the heat and wave equations. Numerical experiments are provided to illustrate the efficiency of our preconditioners.
Fichier principal
Vignette du fichier
main.pdf (316.27 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)

Dates et versions

hal-04612018 , version 1 (14-06-2024)
hal-04612018 , version 2 (03-09-2024)
hal-04612018 , version 3 (05-09-2024)

Licence

Identifiants

  • HAL Id : hal-04612018 , version 1

Citer

Felix Kwok, Djahou N Tognon. A parallel in time algorithm based ParaExp for optimal control problems. 2024. ⟨hal-04612018v1⟩
703 Consultations
72 Téléchargements

Partager

More