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A numerical procedure and unified formulation for the adjoint approach in hyperbolic PDE-constrained optimal control problems

2017/11/25 by Gino I. Montecinos, Montecinos, Gino I., J. López‐Ríos +5
Engineering · Mathematics · #Advanced Numerical Methods in Computational Mathematics #Computational Fluid Dynamics and Aerodynamics #Differential Equations and Numerical Methods #FOS: Mathematics #Optimization and Control (math.OC)

paper · pdf · doi:10.48550/arxiv.1711.09297

openalex publication_date 2017/11/25 · openalex created_date 2017/12/04 · openalex updated_date 2026/07/28

Abstract

The present paper aims at providing a numerical strategy to deal with PDE-constrained optimization problems solved with the adjoint method. It is done through out a unified formulation of the constraint PDE and the adjoint model. The resulting model is a non-conservative hyperbolic system and thus a finite volume scheme is proposed to solve it. In this form, the scheme sets in a single frame both constraint PDE and adjoint model. The forward and backward evolutions are controlled by a single parameter η and a stable time step is obtained only once at each optimization iteration. The methodology requires the complete eigenstructure of the system as well as the gradient of the cost functional. Numerical tests evidence the applicability of the present technique

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