| Autor: |
Barth, Timothy J., Griebel, Michael, Nieminen, Risto M., Roose, Dirk, Schlick, Tamar, Langer, Ulrich, Discacciati, Marco, Keyes, David E., Widlund, Olof B., Zulehner, Walter, Sarkis, Marcus, Schaerer, Christian E., Mathew, Tarek |
| Zdroj: |
Domain Decomposition Methods in Science & Engineering XVII; 2008, p409-416, 8p |
| Abstrakt: |
We describe a block matrix iterative algorithm for solving a linearquadratic parabolic optimal control problem (OCP) on a finite time interval. We derive a reduced symmetric indefinite linear system involving the control variables and auxiliary variables, and solve it using a preconditioned MINRES iteration, with a symmetric positive definite block diagonal preconditioner based on the parareal algorithm. Theoretical and numerical results show that the preconditioned algorithm converges at a rate independent of the mesh size h, and has parallel scalability. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Supplemental Index |
| Externí odkaz: |
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