Accuracy and Convergence Properties of the Finite Difference Multigrid Solution of an Optimal Control Optimality System

DOI10.1137/S0363012901393432zbMath1031.49029OpenAlexW2062226392MaRDI QIDQ4441912

Karl Kunisch, Do Young Kwak, Alfio Borzì

Publication date: 8 January 2004

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012901393432

zbMATH Keywords

finite differencesmultigrid methodPoisson equationoptimal control problemconvergence theoryaccuracy estimate

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Optimality conditions for problems involving partial differential equations (49K20) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite difference methods for boundary value problems involving PDEs (65N06) Discrete approximations in optimal control (49M25)

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