Explicit Stabilized Integrators for Stiff Optimal Control Problems
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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 favorable stability properties based on the continuous optimality conditions. Furthermore, we study their order of convergence taking advantage of the symplecticity of the corresponding partitioned Runge-Kutta method involved for the adjoint equations. Numerical experiments including the optimal control of a nonlinear diffusion-advection PDE illustrate the efficiency of the new approach.
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Cited in
(8)- Discrete LQR and ILQR methods based on high order Runge-Kutta discretizations
- Discrete adjoint implicit peer methods in optimal control
- A fully adaptive explicit stabilized integrator for advection-diffusion-reaction problems
- Conservative stabilized Runge-Kutta methods for the Vlasov-Fokker-Planck equation
- Efficient low rank approximations for parabolic control problems with unknown heat source
- Implicit peer triplets in gradient-based solution algorithms for ODE constrained optimal control
- Variable-stepsize implicit peer triplets in ODE constrained optimal control
- A closed-loop symplectic regularized algorithm for constrained time-varying optimal control
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