Multigrid methods for saddle point problems: optimality systems

DOI10.1016/J.CAM.2020.112733MaRDI QIDQ2297196zbMATH OpenOpenAlexWikidataFDO

Publication date 18 February 2020

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1811.12434

elliptic distributed optimal control problems multigrid methods saddle point problems

Existence theories for optimal control problems involving partial differential equations (49J20) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55)

Abstract: We construct multigrid methods for an elliptic distributed optimal control problem that are robust with respect to a regularization parameter. We prove the uniform convergence of the

W

-cycle algorithm and demonstrate the performance of

V

-cycle and

W

-cycle algorithms in two and three dimensions through numerical experiments.

Review text

The authors consider the following optimal control problem \[ (\bar{y},\bar{u})=\operatorname{argmin}_{(y,u)\in K}\left [ \frac{1}{2}\|y-y_d\|^2_{L_2 (\Omega)}+\frac{\beta}{2}\|u\|^2_{L_2(\Omega)}\right], \] subject to elliptic boundary value problem with a convective term \[ \int_\Omega \nabla y \cdot \nabla z dx +\int_\Omega [(\xi\cdot\nabla y)z -(\xi\cdot\nabla z)y]dx + \int_\Omega \gamma yz dx = (u.z)_{L_2(\Omega)} \quad \forall z \in H_0^1(\Omega), \] in a bounded convex polygonal domain \(\Omega\) in \(\mathbb{R}^d\) (\(d=2, 3\)). The saddle point problem, connected with the optimal control problem is discretized by \(P_1\) finite elements. Multigrid methods are developed for the resulting discrete saddle point problem, whose performance is independent of the regularization parameter \(\beta\). The authors proved that for convex domains the \(W\)-cycle algorithm is uniformly convergent for a sufficiently large number of smoothing steps with respect to mesh refinements and a regularizing parameter. The theoretical estimates and the performance of the algorithms are demonstrated by numerical results for two and three dimensional problems.

Recommendations

Cites work

Cited in

(21)

Describes a project that uses

Uses Software

FELICITY

This page was built for publication: Multigrid methods for saddle point problems: optimality systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2297196)