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

DOI10.1137/S0363012901393432zbMath1031.49029MaRDI 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 differences; multigrid method; Poisson equation; optimal control problem; convergence theory; accuracy estimate

Mathematics Subject Classification ID

65N55: Multigrid methods; domain decomposition for boundary value problems involving PDEs

49K20: Optimality conditions for problems involving partial differential equations

65N12: Stability and convergence of numerical methods for boundary value problems involving PDEs

65N06: Finite difference methods for boundary value problems involving PDEs

49M25: Discrete approximations in optimal control

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