Bilinear optimal control of an advection-reaction-diffusion system

DOI10.1137/21M1389778zbMATH Open1487.49038arXiv2101.02629MaRDI QIDQ5075838FDOQ5075838

Authors: Yongcun Song, Hangrui Yue, Roland Glowinski, Xiaoming Yuan 

Publication date: 12 May 2022

Published in: SIAM Review (Search for Journal in Brave)

Abstract: We consider the bilinear optimal control of an advection-reaction-diffusion system, where the control arises as the velocity field in the advection term. Such a problem is generally challenging from both theoretical analysis and algorithmic design perspectives mainly because the state variable depends nonlinearly on the control variable and an additional divergence-free constraint on the control is coupled together with the state equation. Mathematically, the proof of the existence of optimal solutions is delicate, and up to now, only some results are known for a few special cases where additional restrictions are imposed on the space dimension and the regularity of the control. We prove the existence of optimal controls and derive the first-order optimality conditions in general settings without any extra assumption. Computationally, the well-known conjugate gradient (CG) method can be applied conceptually. However, due to the additional divergence-free constraint on the control variable and the nonlinear relation between the state and control variables, it is challenging to compute the gradient and the optimal stepsize at each CG iteration, and thus nontrivial to implement the CG method. To address these issues, we advocate a fast inner preconditioned CG method to ensure the divergence-free constraint and an efficient inexactness strategy to determine an appropriate stepsize. An easily implementable nested CG method is thus proposed for solving such a complicated problem. For the numerical discretization, we combine finite difference methods for the time discretization and finite element methods for the space discretization. Efficiency of the proposed nested CG method is promisingly validated by the results of some preliminary numerical experiments.

Full work available at URL: https://arxiv.org/abs/2101.02629

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zbMATH Keywords

finite difference methodfinite element methodconjugate gradient methodnested iterationbilinear optimal controladvection-reaction-diffusion system

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) PDEs in connection with control and optimization (35Q93) Existence theories for optimal control problems involving partial differential equations (49J20) PDE constrained optimization (numerical aspects) (49M41)

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