Space-time Galerkin POD with application in optimal control of semilinear partial differential equations

DOI10.1137/17M1135281zbMATH Open1392.35323arXiv1611.04050OpenAlexW2565391434MaRDI QIDQ5745138FDOQ5745138

Authors: Manuel Baumann, P. Benner, J. Heiland 

Publication date: 5 June 2018

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Abstract: In the context of Galerkin discretizations of a partial differential equation (PDE), the modes of the classical method of Proper Orthogonal Decomposition (POD) can be interpreted as the ansatz and trial functions of a low-dimensional Galerkin scheme. If one also considers a Galerkin method for the time integration, one can similarly define a POD reduction of the temporal component. This has been described earlier but not expanded upon -- probably because the reduced time discretization globalizes time which is computationally inefficient. However, in finite-time optimal control systems, time extit{is} a global variable and there is no disadvantage from using a POD reduced Galerkin scheme in time. In this paper, we provide a newly developed generalized theory for space-time Galerkin POD, prove its optimality in the relevant function spaces, show its application for the optimal control of nonlinear PDEs, and, by means of a numerical example with Burgers' equation, discuss the competitiveness by comparing to standard approaches.

Full work available at URL: https://arxiv.org/abs/1611.04050

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zbMATH Keywords

optimal controlmodel reductionnonlinear PDElow-rank Galerkin

Mathematics Subject Classification ID

PDEs in connection with control and optimization (35Q93) Discrete approximations in optimal control (49M25) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Control/observation systems governed by partial differential equations (93C20) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)

Cites Work

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Cited In (12)

• POD for optimal control of the Cahn-Hilliard system using spatially adapted snapshots
• Reduced order optimal control of the convective FitzHugh-Nagumo equations
• A surrogate optimization approach for inverse problems: application to turbulent mixed-convection flows
• Operator inference and physics-informed learning of low-dimensional models for incompressible flows
• A direct index 1 DAE model of gas networks
• A POD based extrapolation DG time stepping space-time FE method for parabolic problems
• Space and chaos‐expansion Galerkin proper orthogonal decomposition low‐order discretization of partial differential equations for uncertainty quantification
• Windowed least-squares model reduction for dynamical systems
• POD
• Space-time least-squares Petrov-Galerkin projection for nonlinear model reduction
• Solving linear parabolic rough partial differential equations
• A note on incremental POD algorithms for continuous time data

Uses Software

• FEniCS
• minpack
• FFC
• CSparse
• spacetime-genpod-burgers
• Nutils

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