Multigrid methods for optimal control problems governed by convection-diffusion equations

Arslantaş, Özgün Murat
Linear-quadratic optimal control problems governed by partial differential equations proved themselves important through their use in many real life applications. In order to solve the large scale linear system of equations that results from optimality conditions of the optimization problem, efficient solvers are required. For this purpose, multigrid methods, with an ordering technique to deal with the dominating convection, can be good candidates. This thesis investigates an application of the multigrid methods for the linear-quadratic optimal control problems governed by convection-diffusion equation, discretized by a discontinuous Galerkin method, namely, symmetric interior penalty Galerkin (SIPG) method. Further, an ordering technique called Downwind Numbering is proposed to reduce the number of iteration in multigrid approach


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IIn this thesis, we study splitting methods for semi-linear advection-diffusion-reaction (ADR) equations which are discretized by the symmetric interior penalty Galerkin (SIPG) method in space. For the time integration Rosenbrock methods are used with Strang splitting. The linear system of equations are solved iteratively by preconditioned generalized minimum residual method (GMRES). Numerical experiments for ADR equations with different type nonlinearities demonstrate the effectiveness of the proposed appr...
Citation Formats
Ö. M. Arslantaş, “Multigrid methods for optimal control problems governed by convection-diffusion equations,” M.S. - Master of Science, Middle East Technical University, 2015.