ACCURACY AND CONVERGENCE PROPERTIES OF THE FINITE DIFFERENCE MULTIGRID SOLUTION OF AN OPTIMAL CONTROL OPTIMALITY SYSTEM

Cited 0 time in webofscience Cited 46 time in scopus
  • Hit : 520
  • Download : 956
DC FieldValueLanguage
dc.contributor.authorBORZI, ALFIO-
dc.contributor.authorKUNISCH, KARL-
dc.contributor.authorKWAK, DO Y.-
dc.date.accessioned2011-09-27T01:30:54Z-
dc.date.available2011-09-27T01:30:54Z-
dc.date.issued2003-
dc.identifier.citationSIAM J. on Control and Optimization, Vol.41, No.5, pp.1477-1497en
dc.identifier.issn0363-0129-
dc.identifier.issn1095-7138-
dc.identifier.urihttp://hdl.handle.net/10203/25281-
dc.description.abstractThe finite difference multigrid solution of an optimal control problem associated with an elliptic equation is considered. Stability of the finite difference optimality system and optimalorder error estimates in the discrete L2 normand in the discrete H1 normunder minimumsm oothness requirements on the exact solution are proved. Sharp convergence factor estimates of the two grid method for the optimality system are obtained by means of local Fourier analysis. A multigrid convergence theory is provided which guarantees convergence of the multigrid process towards weak solutions of the optimality system.en
dc.description.sponsorshipThis research was supported in part by the SFB03 “Optimization and Control” and by grant 2000-2-10300-001-5 fromBasic Research Program of KOSEF.en
dc.language.isoen_USen
dc.publisherSociety for Industrial and Applied Mathematicsen
dc.subjectoptimal control problemen
dc.subjectPoisson equationen
dc.subjectfinite differencesen
dc.subjectaccuracy estimateen
dc.subjectconvergence theoryen
dc.subjectmultigrid methoden
dc.titleACCURACY AND CONVERGENCE PROPERTIES OF THE FINITE DIFFERENCE MULTIGRID SOLUTION OF AN OPTIMAL CONTROL OPTIMALITY SYSTEMen
dc.typeArticleen
dc.identifier.doi10.1137/S0363012901393432-

qr_code

  • mendeley

    citeulike


rss_1.0 rss_2.0 atom_1.0