A mixed finite element method for elliptic optimal control problems using a three-field formulation

In this paper, we consider an optimal control problem governed by elliptic differential equations posed in a three-field formulation. Using the gradient as a new unknown we write a weak equation for the gradient using a Lagrange multiplier. We use a biorthogonal system to discretise the gradient, which leads to a very efficient numerical scheme. A numerical example is presented to demonstrate the convergence of the finite element approach. References D. Boffi, F. Brezzi, and M. Fortin. Mixed finite element methods and applications. Springer–Verlag, 2013. doi:10.1007/978-3-642-36519-5. S.C. Brenner and L.R. Scott. The Mathematical Theory of Finite Element Methods. Springer–Verlag, New York, 1994. doi:10.1007/978-0-387-75934-0. Yanping Chen. Superconvergence of quadratic optimal control problems by triangular mixed finite element methods. International journal for numerical methods in engineering, 75(8):881–898, 2008. doi:10.1002/nme.2272. Hongfei Fu, Hongxing Rui, Jian Hou, and Haihong Li. A stabilized mixed finite element method for elliptic optimal control problems. Journal of Scientific Computing, 66(3):968–986, 2016. doi:10.1007/s10915-015-0050-3. Hui Guo, Hongfei Fu, and Jiansong Zhang. A splitting positive definite mixed finite element method for elliptic optimal control problem. Applied Mathematics and Computation, 219(24):11178–11190, August 2013. doi:10.1016/j.amc.2013.05.020. Muhammad Ilyas and Bishnu P. Lamichhane. A stabilised mixed finite element method for the poisson problem based on a three-field formulation. In M. Nelson, D. Mallet, B. Pincombe, and J. Bunder, editors, Proceedings of EMAC-2015, volume 57 of ANZIAM J., pages C177–C192. Cambridge University Press, 2016. doi:10.21914/anziamj.v57i0.10356. Bishnu P Lamichhane, AT McBride, and BD Reddy. A finite element method for a three-field formulation of linear elasticity based on biorthogonal systems. Computer Methods in Applied Mechanics and Engineering, 258:109–117, 2013. doi:10.1016/j.cma.2013.02.008. B.P. Lamichhane. Inf-sup stable finite element pairs based on dual meshes and bases for nearly incompressible elasticity. IMA Journal of Numerical Analysis, 29:404–420, 2009. doi:10.1093/imanum/drn013. B.P. Lamichhane. A mixed finite element method for the biharmonic problem using biorthogonal or quasi-biorthogonal systems. Journal of Scientific Computing, 46:379–396, 2011. doi:10.1007/s10915-010-9409-7. B.P. Lamichhane and E. Stephan. A symmetric mixed finite element method for nearly incompressible elasticity based on biorthogonal systems. Numerical Methods for Partial Differential Equations, 28:1336–1353, 2012. doi:10.1002/num.20683. Xianbing Luo, Yanping Chen, and Yunqing Huang. Some error estimates of finite volume element approximation for elliptic optimal control problems. International Journal of Numerical Analysis and Modeling, 10(3):697–711, 2013. http://www.math.ualberta.ca/ijnam/Volume-10-2013/No-3-13/2013-03-11.pdf. Fredi Troltzsch. On finite element error estimates for optimal control problems with elliptic PDEs. In International Conference on Large-Scale Scientific Computing, pages 40–53. Springer, 2009. doi:10.1007/978-3-642-$12535-5_4$. Fredi Troltzsch. Optimal control of partial differential equations, volume 112. American Mathematical Society, 2010. http://www.ams.org/books/gsm/112/

Natural preconditioners for saddle point systems

The solution of quadratic or locally quadratic extremum problems subject to linear(ized) constraints gives rise to linear systems in saddle point form. This is true whether in the continuous or discrete setting, so saddle point systems arising from discretization of partial differential equation problems such as those describing electromagnetic problems or incompressible flow lead to equations with this structure as does, for example, the widely used sequential quadratic programming approach to nonlinear optimization.\ud This article concerns iterative solution methods for these problems and in particular shows how the problem formulation leads to natural preconditioners which guarantee rapid convergence of the relevant iterative methods. These preconditioners are related to the original extremum problem and their effectiveness -- in terms of rapidity of convergence -- is established here via a proof of general bounds on the eigenvalues of the preconditioned saddle point matrix on which iteration convergence depends

Preconditioning iterative methods for the optimal control of the Stokes equation

Solving problems regarding the optimal control of partial differential equations (PDEs) – also known as PDE-constrained optimization – is a frontier area of numerical analysis. Of particular interest is the problem of flow control, where one would like to effect some desired flow by exerting, for example, an external force. The bottleneck in many current algorithms is the solution of the optimality system – a system of equations in saddle point form that is usually very large and ill-conditioned. In this paper we describe two preconditioners – a block-diagonal preconditioner for the minimal residual method and a block-lower triangular preconditioner for a non-standard conjugate gradient method – which can be effective when applied to such problems where the PDEs are the Stokes equations. We consider only distributed control here, although other problems – for example boundary control – could be treated in the same way. We give numerical results, and compare these with those obtained by solving the equivalent forward problem using similar technique

A Two-Level Method for Mimetic Finite Difference Discretizations of Elliptic Problems

We propose and analyze a two-level method for mimetic finite difference approximations of second order elliptic boundary value problems. We prove that the two-level algorithm is uniformly convergent, i.e., the number of iterations needed to achieve convergence is uniformly bounded independently of the characteristic size of the underling partition. We also show that the resulting scheme provides a uniform preconditioner with respect to the number of degrees of freedom. Numerical results that validate the theory are also presented

A Computational Study of the Weak Galerkin Method for Second-Order Elliptic Equations

The weak Galerkin finite element method is a novel numerical method that was first proposed and analyzed by Wang and Ye for general second order elliptic problems on triangular meshes. The goal of this paper is to conduct a computational investigation for the weak Galerkin method for various model problems with more general finite element partitions. The numerical results confirm the theory established by Wang and Ye. The results also indicate that the weak Galerkin method is efficient, robust, and reliable in scientific computing.Comment: 19 page