4,814 research outputs found
A rational deferred correction approach to parabolic optimal control problems
The accurate and efficient solution of time-dependent PDE-constrained optimization problems is a challenging task, in large part due to the very high dimension of the matrix systems that need to be solved. We devise a new deferred correction method for coupled systems of time-dependent PDEs, allowing one to iteratively improve the accuracy of low-order time stepping schemes. We consider two variants of our method, a splitting and a coupling version, and analyze their convergence properties. We then test our approach on a number of PDE-constrained optimization problems. We obtain solution accuracies far superior to that achieved when solving a single discretized problem, in particular in cases where the accuracy is limited by the time discretization. Our approach allows for the direct reuse of existing solvers for the resulting matrix systems, as well as state-of-the-art preconditioning strategies
Variational Problems with Fractional Derivatives: Euler-Lagrange Equations
We generalize the fractional variational problem by allowing the possibility
that the lower bound in the fractional derivative does not coincide with the
lower bound of the integral that is minimized. Also, for the standard case when
these two bounds coincide, we derive a new form of Euler-Lagrange equations. We
use approximations for fractional derivatives in the Lagrangian and obtain the
Euler-Lagrange equations which approximate the initial Euler-Lagrange equations
in a weak sense
Discrete Variational Optimal Control
This paper develops numerical methods for optimal control of mechanical
systems in the Lagrangian setting. It extends the theory of discrete mechanics
to enable the solutions of optimal control problems through the discretization
of variational principles. The key point is to solve the optimal control
problem as a variational integrator of a specially constructed
higher-dimensional system. The developed framework applies to systems on
tangent bundles, Lie groups, underactuated and nonholonomic systems with
symmetries, and can approximate either smooth or discontinuous control inputs.
The resulting methods inherit the preservation properties of variational
integrators and result in numerically robust and easily implementable
algorithms. Several theoretical and a practical examples, e.g. the control of
an underwater vehicle, will illustrate the application of the proposed
approach.Comment: 30 pages, 6 figure
- …