441 research outputs found
Asymptotic Stability of POD based Model Predictive Control for a semilinear parabolic PDE
In this article a stabilizing feedback control is computed for a semilinear
parabolic partial differential equation utilizing a nonlinear model predictive
(NMPC) method. In each level of the NMPC algorithm the finite time horizon open
loop problem is solved by a reduced-order strategy based on proper orthogonal
decomposition (POD). A stability analysis is derived for the combined POD-NMPC
algorithm so that the lengths of the finite time horizons are chosen in order
to ensure the asymptotic stability of the computed feedback controls. The
proposed method is successfully tested by numerical examples
Space-time Methods for Time-dependent Partial Differential Equations
Modern discretizations of time-dependent PDEs consider the full problem in the space-time cylinder and aim to overcome limitations of classical approaches such as the method of lines (first discretize in space and then solve the resulting ODE) and the Rothe method (first discretize in time and then solve the PDE). A main advantage of a holistic space-time method is the direct access to space-time adaptivity and to the backward problem (required for the dual problem in optimization or error control). Moreover, this allows for parallel solution strategies simultaneously in time and space.
Several space-time concepts where proposed (different conforming and nonconforming space-time finite elements, the parareal method, wavefront relaxation etc.) but this topic has become a rapidly growing field in numerical analysis and scientific computing. In this workshop the focus is the development of adaptive and flexible space-time discretization methods for solving parabolic and hyperbolic space-time partial differential equations
Innovative Approaches to the Numerical Approximation of PDEs
This workshop was about the numerical solution of PDEs for which classical
approaches,
such as the finite element method, are not well suited or need further
(theoretical) underpinnings.
A prominent example of PDEs for which classical methods are not well
suited are PDEs posed in high space dimensions.
New results on low rank tensor approximation for those problems were
presented.
Other presentations dealt with regularity of PDEs, the numerical solution
of PDEs on surfaces,
PDEs of fractional order, numerical solvers for PDEs that converge with
exponential rates, and
the application of deep neural networks for solving PDEs
Order reduction approaches for the algebraic Riccati equation and the LQR problem
We explore order reduction techniques for solving the algebraic Riccati
equation (ARE), and investigating the numerical solution of the
linear-quadratic regulator problem (LQR). A classical approach is to build a
surrogate low dimensional model of the dynamical system, for instance by means
of balanced truncation, and then solve the corresponding ARE. Alternatively,
iterative methods can be used to directly solve the ARE and use its approximate
solution to estimate quantities associated with the LQR. We propose a class of
Petrov-Galerkin strategies that simultaneously reduce the dynamical system
while approximately solving the ARE by projection. This methodology
significantly generalizes a recently developed Galerkin method by using a pair
of projection spaces, as it is often done in model order reduction of dynamical
systems. Numerical experiments illustrate the advantages of the new class of
methods over classical approaches when dealing with large matrices
Parabolic PDEs in Space-Time Formulations: Stability for Petrov-Galerkin Discretizations with B-Splines and Existence of Moments for Problems with Random Coefficients
The topic of this thesis contains influences of numerical mathematics, functional analysis and approximation theory, as well as stochastic respectively uncertainty quantification. The focus is beside the full space-time weak formulation of linear parabolic partial differential equations and their properties, especially the stability of their Petrov-Galerkin approximations. Moreover, the concept of space-time weak formulations is extended to parabolic differential equations with random coefficients, where an additional central aspect of this thesis is the existence of moments of the solution and the optimality of its Petrov-Galerkin solution. In the scope of this work a Matlab code for the numerical realization of the Petrov-Galerkin approximation with B-splines of arbitrary order was developed
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