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

Reduced Order Optimal Control of the Convective FitzHugh-Nagumo Equation

In this paper, we compare three model order reduction methods: the proper orthogonal decomposition (POD), discrete empirical interpolation method (DEIM) and dynamic mode decomposition (DMD) for the optimal control of the convective FitzHugh-Nagumo (FHN) equations. The convective FHN equations consists of the semi-linear activator and the linear inhibitor equations, modeling blood coagulation in moving excitable media. The semilinear activator equation leads to a non-convex optimal control problem (OCP). The most commonly used method in reduced optimal control is POD. We use DEIM and DMD to approximate efficiently the nonlinear terms in reduced order models. We compare the accuracy and computational times of three reduced-order optimal control solutions with the full order discontinuous Galerkin finite element solution of the convection dominated FHN equations with terminal controls. Numerical results show that POD is the most accurate whereas POD-DMD is the fastest

Optimal Control of Convective FitzHugh-Nagumo Equation

We investigate smooth and sparse optimal control problems for convective FitzHugh-Nagumo equation with travelling wave solutions in moving excitable media. The cost function includes distributed space-time and terminal observations or targets. The state and adjoint equations are discretized in space by symmetric interior point Galerkin (SIPG) method and by backward Euler method in time. Several numerical results are presented for the control of the travelling waves. We also show numerically the validity of the second order optimality conditions for the local solutions of the sparse optimal control problem for vanishing Tikhonov regularization parameter. Further, we estimate the distance between the discrete control and associated local optima numerically by the help of the perturbation method and the smallest eigenvalue of the reduced Hessian

Nonlinear Model Reduction Based On The Finite Element Method With Interpolated Coefficients: Semilinear Parabolic Equations

For nonlinear reduced-order models, especially for those with non-polynomial nonlinearities, the computational complexity still depends on the dimension of the original dynamical system. As a result, the reduced-order model loses its computational efficiency, which, however, is its the most significant advantage. Nonlinear dimensional reduction methods, such as the discrete empirical interpolation method, have been widely used to evaluate the nonlinear terms at a low cost. But when the finite element method is utilized for the spatial discretization, nonlinear snapshot generation requires inner products to be fulfilled, which costs lots of off-line time. Numerical integrations are also needed over elements sharing the selected interpolation points during the simulation, which keeps on-line time high. In this paper, we extend the finite element method with interpolated coefficients to nonlinear reduced-order models. It approximates the nonlinear function in the reduced-order model by its finite element interpolation, which makes coefficient matrices of the nonlinear terms pre-computable and, thus, leads to great savings in the computational efforts. Due to the separation of spatial and temporal variables in the finite element interpolation, the discrete empirical interpolation method can be directly applied on the nonlinear functions. Therefore, the main computational hurdles when applying the discrete empirical interpolation method in the finite element context are conquered. We also establish a rigorous asymptotic error estimation, which shows that the proposed approach achieves the same accuracy as that of the standard finite element method under certain smoothness assumptions of the nonlinear functions. Several numerical tests are presented to validate the proposed method and verify the theoretical results.Comment: 26 pages, 8 figure

Model Order Reduction by Proper Orthogonal Decomposition

We provide an introduction to POD-MOR with focus on (nonlinear) parametric PDEs and (nonlinear) time-dependent PDEs, and PDE constrained optimization with POD surrogate models as application. We cover the relation of POD and SVD, POD from the infinite-dimensional perspective, reduction of nonlinearities, certification with a priori and a posteriori error estimates, spatial and temporal adaptivity, input dependency of the POD surrogate model, POD basis update strategies in optimal control with surrogate models, and sketch related algorithmic frameworks. The perspective of the method is demonstrated with several numerical examples.Comment: arXiv admin note: substantial text overlap with arXiv:1701.0505

A residual based snapshot location strategy for POD in distributed optimal control of linear parabolic equations

In this paper we study the approximation of a distributed optimal control problem for linear para\-bolic PDEs with model order reduction based on Proper Orthogonal Decomposition (POD-MOR). POD-MOR is a Galerkin approach where the basis functions are obtained upon information contained in time snapshots of the parabolic PDE related to given input data. In the present work we show that for POD-MOR in optimal control of parabolic equations it is important to have knowledge about the controlled system at the right time instances. For the determination of the time instances (snapshot locations) we propose an a-posteriori error control concept which is based on a reformulation of the optimality system of the underlying optimal control problem as a second order in time and fourth order in space elliptic system which is approximated by a space-time finite element method. Finally, we present numerical tests to illustrate our approach and to show the effectiveness of the method in comparison to existing approaches

Polynomial approximation of high-dimensional Hamilton–Jacobi–Bellman equations and applications to feedback control of semilinear parabolic PDES

© 2018 Society for Industrial and Applied Mathematics. A procedure for the numerical approximation of high-dimensional Hamilton–Jacobi–Bellman (HJB) equations associated to optimal feedback control problems for semilinear parabolic equations is proposed. Its main ingredients are a pseudospectral collocation approximation of the PDE dynamics and an iterative method for the nonlinear HJB equation associated to the feedback synthesis. The latter is known as the successive Galerkin approximation. It can also be interpreted as Newton iteration for the HJB equation. At every step, the associated linear generalized HJB equation is approximated via a separable polynomial approximation ansatz. Stabilizing feedback controls are obtained from solutions to the HJB equations for systems of dimension up to fourteen

Numerical Techniques for Optimization Problems with PDE Constraints

[no abstract available