Third order convergent time discretization for parabolic optimal control problems with control constraints

Andreas Springer () and Boris Vexler ()

Computational Optimization and Applications, 2014, vol. 57, issue 1, 205-240

Abstract: We consider a priori error analysis for a discretization of a linear quadratic parabolic optimal control problem with box constraints on the time-dependent control variable. For such problems one can show that a time-discrete solution with second order convergence can be obtained by a first order discontinuous Galerkin time discretization for the state variable and either the variational discretization approach or a post-processing strategy for the control variable. Here, by combining the two approaches for the control variable, we demonstrate that almost third order convergence with respect to the size of the time steps can be achieved. Copyright Springer Science+Business Media New York 2014

Keywords: Optimal control; Heat equation; Control constraints; Discontinuous Galerkin time stepping; Error estimates; Post-processing; Variational control discretization (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1007/s10589-013-9580-5 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:coopap:v:57:y:2014:i:1:p:205-240

Ordering information: This journal article can be ordered from
http://www.springer.com/math/journal/10589

DOI: 10.1007/s10589-013-9580-5

Access Statistics for this article

Computational Optimization and Applications is currently edited by William W. Hager

More articles in Computational Optimization and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().