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

Andreas Springer, Boris Vexler

Research output: Contribution to journalArticlepeer-review

7 Scopus citations

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.

Original languageEnglish
Pages (from-to)205-240
Number of pages36
JournalComputational Optimization and Applications
Volume57
Issue number1
DOIs
StatePublished - Jan 2014

Keywords

  • Control constraints
  • Discontinuous Galerkin time stepping
  • Error estimates
  • Heat equation
  • Optimal control
  • Post-processing
  • Variational control discretization

Fingerprint

Dive into the research topics of 'Third order convergent time discretization for parabolic optimal control problems with control constraints'. Together they form a unique fingerprint.

Cite this