|Preprint-No.:||< 371 >||Published in:||July 2013||PDF-File:||IGPM371_k.pdf|
|Title:||Asymptotic Preserving Time–Discretization of Optimal Control Problems for the Goldstein–Taylor Model|
|Authors:||Giacomo Albi, Michael Herty, Christian Jörres, Lorenzo Pareschi|
We consider the development of implicit-explicit time integration schemes for opti- mal control problems governed by the Goldstein–Taylor model. In the diffusive scaling this model is a hyperbolic approximation to the heat equation. We investigate the rela- tion of time integration schemes and the formal Chapman-Enskog type limiting proce- dure. For the class of stiffly accurate implicit–explicit Runge–Kutta methods (IMEX) the discrete optimality system also provides a stable numerical method for optimal control problems governed by the heat equation. Numerical examples illustrate the expected behavior.
|Keywords:||IMEX Runge–Kutta methods, optimal boundary control, hyperbolic conservation laws, asymptotic analysis|
|Publication:||Numerical methods for partial differential equations |
30(6), 1770-1784 (2014)