A Direct Method for Parabolic PDE Constrained Optimization Problems

A Direct Method for Parabolic PDE Constrained Optimization Problems
Author: Andreas Potschka
Publisher: Springer Science & Business Media
Total Pages: 220
Release: 2013-11-29
Genre: Mathematics
ISBN: 3658044764

Andreas Potschka discusses a direct multiple shooting method for dynamic optimization problems constrained by nonlinear, possibly time-periodic, parabolic partial differential equations. In contrast to indirect methods, this approach automatically computes adjoint derivatives without requiring the user to formulate adjoint equations, which can be time-consuming and error-prone. The author describes and analyzes in detail a globalized inexact Sequential Quadratic Programming method that exploits the mathematical structures of this approach and problem class for fast numerical performance. The book features applications, including results for a real-world chemical engineering separation problem.

Multiple Shooting and Time Domain Decomposition Methods

Multiple Shooting and Time Domain Decomposition Methods
Author: Thomas Carraro
Publisher: Springer
Total Pages: 424
Release: 2015-10-26
Genre: Mathematics
ISBN: 3319233211

This book offers a comprehensive collection of the most advanced numerical techniques for the efficient and effective solution of simulation and optimization problems governed by systems of time-dependent differential equations. The contributions present various approaches to time domain decomposition, focusing on multiple shooting and parareal algorithms. The range of topics covers theoretical analysis of the methods, as well as their algorithmic formulation and guidelines for practical implementation. Selected examples show that the discussed approaches are mandatory for the solution of challenging practical problems. The practicability and efficiency of the presented methods is illustrated by several case studies from fluid dynamics, data compression, image processing and computational biology, giving rise to possible new research topics. This volume, resulting from the workshop Multiple Shooting and Time Domain Decomposition Methods, held in Heidelberg in May 2013, will be of great interest to applied mathematicians, computer scientists and all scientists using mathematical methods.

Trends in PDE Constrained Optimization

Trends in PDE Constrained Optimization
Author: Günter Leugering
Publisher: Springer
Total Pages: 539
Release: 2014-12-22
Genre: Mathematics
ISBN: 3319050834

Optimization problems subject to constraints governed by partial differential equations (PDEs) are among the most challenging problems in the context of industrial, economical and medical applications. Almost the entire range of problems in this field of research was studied and further explored as part of the Deutsche Forschungsgemeinschaft (DFG) priority program 1253 on “Optimization with Partial Differential Equations” from 2006 to 2013. The investigations were motivated by the fascinating potential applications and challenging mathematical problems that arise in the field of PDE constrained optimization. New analytic and algorithmic paradigms have been developed, implemented and validated in the context of real-world applications. In this special volume, contributions from more than fifteen German universities combine the results of this interdisciplinary program with a focus on applied mathematics. The book is divided into five sections on “Constrained Optimization, Identification and Control”, “Shape and Topology Optimization”, “Adaptivity and Model Reduction”, “Discretization: Concepts and Analysis” and “Applications”. Peer-reviewed research articles present the most recent results in the field of PDE constrained optimization and control problems. Informative survey articles give an overview of topics that set sustainable trends for future research. This makes this special volume interesting not only for mathematicians, but also for engineers and for natural and medical scientists working on processes that can be modeled by PDEs.

Spectral and High Order Methods for Partial Differential Equations ICOSAHOM 2018

Spectral and High Order Methods for Partial Differential Equations ICOSAHOM 2018
Author: Spencer J. Sherwin
Publisher: Springer Nature
Total Pages: 658
Release: 2020-08-11
Genre: Mathematics
ISBN: 3030396479

This open access book features a selection of high-quality papers from the presentations at the International Conference on Spectral and High-Order Methods 2018, offering an overview of the depth and breadth of the activities within this important research area. The carefully reviewed papers provide a snapshot of the state of the art, while the extensive bibliography helps initiate new research directions.

Large-Scale PDE-Constrained Optimization

Large-Scale PDE-Constrained Optimization
Author: Lorenz T. Biegler
Publisher: Springer Science & Business Media
Total Pages: 347
Release: 2012-12-06
Genre: Mathematics
ISBN: 364255508X

Optimal design, optimal control, and parameter estimation of systems governed by partial differential equations (PDEs) give rise to a class of problems known as PDE-constrained optimization. The size and complexity of the discretized PDEs often pose significant challenges for contemporary optimization methods. With the maturing of technology for PDE simulation, interest has now increased in PDE-based optimization. The chapters in this volume collectively assess the state of the art in PDE-constrained optimization, identify challenges to optimization presented by modern highly parallel PDE simulation codes, and discuss promising algorithmic and software approaches for addressing them. These contributions represent current research of two strong scientific computing communities, in optimization and PDE simulation. This volume merges perspectives in these two different areas and identifies interesting open questions for further research.

Constrained Optimization and Optimal Control for Partial Differential Equations

Constrained Optimization and Optimal Control for Partial Differential Equations
Author: Günter Leugering
Publisher: Springer Science & Business Media
Total Pages: 622
Release: 2012-01-03
Genre: Mathematics
ISBN: 3034801335

This special volume focuses on optimization and control of processes governed by partial differential equations. The contributors are mostly participants of the DFG-priority program 1253: Optimization with PDE-constraints which is active since 2006. The book is organized in sections which cover almost the entire spectrum of modern research in this emerging field. Indeed, even though the field of optimal control and optimization for PDE-constrained problems has undergone a dramatic increase of interest during the last four decades, a full theory for nonlinear problems is still lacking. The contributions of this volume, some of which have the character of survey articles, therefore, aim at creating and developing further new ideas for optimization, control and corresponding numerical simulations of systems of possibly coupled nonlinear partial differential equations. The research conducted within this unique network of groups in more than fifteen German universities focuses on novel methods of optimization, control and identification for problems in infinite-dimensional spaces, shape and topology problems, model reduction and adaptivity, discretization concepts and important applications. Besides the theoretical interest, the most prominent question is about the effectiveness of model-based numerical optimization methods for PDEs versus a black-box approach that uses existing codes, often heuristic-based, for optimization.

Real-time PDE-constrained Optimization

Real-time PDE-constrained Optimization
Author: Lorenz T. Biegler
Publisher: SIAM
Total Pages: 335
Release: 2007-01-01
Genre: Differential equations, Partial
ISBN: 9780898718935

Many engineering and scientific problems in design, control, and parameter estimation can be formulated as optimization problems that are governed by partial differential equations (PDEs). The complexities of the PDEs--and the requirement for rapid solution--pose significant difficulties. A particularly challenging class of PDE-constrained optimization problems is characterized by the need for real-time solution, i.e., in time scales that are sufficiently rapid to support simulation-based decision making. Real-Time PDE-Constrained Optimization, the first book devoted to real-time optimization for systems governed by PDEs, focuses on new formulations, methods, and algorithms needed to facilitate real-time, PDE-constrained optimization. In addition to presenting state-of-the-art algorithms and formulations, the text illustrates these algorithms with a diverse set of applications that includes problems in the areas of aerodynamics, biology, fluid dynamics, medicine, chemical processes, homeland security, and structural dynamics. Audience: readers who have expertise in simulation and are interested in incorporating optimization into their simulations, who have expertise in numerical optimization and are interested in adapting optimization methods to the class of infinite-dimensional simulation problems, or who have worked in "offline" optimization contexts and are interested in moving to "online" optimization.

Large-Scale PDE-Constrained Optimization in Applications

Large-Scale PDE-Constrained Optimization in Applications
Author: Subhendu Bikash Hazra
Publisher: Springer Science & Business Media
Total Pages: 216
Release: 2009-12-16
Genre: Mathematics
ISBN: 3642015026

With continuous development of modern computing hardware and applicable - merical methods, computational ?uid dynamics (CFD) has reached certain level of maturity so that it is being used routinely by scientists and engineers for ?uid ?ow analysis. Since most of the real-life applications involve some kind of optimization, it has been natural to extend the use of CFD tools from ?ow simulation to simu- tion based optimization. However, the transition from simulation to optimization is not straight forward, it requires proper interaction between advanced CFD meth- ologies and state-of-the-art optimization algorithms. The ultimate goal is to achieve optimal solution at the cost of few ?ow solutions. There is growing number of - search activities to achieve this goal. This book results from my work done on simulation based optimization problems at the Department of Mathematics, University of Trier, and reported in my postd- toral thesis (”Habilitationsschrift”) accepted by the Faculty-IV of this University in 2008. The focus of the work has been to develop mathematical methods and - gorithms which lead to ef?cient and high performance computational techniques to solve such optimization problems in real-life applications. Systematic development of the methods and algorithms are presented here. Practical aspects of implemen- tions are discussed at each level as the complexity of the problems increase, suppo- ing with enough number of computational examples.

Variational Analysis and Aerospace Engineering

Variational Analysis and Aerospace Engineering
Author: Giuseppe Buttazzo
Publisher: Springer Science & Business Media
Total Pages: 527
Release: 2009-08-21
Genre: Mathematics
ISBN: 0387958576

The Variational Analysis and Aerospace Engineering conference held in Erice, Italy in September 2007 at International School of Mathematics, Guido Stampacchia provided a platform for aerospace engineers and mathematicians to discuss the problems requiring an extensive application of mathematics. This work contains papers presented at the workshop.