Convergence rates for an optimally controlled Ginzburg-Landau equation
Optimization and Control
2008-09-11 v1 Numerical Analysis
Abstract
An optimal control problem related to the probability of transition between stable states for a thermally driven Ginzburg-Landau equation is considered. The value function for the optimal control problem with a spatial discretization is shown to converge quadratically to the value function for the original problem. This is done by using that the value functions solve similar Hamilton-Jacobi equations, the equation for the original problem being defined on an infinite dimensional Hilbert space. Time discretization is performed using the Symplectic Euler method. Imposing a reasonable condition this method is shown to be convergent of order one in time, with a constant independent of the spatial discretization.
Cite
@article{arxiv.0809.1834,
title = {Convergence rates for an optimally controlled Ginzburg-Landau equation},
author = {Mattias Sandberg},
journal= {arXiv preprint arXiv:0809.1834},
year = {2008}
}
Comments
43 pages, 10 figures