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We present new Dirichlet-Neumann and Neumann-Dirichlet algorithms with a time domain decomposition applied to unconstrained parabolic optimal control problems. After a spatial semi-discretization, we use the Lagrange multiplier approach to…

Numerical Analysis · Mathematics 2023-08-25 Martin Jakob Gander , Liu-Di Lu

We present here the classical Schwarz method with a time domain decomposition applied to unconstrained parabolic optimal control problems. Unlike Dirichlet-Neumann and Neumann-Neumann algorithms, we find different properties based on the…

Numerical Analysis · Mathematics 2024-08-23 Martin Jakob Gander , Liu-Di Lu

In this paper we present a new steepest-descent type algorithm for convex optimization problems. Our algorithm pieces the unknown into sub-blocs of unknowns and considers a partial optimization over each sub-bloc. In quadratic optimization,…

Optimization and Control · Mathematics 2015-01-15 Mohamed Kamel Riahi

The purpose of this work is the development of space-time discretization schemes for phase-field optimal control problems. Specifically in the optimal control minimization problem, a tracking-type cost functional is minimized to steer the…

Optimization and Control · Mathematics 2022-09-14 Denis Khimin , Marc C. Steinbach , Thomas Wick

Parabolic optimal control problems arise in numerous scientific and engineering applications. They typically lead to large-scale coupled forward-backward systems that cannot be treated with classical time-stepping schemes and are…

Numerical Analysis · Mathematics 2026-03-10 Liu-Di Lu , Tommaso Vanzan

We present a Waveform Relaxation (WR) version of the Neumann-Neumann algorithm for the wave equation in space-time. The method is based on a non-overlapping spatial domain decomposition, and the iteration involves subdomain solves in…

Analysis of PDEs · Mathematics 2015-07-19 Bankim C. Mandal

We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…

Numerical Analysis · Mathematics 2016-02-11 Simone Cacace , Maurizio Falcone

The purpose of this work is the development of space-time discretization schemes for phase-field optimal control problems. First, a time discretization of the forward problem is derived using a discontinuous Galerkin formulation. Here, a…

Optimization and Control · Mathematics 2022-03-24 Denis Khimin , Marc C. Steinbach , Thomas Wick

We consider an optimal control problem constrained by a parabolic partial differential equation (PDE) with Robin boundary conditions. We use a well-posed space-time variational formulation in Lebesgue--Bochner spaces with minimal…

Numerical Analysis · Mathematics 2022-12-06 Nina Beranek , M. Alexander Reinhold , Karsten Urban

We present a waveform relaxation version of the Dirichlet-Neumann and Neumann-Neumann methods for parabolic problems. Like the Dirichlet-Neumann method for steady problems, the method is based on a non-overlapping spatial domain…

Analysis of PDEs · Mathematics 2014-05-22 Martin J. Gander , Felix Kwok , Bankim C. Mandal

In this paper, we study some control problems that derive from time optimal control of coupled spin dynamics in NMR spectroscopy and quantum information and computation. Time optimal control helps to minimize relaxation losses. The ability…

Quantum Physics · Physics 2017-09-05 Navin Khaneja

We discuss first order optimality conditions for geometric optimization problems with Neumann boundary conditions and boundary observation. The methods we develop here are applicable to large classes of state systems or cost functionals.…

Optimization and Control · Mathematics 2022-10-07 Dan Tiba

Solving large scale entropic optimal transport problems with the Sinkhorn algorithm remains challenging, and domain decomposition has been shown to be an efficient strategy for problems on large grids. Unbalanced optimal transport is a…

Optimization and Control · Mathematics 2026-01-26 Ismael Medina , The Sang Nguyen , Bernhard Schmitzer

This paper explores the convergence behavior of two waveform relaxation algorithms, namely the Dirichlet-Neumann and Neumann-Neumann Waveform Relaxation algorithms, for an optimal control problem with a sub-diffusion partial differential…

Optimization and Control · Mathematics 2025-12-17 Soura Sana , Bankim C. Mandal

A method is presented for the numerical solution of optimal boundary control problems governed by parabolic partial differential equations. The continuous space-time optimal control problem is transcribed into a sparse nonlinear programming…

Optimization and Control · Mathematics 2026-03-17 Alexander M. Davies , Sara Pollock , Miriam E. Dennis , Anil V. Rao

We present the Dirichlet-Neumann (DN) and Neumann-Neumann (NN) methods applied to the optimal control problems arising from elliptic partial differential equations (PDEs) under the $H^{-1}$ regularization. We use the Lagrange multiplier…

Numerical Analysis · Mathematics 2023-08-25 Martin Jakob Gander , Liu-Di Lu

The recent approach based on Hamiltonian systems and the implicit parametri\-za\-tion theorem, provides a general fixed domain approximation method in shape optimization problems, using optimal control theory. In previous works, we have…

Optimization and Control · Mathematics 2022-05-03 Cornel Marius Murea , Dan Tiba

Optimization with time-dependent partial differential equations (PDEs) as constraints {appears} in many science and engineering applications. The associated first-order necessary optimality system consists of one forward and one backward…

Numerical Analysis · Mathematics 2017-09-28 Jun Liu , Zhu Wang

In this paper, an efficient parallel splitting method is proposed for the optimal control problem with parabolic equation constraints. The linear finite element is used to approximate the state variable and the control variable in spatial…

Optimization and Control · Mathematics 2023-02-21 Haiming Song , Jiachuan Zhang , Yongle Hao

The Neumann--Neumann method is a commonly employed domain decomposition method for linear elliptic equations. However, the method exhibits slow convergence when applied to semilinear equations and does not seem to converge at all for…

Numerical Analysis · Mathematics 2023-12-19 Emil Engström , Eskil Hansen
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