Implicit-Explicit Runge--Kutta Schemes for Numerical Discretization of Optimal Control Problems

DOI10.1137/120865045zbMath1287.65049arXiv1202.1166OpenAlexW2082764901MaRDI QIDQ2855090

Michael Herty, Sonja Steffensen, Lorenzo Pareschi

Publication date: 24 October 2013

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.1166

zbMATH Keywords

optimal controlnumerical examplesymplectic methodsimplicit-explicit Runge-Kutta methods

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving ordinary differential equations (49J15) Discrete approximations in optimal control (49M25)

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Discrete adjoint implicit peer methods in optimal control ⋮ Stabilization of Networked Hyperbolic Systems with Boundary Feedback ⋮ Implicit Runge-Kutta schemes for optimal control problems with evolution equations ⋮ A cycle-based formulation for the simulation of multi time-scale systems -- application to the modeling of the storage system of a fully electric ferry ⋮ Linear multistep methods for optimal control problems and applications to hyperbolic relaxation systems ⋮ Implicit-explicit local discontinuous Galerkin methods with generalized alternating numerical fluxes for convection-diffusion problems ⋮ Asymptotic preserving time‐discretization of optimal control problems for the Goldstein–Taylor model ⋮ Explicit Stabilized Integrators for Stiff Optimal Control Problems ⋮ High order variational integrators in the optimal control of mechanical systems

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