Explicit Stabilized Integrators for Stiff Optimal Control Problems

DOI10.1137/19M1294216zbMath1460.49021arXiv1910.10584OpenAlexW3135181478MaRDI QIDQ5857633

Gilles Vilmart, Ibrahim Almuslimani

Publication date: 1 April 2021

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.10584

zbMATH Keywords

optimal controlgeometric integrationChebyshev methodsRKCadjoint control systemsdiffusion-advection PDE

Mathematics Subject Classification ID

Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Discrete approximations in optimal control (49M25) Numerical methods for stiff equations (65L04)

Related Items (4)

Discrete adjoint implicit peer methods in optimal control ⋮ Conservative stabilized Runge-Kutta methods for the Vlasov-Fokker-Planck equation ⋮ A fully adaptive explicit stabilized integrator for advection-diffusion-reaction problems ⋮ Discrete LQR and ILQR methods based on high order Runge-Kutta discretizations

Uses Software

• RKC
• RODAS
• PIROCK
• S-ROCK

Cites Work

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• PIROCK: A swiss-knife partitioned implicit-explicit orthogonal Runge-Kutta Chebyshev integrator for stiff diffusion-advection-reaction problems with or without noise
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• On the Internal Stability of Explicit,m-Stage Runge-Kutta Methods for Largem-Values
• Geometric Numerical Integration
• Second order Chebyshev methods based on orthogonal polynomials
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