A Spatial Domain Decomposition Method for Parabolic Optimal Control Problems

M. Heinkenschloss
Department of Computational and Applied Mathematics
Rice University

M. Herty
Fachbereich Mathematik, Technische Universität Kaiserslautern

CAAM TR 05-03, May 2005 (Revised Jan 2006)
Journal of Computational and Applied Mathematics, to appear.


We present a non-overlapping spatial domain decomposition method for the solution of linear-quadratic parabolic optimal control problems. The spatial domain is decomposed into non-overlapping subdomains. The original parabolic optimal control problem is decomposed into smaller problems posed on space-time cylinder subdomains with auxiliary state and adjoint variables imposed as Dirichlet boundary conditions on the space-time interface boundary. The subdomain problems are coupled through Robin transmission conditions. This leads to a Schur complement equation in which the unknowns are the auxiliary state adjoint variables on the space-time interface boundary. The Schur complement operator is the sum of space-time subdomain Schur complement operators. The application of these subdomain Schur complement operators is equivalent to the solution of an subdomain parabolic optimal control problem. The subdomain Schur complement operators are shown to be invertible and the application of their inverses is equivalent to the solution of a related subdomain parabolic optimal control problem. We introduce a new family of Neumann-Neumann type preconditioners for the Schur complement system including several different coarse grid corrections. We compare the numerical performance of our preconditioners with an alternative approach recently introduced by Benamou.


Optimal control, parabolic equations, domain decomposition, Neumann-Neumann methods

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