×

An Eulerian-Lagrangian method for optimization problems governed by multidimensional nonlinear hyperbolic PDEs. (English) Zbl 1306.49047

Summary: We present a numerical method for solving tracking-type optimal control problems subject to scalar nonlinear hyperbolic balance laws in one and two space dimensions. Our approach is based on the formal optimality system and requires numerical solutions of the hyperbolic balance law forward in time and its nonconservative adjoint equation backward in time. To this end, we develop a hybrid method, which utilizes advantages of both the Eulerian finite-volume central-upwind scheme (for solving the balance law) and the Lagrangian discrete characteristics method (for solving the adjoint transport equation). Experimental convergence rates as well as numerical results for optimization problems with both linear and nonlinear constraints and a duct design problem are presented.

MSC:

49M30 Other numerical methods in calculus of variations (MSC2010)
49M25 Discrete approximations in optimal control
49M05 Numerical methods based on necessary conditions
49K20 Optimality conditions for problems involving partial differential equations
49J20 Existence theories for optimal control problems involving partial differential equations
35L60 First-order nonlinear hyperbolic equations
65M08 Finite volume methods for initial value and initial-boundary value problems involving PDEs

Software:

HLLE; KELLEY
Full Text: DOI

References:

[1] Baines, M., Cullen, M., Farmer, C., Giles, M., Rabbitt, M. (eds.): 8th ICFD Conference on Numerical Methods for Fluid Dynamics. Part 2. Wiley, Chichester (2005). Papers from the Conference held in Oxford, 2004, Int. J. Numer. Methods Fluids 47(10-11) (2005). · Zbl 1103.65103
[2] Banda, M., Herty, M.: Adjoint IMEX-based schemes for control problems governed by hyperbolic conservation laws. Comput. Optim. Appl. 51(2), 909-930 (2012) · Zbl 1241.65055 · doi:10.1007/s10589-010-9362-2
[3] Bianchini, S.: On the shift differentiability of the flow generated by a hyperbolic system of conservation laws. Discret. Contin. Dyn. Syst. 6, 329-350 (2000) · Zbl 1018.35051
[4] Bouchut, F., James, F.: One-dimensional transport equations with discontinuous coefficients. Nonlinear Anal. 32, 891-933 (1998) · Zbl 0989.35130 · doi:10.1016/S0362-546X(97)00536-1
[5] Bouchut, F., James, F.: Differentiability with respect to initial data for a scalar conservation law. In: Hyperbolic Problems: Theory, Numerics, Applications, Vol. I (Zürich, 1998), vol. 129. Int. Ser. Numer. Math. Birkhäuser, Basel, pp. 113-118 (1999) · Zbl 0928.35097
[6] Bouchut, F., James, F.: Duality solutions for pressureless gases, monotone scalar conservation laws, and uniqueness. Commun. Partial Differ. Equ. 24, 2173-2189 (1999) · Zbl 0937.35098
[7] Bouchut, F., James, F., Mancini, S.: Uniqueness and weak stability for multi-dimensional transport equations with one-sided Lipschitz coefficient. Ann. Sc. Norm. Super. Pisa Cl. Sci 5(4), 1-25 (2005) · Zbl 1170.35363
[8] Bressan, A., Guerra, G.: Shift-differentiability of the flow generated by a conservation law. Discret. Contin. Dyn. Syst. 3, 35-58 (1997) · Zbl 0948.35077
[9] Bressan, A., Lewicka, M.: Shift differentials of maps in BV spaces. In: Nonlinear Theory of Generalized Functions (Vienna, 1997), vol. 401. Chapman & Hall/CRC Res. Notes Math. Chapman & Hall/CRC, Boca Raton, FL, pp. 47-61 (1999) · Zbl 0935.46025
[10] Bressan, A., Marson, A.: A variational calculus for discontinuous solutions to conservation laws. Commun. Partial Differ. Equ. 20, 1491-1552 (1995) · Zbl 0846.35080
[11] Bressan, A., Shen, W.: Optimality conditions for solutions to hyperbolic balance laws, control methods in PDE-dynamical systems. Contemp. Math. 426, 129-152 (2007) · Zbl 1354.49002
[12] Calamai, P., Moré, J.: Projected gradient methods for linearly constrained problems. Math. Program. 39, 93-116 (1987) · Zbl 0634.90064 · doi:10.1007/BF02592073
[13] Castro, C., Palacios, F., Zuazua, E.: An alternating descent method for the optimal control of the inviscid Burgers equation in the presence of shocks. Math. Models Methods Appl. Sci. 18, 369-416 (2008) · Zbl 1160.35012 · doi:10.1142/S0218202508002723
[14] Chertock, A., Kurganov, A.: On a hybrid finite-volume particle method, M2AN Math. Model. Numer. Anal 38, 1071-1091 (2004) · Zbl 1077.65091 · doi:10.1051/m2an:2004051
[15] Chertock, A., Kurganov, A.: On a practical implementation of particle methods. Appl. Numer. Math. 56, 1418-1431 (2006) · Zbl 1103.65103 · doi:10.1016/j.apnum.2006.03.024
[16] Cliff, E., Heinkenschloss, M., Shenoy, A.: An optimal control problem for flows with discontinuities. J. Optim. Theory Appl. 94, 273-309 (1997) · Zbl 0891.49018 · doi:10.1023/A:1022616327742
[17] Frank, P., Subin, G.: A comparison of optimization-based approaches for a model computational aerodynamics design problem. J. Comput. Phys. 98, 74-89 (1992) · Zbl 0741.76067 · doi:10.1016/0021-9991(92)90174-W
[18] Giles, M., Ulbrich, S.: Convergence of linearized and adjoint approximations for discontinuous solutions of conservation laws. Part 1: Linearized approximations and linearized output functionals. SIAM J. Numer. Anal. 48, 882-904 (2010) · Zbl 1215.65146 · doi:10.1137/080727464
[19] Giles, M., Ulbrich, S.: Convergence of linearized and adjoint approximations for discontinuous solutions of conservation laws. Part 2: Adjoint approximations and extensions. SIAM J. Numer. Anal. 48, 905-921 (2010) · Zbl 1215.65147 · doi:10.1137/09078078X
[20] Giles, M.B.: Analysis of the accuracy of shock-capturing in the steady quasi 1d-euler equations. Int. J. Comput. Fluid Dynam. 5, 247-258 (1996)
[21] Giles, M.B.: Discrete adjoint approximations with shocks. In: Hyperbolic Problems: Theory, Numerics, Applications, pp. 185-194. Springer, Berlin (2003) · Zbl 1134.76396
[22] Giles, M.B., Pierce, N.A.: Analytic adjoint solutions for the quasi-one-dimensional Euler equations. J. Fluid Mech. 426, 327-345 (2001) · Zbl 0967.76079 · doi:10.1017/S0022112000002366
[23] Giles, M.B., Pierce, N.A.: Adjoint error correction for integral outputs. In: Error Estimation and Adaptive Discretization Methods in Computational Fluid Dynamics, vol. 25, Lect. Notes Comput. Sci. Eng., Springer, Berlin, pp. 47-95 (2003) · Zbl 1128.76356
[24] Giles, M.B., Süli, E.: Adjoint methods for PDEs: a posteriori error analysis and postprocessing by duality. Acta Numer. 11, 145-236 (2002) · Zbl 1105.65350 · doi:10.1017/S096249290200003X
[25] Gosse, L., James, F.: Numerical approximations of one-dimensional linear conservation equations with discontinuous coefficients. Math. Comput. 69, 987-1015 (2000) · Zbl 0949.65094
[26] Gottlieb, S., Shu, C.-W., Tadmor, E.: Strong stability-preserving high-order time discretization methods. SIAM Rev. 43, 89-112 (2001) · Zbl 0967.65098 · doi:10.1137/S003614450036757X
[27] Harten, A., Lax, P., van Leer, B.: On upstream differencing and Godunov-type schemes for hyperbolic conservation laws. SIAM Rev. 25, 35-61 (1983) · Zbl 0565.65051 · doi:10.1137/1025002
[28] James, F., Sepúlveda, M.: Convergence results for the flux identification in a scalar conservation law. SIAM J. Control Optim. 37, 869-891 (1999) (electronic) · Zbl 0970.35161
[29] Kelley, C.: Iterative methods for optimization. Frontiers in Applied Mathematics. Philadelphia, PA: Society for Industrial and Applied Mathematics. xv 180 p (1999) · Zbl 0934.90082
[30] Kurganov, A.: Conservation Laws: Stability of Numerical Approximations and Nonlinear Regularization, PhD Dissertation, Tel-Aviv University, School of Mathematical Sciences (1998) · Zbl 0799.65096
[31] Kurganov, A., Lin, C.-T.: On the reduction of numerical dissipation in central-upwind schemes. Commun. Comput. Phys. 2, 141-163 (2007) · Zbl 1164.65455
[32] Kurganov, A., Noelle, S., Petrova, G.: Semi-discrete central-upwind scheme for hyperbolic conservation laws and Hamilton-Jacobi equations. SIAM J. Sci. Comput. 23, 707-740 (2001) · Zbl 0998.65091
[33] Kurganov, A., Tadmor, E.: New high resolution central schemes for nonlinear conservation laws and convection-diffusion equations. J. Comput. Phys. 160, 241-282 (2000) · Zbl 0987.65085 · doi:10.1006/jcph.2000.6459
[34] Kurganov, A., Tadmor, E.: Solution of two-dimensional riemann problems for gas dynamics without riemann problem solvers. Numer. Methods Partial Differ. Equ. 18, 584-608 (2002) · Zbl 1058.76046
[35] Lie, K.-A., Noelle, S.: On the artificial compression method for second-order nonoscillatory central difference schemes for systems of conservation laws. SIAM J. Sci. Comput. 24, 1157-1174 (2003) · Zbl 1038.65078 · doi:10.1137/S1064827501392880
[36] Liu, Z., Sandu, A.: On the properties of discrete adjoints of numerical methods for the advection equation. Int. J. Numer. Methods Fluids 56, 769-803 (2008) · Zbl 1134.65057
[37] Nessyahu, H., Tadmor, E.: Nonoscillatory central differencing for hyperbolic conservation laws. J. Comput. Phys. 87, 408-463 (1990) · Zbl 0697.65068 · doi:10.1016/0021-9991(90)90260-8
[38] Nessyahu, H., Tadmor, E.: The convergence rate of approximate solutions for nonlinear scalar conservation laws. SIAM J. Numer. Anal. 29, 1505-1519 (1992) · Zbl 0765.65092 · doi:10.1137/0729087
[39] Nessyahu, H., Tadmor, E., Tassa, T.: The convergence rate of Godunov type schemes. SIAM J. Numer. Anal. 31, 1-16 (1994) · Zbl 0799.65096 · doi:10.1137/0731001
[40] Pierce, N.A., Giles, M.B.: Adjoint and defect error bounding and correction for functional estimates. J. Comput. Phys. 200, 769-794 (2004) · Zbl 1058.65121 · doi:10.1016/j.jcp.2004.05.001
[41] Rusanov, V.: The calculation of the interaction of non-stationary shock waves with barriers. Ž. Vyčisl. Mat. i Mat. Fiz. 1, 267-279 (1961)
[42] Spellucci, P.: Numerical Methods of Nonlinear Optimization (Numerische Verfahren der nichtlinearen Optimierung). ISNM Lehrbuch. Basel: Birkhäuser. 576 S (1993) · Zbl 0780.90091
[43] Sweby, P.: High resolution schemes using flux limiters for hyperbolic conservation laws. SIAM J. Numer. Anal. 21, 995-1011 (1984) · Zbl 0565.65048 · doi:10.1137/0721062
[44] Ulbrich, S.: Optimal control of nonlinear hyperbolic conservation laws with source terms, Habilitation thesis, Fakultät für Mathematik, Technische Universität München, http://www3.mathematik.tu-darmstadt.de/hp/optimierung/ulbrich-stefan/ (2001)
[45] Ulbrich, S.: Adjoint-based derivative computations for the optimal control of discontinuous solutions of hyperbolic conservation laws. Syst. Control Lett. 48, 313-328 (2003) · Zbl 1157.49306 · doi:10.1016/S0167-6911(02)00275-X
[46] Ulbrich, S.: On the superlinear local convergence of a filer-sqp method. Math. Program. Ser. B 100, 217-245 (2004) · Zbl 1146.90525
[47] van Leer, B.: Towards the ultimate conservative difference scheme. V. A second-order sequel to Godunov’s method. J. Comput. Phys. 32, 101-136 (1979) · Zbl 1364.65223 · doi:10.1016/0021-9991(79)90145-1
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.