Fast Solvers of Fredholm Optimal Control Problems

Fast Solvers of Fredholm Optimal Control Problems

Year:    2010

Numerical Mathematics: Theory, Methods and Applications, Vol. 3 (2010), Iss. 4 : pp. 431–448

Abstract

The formulation of optimal control problems governed by Fredholm integral equations of second kind and an efficient computational framework for solving these control problems is presented. Existence and uniqueness of optimal solutions is proved. A collective Gauss-Seidel scheme and a multigrid scheme are discussed. Optimal computational performance of these iterative schemes is proved by local Fourier analysis and demonstrated by results of numerical experiments.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/nmtma.2010.m9011

Numerical Mathematics: Theory, Methods and Applications, Vol. 3 (2010), Iss. 4 : pp. 431–448

Published online:    2010-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    18

Keywords:    Optimal control theory Fredholm integral equations of second kind iterative methods.