Robust preconditioning and error estimates for optimal control of the convection-diffusion-reaction equation with limited observation in Isogeometric analysis

In this paper we analyze an optimization problem with limited observation governed by a convection–diffusion–reaction equation. Motivated by a Schur complement approach, we arrive at continuous norms that enable analysis of well-posedness and subsequent derivation of error analysis and a preconditioner that is robust with respect to the parameters of the problem. We provide conditions for inf-sup stable discretizations and present one such discretization for box domains with constant convection. We also provide a priori error estimates for this discretization. The preconditioner requires a fourth order problem to be solved. For this reason, we use Isogeometric Analysis as a method of discretization. To efficiently realize the preconditioner, we consider geometric multigrid with a standard Gauss-Seidel smoother as well as a new macro Gauss-Seidel smoother. The latter smoother provides good results with respect to both the geometry mapping and the polynomial degree.

[1]  Chi-Wang Shu,et al.  The Local Discontinuous Galerkin Method for Time-Dependent Convection-Diffusion Systems , 1998 .

[2]  Hendrik Speleers,et al.  Explicit error estimates for spline approximation of arbitrary smoothness in isogeometric analysis , 2020, Numerische Mathematik.

[3]  Walter Zulehner,et al.  Nonstandard Norms and Robust Estimates for Saddle Point Problems , 2011, SIAM J. Matrix Anal. Appl..

[4]  Joachim Schöberl,et al.  Symmetric Indefinite Preconditioners for Saddle Point Problems with Applications to PDE-Constrained Optimization Problems , 2007, SIAM J. Matrix Anal. Appl..

[5]  Walter Zulehner,et al.  Schur complement preconditioners for multiple saddle point problems of block tridiagonal form with application to optimization problems , 2017 .

[6]  Andrew J. Wathen,et al.  A new approximation of the Schur complement in preconditioners for PDE‐constrained optimization , 2012, Numer. Linear Algebra Appl..

[7]  Zhaojie,et al.  VARIATIONAL DISCRETIZATION FOR OPTIMAL CONTROL GOVERNED BY CONVECTION DOMINATED DIFFUSION EQUATIONS , 2009 .

[8]  T. Hughes,et al.  Streamline upwind/Petrov-Galerkin formulations for convection dominated flows with particular emphasis on the incompressible Navier-Stokes equations , 1990 .

[9]  Barry Lee,et al.  Finite elements and fast iterative solvers: with applications in incompressible fluid dynamics , 2006, Math. Comput..

[10]  I. Babuska Error-bounds for finite element method , 1971 .

[11]  Stefan Takacs,et al.  Robust multigrid solvers for the biharmonic problem in isogeometric analysis , 2018, Comput. Math. Appl..

[12]  Gang Chen,et al.  An HDG method for distributed control of convection diffusion PDEs , 2017, J. Comput. Appl. Math..

[13]  Ulrich Langer,et al.  JOHANNES KEPLER UNIVERSITY LINZ Institute of Computational Mathematics A Robust Preconditioned-MinRes-Solver for Distributed Time-Periodic Eddy Current Optimal Control , 2011 .

[14]  Zdenek Strakos,et al.  Preconditioning and the Conjugate Gradient Method in the Context of Solving PDEs , 2014, SIAM spotlights.

[15]  Alfio Quarteroni,et al.  Optimal Control and Numerical Adaptivity for Advection-Diffusion Equations , 2005 .

[16]  Magne Nordaas,et al.  Robust preconditioners for PDE-constrained optimization with limited observations , 2015 .

[17]  Giancarlo Sangalli,et al.  Mathematical analysis of variational isogeometric methods* , 2014, Acta Numerica.

[18]  Roland Becker,et al.  Optimal control of the convection-diffusion equation using stabilized finite element methods , 2007, Numerische Mathematik.

[19]  J. Oden,et al.  A discontinuous hp finite element method for convection—diffusion problems , 1999 .

[20]  P. Grisvard Elliptic Problems in Nonsmooth Domains , 1985 .

[21]  Kent-André Mardal,et al.  Preconditioning discretizations of systems of partial differential equations , 2011, Numer. Linear Algebra Appl..

[22]  Stefan Takacs,et al.  Robust approximation error estimates and multigrid solvers for isogeometric multi-patch discretizations , 2017, Mathematical Models and Methods in Applied Sciences.

[23]  Jöran Bergh,et al.  Interpolation Spaces: An Introduction , 2011 .

[24]  P. Grisvard Singularities in Boundary Value Problems , 1992 .

[25]  T. Hughes,et al.  Isogeometric analysis : CAD, finite elements, NURBS, exact geometry and mesh refinement , 2005 .

[26]  Walter Zulehner,et al.  Robust Preconditioners for Multiple Saddle Point Problems and Applications to Optimal Control Problems , 2019, SIAM J. Matrix Anal. Appl..

[27]  Valeria Simoncini,et al.  Preconditioning of Active-Set Newton Methods for PDE-constrained Optimal Control Problems , 2014, SIAM J. Sci. Comput..

[28]  G. Gustafson,et al.  Boundary Value Problems of Mathematical Physics , 1998 .

[29]  Owe Axelsson,et al.  Comparison of preconditioned Krylov subspace iteration methods for PDE-constrained optimization problems , 2016, Numerical Algorithms.