Abstract:
We review recent developments on multigrid
methods for time dependent optimal control problems and present
further results towards real-time optimal control of evolving
systems.
Distributed or boundary control of reaction-diffusion systems
has many applications in biology, chemistry, physiology, etc..
To solve the related optimal control problems, the
corresponding optimality systems are considered. These consist
of reaction diffusion equations with opposite time orientation.
We present space-time multigrid methods that solve optimal
control systems in one shot in the whole space-time cylinder which
are robust with respect to changes of the values of the optimization
parameters. Two different smoothing schemes in combination with
semicoarsening in space are discussed.
Towards real-time optimal control of evolving reaction diffusion
systems, the combination of the space-time multigrid approach with
receding horizon techniques is proposed.
The ability of the space-time multigrid approach in solving
optimal control problems is demonstrated by applications to
the control of an explosive phenomenon, control of chemical
turbulence, and control of caridiac arrhythmias.