Computational Optimization of Systems Governed by Partial Differential Equations

Computational Optimization of Systems Governed by Partial Differential Equations PDF Author: Alfio Borzi
Publisher: SIAM
ISBN: 1611972043
Category : Mathematics
Languages : en
Pages : 295

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Book Description
This book provides a bridge between continuous optimization and PDE modelling and focuses on the numerical solution of the corresponding problems. Intended for graduate students in PDE-constrained optimization, it is also suitable as an introduction for researchers in scientific computing or optimization.

Computational Optimization of Systems Governed by Partial Differential Equations

Computational Optimization of Systems Governed by Partial Differential Equations PDF Author: Alfio Borzi
Publisher: SIAM
ISBN: 1611972043
Category : Mathematics
Languages : en
Pages : 295

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Book Description
This book provides a bridge between continuous optimization and PDE modelling and focuses on the numerical solution of the corresponding problems. Intended for graduate students in PDE-constrained optimization, it is also suitable as an introduction for researchers in scientific computing or optimization.

Large-Scale PDE-Constrained Optimization

Large-Scale PDE-Constrained Optimization PDF Author: Lorenz T. Biegler
Publisher: Springer Science & Business Media
ISBN: 364255508X
Category : Mathematics
Languages : en
Pages : 347

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Book Description
Optimal design, optimal control, and parameter estimation of systems governed by partial differential equations (PDEs) give rise to a class of problems known as PDE-constrained optimization. The size and complexity of the discretized PDEs often pose significant challenges for contemporary optimization methods. With the maturing of technology for PDE simulation, interest has now increased in PDE-based optimization. The chapters in this volume collectively assess the state of the art in PDE-constrained optimization, identify challenges to optimization presented by modern highly parallel PDE simulation codes, and discuss promising algorithmic and software approaches for addressing them. These contributions represent current research of two strong scientific computing communities, in optimization and PDE simulation. This volume merges perspectives in these two different areas and identifies interesting open questions for further research.

Real-time PDE-constrained Optimization

Real-time PDE-constrained Optimization PDF Author: Lorenz T. Biegler
Publisher: SIAM
ISBN: 9780898718935
Category : Differential equations, Partial
Languages : en
Pages : 335

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Book Description
Many engineering and scientific problems in design, control, and parameter estimation can be formulated as optimization problems that are governed by partial differential equations (PDEs). The complexities of the PDEs--and the requirement for rapid solution--pose significant difficulties. A particularly challenging class of PDE-constrained optimization problems is characterized by the need for real-time solution, i.e., in time scales that are sufficiently rapid to support simulation-based decision making. Real-Time PDE-Constrained Optimization, the first book devoted to real-time optimization for systems governed by PDEs, focuses on new formulations, methods, and algorithms needed to facilitate real-time, PDE-constrained optimization. In addition to presenting state-of-the-art algorithms and formulations, the text illustrates these algorithms with a diverse set of applications that includes problems in the areas of aerodynamics, biology, fluid dynamics, medicine, chemical processes, homeland security, and structural dynamics. Audience: readers who have expertise in simulation and are interested in incorporating optimization into their simulations, who have expertise in numerical optimization and are interested in adapting optimization methods to the class of infinite-dimensional simulation problems, or who have worked in "offline" optimization contexts and are interested in moving to "online" optimization.

Optimization and Control for Partial Differential Equations

Optimization and Control for Partial Differential Equations PDF Author: Roland Herzog
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110695987
Category : Mathematics
Languages : en
Pages : 474

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Book Description
This book highlights new developments in the wide and growing field of partial differential equations (PDE)-constrained optimization. Optimization problems where the dynamics evolve according to a system of PDEs arise in science, engineering, and economic applications and they can take the form of inverse problems, optimal control problems or optimal design problems. This book covers new theoretical, computational as well as implementation aspects for PDE-constrained optimization problems under uncertainty, in shape optimization, and in feedback control, and it illustrates the new developments on representative problems from a variety of applications.

Computational Methods for Inverse Problems

Computational Methods for Inverse Problems PDF Author: Curtis R. Vogel
Publisher: SIAM
ISBN: 0898717574
Category : Mathematics
Languages : en
Pages : 195

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Book Description
Provides a basic understanding of both the underlying mathematics and the computational methods used to solve inverse problems.

Implicit Filtering

Implicit Filtering PDF Author: C. T. Kelley
Publisher: SIAM
ISBN: 1611971896
Category : Mathematics
Languages : en
Pages : 171

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Book Description
A description of the implicit filtering algorithm, its convergence theory and a new MATLAB® implementation.

Semismooth Newton Methods for Variational Inequalities and Constrained Optimization Problems in Function Spaces

Semismooth Newton Methods for Variational Inequalities and Constrained Optimization Problems in Function Spaces PDF Author: Michael Ulbrich
Publisher: SIAM
ISBN: 1611970687
Category : Mathematics
Languages : en
Pages : 315

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Book Description
A comprehensive treatment of semismooth Newton methods in function spaces: from their foundations to recent progress in the field. This book is appropriate for researchers and practitioners in PDE-constrained optimization, nonlinear optimization and numerical analysis, as well as engineers interested in the current theory and methods for solving variational inequalities.

Computational Partial Differential Equations

Computational Partial Differential Equations PDF Author: Hans Petter Langtangen
Publisher: Springer Science & Business Media
ISBN: 3662011700
Category : Mathematics
Languages : en
Pages : 704

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Book Description
Targeted at students and researchers in computational sciences who need to develop computer codes for solving PDEs, the exposition here is focused on numerics and software related to mathematical models in solid and fluid mechanics. The book teaches finite element methods, and basic finite difference methods from a computational point of view, with the main emphasis on developing flexible computer programs, using the numerical library Diffpack. Diffpack is explained in detail for problems including model equations in applied mathematics, heat transfer, elasticity, and viscous fluid flow. All the program examples, as well as Diffpack for use with this book, are available on the Internet. XXXXXXX NEUER TEXT This book is for researchers who need to develop computer code for solving PDEs. Numerical methods and the application of Diffpack are explained in detail. Diffpack is a modern C++ development environment that is widely used by industrial scientists and engineers working in areas such as oil exploration, groundwater modeling, and materials testing. All the program examples, as well as a test version of Diffpack, are available for free over the Internet.

Taylor Approximations for Stochastic Partial Differential Equations

Taylor Approximations for Stochastic Partial Differential Equations PDF Author: Arnulf Jentzen
Publisher: SIAM
ISBN: 1611972000
Category : Mathematics
Languages : en
Pages : 224

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Book Description
This book presents a systematic theory of Taylor expansions of evolutionary-type stochastic partial differential equations (SPDEs). The authors show how Taylor expansions can be used to derive higher order numerical methods for SPDEs, with a focus on pathwise and strong convergence. In the case of multiplicative noise, the driving noise process is assumed to be a cylindrical Wiener process, while in the case of additive noise the SPDE is assumed to be driven by an arbitrary stochastic process with H?lder continuous sample paths. Recent developments on numerical methods for random and stochastic ordinary differential equations are also included since these are relevant for solving spatially discretised SPDEs as well as of interest in their own right. The authors include the proof of an existence and uniqueness theorem under general assumptions on the coefficients as well as regularity estimates in an appendix.

Optimal Control of Partial Differential Equations

Optimal Control of Partial Differential Equations PDF Author: Andrea Manzoni
Publisher: Springer Nature
ISBN: 3030772268
Category : Mathematics
Languages : en
Pages : 507

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Book Description
This is a book on optimal control problems (OCPs) for partial differential equations (PDEs) that evolved from a series of courses taught by the authors in the last few years at Politecnico di Milano, both at the undergraduate and graduate levels. The book covers the whole range spanning from the setup and the rigorous theoretical analysis of OCPs, the derivation of the system of optimality conditions, the proposition of suitable numerical methods, their formulation, their analysis, including their application to a broad set of problems of practical relevance. The first introductory chapter addresses a handful of representative OCPs and presents an overview of the associated mathematical issues. The rest of the book is organized into three parts: part I provides preliminary concepts of OCPs for algebraic and dynamical systems; part II addresses OCPs involving linear PDEs (mostly elliptic and parabolic type) and quadratic cost functions; part III deals with more general classes of OCPs that stand behind the advanced applications mentioned above. Starting from simple problems that allow a “hands-on” treatment, the reader is progressively led to a general framework suitable to face a broader class of problems. Moreover, the inclusion of many pseudocodes allows the reader to easily implement the algorithms illustrated throughout the text. The three parts of the book are suitable to readers with variable mathematical backgrounds, from advanced undergraduate to Ph.D. levels and beyond. We believe that applied mathematicians, computational scientists, and engineers may find this book useful for a constructive approach toward the solution of OCPs in the context of complex applications.