论文标题

张量法,用于由分数3D椭圆算子约束的最佳控制问题,其系数可变

Tensor Method for Optimal Control Problems Constrained by Fractional 3D Elliptic Operator with Variable Coefficients

论文作者

Schmitt, Britta, Khoromskij, Boris N., Khoromskaia, Venera, Schulz, Volker

论文摘要

我们介绍了张量子数值方法,用于求解由具有可变系数的分数2D和3D椭圆算子约束的最佳控制问题。我们为控制功能解决了控制功能的管理方程,其中包括分数运算符及其倒数的总和,都在大型3D $ n \ times n \ times n $ n $ spacial Grids上离散。使用1D Sturm-Liouville操作员的特征性矩阵值的对角度化,我们构建了秩结构的张量近似值,具有可控精度,用于离散的分数椭圆操作员和各自的预处理器。约束方程中的右侧(最佳设计功能)应以低级别的规范张量的形式表示。然后,通过使用预处理的CG迭代和自适应级别截断过程,以张量结构化的格式求解了控制函数的方程式,从而在给定$ \ varepsilon $ threshold的情况下也确保了计算的准确性。此方法将解决控制问题的数值成本降低到$ O(n \ log n)$(加上重量较小的二次术语$ o(n^2)$),这比基于传统的线性代数工具所产生的$ O(n^3 \ log n)$复杂性的传统线性代数工具优于方法。代表所有3D非局部运算符和涉及功能的存储也由$ O(n \ log n)$估算。这本质上优于使用$ \ mathbb {r}^{n^3} $中的完全填充的$ n^3 \ times n^3 $矩阵和向量运行的传统方法。 2D/3D控制问题的数值测试表明,在单变量网格尺寸$ n $中,等级截断的PCG迭代的几乎线性复杂度缩放。

We introduce the tensor numerical method for solving optimal control problems that are constrained by fractional 2D and 3D elliptic operators with variable coefficients. We solve the governing equation for the control function which includes a sum of the fractional operator and its inverse, both discretized over large 3D $n\times n \times n$ spacial grids. Using the diagonalization of the arising matrix valued functions in the eigenbasis of the 1D Sturm-Liouville operators, we construct the rank-structured tensor approximation with controllable precision for the discretized fractional elliptic operators and the respective preconditioner. The right-hand side in the constraining equation (the optimal design function) is supposed to be represented in a form of a low-rank canonical tensor. Then the equation for the control function is solved in a tensor structured format by using preconditioned CG iteration with the adaptive rank truncation procedure that also ensures the accuracy of calculations, given an $\varepsilon$-threshold. This method reduces the numerical cost for solving the control problem to $O(n \log n)$ (plus the quadratic term $O(n^2)$ with a small weight), which is superior to the approaches based on the traditional linear algebra tools that yield at least $O(n^3 \log n)$ complexity in the 3D case. The storage for the representation of all 3D nonlocal operators and functions involved is also estimated by $O(n \log n)$. This essentially outperforms the traditional methods operating with fully populated $n^3 \times n^3$ matrices and vectors in $\mathbb{R}^{n^3}$. Numerical tests for 2D/3D control problems indicate the almost linear complexity scaling of the rank truncated PCG iteration in the univariate grid size $n$.

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