{ "id": "1203.2360", "version": "v1", "published": "2012-03-11T18:57:42.000Z", "updated": "2012-03-11T18:57:42.000Z", "title": "Parareal in time intermediate targets methods for optimal control problem", "authors": [ "Yvon Maday", "Mohamed-Kamel Riahi", "Julien Salomon" ], "comment": "14 pages", "categories": [ "math.OC", "math.NA" ], "abstract": "In this paper, we present a method that enables solving in parallel the Euler-Lagrange system associated with the optimal control of a parabolic equation. Our approach is based on an iterative update of a sequence of intermediate targets that gives rise to independent sub-problems that can be solved in parallel. This method can be coupled with the parareal in time algorithm. Numerical experiments show the efficiency of our method.", "revisions": [ { "version": "v1", "updated": "2012-03-11T18:57:42.000Z" } ], "analyses": { "subjects": [ "49J20", "68W10" ], "keywords": [ "time intermediate targets methods", "optimal control problem", "parabolic equation", "independent sub-problems", "time algorithm" ], "note": { "typesetting": "TeX", "pages": 14, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2012arXiv1203.2360M" } } }