skip to main content
research-article

Multigrid Preconditioners for the Newton--Krylov Method in the Optimal Control of the Stationary Navier--Stokes Equations

Published: 01 January 2019 Publication History

Abstract

The focus of this work is on the construction and analysis of optimal-order multigrid preconditioners to be used in the Newton--Krylov method for a distributed optimal control problem constrained by the stationary Navier--Stokes equations. As in our earlier work [Appl. Math. Comput., 219 (2013), pp. 5622--5634] on the optimal control of the stationary Stokes equations, the strategy is to eliminate the state and adjoint variables from the optimality system and solve the reduced nonlinear system in the control variables. While the construction of the preconditioners extends naturally the work in the aforementioned, the analysis shown in this paper presents a set of significant challenges that are rooted in the nonlinearity of the constraints. We also include numerical results that showcase the behavior of the proposed preconditioners and show that for low to moderate Reynolds numbers they can lead to significant drops in the number of iterations and wall-clock savings.

References

[1]
D. Braess, Finite Elements: Theory, Fast Solvers, and Applications in Solid Mechanics, Cambridge University Press, Cambridge, 1997.
[2]
P. G. Ciarlet, The Finite Element Method for Elliptic Problems, Classics Appl. Math. 40, SIAM, Philadelphia, 2002.
[3]
J. C. De los Reyes, A primal-dual active set method for bilaterally control constrained optimal control of the Navier-Stokes equations, Numer. Funct. Anal. Optim., 25 (2004), pp. 657--683.
[4]
J. C. De los Reyes and R. Griesse, State-constrained optimal control of the three-dimensional stationary Navier-Stokes equations, J. Math. Anal. Appl., 343 (2008), pp. 257--272, https://doi.org/10.1016/j.jmaa.2008.01.029.
[5]
J. C. de los Reyes and F. Tröltzsch, Optimal control of the stationary Navier-Stokes equations with mixed control-state constraints, SIAM J. Control Optim., 46 (2007), pp. 604--629, https://doi.org/10.1137/050646949.
[6]
A. Drăgănescu and T. F. Dupont, Optimal order multilevel preconditioners for regularized ill-posed problems, Math. Comp., 77 (2008), pp. 2001--2038.
[7]
A. Drăgănescu and A. M. Soane, Multigrid solution of a distributed optimal control problem constrained by the Stokes equations, Appl. Math. Comput., 219 (2013), pp. 5622--5634.
[8]
A. Drăgănescu, Multigrid preconditioning of linear systems for semi-smooth Newton methods applied to optimization problems constrained by smoothing operators, Optim. Methods Softw., 29 (2014), pp. 786--818, https://doi.org/10.1080/10556788.2013.854356.
[9]
A. Drăgănescu and C. Petra, Multigrid preconditioning of linear systems for interior point methods applied to a class of box-constrained optimal control problems, SIAM J. Numer. Anal., 50 (2012), pp. 328--353, https://doi.org/10.1137/100786502.
[10]
A. Drăgănescu and J. Saraswat, Optimal-order preconditioners for linear systems arising in the semismooth Newton solution of a class of control-constrained problems, SIAM J. Matrix Anal. Appl., 37 (2016), pp. 1038--1070, https://doi.org/10.1137/140997002.
[11]
A. Fursikov, M. Gunzburger, L. S. Hou, and S. Manservisi, Optimal control problems for the Navier-Stokes equations, in Lectures on Applied Mathematics, Springer, Berlin, 2000, pp. 143--155.
[12]
A. V. Fursikov, M. D. Gunzburger, and L. S. Hou, Optimal boundary control for the evolutionary Navier-Stokes system: The three-dimensional case, SIAM J. Control Optim., 43 (2005), pp. 2191--2232, https://doi.org/10.1137/S0363012904400805.
[13]
V. Girault, R. H. Nochetto, and L. R. Scott, Max-norm estimates for Stokes and Navier-Stokes approximations in convex polyhedra, Numer. Math., 131 (2015), pp. 771--822, https://doi.org/10.1007/s00211-015-0707-8.
[14]
V. Girault and P.-A. Raviart, Finite Element Methods for Navier-Stokes Equations: Theory and Algorithms, Springer Ser. Comput. Math. 5, Springer, Berlin, 1986.
[15]
M. Gunzburger, Adjoint equation-based methods for control problems in incompressible, viscous flows, Flow Turbul. Combust., 65 (2000), pp. 249--272, https://doi.org/10.1023/A:1011455900396.
[16]
M. Gunzburger and S. Manservisi, Flow matching by shape design for the Navier-Stokes system, in Optimal Control of Complex Structures, Internat. Ser. Numer. Math. 139, Birkhäuser, Basel, Switzerland, 2002, pp. 279--289.
[17]
M. D. Gunzburger, Finite Element Methods for Viscous Incompressible Flows: A Guide to Theory, Practice, and Algorithms, Comput. Sci. Sci. Comput., Academic Press, Boston, MA, 1989.
[18]
M. D. Gunzburger, Perspectives in Flow Control and Optimization, Adv. Des. Control 5, SIAM, Philadelphia, 2003.
[19]
M. D. Gunzburger, L. Hou, and T. P. Svobodny, Analysis and finite element approximation of optimal control problems for the stationary Navier-Stokes equations with distributed and Neumann controls, Math. Comp., 57 (1991), pp. 123--151.
[20]
M. D. Gunzburger, H. Kim, and S. Manservisi, On a shape control problem for the stationary Navier-Stokes equations, ESAIM Math. Model. Numer. Anal., 34 (2000), pp. 1233--1258, https://doi.org/10.1051/m2an:2000125.
[21]
M. D. Gunzburger and S. Manservisi, Analysis and approximation of the velocity tracking problem for Navier-Stokes flows with distributed control, SIAM J. Numer. Anal., 37 (2000), pp. 1481--1512, https://doi.org/10.1137/S0036142997329414.
[22]
M. D. Gunzburger and S. Manservisi, The velocity tracking problem for Navier-Stokes flows with boundary control, SIAM J. Control Optim., 39 (2000), pp. 594--634, https://doi.org/10.1137/S0363012999353771.
[23]
M. Hajghassem, Efficient Multigrid Methods for Optimal Control of Partial Differential Equations, PhD thesis, University of Maryland, Baltimore, MD, 2017.
[24]
M. Hanke and C. R. Vogel, Two-level preconditioners for regularized inverse problems. I. Theory, Numer. Math., 83 (1999), pp. 385--402.
[25]
R. B. Kellogg and J. E. Osborn, A regularity result for the Stokes problem in a convex polygon, J. Funct. Anal., 21 (1976), pp. 397--431.
[26]
M. Kollmann and W. Zulehner, A robust preconditioner for distributed optimal control for stokes flow with control constraints, Numer. Math. Adv. Appl. 2011 (2013), pp. 771--779.
[27]
W. Layton, Introduction to the Numerical Analysis of Incompressible Viscous Flows, Comput. Sci. Eng. 6, SIAM, Philadelphia, 2008.
[28]
D. Leykekhman and B. Vexler, Pointwise best approximation results for Galerkin finite element solutions of parabolic problems, SIAM J. Numer. Anal., 54 (2016), pp. 1365--1384, https://doi.org/10.1137/15M103412X.
[29]
T. Rees and A. Wathen, Preconditioning iterative methods for the optimal control of the Stokes equations, SIAM J. Sci. Comput., 33 (2011), pp. 2903--2926.
[30]
A. Rieder, A wavelet multilevel method for ill-posed problems stabilized by Tikhonov regularization, Numer. Math., 75 (1997), pp. 501--522.
[31]
J. Saraswat, Multigrid Solution of Distributed Optimal Control Problems Constrained by Semilinear Elliptic PDEs, PhD thesis, University of Maryland, Baltimore, MD, 2014.
[32]
L. R. Scott and S. Zhang, Finite element interpolation of nonsmooth functions satisfying boundary conditions, Math. Comp., 54 (1990), pp. 483--493.
[33]
F. Tröltzsch, Optimal Control of Partial Differential Equations, Grad. Stud. Math. 112, AMS, Providence, RI, 2010, https://doi.org/10.1090/gsm/112.
[34]
F. Tröltzsch and D. Wachsmuth, Second-order sufficient optimality conditions for the optimal control of Navier-Stokes equations, ESAIM Control Optim. Calc. Var., 12 (2006), pp. 93--119, https://doi.org/10.1051/cocv:2005029.

Recommendations

Comments

Information & Contributors

Information

Published In

cover image SIAM Journal on Numerical Analysis
SIAM Journal on Numerical Analysis  Volume 57, Issue 3
DOI:10.1137/sjnaam.57.3
Issue’s Table of Contents

Publisher

Society for Industrial and Applied Mathematics

United States

Publication History

Published: 01 January 2019

Author Tags

  1. multigrid methods
  2. PDE-constrained optimization
  3. Navier--Stokes equations
  4. finite elements

Author Tags

  1. 65F08
  2. 65K15
  3. 65N21
  4. 65N55
  5. 90C06

Qualifiers

  • Research-article

Contributors

Other Metrics

Bibliometrics & Citations

Bibliometrics

Article Metrics

  • 0
    Total Citations
  • 0
    Total Downloads
  • Downloads (Last 12 months)0
  • Downloads (Last 6 weeks)0
Reflects downloads up to 07 Jan 2025

Other Metrics

Citations

View Options

View options

Media

Figures

Other

Tables

Share

Share

Share this Publication link

Share on social media