Abstract
We construct and analyze a multiscale finite element method for an elliptic distributed optimal control problem with pointwise control constraints, where the state equation has rough coefficients. We show that the performance of the multiscale finite element method is similar to the performance of standard finite element methods for smooth problems and present corroborating numerical results.
Similar content being viewed by others
Data Availability
The datasets generated during and/or analyzed during the current study are available from the corresponding author on reasonable request.
References
Adams, R.A., Fournier, J.J.F.: Sobolev Spaces, 2nd edn. Academic Press, Amsterdam (2003)
Altmann, R., Henning, P., Peterseim, D.: Numerical homogenization beyond scale separation. Acta Numer. 30, 1–86 (2021)
Au Yeung, T.S., Chung, E.: Multiscale model reduction for a class of optimal control problems with highly oscillatory coeficients. In: Brenner, S.C., Chung, E., Klawonn, A., Kwok, F., Xu, J., Zou, J. (eds.) Lecture Notes in Computational Science and Engineering, vol. 145, pp. 3–15. Springer, Cham (2022)
Babuška, I., Osborn, J.E.: Can a finite element method perform arbitrarily badly? Math. Comput. 69, 443–462 (2000)
Brenner, S.C., Garay, J.C., Sung, L.-Y.: Additive Schwarz preconditioners for a localized orthogonal decomposition method. Electron. Trans. Numer. Anal. 54, 234–255 (2021)
Brenner, S.C., Garay, J.C., Sung, L.-Y.: Multiscale finite element methods for an elliptic optimal control problem with rough coefficients. J. Sci. Comput. 91, 76 (2022)
Brenner, S.C., Scott, L.R.: The Mathematical Theory of Finite Element Methods, 3rd edn. Springer, New York (2008)
Chen, Y., Huang, Y., Liu, W., Yan, N.: A mixed multiscale finite element method for convex optimal control problems with oscillating coefficients. Comput. Math. Appl. 70, 297–313 (2015)
Chen, Y., Liu, X., Zeng, J., Zhang, L.: Optimal control for multiscale elliptic equations with rough coefficients. J. Comput. Math. 41, 842–866 (2023)
Chen, Z., Hou, T.Y.: A mixed multiscale finite element method for elliptic problems with oscillating coefficients. Math. Comput. 72, 541–576 (2003)
Chung, E.T., Efendiev, Y., Leung, W.T.: Constraint energy minimizing generalized multiscale finite element method. Comput. Methods Appl. Mech. Eng. 339, 298–319 (2018)
Ciarlet, P.G.: The Finite Element Method for Elliptic Problems. North-Holland, Amsterdam (1978)
Dauge, M.: Elliptic boundary value problems on corner domains. In: Lecture Notes in Mathematics, vol. 1341. Springer-Verlag, Berlin-Heidelberg (1988)
E, W., Engquist, B.: The heterogeneous multiscale methods. Commun. Math. Sci. 1, 87–132 (2003)
Efendiev, Y., Hou, T.Y.: Multiscale Finite Element Methods. Springer, New York (2009)
Ekeland, I., Témam, R.: Convex Analysis and Variational Problems. Classics in Applied Mathematics. Society for Industrial and Applied Mathematics, Philadelphia, PA (1999)
Falk, R.S.: Approximation of a class of optimal control problems with order of convergence estimates. J. Math. Anal. Appl. 44, 28–47 (1973)
Ge, L., Yan, N., Wang, L., Liu, W., Yang, D.: Heterogeneous multiscale method for optimal control problem governed by elliptic equations with highly oscillatory coefficients. J. Comput. Math. 36, 644–660 (2018)
Gilbarg, D., Trudinger, N.S.: Elliptic Partial Differential Equations of Second Order. Classics in Mathematics. Springer, Berlin (2001)
Grisvard, P.: Elliptic Problems in Non Smooth Domains. Pitman, Boston (1985)
Hellman, F., Målqvist, A.: Contrast independent localization of multiscale problems. Multiscale Model. Simul. 15, 1325–1355 (2017)
Henning, P., Peterseim, D.: Oversampling for the multiscale finite element method. Multiscale Model. Simul. 11, 1149–1175 (2013)
Hou, T.Y., Wu, X.-H.: A multiscale finite element method for elliptic problems in composite materials and porous media. J. Comput. Phys. 134, 169–189 (1997)
Hou, T.Y., Wu, X.-H., Cai, Z.: Convergence of a multiscale finite element method for elliptic problems with rapidly oscillating coefficients. Math. Comput. 68, 913–943 (1999)
Kinderlehrer, D., Stampacchia, G.: An Introduction to Variational Inequalities and Their Applications. Society for Industrial and Applied Mathematics, Philadelphia (2000)
Kornhuber, R., Peterseim, D., Yserentant, H.: An analysis of a class of variational multiscale methods based on subspace decomposition. Math. Comput. 87, 2765–2774 (2018)
Lions, J.-L.: Optimal Control of Systems Governed by Partial Differential Equations. Springer, New York (1971)
Liu, J., Cao, L., Yan, N.: Multiscale asymptotic analysis and computation of optimal control for elliptic systems with constraints. SIAM J. Numer. Anal. 51, 1978–2004 (2013)
Målqvist, A., Peterseim, D.: Localization of elliptic multiscale problems. Math. Comput. 83, 2583–2603 (2014)
Målqvist, A., Peterseim, D.: Numerical Homogenization by Localized Orthogonal Decomposition. SIAM, Philadelphia (2021)
Maz’ya, V., Rossmann, J.: Elliptic Equations in Polyhedral Domains. American Mathematical Society, Providence, RI (2010)
Owhadi, H., Zhang, L., Berlyand, L.: Polyharmonic homogenization, rough polyharmonic splines and sparse super-localization. ESAIM Math. Model. Numer. Anal. 48, 517–552 (2014)
Peterseim, D., Scheichl, R.: Robust numerical upscaling of elliptic multiscale problems at high contrast. Comput. Methods Appl. Math. 16, 579–603 (2016)
Saad, Y.: Iterative Methods for Sparse Linear Systems. SIAM, Philadelphia (2003)
Toselli, A., Widlund, O.B.: Domain Decomposition Methods–Algorithms and Theory. Springer, New York (2005)
Tröltzsch, F.: Optimal Control of Partial Differential Equations. American Mathematical Society, Providence, RI (2010)
Acknowledgements
Portions of this research were conducted with high performance computing resources provided by Louisiana State University (http://www.hpc.lsu.edu).
Funding
This work was supported in part by the National Science Foundation under Grant No. DMS-19-13035 and Grant No. DMS-22-08404.
Author information
Authors and Affiliations
Corresponding author
Ethics declarations
Conflict of interest
The authors have not disclosed any competing interests.
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
This work was supported in part by the National Science Foundation under Grant No. DMS-19-13035 and Grant No. DMS-22-08404.
Rights and permissions
Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.
About this article
Cite this article
Brenner, S.C., Garay, J.C. & Sung, Ly. A Multiscale Finite Element Method for an Elliptic Distributed Optimal Control Problem with Rough Coefficients and Control Constraints. J Sci Comput 100, 47 (2024). https://doi.org/10.1007/s10915-024-02590-6
Received:
Revised:
Accepted:
Published:
DOI: https://doi.org/10.1007/s10915-024-02590-6
Keywords
- Elliptic optimal control
- Rough coefficients
- Pointwise control constraints
- Multiscale finite element method
- Localized orthogonal decomposition
- Domain decomposition