A spectral-in-time Newton-Krylov method for nonlinear PDE-constrained optimization

Güttel, Stefan and Pearson, John W. (2020) A spectral-in-time Newton-Krylov method for nonlinear PDE-constrained optimization. [MIMS Preprint]

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Abstract

We devise a method for nonlinear time-dependent PDE-constrained optimization problems that uses a spectral-in-time representation of the residual, combined with a Newton-Krylov method to drive the residual to zero. We also propose a preconditioner to accelerate this scheme. Numerical results indicate that this method can achieve fast and accurate solution of nonlinear problems for a range of mesh sizes and problem parameters.

Item Type: MIMS Preprint
Subjects: MSC 2010, the AMS's Mathematics Subject Classification > 65 Numerical analysis
Depositing User: Stefan Güttel
Date Deposited: 16 Jul 2020 08:58
Last Modified: 16 Jul 2020 08:59
URI: https://eprints.maths.manchester.ac.uk/id/eprint/2772

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