Comptes Rendus
Partial Differential Equations/Optimal Control
Reduced basis a posteriori error bounds for parametrized linear-quadratic elliptic optimal control problems
[Bornes dʼerreur a posterori par bases réduites pour des problèmes linéaires-quadratiques elliptiques de contrôle optimal]
Comptes Rendus. Mathématique, Volume 349 (2011) no. 15-16, pp. 873-877.

Nous employons la méthode des bases réduites comme modèle de substitution pour la solution de problèmes de contrôle optimal, qui sont régis par des équations aux dérivées partielles paramétrisée, et nous développons ainsi des bornes dʼerreur rigoureuses a posteriori pour lʼerreur dans le contrôle optimal et lʼerreur associée dans la fonctionnelle du coût. Les bornes proposées peuvent être efficacement évaluées avec une procédure de calcul en-ligne/hors-ligne. Nous présentons des résultats numériques qui confirment le bien-fondé de notre méthode.

We employ the reduced basis method as a surrogate model for the solution of optimal control problems governed by parametrized partial differential equations (PDEs) and develop rigorous a posteriori error bounds for the error in the optimal control and the associated error in the cost functional. The proposed bounds can be efficiently evaluated in an offline–online computational procedure. We present numerical results that confirm the validity of our approach.

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Accepté le :
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DOI : 10.1016/j.crma.2011.07.010
Martin A. Grepl 1 ; Mark Kärcher 2

1 Institut für Geometrie und Praktische Mathematik (IGPM), RWTH Aachen University, 52056 Aachen, Germany
2 Aachen Institute for Advanced Study in Computational Engineering Science (AICES), RWTH Aachen University, 52056 Aachen, Germany
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     author = {Martin A. Grepl and Mark K\"archer},
     title = {Reduced basis a posteriori error bounds for parametrized linear-quadratic elliptic optimal control problems},
     journal = {Comptes Rendus. Math\'ematique},
     pages = {873--877},
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     language = {en},
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Martin A. Grepl; Mark Kärcher. Reduced basis a posteriori error bounds for parametrized linear-quadratic elliptic optimal control problems. Comptes Rendus. Mathématique, Volume 349 (2011) no. 15-16, pp. 873-877. doi : 10.1016/j.crma.2011.07.010. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2011.07.010/

[1] R. Becker; H. Kapp; R. Rannacher Adaptive finite element methods for optimal control of partial differential equations: basis concepts, SIAM J. Control Optim., Volume 39 (2000) no. 1, pp. 113-132

[2] L. Dedé Reduced basis method and a posteriori error estimation for parametrized linear-quadratic optimal control problems, SIAM J. Sci. Comp., Volume 32 (2010) no. 2, pp. 997-1019

[3] M.A. Grepl, M. Kärcher, A certified reduced basis approach for linear-quadratic optimal control problems, in preparation.

[4] G. Rozza; D. Huynh; A.T. Patera Reduced basis approximation and a posteriori error estimation for affinely parametrized elliptic coercive partial differential equations, Arch. Comput. Meth. Eng., Volume 15 (2007) no. 3, pp. 229-275

[5] F. Tröltzsch Optimal Control of Partial Differential Equations: Theory, Methods and Applications, Graduate Studies in Mathematics, American Mathematical Society, 2010

[6] F. Tröltzsch; S. Volkwein POD a-posteriori error estimates for linear-quadratic optimal control problems, Comp. Opt. Appl., Volume 44 (2009) no. 1, pp. 83-115

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