A splitting-based KPIK method for eddy current optimal control problems in an all-at-once approach

Fuente: arXiv
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Main Authors: Zeng, Min-Li, Stoll, Martin
Format: Preprint
Published: 2024
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author Zeng, Min-Li
Stoll, Martin
author_facet Zeng, Min-Li
Stoll, Martin
contents In this paper, we focus on efficient methods to solve discretized linear systems obtained from eddy current optimal control problems in an all-at-once approach. We construct a new low-rank matrix equation method based on a special splitting of the coefficient matrix and the Krylov-plus-inverted-Krylov (KPIK) algorithm. Firstly, we rewrite the resulting discretized linear system in a matrix-equation form. Then using the KPIK algorithm, we can obtain the low-rank approximation solution. The new method is named the splitting-based Krylov-plus-inverted-Krylov (SKPIK) method. The SKPIK method can not only solve the large and sparse discretized systems fast but also overcomes the storage problem. Theoretical results about the existence of the low-rank solutions are given. Numerical experiments are used to illustrate the performance of the new low-rank matrix equation method by compared with some existing classical efficient methods.
format Preprint
id arxiv_https___arxiv_org_abs_2403_11611
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A splitting-based KPIK method for eddy current optimal control problems in an all-at-once approach
Zeng, Min-Li
Stoll, Martin
Numerical Analysis
In this paper, we focus on efficient methods to solve discretized linear systems obtained from eddy current optimal control problems in an all-at-once approach. We construct a new low-rank matrix equation method based on a special splitting of the coefficient matrix and the Krylov-plus-inverted-Krylov (KPIK) algorithm. Firstly, we rewrite the resulting discretized linear system in a matrix-equation form. Then using the KPIK algorithm, we can obtain the low-rank approximation solution. The new method is named the splitting-based Krylov-plus-inverted-Krylov (SKPIK) method. The SKPIK method can not only solve the large and sparse discretized systems fast but also overcomes the storage problem. Theoretical results about the existence of the low-rank solutions are given. Numerical experiments are used to illustrate the performance of the new low-rank matrix equation method by compared with some existing classical efficient methods.
title A splitting-based KPIK method for eddy current optimal control problems in an all-at-once approach
topic Numerical Analysis
url https://arxiv.org/abs/2403.11611