The use of optimization techniques in the solution of partial differential equations from science and engineering.

摘要

Optimal Control of systems governed by Partial Differential Equations is an applications-driven area of mathematics involving the formulation and solution of minimization problems. Given a physical phenomenon described by a differential equation, the Optimal Control Problem (OCP) seeks to force state variables to behave in a particular, desired way. This manipulation of state variables is achieved through the control variables. Many problems arising in applications of science and engineering can fruitfully be viewed and formulated as OCP problems. From the OCP point of view, one sees the structure underlying the optimization problem. In this thesis we will propose and analyze algorithms for the solution of Nonlinear Programming Problems (NLP) designed to exploit the OCP structure.