Skip to main content
Log in

Fast solver of optimal control problems constrained by Ohta-Kawasaki equations

  • Original Paper
  • Published:
Numerical Algorithms Aims and scope Submit manuscript

Abstract

This paper is concerned with fast solver of distributed optimal control problems constrained by a nonlocal Cahn-Hilliard equation. By eliminating the control variable, a linear system on four-by-four block matrix form is obtained after discretization. Deforming the corresponding coefficient matrix into a form with special structure, an efficient preconditioner that can be utilized in an inner-outer way is designed, which leads to a fast Krylov subspace solver, that is robust with respect to mesh sizes, model parameters, and regularization parameters. Moreover, we prove that the eigenvalues of the corresponding preconditioned system are all real. Numerical experiments are presented to illustrate the robustness of the proposed solution methods.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7

Similar content being viewed by others

References

  1. Axelsson, O., Farouq, S., Neytcheva, M.: Comparison of preconditioned Krylov subspace iteration methods for PDE-constrained optimization problems: Stokes control. Numer. Algorithms 74(1), 19–37 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  2. Bai, Z.-Z., Ng, M.K., Wang, Z.-Q.: Constraint preconditioners for symmetric indefinite matrices. SIAM J. Matrix Anal. A. 31(2), 410–433 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  3. Bai, Z.-Z.: Block preconditioners for elliptic PDE-constrained optimization problems. Computing 91(4), 379–395 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  4. Bai, Z.-Z., Benzi, M., Chen, F., Wang, Z.-Q.: Preconditioned MHSS iteration methods for a class of block two-by-two linear systems with applications to distributed control problems. IMA J. Numer. Anal. 33(1), 343–369 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  5. Barret, J.W., Blowey, J.F., Garcke, H.: Finite element approximation of the Cahn-Hilliard equations with degenerate mobility. SIAM J. Numer. Anal. 37, 286–318 (2001)

    Article  MathSciNet  Google Scholar 

  6. Benešová B., Melcher, C., Söli, E.: An implicit midpoint spectral approximation of nonlocal Cahn-Hilliard equations. SIAM J. Numer. Anal. 52(3), 1466–1496 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  7. Benzi, M., Golub, G., Liesen, J.: Numerical solution of saddle point problems. Acta Numer. 14, 1–137 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  8. Bosch, J., Stoll, M., Benner, P.: Fast solution of Cahn-Hilliard variational inequalities using implicit time discretization and finite elements. J. Comput. Phys. 262, 38–57 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  9. Boyanova, P., Neytcheva, M.: Efficient numerical solution of discrete multi-component Cahn-Hilliard systems. Comput. Math. Appl. 67, 106–121 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  10. Cahn, J.W., Hilliard, J.E.: Free energy of a nonuniform system I: Interfacial free energy. J. Chem. Phys. 28, 258–267 (1958)

    Article  MATH  Google Scholar 

  11. Cao, Y., Jiang, M.-Q., Zheng, Y.-L.: A splitting preconditioner for saddle point problems. Numer. Linear Algebra Appl. 18(5), 875–895 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  12. Elman, H.C., Ramage, A., Silvester, D.J.: Algorithm 866: IFISS, aMatlab toolbox formodelling incompressible flow. ACM Trans. Math. Software 33(2), 14 (2007)

    Article  MATH  Google Scholar 

  13. Farrell, P.E., Pearson, J.W.: A preconditioner for the Ohta-Kawasaki equation. SIAM J. Matrix Anal. Appl. 38(1), 217–225 (2017)

    Article  MathSciNet  MATH  Google Scholar 

  14. Frigeri, S., Rocca, E., Sprekels, J.: Optimal distributed control of a nonlocal Cahn-Hilliard/Navier-Stokes system In two dimensions. SIAM J. Cotrol Optim. 54 (1), 221–250 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  15. Herzog, R., Pearson, J.W., Stoll, M.: Fast iterative solvers for an optimal transport problem. Adv. Comput. Math. 45(2), 495–517 (2019)

    Article  MathSciNet  MATH  Google Scholar 

  16. Ipsen, I.C.F.: A note on preconditioning nonsymmetric matrices. SIAM J. Sci. Comput. 23, 1050–1051 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  17. Ke. Y.-F., Ma, C.-F.: Some preconditioners for elliptic PDE-constrained optimization problems. Comput. Math. Appl. 75(8), 2795–2813 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  18. Li, R.-X., Liang, Z.-Z., Zhang, G.-F., Liao, L.-D., Zhang, L.: A note on preconditioner for the Ohta-Kawasaki equation. Appl. Math. Lett. 85, 132–138 (2018)

    Article  MathSciNet  MATH  Google Scholar 

  19. Mirchi, H., Salkuyeh, D.K.: A new preconditioner for elliptic PDE-constrained optimization problems. Numer. Algorithms. https://doi.org/10.1007/s11075-019-00697-8 (2019)

  20. Melloa, E., Filhob, O.: Numerical study of the Cahn-Hilliard equation of one, two, and three dimensions. Physica A. 347, 429–443 (2005)

    Article  MathSciNet  Google Scholar 

  21. Novick-Cohen, A.: The Cahn-Hilliard equation. Handbook of Differential Equations: Evolutionary Partial Differential Equations 4, 201–228 (2008)

    MathSciNet  MATH  Google Scholar 

  22. Parsons, Q.: Numerical Approximation of the Ohta-Kawasaki Functional. Master’s thesis. University of Oxford, Oxford (2012)

    Google Scholar 

  23. Pearson, J.W., Wathen, A.J.: A new approximation of the Schur complement in preconditioners for PDE-constrained optimization. Numer. Linear Algebra Appl. 19(5), 816–829 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  24. Rees, T., Wathen, A.J.: Preconditioning iterative methods for the optimal control of the Stokes equations. SIAM J. Sci. Comput. 33, 2903–2926 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  25. Ren, Z.-R., Cao, Y.: An alternating positive-semidefinite splitting preconditioner for saddle point problems from time-harmonic eddy current models. IMA J. Numer.Anal. 36(2), 922–946 (2015)

    Article  MathSciNet  MATH  Google Scholar 

  26. Saad, Y.: A flexible inner-outer preconditioned GMRES algorithm. SIAM J. Sci. Comput. 14(2), 461–469 (1993)

    Article  MathSciNet  MATH  Google Scholar 

  27. Saad, Y., Schultz, M.H.: GMRES: a generalized minimal residual algorithm for solving nonsymmetric linear systems. SIAM J. Sci. Stat. Comput. 7(3), 856–869 (1986)

    Article  MathSciNet  MATH  Google Scholar 

  28. Simoncini, V.: Reduced order solution of structured linear systems arising in certain PDE-constrained optimization problems. Comput. Optim. Appl. 53(2), 591–617 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  29. Wang, Q.-F.: Optimal distributed control of nonlinear Cahn-Hilliard systems with computational realization. J. Math. Sci. 177(3), 440–458 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  30. Wathen, A.J.: Preconditioning. Acta Numer. 24, 329–376 (1998)

    Article  MathSciNet  MATH  Google Scholar 

  31. Yin, J.: On the existence of nonnegative continuous solutions of the Cahn-Hilliard equations. J. Differ. Equ. 97, 310–327 (1992)

    Article  MathSciNet  MATH  Google Scholar 

  32. Zeng, M.-L., Zhang, G.-F.: A new preconditioning strategy for solving a class of time-dependent PDE-constrained optimization problems. J. Comput. Math. 32(3), 215–232 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  33. Zhang, G.-F., Zheng, Z.: Block-symmertic and block-lower-triangular preconditioners for PDE constrained optimization problems. J. Comput. Math. 31 (4), 370–381 (2013)

    Article  MathSciNet  MATH  Google Scholar 

  34. Zhang, X.-L., Li, H.-L., Liu, C.-C.: Optimal control problem for the Cahn-Hilliard/Allen-Cahn Equation with state constraint. Appl. Math. Optim. https://doi.org/10.1007/s00245-018-9546-1 (2018)

  35. Zhao, X.-P., Liu, C.-C.: Optimal control problem for viscous Cahn-Hilliard equation. Nonlinear Anal.-Theor. 74(17), 6348–6357 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  36. Zheng, Z., Zhang, G.-F., Zhu, M.-Z.: A note on preconditioners for complex linear systems arising from PDE-constrained optimization problems. Appl. Math. Lett. 61, 114–121 (2016)

    Article  MathSciNet  MATH  Google Scholar 

  37. Zheng, J.-S.: Time optimal controls of the Cahn-Hilliard equation with internal control. Optim. Control Appl. Meth. 36, 566–582 (2015)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Funding

This work was supported by the National Natural Science Foundation of China (Nos. 11771193 and 11801242) and the Fundamental Research Funds for the Central Universities (No. lzujbky-2018-31)

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Guo-Feng Zhang.

Additional information

Publisher’s note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Li, RX., Zhang, GF. & Liang, ZZ. Fast solver of optimal control problems constrained by Ohta-Kawasaki equations. Numer Algor 85, 787–809 (2020). https://doi.org/10.1007/s11075-019-00837-0

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11075-019-00837-0

Keywords

Navigation