LehreWiSe1314NumAnalysisOpt

Numerical Analysis for Optimal Control Problems with Elliptic PDEs [MA5513]

Ernst-Otto-Fischer-Lecture

Dr. Ira Neitzel, Room: 03.06.036, E-Mail: neitzel emat

emat

News
06.03.2013	Zur Abstimmung eines Termins für die Nachholklausur bitte zusätzlich zur Anmeldung über TUMOnline eine (unverbindliche) Anmeldung per e-mail an neitzel@ma.tum.de senden
24.01.2014	Klausurtermin ist der 24.2.2014, 10:00 Uhr, Raum 03.08.011 Dauer: 60 min. Einziges zugelassenes Hilfsmittel ist ein handbeschriebenes A4-Blatt
Contents
The description of the module (5513) can be found here. We will discuss questions arising in the numerical analysis of optimal control problems subject to (linear and possibly semilinear) elliptic partial differential equations and additional inequality constraints on the control and/or the state. Our main focus is on deriving a priori error estimates for the finite element discretization of such problems. Depending on the participants' background in partial differential equations, optimal control theory, and numerical analysis of PDEs, we will develop the theoretical background such as existence and regularity of optimal solutions, necessary and sufficient optimality conditions, and in the case of pointwise state constraints also regularization strategies. We will discuss different discretization strategies and derive rates of convergence for the discrete optimal controls. In addition to the theoretical part (consisting of a combined lecture/exercise class) there will be practical programming exercises in Matlab.
Schedule
Lectures and theoretical exercises	Thursday, 14:00-15:30, Room 03.08.011 Friday, 10:15-11:45, Room 03.08.011 (16:00-17:30 in 02.08.011 on Oct. 18))
Programming Exercises	Thursday, 16:00-17:30, Room 02.08.011, second slot t.b.a.
Organizational Questions
	Enrollment for this class via TUMonline is now open Please note that the schedule of lectures and exercises is tentative and can be adjusted according to participants schedules during the first week of class.
Exam
	Klausurtermin ist der 24.2.2014, 10:00 Uhr, Raum 03.08.011 Dauer: 60 min. Einziges zugelassenes Hilfsmittel ist ein handbeschriebenes A4-Blatt
Literature
	Tröltzsch, F., Optimale Steuerung partieller Differentialgleichungen. Hinze, M., Ulbrich, M., Ulbrich, S., Pinnau, R., Optimization with PDE Constraints. Brenner, S., Scott, L. R., The mathematical theory of finite element methods. Third edition. Grossmann, C., Roos, H., Numerical treatment of partial differential equations.
Matlab
	MATLAB is a commercial mathematical scripting language. Information regarding the "TUM-Mathworks Rahmenvertag" can be found here: http://www.in.tum.de/rbg/beschaffung/rahmenvertraege/matlab.html A short Matlab/Octave tutorial (in German) by Dr. Boris von Loesch is available here.

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