Research Group Numerical Mathematics (Partial Differential Equations)
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Optimal Control of Partial Differential Equations (4V, 2Ü)
Contents
Partial differential equations (PDEs) describe a countless number of phenomena in the natural sciences, such as heat conduction, the propagation of sound and electromagnetic waves the motion of fluids and the behavior of quantum physical particles.
Besides the numerical simulation of such processes, one is often interested in their
optimization, e.g., for economical reasons, or in order to improve material qualities.
This leads to optimization and optimal control problems for PDEs.
Goals of this class
News
Dates
Additional lecture material
Tutorials
Additional tutorial material
- Matlab-program for demonstration of the influence of the parameter lambda
- Übung 8, Aufgabe 24: Uebung08_Aufgabe24.m, Robin_1_0.m, slope_triangle.m
- Übung 9, Aufgabe 25: S_h.m, S_h_star.m, A_h.m, scalar_product_h.m, solve_simple_state_equation.m
- Übung 9, Aufgabe 26: steepest_descent.m, setup_unconstrained_problem.m, solve_unconstrained_problem.m
- Übung 10, Hausaufgabe 13: conjugate_gradients.m
- Übung 10, Hausaufgabe 14: setup_constrained_problem.m, Armijo.m, Phi.m, derivative_of_projection.m, projected_gradients.m, projection.m, solve_constrained_problem.m
- Übung 12, Aufgabe 30: determine_active_sets.m, primal_dual_active_set.m, solve_equality_constrained_subproblem.m
There will be
oral examinations for participants who would like to acquire a "Fachprüfung" (subject examination) or a "Schein mit Note" (certificate with mark).
(A
list of typical questions may help you to prepare for the exam.)
For participants who would like a "Schein ohne Note" (certificate without mark) it is sufficient to hand in at least 10 successfully processed homework problems (out of a total of 14 problem sheets).
Prüfungstermine sind an folgenden Tagen erhältlich:
- Donnerstag, 29.07.2010
- Mittwoch, 25.08.2010
- Donerstag, 30.09.2010
Termine werden
ab sofort über das Sekretariat (
Anne-Kristin Glanzberg, Reichenhainer Str. 41, Zimmer 615) vergeben.
Supplementary References
The lecture follows the book (in German)
In addition, you may want to consider a book about functional analysis, e.g.,
For auxiliary results we will sometimes refer to the following books:
- Adams, Fournier: Sobolev Spaces, Academic Press, 2003
- Kinderlehrer, Stampacchia: An Introduction to Variational Inequalities and their Applications, SIAM, 2000
- Luenberger: Optimization by Vector Space Methods, Wiley, 1998
- Zeidler: Nonlinear Functional Analysis and its Applications, Volume II/B (Nonlinear monotone operators), Springer, 1990
Matlab-Einführungen
Es wird empfohlen, dass Sie sich mit den Grundlagen von Matlab vertraut machen (nicht nur für diese Lehrveranstaltung).