The Effects of Coupling Adaptive Time-Stepping and Adjoint-State Methods for Optimal Control Problems

dc.contributor.advisorSymes, William W.en_US
dc.creatorEnriquez, Marcoen_US
dc.date.accessioned2012-07-03T22:49:44Zen_US
dc.date.available2012-07-03T22:49:44Zen_US
dc.date.created2010-12en_US
dc.date.issued2011en_US
dc.description.abstractThis thesis presents the implications of using adaptive time-stepping schemes with the adjoint-state method, a widely used algorithm for computing derivatives in optimal-control problems. Though we gain control over the accuracy of the timestepping scheme, the forward and adjoint time grids become mismatched. Despite this fact, I claim using adaptive time-stepping for optimal control problems is advantageous for two reasons. First, taking variable time-steps potentially reduces the computational cost and improves accuracy of the forward and adjoint equations' numerical solution. Second, by appropriately adjusting the tolerances of the timestepping scheme, convergence of the optimal control problem can be theoretically guaranteed via inexact Newton theory. I present proofs and computational results to support this claim.en_US
dc.format.extent131 ppen_US
dc.format.mimetypeapplication/pdfen_US
dc.identifier.citationEnriquez, Marco. "The Effects of Coupling Adaptive Time-Stepping and Adjoint-State Methods for Optimal Control Problems." (2011) Diss., Rice University. <a href="https://hdl.handle.net/1911/64429">https://hdl.handle.net/1911/64429</a>.en_US
dc.identifier.digitalEnriquezMen_US
dc.identifier.urihttps://hdl.handle.net/1911/64429en_US
dc.language.isoengen_US
dc.rightsCopyright is held by the author, unless otherwise indicated. Permission to reuse, publish, or reproduce the work beyond the bounds of fair use or other exemptions to copyright law must be obtained from the copyright holder.en_US
dc.subjectApplied Mathematicsen_US
dc.titleThe Effects of Coupling Adaptive Time-Stepping and Adjoint-State Methods for Optimal Control Problemsen_US
dc.typeThesisen_US
dc.type.materialTexten_US
thesis.degree.departmentComputational and Applied Mathematicsen_US
thesis.degree.disciplineEngineeringen_US
thesis.degree.grantorRice Universityen_US
thesis.degree.levelDoctoralen_US
thesis.degree.nameDoctor of Philosophyen_US
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