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Author: pancetta

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-      <span id="KwokEtAl2024">F. Kwok and D. N. Tognon, “A parallel in time algorithm based ParaExp for optimal control problems,” arXiv:2406.11478v1 [cs.DC], 2024 [Online]. Available at: <a href="http://arxiv.org/abs/2406.11478v1" target="_blank">http://arxiv.org/abs/2406.11478v1</a></span>
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-            <pre class="abstract">@unpublished{KwokEtAl2024,
-  author = {Kwok, Felix and Tognon, Djahou N},
-  howpublished = {arXiv:2406.11478v1 [cs.DC]},
-  title = {A parallel in time algorithm based ParaExp for optimal control problems},
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-            We propose a new parallel-in-time algorithm for solving optimal control problems constrained bypartial differential equations. Our approach, which is based on a deeper understanding of ParaExp,considers an overlapping time-domain decomposition in which we combine the solution of homogeneous problems using exponential propagation with the local solutions of inhomogeneous problems.The algorithm yields a linear system whose matrix-vector product can be fully performed in parallel.We then propose a preconditioner to speed up the convergence of GMRES in the special cases ofthe heat and wave equations. Numerical experiments are provided to illustrate the efficiency of ourpreconditioners.
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