Séminaire des doctorants Orléans
A parallel in time algorithm based on ParaExp for optimal control problemsNorbert Djahou Tognon (Institut Denis Poisson, CNRS)
Thursday 19 March 2026 10:30 - IDP- Orléans - Salle de Séminaire
Résumé :
Parallel-in-time algorithms have become an important area of research over the last three decades due to the advent of computers that allow computations to be performed simultaneously in parallel. In this context, many algorithms have been introduced, such as Parareal, ParaExp, PFASST, and MGRIT methods and so on, to solve time-dependent partial differential equations.
Moreover, optimal control is a domain where these algorithms can be particularly useful, since optimality systems typically consist of both forward and backward evolution equations. Each equation in such a system can be solved using a parallel-in-time algorithm. However, a more efficient approach is to couple the solution of both equations within the same parallelization process.
In this talk, I will present a new parallel-in-time algorithm that we developed during my PhD. The method is based on the ParaExp algorithm and is designed to solve linear optimal control problems. I will also present its analysis in the case where the control problem is constrained by the heat and wave equations. Finally, numerical experiments are provided to demonstrate the efficiency of the proposed algorithm.
This work is joint with Felix Kwok, Université Laval, Québec, Canada.
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