Explicit Stabilized Integrators for Stiff Optimal Control Problems

Explicit stabilized methods are an efficient alternative to implicit schemes for the time integration of stiff systems differential equations in large dimension. In this paper, we derive explicit integrators orders one and two optimal control systems. We analyze their favorable stability properties based on continuous optimality conditions. Furthermore, study order convergence taking advantage symplecticity corresponding partitioned Runge-Kutta method involved adjoint equations. Numerical experiments including a nonlinear diffusion-advection PDE illustrate efficiency new approach.