Asymptotic Preserving Time–Discretization of Optimal Control Problems for the Goldstein–Taylor Model
نویسندگان
چکیده
We consider the development of implicit-explicit time integration schemes for optimal control problems governed by the Goldstein–Taylor model. In the diffusive scaling this model is a hyperbolic approximation to the heat equation. We investigate the relation of time integration schemes and the formal Chapman-Enskog type limiting procedure. For the class of stiffly accurate implicit–explicit Runge–Kutta methods (IMEX) the discrete optimality system also provides a stable numerical method for optimal control problems governed by the heat equation. Numerical examples illustrate the expected behavior.
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