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Random batch methods for optimal control of network dynamics (C07*)

Subject Area Mathematics
Term since 2022
Project identifier Deutsche Forschungsgemeinschaft (DFG) - Project number 239904186
 
The goal of this subproject is to reduce the computational cost of solving dynamical optimal control problems of PDEs modelling gas transport on large networks by developing a stochastic gradient descent procedure based on domain decomposition methods. The main idea is to find a descent direction based only on the sensitivity of the dynamics on a randomly determined subgraph and couple this with an analysis of the network topology and with graph clustering methods. To apply this procedure in the context of gas transport, it is planned to significantly expand the optimal control theory and adjoint methodology for doubly nonlinear parabolic equations as a reformulation of the friction dominated isothermal Euler equations.
DFG Programme CRC/Transregios
 
 

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