Third order convergent time discretization for parabolic optimal control problems with control constraints

@article{Springer2014ThirdOC,
title={Third order convergent time discretization for parabolic optimal control problems with control constraints},
author={Andreas Springer and Boris Vexler},
journal={Comp. Opt. and Appl.},
year={2014},
volume={57},
pages={205-240}
}

We consider a discretization and the corresponding error analysis for a linear quadratic parabolic optimal control problem with box constraints on the timedependent control variable. For such problems one can show that a time-discrete solution with second order convergence can be obtained by a first order discontinuous Galerkin time discretization for the state variable and either the variational discretization approach or a post-processing strategy for the control variable. Here, by combining… CONTINUE READING