Date of Award


Degree Name

Doctor of Philosophy



First Advisor

Xiao, Mingqing


Partial differential equations are the chief means of providing mathematical models in science, engineering and other fields. Optimal control of partial differential equations (PDEs) has tremendous applications in engineering and science, such as shape optimization, image processing, fluid dynamics, and chemical processes. In this thesis, we develop and analyze several efficient numerical methods for the optimal control problems governed by elliptic PDE, parabolic PDE, and wave PDE, respectively. The thesis consists of six chapters. In Chapter 1, we briefly introduce a few motivating applications and summarize some theoretical and computational foundations of our following developed approaches. In Chapter 2, we establish a new multigrid algorithm to accelerate the semi-smooth Newton method that is applied to the first-order necessary optimality system arising from semi-linear control-constrained elliptic optimal control problems. Under suitable assumptions, the discretized Jacobian matrix is proved to have a uniformly bounded inverse with respect to mesh size. Different from current available approaches, a new strategy that leads to a robust multigrid solver is employed to define the coarse grid operator. Numerical simulations are provided to illustrate the efficiency of the proposed method, which shows to be computationally more efficient than the popular full approximation storage (FAS) multigrid method. In particular, our proposed approach achieves a mesh-independent convergence and its performance is highly robust with respect to the regularization parameter. In Chaper 3, we present a new second-order leapfrog finite difference scheme in time for solving the first-order necessary optimality system of the linear parabolic optimal control problems. The new leapfrog scheme is shown to be unconditionally stable and it provides a second-order accuracy, while the classical leapfrog scheme usually is well-known to be unstable. A mathematical proof for the convergence of the proposed scheme is provided under a suitable norm. Moreover, the proposed leapfrog scheme gives a favorable structure that leads to an effective implementation of a fast solver under the multigrid framework. Numerical examples show that the proposed scheme significantly outperforms the widely used second-order backward time differentiation approach, and the resultant fast solver demonstrates a mesh-independent convergence as well as a linear time complexity. In Chapter 4, we develop a new semi-smooth Newton multigrid algorithm for solving the discretized first-order necessary optimality system that characterizes the optimal solution of semi-linear parabolic PDE optimal control problems with control constraints. A new leapfrog discretization scheme in time associated with the standard five-point stencil in space is established to achieve a second-order accuracy. The convergence (or unconditional stability) of the proposed scheme is proved when time-periodic solutions are considered. Moreover, the derived well-structured discretized Jacobian matrices greatly facilitate the development of an effective smoother in our multigrid algorithm. Numerical simulations are provided to illustrate the effectiveness of the proposed method, which validates the second-order accuracy in solution approximations as well as the optimal linear complexity of computing time. In Chapter 5, we offer a new implicit finite difference scheme in time for solving the first-order necessary optimality system arising in optimal control of wave equations. With a five-point central finite difference scheme in space, the full discretization is proved to be unconditionally convergent with a second-order accuracy, which is not restricted by the classical Courant-Friedrichs-Lewy (CFL) stability condition on the spatial and temporal step sizes. Moreover, based on its advantageous developed structure, an efficient preconditioned Krylov subspace method is provided and analyzed for solving the discretized sparse linear system. Numerical examples are presented to confirm our theoretical conclusions and demonstrate the promising performance of proposed preconditioned iterative solver. Finally, brief summaries and future research perspectives are given in Chapter 6.




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