Approximation of optimal control problems for the Navier-Stokes equation via multilinear HJB-POD

Abstract

We consider the approximation of some optimal control problems for the Navier-Stokes equation via a Dynamic Programming approach. These control problems arise in many industrial applications and are very challenging from the numerical point of view since the semi-discretization of the dynamics corresponds to an evolutive system of ordinary differential equations in very high-dimension. The typical approach is based on the Pontryagin maximum principle and leads to a two point boundary value problem. Here we present a different approach based on the value function and the solution of a Bellman equation, a challenging problem in high-dimension. We mitigate the curse of dimensionality via a recent multilinear approximation of the dynamics coupled with a dynamic programming scheme on a tree structure. We discuss several aspects related to the implementation of this new approach and we present some numerical examples to illustrate the results on classical control problems studied in the literature.