Radial basis function methods for optimal control of the convection–diffusion equation: A numerical study

Abstract

In this paper, we perform a numerical study for the solution of optimal constrained optimization problems for linear convection–diffusion PDEs by local and global radial basis function techniques. To the best of our knowledge, these control problems have not been treated in the literature by RBFs methods. It is well-known that the algebraic system of RBFs methods presents a larger condition number and a higher numerical complexity as the number of nodes (or shape parameter), increases. In this work, and in the context of optimal constrained optimization problems, we explore a possible answer to both problems. Specifically, we introduce a local RBF method (denoted as LAM-DQ), based on the combination of an asymmetric RBFs local method (LAM), inspired in local Hermite interpolation (LHI), combined with the differential quadrature method (DQ). We also propose a preconditioning technique that in combination with extended arithmetic precision let us treat the ill-conditioning problem. We numerically prove that as the number of nodes increases, then for errors of the same order, the condition number remains tractable, in quad-precision, and the numerical complexity of the local method remains bounded.