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<article xmlns:xlink="http://www.w3.org/1999/xlink">
  <front>
    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>Convergence of Solutions of an Optimal Control Problem for SP1 and Rosseland Approximations</article-title>
      </title-group>
      <contrib-group>
        <contrib contrib-type="author">
          <string-name>Andrei Sushchenko</string-name>
          <email>sushchenko.aa@dvfu.ru</email>
          <xref ref-type="aff" rid="aff1">1</xref>
          <xref ref-type="aff" rid="aff2">2</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Tatiana Park</string-name>
          <xref ref-type="aff" rid="aff1">1</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>René Pinnau</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <contrib contrib-type="author">
          <string-name>Oliver Tse</string-name>
          <xref ref-type="aff" rid="aff0">0</xref>
        </contrib>
        <aff id="aff0">
          <label>0</label>
          <institution>Department of Mathematics, University of Kaiserslautern</institution>
          ,
          <addr-line>Kaiserslautern</addr-line>
          ,
          <country country="DE">Germany</country>
        </aff>
        <aff id="aff1">
          <label>1</label>
          <institution>Far Eastern Federal University</institution>
          ,
          <addr-line>Sukhanova st. 8, Vladivostok 690950</addr-line>
          ,
          <country country="RU">Russia</country>
        </aff>
        <aff id="aff2">
          <label>2</label>
          <institution>Institute of Applied Mathematics FEB RAS</institution>
          ,
          <addr-line>Radio st. 5, Vladivostok 690041</addr-line>
          ,
          <country country="RU">Russia</country>
        </aff>
      </contrib-group>
      <fpage>284</fpage>
      <lpage>292</lpage>
      <abstract>
        <p>The optimal control problems for SP1 and Rosseland approximations of evolution radiative heat transfer are considered. The problems are solved by weak form technique and Lagrange method. Numerical experiments for borosilicate glass are done. Numerical convergence of optimal control problem for SP1 approximation to Rosseland is studied.</p>
      </abstract>
      <kwd-group>
        <kwd>optimal control</kwd>
        <kwd>SP1 approximation</kwd>
        <kwd>Rosseland approximation</kwd>
        <kwd>radiative heat transfer</kwd>
      </kwd-group>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>Introduction</title>
      <p>The interest in studying problems for complex heat transfer models [1], where the
radiative, convective, and conductive contributions are simultaneously taken into
account, is motivated by their importance for many engineering applications. The
common feature of such processes is the radiative heat transfer dominating at high
temperatures. The radiative heat transfer equation is a first order integro-differential
equation governing the radiation intensity. The radiation traveling along a path is
attenuated as a result of absorption and scattering. Solutions to the radiative transfer
equation can be represented in the form of the Neumann series whose terms are
powers of an integral operator applied to a certain start function. The terms can be
calculated using a Monte Carlo method (see e.g. [2], [3]), which may be interpreted as
tracking the history of energy bundles from emission to absorption at a surface or
within a participating medium.</p>
      <p>Numerical and theoretical analysis of one-dimensional heat transfer models
coupled with the radiative transfer equation can be found in [4]–[8]. In particular,
efficient numerical algorithms are proposed in [6], [7]. In [5]–[8] the unconditional
unique solvability of one-dimensional steady-state complex heat transfer problems is
proved. Papers [9]–[12] state conditional unique solvability of three dimensions
problems for complex heat transfer models. In [13] unconditional unique solvability of
boundary-value problem for P1 approximation of 3D complex heat transfer model is
proved.</p>
      <p>Copyright © by the paper's authors. Copying permitted for private and academic purposes.
In: A. Kononov et al. (eds.): DOOR 2016, Vladivostok, Russia, published at http://ceur-ws.org</p>
      <p>A considerable number of works of optimal control problems for complex heat
transfer models is devoted to the problems of controlling evolutionary systems (see
e.g. [14]–[17]). In [18], [19] problems of optimal boundary control for a steady-state
complex heat transfer model were considered. On the basis of new a priori estimates
of solutions of the control systems, the solvability of the optimal control problems
was proved.</p>
      <p>In paper [20] optimal control problems in radiative transfer are solved by means of
the space mapping technique. Authors constructed fast numerical algorithm for
solving problems using a hierarchy of approximate models.</p>
      <p>The numerical analysis of optimal control problem of complex heat transfer for SP1
approximation using weak form technique and Lagrange method was considered in
[21]. Using a similar approach we study the optimal control problem for a simplified
model given by the Rosseland approximation. Moreover, we further consider the
numerical convergence of optimal control problem in SP1 approximation to Rosseland.
2</p>
    </sec>
    <sec id="sec-2">
      <title>Rosseland Approximation</title>
      <p>Let, . The normalized evolution
diffusion model describing radiative, conductive, and convective heat transfer in a
bounden region has the following form:
here, denotes the normalized temperature,
sion, and radiation, respectively. The constant
and
and
denote the coefficient of
diffuare defined as follows:
here, denotes the heat conductivity, the density, the heat capacity, the
Stephan-Boltzmann constant, the refractive index, the maximum temperature in the
unnormalized model, and the absorption coefficient.</p>
      <p>
        Assume that the function satisfy to the following condition on the boundary:
(
        <xref ref-type="bibr" rid="ref1">1</xref>
        )
(
        <xref ref-type="bibr" rid="ref2">2</xref>
        )
(
        <xref ref-type="bibr" rid="ref3">3</xref>
        )
and the initial condition:
Here, denotes temperature of sources on the boundary and
reflective properties of the boundary.
      </p>
      <p>
        For problem (
        <xref ref-type="bibr" rid="ref1">1</xref>
        )-(
        <xref ref-type="bibr" rid="ref3">3</xref>
        ) we consider the cost functional of tracking type
describes the
where solves (
        <xref ref-type="bibr" rid="ref1">1</xref>
        )–(
        <xref ref-type="bibr" rid="ref3">3</xref>
        ). Here, is a specified desired temperature profile.
Furthermore, the positive constant allows one to adjust the weight of the penalty term.
      </p>
      <p>The main subject on the analysis in this paper is the following initial boundary
control problem:</p>
      <p>w.r.t.</p>
      <p>
        subject to system (
        <xref ref-type="bibr" rid="ref1">1</xref>
        )–(
        <xref ref-type="bibr" rid="ref3">3</xref>
        )
      </p>
      <p>This optimal control problem is considered as a constrained minimization problem
and the adjoint variables are used for the construction of numerical algorithms.</p>
      <p>
        For solving (
        <xref ref-type="bibr" rid="ref5">5</xref>
        ) and finding the optimal pair authors use the method of
Lagrange multipliers. First of all, denote the week form for (
        <xref ref-type="bibr" rid="ref1">1</xref>
        )–(
        <xref ref-type="bibr" rid="ref3">3</xref>
        ) as follows
where denotes a test function in the Sobolev space
      </p>
      <p>Denote the Lagrange function
,
.
with . Here we only consider the case . It is worth to note that is
typically called a Lagrange multiplier or adjoint variable.</p>
      <p>
        For the minimization of (
        <xref ref-type="bibr" rid="ref7">7</xref>
        ), we solve the first-order optimality system
The state equation for (
        <xref ref-type="bibr" rid="ref8">8</xref>
        ) is defined as follows
Here and in the following, denote several test functions.
      </p>
      <p>
        The adjoint equation is defined as follows
By denoting
, the gradient of may be expressed as
(
        <xref ref-type="bibr" rid="ref5">5</xref>
        )
(
        <xref ref-type="bibr" rid="ref6">6</xref>
        )
(
        <xref ref-type="bibr" rid="ref7">7</xref>
        )
(
        <xref ref-type="bibr" rid="ref8">8</xref>
        )
(
        <xref ref-type="bibr" rid="ref9">9</xref>
        )
(
        <xref ref-type="bibr" rid="ref10">10</xref>
        )
      </p>
      <p>
        For solving problem (
        <xref ref-type="bibr" rid="ref5">5</xref>
        ) we use an iterative algorithm. On the first stage, the state
equation (
        <xref ref-type="bibr" rid="ref9">9</xref>
        ) is solved by a time-discrete approximation and semi-implicit scheme. On
the second stage, the adjoint equation (
        <xref ref-type="bibr" rid="ref10">10</xref>
        ) is solved by time-discrete approximation,
starting from the terminal time ( ). On the third stage, a new control variable is
computed by using (
        <xref ref-type="bibr" rid="ref11">11</xref>
        ) and the Armijo rule. Afterwards, this algorithm is repeated
until the relative gradient of is less than a small parameter . The construction of the
algorithm is presented below.
      </p>
      <sec id="sec-2-1">
        <title>1. Choose</title>
        <p>2.
3. REPEAT
(a) Choose
(b) FOR
Find
(c)
(d) FOR
(e)
(f) REPEAT
(i) FOR
(ii) FOR
Find
(iii)
(g) UNTIL
(h)</p>
      </sec>
      <sec id="sec-2-2">
        <title>4. UNTIL</title>
        <p>
          DO
from (
          <xref ref-type="bibr" rid="ref9">9</xref>
          )
        </p>
      </sec>
      <sec id="sec-2-3">
        <title>Find from (10) DO DO</title>
        <p>
          DO
from (
          <xref ref-type="bibr" rid="ref9">9</xref>
          )
        </p>
        <p>
          using (
          <xref ref-type="bibr" rid="ref11">11</xref>
          )
In the algorithm, we used the following notation for variables:
        </p>
        <p>, where denotes the control function on step # . The set
denotes a uniform grid on the interval . It is worth noting that step 3(f-g)
describes the Armijo rule.</p>
        <p>Further, we consider a glass cooling process which was already considered for Pn
in [22]. A numerical experiment for borosilicate glass is investigated in the domain
and .</p>
        <p>Area parameters are represented in Table 1.</p>
        <p>Consider experiment results (Fig. 1-2). It is worth noting that the proposed
algorithm for this example converges after 4 iterations. Convergence of the cost functional
to the minimum value of 89.59 is given in graphical form in Fig. 1. Temperature
profile of glass, limited to goal temperature , is shown in Fig. 2.</p>
      </sec>
    </sec>
    <sec id="sec-3">
      <title>SP1 Approximation</title>
      <p>Furthermore, we consider one more diffusion model of complex heat transfer in
SP1 approximation. The process of propagation of heat transfer is investigated in the
same medium with same boundary and initial conditions. It is known that the
Rosseland approximation is a simplification of the SP1 approximation [1], [23].
Rosseland approximation is valid when the medium is optically thick.</p>
      <p>
        The normalized evolution diffusion model describing radiative, conductive, and
convective heat transfer in a bounded region has the following form [24]
(
        <xref ref-type="bibr" rid="ref12">12</xref>
        )
(
        <xref ref-type="bibr" rid="ref13">13</xref>
        )
(
        <xref ref-type="bibr" rid="ref14">14</xref>
        )
(
        <xref ref-type="bibr" rid="ref15">15</xref>
        )
(
        <xref ref-type="bibr" rid="ref16">16</xref>
        )
here,
      </p>
      <p>
        . Note the week form for (
        <xref ref-type="bibr" rid="ref12">12</xref>
        ), (
        <xref ref-type="bibr" rid="ref14">14</xref>
        ), (
        <xref ref-type="bibr" rid="ref16">16</xref>
        ) as follows
here
      </p>
      <p>
        denotes several test function in Sobolev space
Note the week form for (
        <xref ref-type="bibr" rid="ref13">13</xref>
        ), (
        <xref ref-type="bibr" rid="ref15">15</xref>
        ) as follows
here p_1 denotes several test function in Sobolev space H^1 (Q), analogically.
      </p>
      <p>
        For problem (
        <xref ref-type="bibr" rid="ref12">12</xref>
        )–(
        <xref ref-type="bibr" rid="ref16">16</xref>
        ) authors consider the same cost functional (
        <xref ref-type="bibr" rid="ref4">4</xref>
        ) and solve
analogical initial-boundary control problem
      </p>
      <p>w.r.t.</p>
      <p>
        subject to system (
        <xref ref-type="bibr" rid="ref12">12</xref>
        )–(
        <xref ref-type="bibr" rid="ref16">16</xref>
        )
We then construct the Lagrange function
(
        <xref ref-type="bibr" rid="ref17">17</xref>
        )
(
        <xref ref-type="bibr" rid="ref18">18</xref>
        )
(
        <xref ref-type="bibr" rid="ref19">19</xref>
        )
(
        <xref ref-type="bibr" rid="ref22">22</xref>
        )
in a similar fashion, where and
(
        <xref ref-type="bibr" rid="ref14">14</xref>
        ), (
        <xref ref-type="bibr" rid="ref16">16</xref>
        ) and (
        <xref ref-type="bibr" rid="ref13">13</xref>
        ), (
        <xref ref-type="bibr" rid="ref15">15</xref>
        ) respectively.
      </p>
      <p>
        For the minimization of (
        <xref ref-type="bibr" rid="ref18">18</xref>
        ), we solve the corresponding optimality system
denote the weak form of (
        <xref ref-type="bibr" rid="ref12">12</xref>
        ),
We designed a similar algorithm for solving (
        <xref ref-type="bibr" rid="ref19">19</xref>
        ). The analysis of numerical
experiments for SP1 approximation for borosilicate glass is considered in [21].
4
      </p>
    </sec>
    <sec id="sec-4">
      <title>Studying a convergence of solutions</title>
      <p>
        In this section, we consider a numerical convergence of the optimal control
problem in SP1 approximation to solution in Rosseland when
In the following, we denote as the optimal solution of (
        <xref ref-type="bibr" rid="ref17">17</xref>
        ) for SP1
approximation with the cost functional and denotes the optimal solution of (
        <xref ref-type="bibr" rid="ref5">5</xref>
        ) for
Rosseland approximation with cost functional .
      </p>
      <p>
        The numerical experiment for borosilicate glass is done. An exemplary case study
is a thin bar (5x5 cm) that has been cooled during 300 sec. On the Fig. 3, we present
the values of the cost functional which depends on for (
        <xref ref-type="bibr" rid="ref17">17</xref>
        ) and for (
        <xref ref-type="bibr" rid="ref5">5</xref>
        ). One
clearly observes that the functional values of (
        <xref ref-type="bibr" rid="ref17">17</xref>
        ) converge to the one of (
        <xref ref-type="bibr" rid="ref5">5</xref>
        ).
      </p>
      <p>Thus, we have shown, numerically, that solutions of the optimal control problem
for the SP1 approximation converges to the solution of optimal control problem for
the Rosseland approximation for any initial temperature and medium when
– black curve;
gray curve.</p>
    </sec>
    <sec id="sec-5">
      <title>Conclusions</title>
      <p>We studied the optimal control problems of complex heat transfer with diffusion
approximations. For a special cost functional that allows one to find the optimal
temperature of sources on the boundary and get target temperature in the medium, we
designed iterative algorithms. For some examples we showed a convergence of the
optimal costs in the SP1 approximations to optimal cost in the Rosseland
approximation in the limit. Since the simplified Rosseland model is more applicable for
computing because it needs less computation for solving, such results could be used
in glass production.</p>
    </sec>
    <sec id="sec-6">
      <title>Acknowledgment</title>
      <p>The research was supported by the Ministry of Education and Science of the
Russian Federation (Project 14.Y26.31.0003).</p>
    </sec>
  </body>
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