Rate of convergence for multiscale homogenization of Hamilton—Jacobi equations

Author(s):  
Claudio Marchi

This paper concerns the homogenization problem for fully nonlinear first-order equations of Hamilton—Jacobi type with a finite number of scales. Under some coercivity and periodicity assumptions we provide an estimate of the rate of convergence. Finally, some examples arising from optimal control and deterministic differential games are discussed.

2011 ◽  
Vol 21 (06) ◽  
pp. 1317-1353 ◽  
Author(s):  
YVES ACHDOU ◽  
STEFANIA PATRIZI

We consider homogenization problems for first-order Hamilton–Jacobi equations with u∊/∊ periodic dependence, recently introduced by Imbert and Monneau, and also studied by Barles: this unusual dependence leads to nonstandard cell problems. We study the rate of convergence of the solution to the solution of the homogenized problem when the parameter ∊ tends to 0. We obtain the same rates as those obtained by Capuzzo Dolcetta and Ishii for the more usual homogenization problems without the dependence in u∊/∊. In the second part, we study Eulerian schemes for the approximation of the cell problems. We prove that when the grid steps tend to zero, the approximation of the effective Hamiltonian converges to the effective Hamiltonian.


Author(s):  
Mohammad A. Kazemi

AbstractIn this paper a class of optimal control problems with distributed parameters is considered. The governing equations are nonlinear first order partial differential equations that arise in the study of heterogeneous reactors and control of chemical processes. The main focus of the present paper is the mathematical theory underlying the algorithm. A conditional gradient method is used to devise an algorithm for solving such optimal control problems. A formula for the Fréchet derivative of the objective function is obtained, and its properties are studied. A necessary condition for optimality in terms of the Fréchet derivative is presented, and then it is shown that any accumulation point of the sequence of admissible controls generated by the algorithm satisfies this necessary condition for optimality.


1980 ◽  
Vol 20 (06) ◽  
pp. 521-532 ◽  
Author(s):  
A.T. Watson ◽  
J.H. Seinfeld ◽  
G.R. Gavalas ◽  
P.T. Woo

Abstract An automatic history-matching algorithm based onan optimal control approach has been formulated forjoint estimation of spatially varying permeability andporosity and coefficients of relative permeabilityfunctions in two-phase reservoirs. The algorithm usespressure and production rate data simultaneously. The performance of the algorithm for thewaterflooding of one- and two-dimensional hypotheticalreservoirs is examined, and properties associatedwith the parameter estimation problem are discussed. Introduction There has been considerable interest in thedevelopment of automatic history-matchingalgorithms. Most of the published work to date onautomatic history matching has been devoted tosingle-phase reservoirs in which the unknownparameters to be estimated are often the reservoirporosity (or storage) and absolute permeability (ortransmissibility). In the single-phase problem, theobjective function usually consists of the deviationsbetween the predicted and measured reservoirpressures at the wells. Parameter estimation, orhistory matching, in multiphase reservoirs isfundamentally more difficult than in single-phasereservoirs. The multiphase equations are nonlinear, and in addition to the porosity and absolutepermeability, the relative permeabilities of each phasemay be unknown and subject to estimation. Measurements of the relative rates of flow of oil, water, and gas at the wells also may be available forthe objective function. The aspect of the reservoir history-matchingproblem that distinguishes it from other parameterestimation problems in science and engineering is thelarge dimensionality of both the system state and theunknown parameters. As a result of this largedimensionality, computational efficiency becomes aprime consideration in the implementation of anautomatic history-matching method. In all parameterestimation methods, a trade-off exists between theamount of computation performed per iteration andthe speed of convergence of the method. Animportant saving in computing time was realized insingle-phase automatic history matching through theintroduction of optimal control theory as a methodfor calculating the gradient of the objective functionwith respect to the unknown parameters. Thistechnique currently is limited to first-order gradientmethods. First-order gradient methods generallyconverge more slowly than those of higher order.Nevertheless, the amount of computation requiredper iteration is significantly less than that requiredfor higher-order optimization methods; thus, first-order methods are attractive for automatic historymatching. The optimal control algorithm forautomatic history matching has been shown toproduce excellent results when applied to field problems. Therefore, the first approach to thedevelopment of a general automatic history-matchingalgorithm for multiphase reservoirs wouldseem to proceed through the development of anoptimal control approach for calculating the gradientof the objective function with respect to theparameters for use in a first-order method. SPEJ P. 521^


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