Optimal experimental design for PDE: basic concepts

Thomas Carraro, Steinbuch Centre for Computing (SCC) and Institute for Applied and Numerical Mathematics, University of Karlsruhe

Keywords : Optimal Experimental Design, CFD, Parameter Estimation

Optimal experimental design (OED) has its theoretical roots in the study of stability and sensitivity of optimization problems. From the theoretical and practical point of view we can thus use the tools needed in those fields. This talk is an introduction to the theory and application of OED in the context of partial differential equations (PDE), with a special emphasis to the application in flow problems.

OED in the context of PDE for practical applications is a difficult optimization task for many reasons. On one side it corresponds in general to a PDE-constrained minimization of a non linear functional, which depends on the derivatives of the state of the simulated system. On the other side the best performing and robust optimization techniques are needed to solve numerically the huge problem deriving from the discretization of the system of equations. Many application problems treat the case of a distributed boundary control, like the temperature control in case of chemical processes. This aspect, among others, brings the OED topic in the foreground of the research in the area of optimization with PDE constraints.