We have proposed in a previous note a time discretization for partial differential evolution equation that allows for parallel implementations. This scheme is here reinterpreted as a preconditioning procedure on an algebraic setting of the time discretization. This allows for extending the parallel methodology to the problem of optimal control for partial differential equations. We report a first numerical implementation that reveals a large interest. To cite this article: Y. Maday, G. Turinici, C. R. Acad. Sci. Paris, Ser. I 335 (2002) 387-392.
On a propose dans une precedente note, un schema permettant de profiter d'une architecture parallele pour la discretisation en temps d'equation d'evolution aux derivees partielles. Ce schema est ici interprete sous un angle different et matriciel, permettant d'etendre le concept pour le controle d'EDP. Les premieres experiences numeriques sont extremement encourageantes. Pour citer cet article : Y. Maday, G. Turinici, C. R. Acad. Sci. Paris, Ser. I 335 (2002) 387-392.