Optimization Techniques for Solving Elliptic Control Problems with Control and State Constraints: Part 1. Boundary Control

We study optimal control problems for semilinear elliptic equations subject to control and state inequality constraints. In a first part we consider boundary control problems with either Dirichlet or Neumann conditions. By introducing suitable discretization schemes, the control problem is transcribed into a nonlinear programming problem. It is shown that a recently developed interior point method is able to solve these problems even for high discretizations. Several numerical examples with Dirichlet and Neumann boundary conditions are provided that illustrate the performance of the algorithm for different types of controls including bang-bang and singular controls. The necessary conditions of optimality are checked numerically in the presence of active control and state constraints.     

Two-parameter extremum problems of boundary control for stationary thermal convection equations

Two-parameter extremum problems of boundary control are formulated for the stationary thermal convection equations with Dirichlet boundary conditions for velocity and with mixed boundary conditions for temperature. The cost functional is defined as the root mean square integral deviation of the desired velocity (vorticity, or pressure) field from one given in some part of the flow region. Controls are the boundary functions involved in the Dirichlet condition for velocity on the boundary of the flow region and in the Neumann condition for temperature on part of the boundary. The uniqueness of the extremum problems is analyzed, and the stability of solutions with respect to certain perturbations in the cost functional and one of the functional parameters of the original model is estimated. Numerical results for a control problem associated with the minimization of the vorticity norm aimed at drag reduction are discussed.     

Algebraic Riccati equations with non-smoothing observation arising in hyperbolic and Euler-Bernoulli boundary control problems

Summary This paper considers the optimal quadratic cost problem (regulator problem) for a class of abstract differential equations with unbounded operators which, under the same unified framework, model in particular «concrete» boundary control problems for partial differential equations defined on a bounded open domain of any dimension, including: second order hyperbolic scalar equations with control in the Dirichlet or in the Neumann boundary conditions; first order hyperbolic systems with boundary control; and Euler-Bernoulli (plate) equations with (for instance) control(s) in the Dirichlet and/or Neumann boundary conditions. The observation operator in the quadratic cost functional is assumed to be non-smoothing (in particular, it may be the identity operator), a case which introduces technical difficulties due to the low regularity of the solutions. The paper studies existence and uniqueness of the resulting algebraic (operator) Riccati equation, as well as the relationship between exact controllability and the property that the Riccati operator be an isomorphism, a distinctive feature of the dynamics in question (emphatically not true for, say, parabolic boundary control problems). This isomorphism allows one to introduce a «dual» Riccati equation, corresponding to a «dual» optimal control problem. Properties between the original and the «dual» problem are also investigated.Research partially supported by the National Science Foundation under Grant NSF-DMS-8301668 and by the Air Force Office of Scientific Research under Grant AFOSR-84-0365.     

A STUDY OF THE PROFITABILITY FOR AN OPTIMAL CONTROL PROBLEM WHEN THE SIZE OF THE DOMAIN CHANGES

ABSTRACT. In this work we consider the increase in benefit for a control problem when the size of domain increases. Our control problem involves the study of the profitability of a biological growing species whose growth is confined to a bounded domain Ω? R^N and is modeled by a logistic elliptic equation with different boundary conditions (Dirichlet or Neumann). The payoff-cost functional considered, J, is of quadratic type. We prove that, under Dirichlet boundary conditions, the optimal benefit (sup J) increases when the domain ? increases. This is not true under Neumann boundary conditions.     

An analytic series method for Laplacian problems with mixed boundary conditions

Mixed boundary value problems are characterised by a combination of Dirichlet and Neumann conditions along at least one boundary. Historically, only a very small subset of these problems could be solved using analytic series methods (“analytic” is taken here to mean a series whose terms are analytic in the complex plane). In the past, series solutions were obtained by using an appropriate choice of axes, or a co-ordinate transformation to suitable axes where the boundaries are parallel to the abscissa and the boundary conditions are separated into pure Dirichlet or Neumann form. In this paper, I will consider the more general problem where the mixed boundary conditions cannot be resolved by a co-ordinate transformation. That is, a Dirichlet condition applies on part of the boundary and a Neumann condition applies along the remaining section. I will present a general method for obtaining analytic series solutions for the classic problem where the boundary is parallel to the abscissa. In addition, I will extend this technique to the general mixed boundary value problem, defined on an arbitrary boundary, where the boundary is not parallel to the abscissa. I will demonstrate the efficacy of the method on a well known seepage problem.     

Boundary-value problems for an elliptic equation with complex coefficients and a certain moment problem

Elliptic systems of two second-order equations, which can be written as a single equation with complex coefficients and a homogeneous operator, are studied. The necessary and sufficient conditions for the connection of traces of a solution are obtained for an arbitrary bounded domain with a smooth boundary. These conditions are formulated in the form of a certain moment problem on the boundary of a domain; they are applied to the study of boundary-value problems. In particular, it is shown that the Dirichlet problem and the Neumann problem are solvable only together. In the case where the domain is a disk, the indicated moment problem is solved together with the Dirichlet problem and the Neumann problem. The third boundary-value problem in a disk is also investigated.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 45, No. 11, pp. 1476–1483, November, 1993.     

A posteriori error bounds for quasi-linear Dirichlet and Neumann problems in full divergent form

Second-order quasi-linear Dirichlet and Neumann problems in four-term divergent form on a simply connected domain with a Lipschitz-continuous boundary of finite length are considered. Derivatives and primitives of distributions on the boundary are defined in such a way that for sufficiently smooth boundary distributions, these derivatives and primitives coincide with derivatives and primitives with respect to arc length on the boundary. Using these concepts, conjugate problems, that is, a pair of one Dirichlet and one Neumann problem, the minima of the energies of which add to zero, are introduced. From the concept of conjugate problems, two-sided bounds for the energy of the exact solution of any given Dirichlet or Neumann problem are constructed. These two-sided bounds for the energy at the exact solution are in turn used to obtain a posteriori error bounds for the norm of the difference of the approximate and exact solutions of the problem. These a posteriori bounds consist of a constant times the sum of the energies of the approximate solutions of the conjugate Dirichlet and Neumann problems and are easily constructed numerically.     

A spatial domain decomposition method for parabolic optimal control problems

We present a non-overlapping spatial domain decomposition method for the solution of linear–quadratic parabolic optimal control problems. The spatial domain is decomposed into non-overlapping subdomains. The original parabolic optimal control problem is decomposed into smaller problems posed on space–time cylinder subdomains with auxiliary state and adjoint variables imposed as Dirichlet boundary conditions on the space–time interface boundary. The subdomain problems are coupled through Robin transmission conditions. This leads to a Schur complement equation in which the unknowns are the auxiliary state adjoint variables on the space-time interface boundary. The Schur complement operator is the sum of space–time subdomain Schur complement operators. The application of these subdomain Schur complement operators is equivalent to the solution of an subdomain parabolic optimal control problem. The subdomain Schur complement operators are shown to be invertible and the application of their inverses is equivalent to the solution of a related subdomain parabolic optimal control problem. We introduce a new family of Neumann–Neumann type preconditioners for the Schur complement system including several different coarse grid corrections. We compare the numerical performance of our preconditioners with an alternative approach recently introduced by Benamou.     

Finite energy solutions of self‐adjoint elliptic mixed boundary value problems

This paper describes existence, uniqueness and special eigenfunction representations of H¹‐solutions of second order, self‐adjoint, elliptic equations with both interior and boundary source terms. The equations are posed on bounded regions with Dirichlet conditions on part of the boundary and Neumann conditions on the complement. The system is decomposed into separate problems defined on orthogonal subspaces of H¹(Ω). One problem involves the equation with the interior source term and the Neumann data. The other problem just involves the homogeneous equation with Dirichlet data. Spectral representations of the solution operators for each of these problems are found. The solutions are described using bases that are, respectively, eigenfunctions of the differential operator with mixed null boundary conditions, and certain mixed Steklov eigenfunctions. These series converge strongly in H¹(Ω). Necessary and sufficient conditions for the Dirichlet part of the boundary data to have a finite energy extension are described. The solutions for a problem that models a cylindrical capacitor is found explicitly. Copyright © 2009 John Wiley & Sons, Ltd.     

A posteriors error bounds for inhomogeneous linear dirichlet and neumann problems

Second-order inhomogeneous linear Dirichlet and Neumann problems in divergent form on a simply-connected to-dimensional domain with Lipschitz-continious boundary of finite length are considered. Conjugate problems, that is, a pair of one Dirichlet and one Neumann problem the minima of energies of which add to a known constant, are introduced. From the conceppt of conjugate problems, two-sided bounds for the energy of the exact solution of any given Dirichlet or Neumann problem are constructed. These two-sided bounds for the energy at the exact solution are in turn used to obtain easily calculable a posteriori error bounds for the norm of the difference of the approximate and exact solutions of the given problem     

A.V. Bitsadze's observation on bianalytic functions and the Schwarz problem

According to an observation of A.V. Bitsadze from 1948 the Dirichlet problem for bianalytic functions is ill-posed. A natural boundary condition for the polyanalytic operator, however, is the Schwarz condition. An integral representation for the solutions in the unit disc to the inhomogeneous polyanalytic equation satisfying Schwarz boundary conditions is known. This representation is extended here to any simply connected plane domain having a harmonic Green function. Some other boundary value problems are investigated with some Dirichlet and Neumann conditions illuminating that just the Schwarz problem is a natural boundary condition for the Bitsadze operator.     

Hölder Continuity and Optimal Control for Nonsmooth Elliptic Problems

The well known De Giorgi result on Hölder continuity for solutions of the Dirichlet problem is re-established for mixed boundary value problems, provided that the underlying domain is a Lipschitz domain and the border between the Dirichlet and the Neumann boundary part satisfies a very general geometric condition. Implications of this result for optimal control theory are presented.     

Numerical simulation of the boundary exact control for the system of linear elasticity

The problem of computing numerically the boundary exact control for the system of linear elasticity in two dimensions is addressed. A numerical method which has been recently proposed in [P. Pedregal, F. Periago, J. Villena, A numerical method of local energy decay for the boundary controllability of time-reversible distributed parameter systems. Stud. Appl. Math. 121 (1) (2008) 27–47] is implemented. Two cases are considered: first, a rectangular domain with Dirichlet controls acting on two adjacent edges, and secondly, a circular domain with Neumann controls distributed along the whole boundary.     

Asymmetric games for convolution systems with applications to feedback control of constrained parabolic equations

The paper is devoted to the study of some classes of feedback control problems for linear parabolic equations subject to hard/pointwise constraints on both Dirichlet boundary controls and state dynamic/output functions in the presence of uncertain perturbations within given regions. The underlying problem under consideration, originally motivated by automatic control of the groundwater regime in irrigation networks, is formalized as a minimax problem of optimal control, where the control strategy is sought as a feedback law. Problems of this type are among the most important in control theory and applications — while most challenging and difficult. Based on the Maximum Principle for parabolic equations and on the time convolution structure, we reformulate the problems under consideration as certain asymmetric games, which become the main object of our study in this paper. We establish some simple conditions for the existence of winning and losing strategies for the game players, which then allow us to clarify controllability issues in the feedback control problem for such constrained parabolic systems.     

Boundary pairs associated with quadratic forms

We introduce a purely functional analytic framework for elliptic boundary value problems in a variational form. We define abstract Neumann and Dirichlet boundary conditions and a corresponding Dirichlet‐to‐Neumann operator, and develop a theory relating resolvents and spectra of these operators. We illustrate the theory by many examples including Jacobi operators, Laplacians on spaces with (non‐smooth) boundary, the Zaremba (mixed boundary conditions) problem and discrete Laplacians.     

Semi‐analytical solution of MHD flow through boundary integrals on the pipe wall

A mathematical model is given for the magnetohydrodynamic (MHD) pipe flow as an inner Dirichlet problem in a 2D circular cross section of the pipe, coupled with an outer Dirichlet or Neumann magnetic problem. Inner Dirichlet problem is given as the coupled convection‐diffusion equations for the velocity and the induced current of the fluid coupling also to the outer problem, which is defined with the Laplace equation for the induced magnetic field of the exterior region with either Dirichlet or Neumann boundary condition. Unique solution of inner Dirichlet problem is obtained theoretically reducing it into two boundary integral equations defined on the boundary by using the corresponding fundamental solutions. Exterior solution is also given theoretically on the pipe wall with Poisson integral, and it is unique with Dirichlet boundary condition but exists with an additive constant obtained through coupled boundary and solvability conditions in Neumann wall condition. The collocation method is used to discretize these boundary integrals on the pipe wall. Thus, the proposed procedure is an improved theoretical analysis for combining the solution methods for the interior and exterior regions, which are consolidated numerically showing the flow behavior. The solution is simulated for several values of problem parameters, and the well‐known MHD characteristics are observed inside the pipe for increasing values of Hartmann number maintaining the continuity of induced currents on the pipe wall.     

Riccati equation arising in the boundary control of stochastic hyperbolic systems

A Riccati equation of stochastic control theory is studied directly. The equation arises in the synthesis of a linear quadratic regulator problem for systems governed by stochastic partial differential equations of hyperbolic type, with contorl acting on the boundary through Dirichlet of Neumann conditions     

Finite-difference approximation of dirichlet observation problems for weak solutions to the wave equation subject to Robin boundary conditions

For the wave equation with variable coefficients subject to Neumann and Robin boundary conditions, two mutually dual problems are considered: the Dirichlet observation problem with weak generalized solutions and the control problem with strong generalized solutions. Both problems are approximated by finite differences preserving the duality relation. The convergence of the approximate solutions is established in the norms of the corresponding dual spaces.     

A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes

We consider a control problem for the stochastic heat equation with Neumann boundary condition, where controls and noise terms are defined inside the domain as well as on the boundary. The noise terms are given by independent Q-Wiener processes. Under some assumptions, we derive necessary and sufficient optimality conditions stochastic controls have to satisfy. Using these optimality conditions, we establish explicit formulas with the result that stochastic optimal controls are given by feedback controls. This is an important conclusion to ensure that the controls are adapted to a certain filtration. Therefore, the state is an adapted process as well.