Robust error estimates for the finite element approximation of elliptic optimal control problems

In this paper, we consider the finite element approximation of an elliptic optimal control problem. Based on an assumption on the adjoint state of the continuous problem with a small parameter, which represents a regularization of the bang-bang type control problem, we derive robust a priori error estimates for optimal control and state and a posteriori error estimate is also presented. Numerical experiments confirm our theoretical results.     

Robust error estimates for the finite element approximation of elliptic optimal control problems

In this paper, we consider the finite element approximation of an elliptic optimal control problem. Based on an assumption on the adjoint state of the continuous problem with a small parameter, which represents a regularization of the bang–bang type control problem, we derive robust a priori error estimates for optimal control and state and a posteriori error estimate is also presented. Numerical experiments confirm our theoretical results.     

A priori estimates for optimal Dirichlet boundary control problems

We consider variational discretization of control constrained elliptic Dirichlet boundary control problems on smooth twoand three-dimensional domains, where we take into account the domain approximation. The state is discretized by linear finite elements, while the control variable is not discretized. We obtain optimal error bounds for the optimal control in two and three space dimensions. Furthermore we prove a superconvergence result in two space dimensions under the assumption that the underlying finite element meshes satisfy certain regularity requirements. We confirm our findings by a numerical experiment. (© 2009 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

A Posteriori Error Estimators for Elliptic Equations with Discontinuous Coefficients

We consider linear elliptic equations with discontinuous coefficients in two and three space dimensions with varying boundary conditions. The problem is discretized with linear finite elements. An adaptive procedure based on a posteriori error estimators for the treatment of singularities is proposed. Within the class of quasi-monotonically distributed coefficients we derive a posteriori error estimators with bounds that are independent of the variation of the coefficients. In numerical test cases we confirm the robustness of the error estimators and observe that on adaptively refined meshes the reduction of the error is optimal with respect to the number of unknowns.     

A posteriori error estimates for optimal control problems constrained by convection-diffusion equations

We propose a characteristic finite element discretization of evolutionary type convection-diffusion optimal control problems. Nondivergence-free velocity fields and bilateral inequality control constraints are handled. Then some residual type a posteriori error estimates are analyzed for the approximations of the control, the state, and the adjoint state. Based on the derived error estimators, we use them as error indicators in developing efficient multi-set adaptive meshes characteristic finite element algorithm for such optimal control problems. Finally, one numerical example is given to check the feasibility and validity of multi-set adaptive meshes refinements.     

Characterizations of Optimal Trajectories for Nonconvex Control Systems under State Constraints

We consider an optimal control problem for a nonconvex control system under state constraints and the associated value function, which in general is not differentiable. We provide some characterizations of optimal trajectories using contingent derivatives. For this aim, we derive a costate satisfying the adjoint equation, the maximum principle, and a transversality condition linked to the superdifferential of the value function.Communicated by F. ZirilliThis paper is dedicated by the author to her children.     

Shape Optimal Design Problem with Convective and Radiative Heat Transfer: Analysis and Implementation

We present a study of an optimal design problem for a coupled system, governed by a steady-state potential flow equation and a thermal equation taking into account radiative phenomena with multiple reflections. The state equation is a nonlinear integro-differential system. We seek to minimize a cost function, depending on the temperature, with respect to the domain of the equations. First, we consider an optimal design problem in an abstract framework and, with the help of the classical adjoint state method, give an expression of the cost function differential. Then, we apply this result in the two-dimensional case to the nonlinear integro-differential system considered. We prove the differentiability of the cost function, introduce the adjoint state equation, and give an expression of its exact differential. Then, we discretize the equations by a finite-element method and use a gradient-type algorithm to decrease the cost function. We present numerical results as applied to the automotive industry.     

Nonconforming rotated Q_1 element on non-tensor product anisotropic meshes

In this paper, we consider the nonconforming rotated Q1 element for the second order elliptic problem on the non-tensor product anisotropic meshes, i.e. the anisotropic affine quadrilateral meshes. Though the interpolation error is divergent on the anisotropic meshes, we overcome this difficulty by constructing another proper operator. Then we give the optimal approximation error and the consistency error estimates under the anisotropic affine quadrilateral meshes. The results of this paper provide some hints to derive the anisotropic error of some finite elements whose interpolations do not satisfy the anisotropic interpolation properties. Lastly, a numerical test is carried out, which coincides with our theoretical analysis.     

On relations of the adjoint state to the value function for optimal control problems with state constraints

We consider an optimal control problem under state constraints and show that to every optimal solution corresponds an adjoint state satisfying the first order necessary optimality conditions in the form of a maximum principle and sensitivity relations involving the value function. Such sensitivity relations were recently investigated by P. Bettiol and R.B. Vinter for state constraints with smooth boundary. In the difference with their work, our setting concerns differential inclusions and nonsmooth state constraints. To obtain our result we derive neighboring feasible trajectory estimates using a novel generalization of the so-called inward pointing condition.     

Hölder Continuity of Adjoint States and Optimal Controls for State Constrained Problems

We investigate Hölder regularity of adjoint states and optimal controls for a Bolza problem under state constraints. We start by considering any optimal solution satisfying the constrained maximum principle in its normal form and we show that whenever the associated Hamiltonian function is smooth enough and has some monotonicity properties in the directions normal to the constraints, then both the adjoint state and optimal trajectory enjoy Hölder type regularity. More precisely, we prove that if the state constraints are smooth, then the adjoint state and the derivative of the optimal trajectory are Hölder continuous, while they have the two sided lower Hölder continuity property for less regular constraints. Finally, we provide sufficient conditions for Hölder type regularity of optimal controls.     

Finite Element Approximation of Space Fractional Optimal Control Problem with Integral State Constraint

In this paper finite element approximation of space fractional optimal control problem with integral state constraint is investigated. First order optimal condition and regularity of the control problem are discussed. A priori error estimates for control, state, adjoint state and lagrange multiplier are derived. The nonlocal property of the fractional derivative results in a dense coefficient matrix of the discrete state and adjoint state equation. To reduce the computational cost a fast projection gradient algorithm is developed based on the Toeplitz structure of the coefficient matrix. Numerical experiments are carried out to illustrate the theoretical findings.     

Nonconforming rotated Q 1 element on non-tensor product anisotropic meshes

In this paper, we consider the nonconforming rotated Q ₁ element for the second order elliptic problem on the non-tensor product anisotropic meshes, i.e. the anisotropic affine quadrilateral meshes. Though the interpolation error is divergent on the anisotropic meshes, we overcome this difficulty by constructing another proper operator. Then we give the optimal approximation error and the consistency error estimates under the anisotropic affine quadrilateral meshes. The results of this paper provide some hints to derive the anisotropic error of some finite elements whose interpolations do not satisfy the anisotropic interpolation properties. Lastly, a numerical test is carried out, which coincides with our theoretical analysis.     

An upwind-mixed method on changing meshes for two-phase miscible flow in porous media

Two-phase miscible flow in porous media is governed by a system of nonlinear partial differential equations. In this paper, the upwind-mixed method on dynamically changing meshes is presented for the problem in two dimensions. The pressure is approximated by a mixed finite element method and the concentration by a method which upwinds the convection and incorporates diffusion using an expanded mixed finite element method. The method developed is shown to obtain almost optimal rate error estimate. When the method is modified we can obtain the optimal rate error estimate that is well known for static meshes. The modification of the scheme is the construction of a linear approximation to the solution, which is used in projecting the solution from one mesh to another. Finally, numerical experiments are given.     

State-constrained optimal control of the three-dimensional stationary Navier-Stokes equations

In this paper, an optimal control problem for the stationary Navier-Stokes equations in the presence of state constraints is investigated. Existence of optimal solutions is proved and first order necessary conditions are derived. The regularity of the adjoint state and the state constraint multiplier is also studied. Lipschitz stability of the optimal control, state and adjoint variables with respect to perturbations is proved and a second order sufficient optimality condition for the case of pointwise state constraints is stated.     

Nonconforming rotated Q 1 element on non-tensor product anisotropic meshes

In this paper, we consider the nonconforming rotated Q ₁ element for the second order elliptic problem on the non-tensor product anisotropic meshes, i.e. the anisotropic affine quadrilateral meshes. Though the interpolation error is divergent on the anisotropic meshes, we overcome this difficulty by constructing another proper operator. Then we give the optimal approximation error and the consistency error estimates under the anisotropic affine quadrilateral meshes. The results of this paper provide some hints to derive the anisotropic error of some finite elements whose interpolations do not satisfy the anisotropic interpolation properties. Lastly, a numerical test is carried out, which coincides with our theoretical analysis.     

On necessary optimality conditions for infinite-horizon economic growth problems with locally unbounded instantaneous utility function

We consider a class of infinite-horizon optimal control problems that arise in studying models of optimal dynamic allocation of economic resources. In a typical problem of that kind the initial state is fixed, no constraints are imposed on the behavior of the admissible trajectories at infinity, and the objective functional is given by a discounted improper integral. Earlier, for such problems, S.M. Aseev and A.V. Kryazhimskiy in 2004–2007 and jointly with the author in 2012 developed a method of finite-horizon approximations and obtained variants of the Pontryagin maximum principle that guarantee normality of the problem and contain an explicit formula for the adjoint variable. In the present paper those results are extended to a more general situation where the instantaneous utility function need not be locally bounded from below. As an important illustrative example, we carry out a rigorous mathematical investigation of the transitional dynamics in the neoclassical model of optimal economic growth.     

A Priori Error Estimates for Least-Squares Mixed Finite Element Approximation of Elliptic Optimal Control Problems

In this paper, a constrained distributed optimal control problem governed by a first-order elliptic system is considered. Least-squares mixed finite element methods, which are not subject to the Ladyzhenkaya-Babuska-Brezzi consistency condition, are used for solving the elliptic system with two unknown state variables. By adopting the Lagrange multiplier approach, continuous and discrete optimality systems including a primal state equation, an adjoint state equation, and a variational inequality for the optimal control are derived, respectively. Both the discrete state equation and discrete adjoint state equation yield a symmetric and positive definite linear algebraic system. Thus, the popular solvers such as preconditioned conjugate gradient (PCG) and algebraic multi-grid (AMG) can be used for rapid solution. Optimal a priori error estimates are obtained, respectively, for the control function in $L^2(Ω)$-norm, for the original state and adjoint state in $H^1(Ω)$-norm, and for the flux state and adjoint flux state in $H$(div; $Ω$)-norm. Finally, we use one numerical example to validate the theoretical findings.     

Compact gradient tracking in shape optimization

In the present paper we consider the minimization of gradient tracking functionals defined on a compact and fixed subdomain of the domain of interest. The underlying state is assumed to satisfy a Poisson equation with Dirichlet boundary conditions. We proof that, in contrast to the situation of gradient tracking on the whole domain, the shape Hessian is not strictly H ^1/2-coercive at the optimal domain which implies ill-posedness of the shape problem under consideration. Shape functional and gradient require only knowledge of the Cauchy data of the state and its adjoint on the boundaries of the domain and the subdomain. These data can be computed by means of boundary integral equations when reformulating the underlying differential equations as transmission problems. Thanks to fast boundary element techniques, we derive an efficient algorithm to solve the problem under consideration.     

VARIATIONAL DISCRETIZATION OF A CONTROL-CONSTRAINED PARABOLIC BANG-BANG OPTIMAL CONTROL PROBLEM

We consider a control-constrained parabolic optimal control problem without Tikhonov term in the tracking functional.For the numerical treatment,we use variational discretization of its Tikhonov regularization:For the state and the adjoint equation,we apply Petrov-Galerkin schemes in time and usual conforming finite elements in space.We prove a-priori estimates for the error between the discretized regularized problem and the limit problem.Since these estimates are not robust if the regularization parameter tends to zero,we establish robust estimates,which--depending on the problem's regularity——enhance the previous ones.In the special case of bang-bang solutions,these estimates are further improved.A numerical example confirms our analytical findings.     

Necessary optimality conditions for nonautonomous control systems with an infinite time horizon

We consider a nonautonomous optimal control problem on an infinite time horizon with an integral functional containing a positive discounting factor. In the case of a dominating discounting factor, we obtain a variant of the Pontryagin maximum principle that contains explicit expressions for the adjoint variable and the Hamiltonian of the problem.