Quasilinear parabolic and elliptic equations with nonlinear boundary conditions

This paper is concerned with a class of quasilinear parabolic and elliptic equations in a bounded domain with both Dirichlet and nonlinear Neumann boundary conditions. The equation under consideration may be degenerate or singular depending on the property of the diffusion coefficient. The consideration of the class of equations is motivated by some heat-transfer problems where the heat capacity and thermal conductivity are both temperature dependent. The aim of the paper is to show the existence and uniqueness of a global time-dependent solution of the parabolic problem, existence of maximal and minimal steady-state solutions of the elliptic problem, including conditions for the uniqueness of a solution, and the asymptotic behavior of the time-dependent solution in relation to the steady-state solutions. Applications are given to some heat-transfer problems and an extended logistic reaction–diffusion equation.     

Dirichlet Boundary Control of Semilinear Parabolic Equations Part 2: Problems with Pointwise State Constraints

This paper is the continuation of the paper ``Dirichlet boundary control of semilinear parabolic equations. Part 1: Problems with no state constraints.' It is concerned with an optimal control problem with distributed and Dirichlet boundary controls for semilinear parabolic equations, in the presence of pointwise state constraints. We first obtain approximate optimality conditions for problems in which state constraints are penalized on subdomains. Next by using a decomposition theorem for some additive measures (based on the Stone—Cech compactification), we pass to the limit and recover Pontryagin's principles for the original problem. Accepted 21 July 2001. Online publication 21 December 2001.     

A dual dynamic programming for minimax optimal control problems governed by parabolic equation

In the article, minimax optimal control problems governed by parabolic equations are considered. We apply a new dual dynamic programming approach to derive sufficient optimality conditions for such problems. The idea is to move all the notions from a state space to a dual space and to obtain a new verification theorem providing the conditions, which should be satisfied by a solution of the dual partial differential equation of dynamic programming. We also give sufficient optimality conditions for the existence of an optimal dual feedback control and some approximation of the problem considered, which seems to be very useful from a practical point of view.     

Riccati Equations for the Bolza Problem Arising in Boundary/Point Control Problems Governed by <Emphasis Type="Italic">C</Emphasis><Subscript>0</Subscript> Semigroups Satisfying a Singular Estimate

We establish solvability of Riccati equations and optimal feedback synthesis in the context of Bolza control problem for a special class of control systems referred to in the literature as control systems with singular estimate. Boundary/point control problems governed by analytic semigroups constitute a very special subcategory of this class which was motivated by and encompasses many PDE control systems with both boundary and point controls that involve interactions of different types of dynamics (parabolic and hyperbolic) on an interface. We also discuss two examples from thermoelasticity and structure acoustics. Research partially supported by NSF Grant DMS 0104305.     

An Inverse Problem of Identifying the Radiative Coefficient in a Degenerate Parabolic Equation

The authors investigate an inverse problem of determining the radiative coefficient in a degenerate parabolic equation from the final overspecified data. Being different from other inverse coefficient problems in which the principle coefficients are assumed to be strictly positive definite, the mathematical model discussed in this paper belongs to the second order parabolic equations with non-negative characteristic form, namely, there exists a degeneracy on the lateral boundaries of the domain. Based on the optimal control framework, the problem is transformed into an optimization problem and the existence of the minimizer is established. After the necessary conditions which must be satisfied by the minimizer are deduced, the uniqueness and stability of the minimizer are proved. By minor modification of the cost functional and some a priori regularity conditions imposed on the forward operator, the convergence of the minimizer for the noisy input data is obtained in this paper. The results can be extended to more general degenerate parabolic equations.     

Domain Decomposition,Optimal Control of Systems Governed by Partial Differential Equations,and Synthesis of Feedback Laws

We present an iterative domain decomposition method for the optimal control of systems governed by linear partial differential equations. The equations can be of elliptic, parabolic, or hyperbolic type. The space region supporting the partial differential equations is decomposed and the original global optimal control problem is reduced to a sequence of similar local optimal control problems set on the subdomains. The local problems communicate through transmission conditions, which take the form of carefully chosen boundary conditions on the interfaces between the subdomains. This domain decomposition method can be combined with any suitable numerical procedure to solve the local optimal control problems. We remark that it offers a good potential for using feedback laws (synthesis) in the case of time-dependent partial differential equations. A test problem for the wave equation is solved using this combination of synthesis and domain decomposition methods. Numerical results are presented and discussed. Details on discretization and implementation can be found in Ref. 1.     

Viscosity solutions of a class of degenerate quasilinear parabolic equations with Dirichlet boundary condition

This paper is concerned with viscosity solutions for a class of degenerate quasilinear parabolic equations in a bounded domain with homogeneous Dirichlet boundary condition. The equation under consideration arises from a number of practical model problems including reaction–diffusion processes in a porous medium. The degeneracy of the problem appears on the boundary and possibly in the interior of the domain. The goal of this paper is to establish some comparison properties between viscosity upper and lower solutions and to show the existence of a continuous viscosity solution between them. An application of the above results is given to a porous-medium type of reaction–diffusion model which demonstrates some distinctive properties of the solution when compared with the corresponding semilinear problem.     

Riccati equations for generalized singular estimate control systems

We consider the Bolza problem associated with boundary/point control systems governed by strongly continuous semigroups. In continuation of our work in Lasiecka and Tuffaha [I. Lasiecka and A. Tuffaha, Riccati equations for the Bolza problem arising in boundary/point control problems governed by C ₀–semigroups satisfying a singular estimate, J. Optim. Theory Appl. 136 (2008), pp. 229–246; I. Lasiecka and A. Tuffaha, A Bolza optimal synthesis problem for singular estimate control systems, Control Cybernet 38(4B) (2009), pp. 1429–1460], we yet extend the theory to a more general class of control problems that are not analytic providing sharp blow-up rates for the regularity. Solvability of the associated Riccati equations and an optimal feedback synthesis are established. The presence of unbounded control actions, such as boundary/point controls, naturally lead to a singularity at the terminal point t?=?T of the optimal control and of the corresponding feedback operator as before. The class of control systems considered in this article is a generalization to the class usually referred to in the literature as ‘Singular Estimate Control Systems’. The prototype is still that of a PDE system consisting of coupled hyperbolic parabolic dynamics interacting on an interface with point/boundary control. The distinct feature of the class considered in this article is that the degree of unboundedness in the control is stronger than that allowed in the usual singular estimate control system configuration, giving rise to less regular optimal state trajectories.     

多值非线性系统最优控制的一阶必要条件

由 E,(?)的最大单调性,及 int(D(?))∩D(E)≠φ得,E+(?)为 Y→2~(Y′) 的最大单调算子.再由(H_(?))知 E+(?)为强制的,故由多值最大单调算子的满射性得,(1.3)存在唯一解 y∈D(E),即 y 满足(1.1).证毕.记θ为(1.1)从控制到状态 y 的解映射.现考虑其最优控制问题.设允许控制集(?)_(ad)为(?)=L~∞(0,T;U)中的有界弱~*     

Optimal control of systems of parabolic PDEs in exploitation of oil

Optimal control problem for the exploitation of oil is investigated. The optimal control problem under consideration in this paper is governed by weak coupled parabolic PDEs and involves with pointwise state and control constraints. The properties of solution of the state equations and the continuous dependence of state functions on control functions are investigated in a suitable function space; existence of optimal solution of the optimal control problem is also proved.     

On the existence of optimal controls for nonlinear infinite dimensional systems

We consider nonlinear systems with a priori feedback. We establish the existence of admissible pairs and then we show that the Lagrange optimal control problem admits an optimal pair. As application we work out in detail two examples of optimal control problems for nonlinear parabolic partial differential equations.     

Stability and attractivity of periodic solutions of parabolic systems with time delays

This paper is concerned with the existence, stability, and global attractivity of time-periodic solutions for a class of coupled parabolic equations in a bounded domain. The problem under consideration includes coupled system of parabolic and ordinary differential equations, and time delays may appear in the nonlinear reaction functions. Our approach to the problem is by the method of upper and lower solutions and its associated monotone iterations. The existence of time-periodic solutions is for a class of locally Lipschitz continuous reaction functions without any quasimonotone requirement using Schauder fixed point theorem, while the stability and attractivity analysis is for quasimonotone nondecreasing and mixed quasimonotone reaction functions using the monotone iterative scheme. The results for the general system are applied to the standard parabolic equations without time delay and to the corresponding ordinary differential system. Applications are also given to three Lotka-Volterra reaction diffusion model problems, and in each problem a sufficient condition on the reaction rates is obtained to ensure the stability and global attractivity of positive periodic solutions.     

Feedback approximation of the minimum energy control for linear infinite-dimensional systems with zero terminal state

The paper studies the minimum energy control problem for linear infinite-dimensional systems with an unbounded input operator and zero terminal state. This problem is approximated by the minimum energy control problem with a small terminal state for which the solution is derived in feedback form. The operators which comprise the feedback are described in terms of differential relations which, depending on circumstances, involve Liapunov or Riccati differential equations. A detailed example illustrates how the general results apply to the wave equation with control in Dirichlet boundary condition.This work was supported by the Polish Ministry of National Education under Grant DNS-T/02/097/90-2.     

Blow-up of sign-changing solutions to quasilinear parabolic equations

We study the blow-up of sign-changing solutions to the Cauchy problem for quasilinear parabolic equations of arbitrary order. Our approach is based on H. Levine’s remarkable idea of constructing a concavity inequality for a negative power of a standard positive definite functional. Combining this with the nonlinear capacity method, which is based on the choice of optimal test functions, we find conditions for the blow-up of solutions to the problems under consideration.     

Existence and asymptotic behavior of solutions to a singular parabolic equation

In this paper, we study the initial-boundary value problem for a class of singular parabolic equations. Under some conditions, we obtain the existence and asymptotic behavior of solutions to the problem by parabolic regularization method and the sub-super solutions method. As a byproduct, we prove the existence of solutions to some problems with gradient terms, which blow up on the boundary.     

半线性椭圆方程支配系统的最优性条件

本文讨论了可能具有多值解的椭圆型偏微分方程支配系统的最优控制问题,我们通过构造一个抛物方程控制问题的逼近序列,并利用抛物方程控制问题的结果,得到了椭圆系统最优控制的必要条件．     

Numerical Experiment for Stabilization of the Heat Equation by Dirichlet Boundary Control

We use the boundary feedback control introduced in Barbu [Boundary stabilization of equilibrium solutions to parabolic equations, IEEE Trans. Automat. Control (accepted)], in order to stabilize an unstable heat equation in two dimensions. We propose two numerical algorithms. The feedback boundary condition is treated explicitly in the first algorithm. At each time step, only one linear system is solved. The second algorithm performs at each time step some subiterations, in order to treat the feedback boundary condition implicitly. The second algorithm can stabilize some problems where the first algorithm fails.     

Representation of the Lagrange Multipliers for Optimal Control Problems Subject to Differential-Algebraic Equations of Index Two

Necessary conditions are derived for optimal control problems subject to index-2 differential-algebraic equations, pure state constraints, and mixed control-state constraints. Differential-algebraic equations are composite systems of differential equations and algebraic equations, which arise frequently in practical applications. The structure of the optimal control problem under consideration is exploited and special emphasis is laid on the representation of the Lagrange multipliers resulting from the necessary conditions for infinite optimization problems.The author thanks the referees for careful reading and helpful suggestions and comments.     

Penalty approximation of a Sobolev optimal control problem with state constraints

In this paper, we study the approximation by the penalty method of a control problem governed by a pseudo-parabolic equation with a noncoercive control functional and with control and state constraints. The existence of solutions to the penalized problems is established. In addition, the convergence of the penalized problems to the solution, the Lagrange multipliers, and the minimum value of the original problem is studied. The results apply to Sobolev and parabolic equations as well.This work was partially supported by the National Science Foundation, Grant No. MCS-79-02037. The author would like to thank Professor A. B. Schwarzkopf for his helpful comments on this paper.     

Multi-mesh Adaptive Finite Element Algorithms for Constrained Optimal Control Problems Governed By Semi-Linear Parabolic Equations

In this paper, we derive a posteriori error estimators for the constrained optimal control problems governed by semi-linear parabolic equations under some assumptions. Then we use them to construct reliable and efficient multi-mesh adaptive finite element algorithms for the optimal control problems. Some numerical experiments are presented to illustrate the theoretical results.