Asymptotic analysis of a boundary optimal control problem on a general branched structure

We consider an optimal control problem posed on a domain with a highly oscillating smooth boundary where the controls are applied on the oscillating part of the boundary. There are many results on domains with oscillating boundaries where the oscillations are pillar‐type (non‐smooth) while the literature on smooth oscillating boundary is very few. In this article, we use appropriate scaling on the controls acting on the oscillating boundary leading to different limit control problems, namely, boundary optimal control and interior optimal control problem. In the last part of the article, we visualize the domains as a branched structure, and we introduce unfolding operators to get contributions from each level at every branch.     

Asymptotic analysis of an interior optimal control problem governed by Stokes equations

This article introduces an interior optimal control problem (OCP) in a two-dimensional domain with a highly oscillatory boundary governed by the stationary Stokes equations. We consider the periodic controls in the oscillating region of the domain and use the unfolding operators to characterize the optimal controls. We establish the convergences of optimal control, state, and pressure in a suitable space to the ones of the limit system in a fixed domain.     

Biharmonic equation in a highly oscillating domain and homogenization of an associated control problem

We consider a Dirichlet boundary control problem posed in an oscillating boundary domain governed by a biharmonic equation. Homogenization of a PDE with a non-homogeneous Dirichlet boundary condition on the oscillating boundary is one of the hardest problems. Here, we study the homogenization of the problem by converting it into an equivalent interior control problem. The convergence of the optimal solution is studied using periodic unfolding operator.     

A note on the approximation of Dirichlet boundary control problems for the wave equation on curved domains

We consider an exact boundary control problem for the wave equation with given initial and terminal data and Dirichlet boundary control. The aim is to steer the state of the system that is defined on a given domain to a position of rest in finite time. The optimal control that is obtained as the solution of the problem depends on the data that define the problem, in particular on the domain. Often for the numerical solution of the control problem, this given domain is replaced by a polygon. This is the motivation to study the convergence of the optimal controls for the polygon to the optimal controls for the given domain. To study the convergence, the values of the optimal controls that are defined on the boundaries of the approximating polygons are mapped in the normal directions of the polygon to control functions defined on the boundary of the original domain. This map has already been used by Bramble and King, Deckelnick, Guenther and Hinze and by Casas and Sokolowski. Using this map, we can show the strong convergence of the transformed controls as the polygons approach the given domain. An essential tool to obtain the convergence is a regularization term in the objective functions to increase the regularity of the state.     

Optimal control for a parabolic problem in a domain with highly oscillating boundary

In this article we study the homogenization of an optimal control problem for a parabolic equation in a domain with highly oscillating boundary. We identify the limit problem, which is an optimal control problem for the homogenized equation and with a different cost functional.     

Optimal control problem in a domain with branched structure and homogenization

We consider a linear parabolic problem in a thick junction domain which is the union of a fixed domain and a collection of periodic branched trees of height of order 1 and small width connected on a part of the boundary. We consider a three‐branched structure, but the analysis can be extended to n‐branched structures. We use unfolding operator to study the asymptotic behavior of the solution of the problem. In the limit problem, we get a multi‐sheeted function in which each sheet is the limit of restriction of the solution to various branches of the domain. Homogenization of an optimal control problem posed on the above setting is also investigated. One of the novelty of the paper is the characterization of the optimal control via the appropriately defined unfolding operators. Finally, we obtain the limit of the optimal control problem. Copyright © 2016 John Wiley & Sons, Ltd.     

Low-cost control problems on perforated and non-perforated domains

We study the homogenization of a class of optimal control problems whose state equations are given by second order elliptic boundary value problems with oscillating coefficients posed on perforated and non-perforated domains. We attempt to describe the limit problem when the cost of the control is also of the same order as that describing the oscillations of the coefficients. We study the situations where the control and the state are both defined over the entire domain or when both are defined on the boundary.     

Optimal control of the multidimensional diffusion equation

The existence and numerical estimation of a boundary control for then-dimensional linear diffusion equation is considered. The problem is modified into one consisting of the minimization of a linear functional over a set of Radon measures. The existence of an optimal measure corresponding to the above problem is shown, and the optimal measure is approximated by a finite convex combination of atomic measures. This construction gives rise to a finite-dimensional linear programming problem, whose solution can be used to construct the combination of atomic measures, and thus a piecewise-constant control function which approximates the action of the optimal measure, so that the final state corresponding to the above control function is close to the desired final state, and the value it assigns to the performance criterion is close to the corresponding infimum. A numerical procedure is developed for the estimation of these controls, entailing the solution of large, finite-dimensional linear programming problems. This procedure is illustrated by several examples.     

Optimal fishery with coastal catch

In many spatial resource models, it is assumed that an agent is able to harvest the resource over the complete spatial domain. However, agents frequently only have access to a resource at particular locations at which a moving biomass, such as fish or game, may be caught or hunted. Here, we analyze an infinite time‐horizon optimal control problem with boundary harvesting and (systems of) parabolic partial differential equations as state dynamics. We formally derive the associated canonical system, consisting of a forward–backward diffusion system with boundary controls, and numerically compute the canonical steady states and the optimal time‐dependent paths, and their dependence on parameters. We start with some one‐species fishing models, and then extend the analysis to a predator–prey model of the Lotka–Volterra type. The models are rather generic, and our methods are quite general, and thus should be applicable to large classes of structurally similar bioeconomic problems with boundary controls. Recommedations for Resource Managers

• Just like ordinary differential equation‐constrained (optimal) control problems and distributed partial differential equation (PDE) constrained control problems, boundary control problems with PDE state dynamics may be formally treated by the Pontryagin's maximum principle or canonical system formalism (state and adjoint PDEs).
• These problems may have multiple (locally) optimal solutions; a first overview of suitable choices can be obtained by identifying canonical steady states.
• The computation of canonical paths toward some optimal steady state yields temporal information about the optimal harvesting, possibly including waiting time behavior for the stock to recover from a low‐stock initial state, and nonmonotonic (in time) harvesting efforts.
• Multispecies fishery models may lead to asymmetric effects; for instance, it may be optimal to capture a predator species to protect the prey, even for high costs and low market values of the predators.

     

Optimal control and optimal trajectories of regional macroeconomic dynamics based on the Pontryagin maximum principle

The Pontryagin maximum principle is used to prove a theorem concerning optimal control in regional macroeconomics. A boundary value problem for optimal trajectories of the state and adjoint variables is formulated, and optimal curves are analyzed. An algorithm is proposed for solving the boundary value problem of optimal control. The performance of the algorithm is demonstrated by computing an optimal control and the corresponding optimal trajectories.     

Multiscale asymptotic method of optimal control on the boundary for heat equations of composite materials

In this paper, we study the optimal control on the boundary for parabolic equations with rapidly oscillating coefficients arising from the heat transfer problems and the optimal control on the boundary of composite materials or porous media. The multiscale asymptotic expansion of the solution for the problem in the case without any constraints is presented. We derive the proofs of all convergence results.     

Relaxation of Minimax Optimal Control Problems with Infinite Horizon

A minimax optimal control problem with infinite horizon is studied. We analyze a relaxation of the controls, which allows us to consider a generalization of the original problem that not only has existence of an optimal control but also enables us to approximate the infinite-horizon problem with a sequence of finite-horizon problems. We give a set of conditions that are sufficient to solve directly, without relaxation, the infinite-horizon problem as the limit of finite-horizon problems.     

Optimal Control of a Class of Phase Change Processes with Terminal State Observation

A class of optimal control problems for nonlinear evolutionary processes governed by two-phase Stefan problems is analyzed. The processes with terminal state observation are considered in the case of one space dimension. Approximate optimal solutions (controls, as well as the corresponding states and adjoint states), referring to the problems with time-averaged state observation are shown to converge to the appropriate solutions for the original problem.     

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.     

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.     

Numerical solution of the optimal boundary control of transverse vibrations of a beam

Boundary control is an effective means for suppressing excessive structural vibrations. By introducing a quadratic index of performance in terms of displacement and velocity, as well as the control force, and an adjoint problem, it is possible to determine the optimal control. This optimal control is expressed in terms of the adjoint variable by utilizing a maximum principle. With the optimal control applied, the determination of the corresponding displacement and velocity is reduced to solving a set of partial differential equations involving the state variable, as well as the adjoint variable, subject to boundary, initial, and terminal conditions. The set of equations may not be separable and analytical solutions may only be found in special cases. Furthermore, the computational effort to determine an analytic solution may also be excessive. Herein a numerical algorithm is presented, which easily solves the optimal boundary control problem in the space‐time domain. An example of a continuous system is analyzed. This is the case of the vibrating cantilever beam. Using a finite element recurrence scheme, numerical solutions are obtained, which compare the behavior of the controlled and uncontrolled systems. Also, the analytic solution to the problem is compared with the results obtained using the numerical scheme presented. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15: 558–568, 1999     

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.     

Homogenization of low-cost control problems on perforated domains

The aim of this paper is to study the asymptotic behaviour of some low-cost control problems in periodically perforated domains with Neumann condition on the boundary of the holes. The optimal control problems considered here are governed by a second order elliptic boundary value problem with oscillating coefficients. It is assumed that the cost of the control is of the same order as that describing the oscillations of the coefficients. The asymptotic analysis of small cost problem is more delicate and need the H-convergence result for weak data. In this connection, an H-convergence result for weak data under some hypotheses is also proved.