Analysis and finite element approximations for distributed optimal control problems for implicit parabolic equations

This work concerns analysis and error estimates for optimal control problems related to implicit parabolic equations. The minimization of the tracking functional subject to implicit parabolic equations is examined. Existence of an optimal solution is proved and an optimality system of equations is derived. Semi-discrete (in space) error estimates for the finite element approximations of the optimality system are presented. These estimates are symmetric and applicable for higher-order discretizations. Finally, fully-discrete error estimates of arbitrarily high-order are presented based on a discontinuous Galerkin (in time) and conforming (in space) scheme. Two examples related to the Lagrangian moving mesh Galerkin formulation for the convection-diffusion equation are described.     

A second order characteristic finite element scheme for convection-diffusion problems

Summary. A new characteristic finite element scheme is presented for It is of second order accuracy in time increment, symmetric, and unconditionally stable. Optimal error estimates are proved in the framework of -theory. Numerical results are presented for two examples, which show the advantage of the scheme. Received November 22, 2000 / Revised version received July 11, 2001 / Published online October 17, 2001     

A Schwarz domain decomposition method with gradient projection for optimal control governed by elliptic partial differential equations

A domain decomposition method (DDM) is presented to solve the distributed optimal control problem. The optimal control problem essentially couples an elliptic partial differential equation with respect to the state variable and a variational inequality with respect to the constrained control variable. The proposed algorithm, called SA-GP algorithm, consists of two iterative stages. In the inner loops, the Schwarz alternating method (SA) is applied to solve the state and co-state variables, and in the outer loops the gradient projection algorithm (GP) is adopted to obtain the control variable. Convergence of iterations depends on both the outer and the inner loops, which are coupled and affected by each other. In the classical iteration algorithms, a given tolerance would be reached after sufficiently many iteration steps, but more iterations lead to huge computational cost. For solving constrained optimal control problems, most of the computational cost is used to solve PDEs. In this paper, a proposed iterative number independent of the tolerance is used in the inner loops so as to save a lot of computational cost. The convergence rate of L²-error of control variable is derived. Also the analysis on how to choose the proposed iteration number in the inner loops is given. Some numerical experiments are performed to verify the theoretical results.     

A posteriori error estimates for optimal control problems governed by parabolic equations

Summary. In this paper, we derive a posteriori error estimates for the finite element approximation of quadratic optimal control problem governed by linear parabolic equation. We obtain a posteriori error estimates for both the state and the control approximation. Such estimates, which are apparently not available in the literature, are an important step towards developing reliable adaptive finite element approximation schemes for the control problem. Received July 7, 2000 / Revised version received January 22, 2001 / Published online January 30, 2002 RID="*" ID="*" Supported by EPSRC research grant GR/R31980     

A posteriori error estimates for mixed finite element solutions of convex optimal control problems

In this paper, we present an a posteriori error analysis for mixed finite element approximation of convex optimal control problems. We derive a posteriori error estimates for the coupled state and control approximations under some assumptions which hold in many applications. Such estimates can be used to construct reliable adaptive mixed finite elements for the control problems.     

A posteriori error estimates for hp finite element solutions of convex optimal control problems

In this paper, we present a posteriori error analysis for hp finite element approximation of convex optimal control problems. We derive a new quasi-interpolation operator of Clément type and a new quasi-interpolation operator of Scott-Zhang type that preserves homogeneous boundary condition. The Scott-Zhang type quasi-interpolation is suitable for an application in bounding the errors in L²-norm. Then hp a posteriori error estimators are obtained for the coupled state and control approximations. Such estimators can be used to construct reliable adaptive finite elements for the control problems.     

Continuous-discontinuous finite element method for convection-diffusion problems with characteristic layers

We study convergence properties of a numerical method for convection-diffusion problems with characteristic layers on a layer-adapted mesh. The method couples standard Galerkin with an h-version of the nonsymmetric discontinuous Galerkin finite element method with bilinear elements. In an associated norm, we derive the error estimate as well as the supercloseness result that are uniform in the perturbation parameter. Applying a post-processing operator for the discontinuous Galerkin method, we construct a new numerical solution with enhanced convergence properties.     

Recovery type superconvergence and a posteriori error estimates for control problems governed by Stokes equations

In this paper, we derive recovery type superconvergence analysis and a posteriori error estimates for the finite element approximation of the distributed optimal control governed by Stokes equations. We obtain superconvergence results and asymptotically exact a posteriori error estimates by applying two recovery methods, which are the patch recovery technique and the least-squares surface fitting method. Our results are based on some regularity assumption for the Stokes control problems and are applicable to the first order conforming finite element method with regular but nonuniform partitions.     

Finite element methods for optimal control problems governed by integral equations and integro-differential equations

In this paper, we analyze finite-element Galerkin discretizations for a class of constrained optimal control problems that are governed by Fredholm integral or integro-differential equations. The analysis focuses on the derivation of a priori error estimates and a posteriori error estimators for the approximation schemes.Grants, communicated-by lines, or other notes about the article will be placed here between rules. Such notes are optional.     

Boundary optimal control for nonlinear antiplane problems

We consider a nonlinear antiplane problem which models the deformation of an elastic cylindrical body in frictional contact with a rigid foundation. The contact is modelled with Tresca’s law of dry friction in which the friction bound is slip dependent.The aim of this article is to study an optimal control problem which consists of leading the stress tensor as close as possible to a given target, by acting with a control on the boundary of the body. The existence of at least one optimal control is proved. Next we introduce a regularized problem, depending on a small parameter ρ, and we study the convergence of the optimal controls when ρ tends to zero. An optimality condition is delivered for the regularized problem.     

Error analysis for optimal control problem governed by convection diffusion equations: DG method

In the current paper, we study the convergence properties of the DGFE approximation of optimal control problem governed by convection-diffusion equations. We derive a posteriori error estimates and a priori error estimates for both the states, ad-joint and the control variable approximation. For the optimal control problem, these estimates are apparently not available in the literature.     

Mesh-independence of semismooth Newton methods for Lavrentiev-regularized state constrained nonlinear optimal control problems

A class of nonlinear elliptic optimal control problems with mixed control-state constraints arising, e.g., in Lavrentiev-type regularized state constrained optimal control is considered. Based on its first order necessary optimality conditions, a semismooth Newton method is proposed and its fast local convergence in function space as well as a mesh-independence principle for appropriate discretizations are proved. The paper ends by a numerical verification of the theoretical results including a study of the algorithm in the case of vanishing Lavrentiev-parameter. The latter process is realized numerically by a combination of a nested iteration concept and an extrapolation technique for the state with respect to the Lavrentiev-parameter.     

A finite element method for approximating the time-harmonic Maxwell equations

Summary In this paper we study the use of Nédélec's curl conforming finite elements to approximate the time-harmonic Maxwell equations on a bounded domain. The analysis is complicated by the fact that the bilinear form is not coercive, and the principle part has a very large null-space. This difficulty is circumvented by using a discrete Helmholtz decomposition of the error vector. Numerical results are presented that compare two different linear elements.Research supported in part by grants from AFOSR and NSF     

A multigrid method for constrained optimal control problems

We consider the fast and efficient numerical solution of linear-quadratic optimal control problems with additional constraints on the control. Discretization of the first-order conditions leads to an indefinite linear system of saddle point type with additional complementarity conditions due to the control constraints. The complementarity conditions are treated by a primal-dual active set strategy that serves as outer iteration. At each iteration step, a KKT system has to be solved. Here, we develop a multigrid method for its fast solution. To this end, we use a smoother which is based on an inexact constraint preconditioner.We present numerical results which show that the proposed multigrid method possesses convergence rates of the same order as for the underlying (elliptic) PDE problem. Furthermore, when combined with a nested iteration, the solver is of optimal complexity and achieves the solution of the optimization problem at only a small multiple of the cost for the PDE solution.     

Two-scale composite finite element method for Dirichlet problems on complicated domains

In this paper, we define a new class of finite elements for the discretization of problems with Dirichlet boundary conditions. In contrast to standard finite elements, the minimal dimension of the approximation space is independent of the domain geometry and this is especially advantageous for problems on domains with complicated micro-structures. For the proposed finite element method we prove the optimal-order approximation (up to logarithmic terms) and convergence estimates valid also in the cases when the exact solution has a reduced regularity due to re-entering corners of the domain boundary. Numerical experiments confirm the theoretical results and show the potential of our proposed method.     

A posteriori error estimation with finite element methods of lines for one-dimensional parabolic systems

Summary Consider the solution of one-dimensional linear initial-boundary value problems by a finite element method of lines using a piecewiseP ^th -degree polynomial basis. A posteriori estimates of the discretization error are obtained as the solutions of either local parabolic or local elliptic finite element problems using piecewise polynomial corrections of degreep+1 that vanish at element ends. Error estimates computed in this manner are shown to converge in energy under mesh refinement to the exact finite element discretization error. Computational results indicate that the error estimates are robust over a wide range of mesh spacings and polynomial degrees and are, furthermore, applicable in situations that are not supported by the analysis.This research was partially supported by the U.S. Air Force Office of Scientific Research, Air Force Systems Command, USAF, under Grant Number AFOSR 90-0194; by the U.S. Army Research Office under Contract Number DAAL03-91-G-0215; and by the National Science Foundation under Institutional Infrastructure Grant Number CDA-8805910     

Vibration analysis of Kirchhoff plates by the Morley element method

Vibration analysis of Kirchhoff plates is of great importance in many engineering fields. The semi-discrete and the fully discrete Morley element methods are proposed to solve such a problem, which are effective even when the region of interest is irregular. The rigorous error estimates in the energy norm for both methods are established. Some reasonable approaches to choosing the initial functions are given to keep the good convergence rate of the fully discrete method. A number of numerical results are provided to illustrate the computational performance of the method in this paper.     

Analysis and finite element approximation of an optimal control problem in electrochemistry with current density controls

Summary. An optimal control problem for impressed cathodic systems in electrochemistry is studied. The control in this problem is the current density on the anode. A matching objective functional is considered. We first demonstrate the existence and uniqueness of solutions for the governing partial differential equation with a nonlinear boundary condition. We then prove the existence of an optimal solution. Next, we derive a necessary condition of optimality and establish an optimality system of equations. Finally, we define a finite element algorithm and derive optimal error estimates. Received March 10, 1993 / Revised version received July 4, 1994     

High-order finite element methods for time-fractional partial differential equations

The aim of this paper is to develop high-order methods for solving time-fractional partial differential equations. The proposed high-order method is based on high-order finite element method for space and finite difference method for time. Optimal convergence rate O((Δt)^2−α+N^−r) is proved for the (r−1)th-order finite element method (r≥2).