Controllability of the wave equation with moving point control

This paper deals with approximate and exact controllability of the wave equation in finite time with interior point control acting along a curve specified in advance in the system's spatial domain. The structure of the control input is dual to the structure of the observations which describe the measurements of velocity and gradient of the solution of the dual system, obtained from the moving point sensor. A relevant formalization of such a control problem is discussed, based on transposition. For any given timeinterval [0,T] the existence of the curves providing approximate controllability inH _D ^–[n/2]–1 ()×H _D ^–[n/2]–1 () (wheren stands for the space dimension) is established with controls fromL ²(0,T; R ⁿ +1). The same curves ensure exact controllability inL ²() × H^–1() if controls are allowed to be selected in [L (0,T; R ⁿ+1)]. Required curves can be constructed to be continuous on [0,T).This work was supported in part by NSF Grant ECS 89-13773 and NASA Grant NAG-1-1081.     

Finite element approximations of stochastic optimal control problems constrained by stochastic elliptic PDEs

In this paper we study mathematically and computationally optimal control problems for stochastic elliptic partial differential equations. The control objective is to minimize the expectation of a tracking cost functional, and the control is of the deterministic, distributed type. The main analytical tool is the Wiener-Itô chaos or the Karhunen-Loève expansion. Mathematically, we prove the existence of an optimal solution; we establish the validity of the Lagrange multiplier rule and obtain a stochastic optimality system of equations; we represent the input data in their Wiener-Itô chaos expansions and deduce the deterministic optimality system of equations. Computationally, we approximate the optimality system through the discretizations of the probability space and the spatial space by the finite element method; we also derive error estimates in terms of both types of discretizations.     

A spline collocation approach for a generalized wave equation subject to non-local conservation condition

In the present paper, a collocation finite element approach based on cubic splines is presented for the numerical solution of a generalized wave equation subject to non-local conservation condition. The efficiency, accuracy and stability of the method are assessed by applying it to a number of test problems. The results are compared with the existing closed-form solutions; the scheme demonstrates that the numerical outcomes are reliable and quite accurate when contrasted with the analytical solutions and an existing numerical method.     

Maximum principle for optimal distributed control of the viscous Dullin-Gottwald-Holm equation

In this paper, the optimal distributed control of the viscous Dullin-Gottwald-Holm equation is investigated. Adopting the Dubovitskii and Milyutin functional analytical approach, we obtain the Pontryagin maximum principle of the system. The necessary optimality condition is established for an optimal control problem in fixed final horizon case. Finally, an illustrative example is also given.     

A control reduced primal interior point method for a class of control constrained optimal control problems

A primal interior point method for control constrained optimal control problems with PDE constraints is considered. Pointwise elimination of the control leads to a homotopy in the remaining state and dual variables, which is addressed by a short step pathfollowing method. The algorithm is applied to the continuous, infinite dimensional problem, where discretization is performed only in the innermost loop when solving linear equations. The a priori elimination of the least regular control permits to obtain the required accuracy with comparatively coarse meshes. Convergence of the method and discretization errors are studied, and the method is illustrated at two numerical examples. Supported by the DFG Research Center Matheon “Mathematics for key technologies” in Berlin. This paper appeared as ZIB Report 04-38.     

Optimal location of controllers for the one-dimensional wave equation

In this paper, we consider the homogeneous one-dimensional wave equation defined on $(0,\pi )$. For every subset $\omega ?[0,\pi ]$ of positive measure, every $T\ge 2\pi$, and all initial data, there exists a unique control of minimal norm in $L^2(0,T;L^2(\omega ))$ steering the system exactly to zero. In this article we consider two optimal design problems. Let $L\in (0,1)$. The first problem is to determine the optimal shape and position of ω in order to minimize the norm of the control for given initial data, over all possible measurable subsets ω of $[0,\pi ]$ of Lebesgue measure Lπ. The second problem is to minimize the norm of the control operator, over all such subsets. Considering a relaxed version of these optimal design problems, we show and characterize the emergence of different phenomena for the first problem depending on the choice of the initial data: existence of optimal sets having a finite or an infinite number of connected components, or nonexistence of an optimal set (relaxation phenomenon). The second problem does not admit any optimal solution except for $L=1/2$. Moreover, we provide an interpretation of these problems in terms of a classical optimal control problem for an infinite number of controlled ordinary differential equations. This new interpretation permits in turn to study modal approximations of the two problems and leads to new numerical algorithms. Their efficiency will be exhibited by several experiments and simulations.     

An optimal control problem for two-dimensional Schrödinger equation

In this paper we consider an optimal control problem controlled by three functions which are in the coefficients of a two-dimensional Schrödinger equation. After proving the existence and uniqueness of the optimal solution, we get the Frechet differentiability of the cost functional using Hamilton-Pontryagin function. Then we state a necessary condition to an optimal solution in the variational inequality form using the gradient.     

A priori error estimates for elliptic optimal control problems with a bilinear state equation

In this paper a priori error analysis for the finite element discretization of an optimal control problem governed by an elliptic state equation is considered. The control variable enters the state equation as a coefficient and is subject to pointwise inequality constraints. We derive a priori error estimates for the discretization error in the control variable and confirm our theoretical results by numerical examples.     

Optimal location of the support of the control for the 1-D wave equation: numerical investigations

We consider in this paper the homogeneous 1-D wave equation defined on Ω⊂ℝ. Using the Hilbert Uniqueness Method, one may define, for each subset ω⊂Ω, the exact control v _ω of minimal L ²(ω×(0,T))-norm which drives to rest the system at a time T>0 large enough. We address the question of the optimal position of ω which minimizes the functional . We express the shape derivative of J as an integral on ∂ ω×(0,T) independently of any adjoint solution. This expression leads to a descent direction for J and permits to define a gradient algorithm efficiently initialized by the topological derivative associated with J. The numerical approximation of the problem is discussed and numerical experiments are presented in the framework of the level set approach. We also investigate the well-posedness of the problem by considering a relaxed formulation.     

On the optimal control problem for Schrödinger equation with complex potential

The existence and uniqueness for the solution of the problem of determining the v(x,t) potential in the Schrödinger equation from the measured final data ψ(x,T)=y(x) is investigated. For the objective functional , it is proven that the problem has at least one solution for α?0, and has a unique solution for α>0. The necessary condition for solvability the problem is stated as the variational principle.     

Ciarlet–Raviart mixed finite element approximation for an optimal control problem governed by the first bi-harmonic equation

The Ciarlet–Raviart mixed finite element approximation is constructed to solve the constrained optimal control problem governed by the first bi-harmonic equation. The optimality conditions consisting of the state and the co-state equations is derived. Also, the a priori error estimates are analyzed. In the analysis of the a priori error estimates, the improved convergent rate of the higher order than existed results is proved. Some numerical experiments are performed to confirm the theoretical analysis for the a priori error estimate.     

Convergence of the Klein-Gordon equation to the wave map equation with magnetic field

This paper is devoted to the proof of the convergence from the modulated cubic nonlinear defocusing Klein-Gordon equation with magnetic field to the wave map equation. More precisely, we discuss the nonrelativistic-semiclassical limit of the modulated cubic nonlinear Klein-Gordon equation with magnetic field where the Planck's constant ?=ε and the speed of light c are related by c=ε−α for some α?1. When α=1 the limit wave function satisfies the wave map with one extra term coming from the magnetic field. However, α>1, the effect of the magnetic filed disappears and the limit is the typical wave map equation only.     

A combination of penalty function and multiplier methods for solving optimal control problems

The properties of combined multiplier and penalty function methods are investigated using a second-order expansion and results known for the Riccati equation. It is shown that the lower bound of the values of the penalty constant necessary to obtain a minimum is given by a certain Riccati equation. The convergence rate of a common updating rule for the multipliers is shown to be linear.This work has been supported by the Swedish Institute of Applied Mathematics.     

Adjoint concepts for the optimal control of Burgers equation

Adjoint techniques are a common tool in the numerical treatment of optimal control problems. They are used for efficient evaluations of the gradient of the objective in gradient-based optimization algorithms. Different adjoint techniques for the optimal control of Burgers equation with Neumann boundary control are studied. The methods differ in the point in the numerical algorithm at which the adjoints are incorporated. Discretization methods for the continuous adjoint are discussed and compared with methods applying the application of the discrete adjoint. At the example of the implicit Euler method and the Crank Nicolson method it is shown that a discretization for the adjoint problem that is adjoint to the discretized optimal control problem avoids additional errors in gradient-based optimization algorithms. The approach of discrete adjoints coincides with that of automatic differentiation tools (AD) which provide exact gradient calculations on the discrete level.     

Existence of optimal controls for the diffusion equation

The existence is considered of a boundary control which drives a system governed by the one-dimensional diffusion equation from the zero state to a given final state, and at the same time minimizes a given functional. The problem is first modified to one in which the minimum is sought of a functional defined on a set of Radon measures. The existence of a minimizing measure is demonstrated, and it is shown that this measure may be approximated by a piecewise constant control. Finally, conditions are given under which a minimizing measurable control exists for the unmodified problem.     

Spurious modes in finite-element discretizations of the wave equation may not be all that bad

If higher-order finite elements are used to discretize the wave equation, spurious modes may occur. These modes are classified as unphysical and supposedly make elements of high order useless for accurate computations. This is in conflict with numerical experiments which appear to provide good results. Here Fourier analysis is used to investigate the behaviour of the numerical error for a number of higher-order one-dimensional finite elements. It is shown that the spurious modes have a contribution to the numerical error that behaves in a reasonable manner, and that higher-order elements can be more accurate than lower-order elements. Lumped elements with Gauss–Lobatto nodes appear to be the best choice.     

Distributed optimal control of the viscous Burgers equation via a Legendre pseudo‐spectral approach

This paper presents a computational technique based on the pseudo‐spectral method for the solution of distributed optimal control problem for the viscous Burgers equation. By using pseudo‐spectral method, the problem is converted to a classical optimal control problem governed by a system of ordinary differential equations, which can be solved by well‐developed direct or indirect methods. For solving the resulting optimal control problem, we present an indirect method by deriving and numerically solving the first‐order optimality conditions. Numerical tests involving both unconstrained and constrained control problems are considered. Copyright © 2015 John Wiley & Sons, Ltd.     

Optimal control of a reflection boundary coefficient in an acoustic wave equation

We seek to optimally control a reflection boundary coefficient for an acoustic wave equation. The goal-quantified by an objective functional- is to drive the solution close to a target by adjusting this coefficient, which acts as a control. The problem is solved by finding the optimal control, which minimizes the objective functional. Then the optimal control is used as a an approximation for an inverse “ identification” problem.