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Discretization of elliptic control problems with time dependent parameters
Authors:Walter Alt  Nils Bräutigam
Institution:1. Institute for Applied Mathematics, Faculty of Mathematics and Computer Science, Friedrich-Schiller-University Jena, 07737 Jena, Germany;2. Institute for Applied Mathematics, Faculty of Mathematics and Physics, Friedrich-Alexander-University Erlangen, 91053 Erlangen, Germany
Abstract:We consider linear-quadratic problems of optimal control with an elliptic state equation and control constraints. For a discretization of the state equation by the method of Finite Differences and a piecewise approximation of the control we develop error estimates for the solution of the discrete problem and, based on the optimality conditions, we construct a new feasible control for which we derive error estimates of quadratic order.
Keywords:
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