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Numerical approximation for a time optimal control problems governed by semi-linear heat equations
Advances in Difference Equations volume 2014, Article number: 94 (2014)
Abstract
In this paper, we study the optimal time for a time optimal control problem , governed by an internally controlled semi-linear heat equation. By projecting the original problem via the finite element method, we obtain another time optimal control problem governed by a semi-linear system of ordinary differential equations. Here, h is the mesh sizes of the finite element spaces. The purpose of this study is to approach the optimal time for the problem through the optimal time for the problem . We obtain error estimates between the optimal times in terms of h.
MSC:35K05, 49J20.
1 Introduction
One of the most important optimal control problems is how to drive the corresponding trajectory of the equation from an initial state to a given target set in the shortest time, through applying constrained controllers. With regard to this kind of problems, the optimal time, is a very significant value. In this paper, we study numerical approximation for a time optimal control problems governed by semi-linear heat equations. We first project the problem into another time optimal control problem of ordinary differential equations, via the finite element method. Then, we establish error estimates between the optimal times for the original problem and its projected problem.
Let us first state the time optimal control problem studied in this paper. We begin with introducing the controlled equation. Let Ω be a convex and bounded domain, with smooth boundary ∂ Ω, in (). Let ω be an open and nonempty subset of Ω. In this paper, we consider the following semi-linear controlled heat equation:
where the initial value belongs to , and is a control function taken from the space , and is a function from ℝ to ℝ. We assume that
and
It is easy to see that under the present assumptions this semi-linear heat equations has a unique solution (see [1, 2]). Throughout this paper, we will treat the solutions of (1.1) as functions of the time variable t, from to the space , and denote the unique solution of (1.1) corresponding to the control u and the initial value . We denote and to the usual norm and the inner product of respectively. Besides, variables x and t for functions of and variable x for functions of x will be omitted, provided that it is not going to cause any confusion. The constraint control set is taken as
while the target set is the closed ball . The time optimal control problem reads as follows:
In this problem, the number is called the optimal time, while a control , in the set , and holding the property that , is called an optimal control. For each , we define to be the optimal time for the problem . Thus, is a function from to .
We next build the approximate problem for . We first build a finite element space , which will be further discussed in the next section. Let be the -projection from to , and we project the target set into
Now, we study the following semi-discrete system:
Here, the control is taken from the constraint control set . We denote the solution of (1.4) corresponding to the control u and the initial value . Consequently, we project the problem into the following time optimal control problem of ordinary differential equations:
For each , we define to be the optimal time for the problem where the initial value is replaced by . Thus, is a function from to , and is the optimal time for .
In this study, we derive the error estimates between and , in terms of h. The main results of the paper are presented as follows.
Theorem 1.1 Let . Equations (1.2) and (1.3) hold, and the constant L in (1.2) satisfies . Then there exists a positive number such that
Here and throughout the rest of the paper, stand for the first eigenvalue of the operator −△, with the Dirichlet boundary condition, and C stands for a positive constant independent of h. This constant varies in different contexts.
Since is an optimal control problem governed by an infinite dimensional system, while is an optimal control problem governed by a finite dimensional system, the study of should be much more difficult than that of . The main purpose of this paper is to study the approximation of through . This kind of problem has only been addressed in quite limited papers. To the best of our knowledge, the first study on this subject is the paper [3]. In this [3], the author was concerned with time optimal control problems for a class of boundary scalar controlled linear parabolic equations, obtained error estimates for optimal times, presented a full discretization of the original problem followed by numerical tests. In our paper, the problem which we study is governed by the internally controlled semi-linear heat equation. The other important literature on this subject which we would like to mention is [4, 5].
The rest of the paper is structured as follows. In Section 2, we first construct finite element spaces , then give certain properties for the functions and . Section 3 presents the proof of Theorem 1.1.
2 Finite element spaces and preliminary results
Since Ω is a convex set with a smooth boundary, there exists a positive number
having the property: corresponding to each h, with , one can construct such a family of regular triangulations in that satisfies the following conditions (see [6]):
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(A1) There exist two positive constants ρ and σ independent of h, such that and for each element τ in . (The notations and stand for the diameter of the set τ and the diameter of the greatest ball contained in τ, respectively.)
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(A2) is a polygonal approximation of . The vertices of , which are on the boundary , belong to ∂ Ω. Furthermore, we see that the measure of .
For each , we denote to the space of all polynomials of 1-order and defined on τ. Corresponding to the state space , we build a finite element space as follows:
It is a subspace of . Let be the -projection from to , namely,
Now, we will present some lemmas, which will be used later.
Lemma 2.1 Suppose (1.2) and (1.3) hold, and . Then the corresponding solution of (1.1) is global and the following inequality holds:
Proof The proof for the existence of the global solution for (1.1) can be viewed in [1]. Now, we are going to prove inequality (2.2). According to (1.2) and (1.3), we get
Let , for . Then,
From this, we can complete the proof of the lemma. □
Remark 2.1 With the same argument, we can also derive that the solution of (1.4) also satisfies the following inequality:
Lemma 2.2 Suppose and . Then, for each , there exists a constant , which is independent of h but depends on T, such that
We can deduce this lemma by classical finite element analysis; see [7] and [8].
Lemma 2.3 Suppose that , and let g be the function from to defined by
Then, we have
and
Proof Clearly, it suffices to show that the desired inequality in this lemma stands in the case that . According to Lemma 2.1, we observe that the solution of (1.1) with , has the estimate
Combined with , we see that when ,
Namely, have entered into the ball at time . This fact, together with the optimality of to the problem , yields the inequality:
Thus, we obtain the estimate (2.6). With the same argument, we can also obtain inequality (2.7). This completes the proof of the lemma. □
3 The proof of Theorem 1.1
Let be the positive number given in (2.1). It suffices to show that the following two inequalities hold for any h with :
and
We first prove the inequality (3.1). It is well knows that there exist optimal controls for problem and , respectively (see [9, 10] and [11]). Let be the optimal control to the problem . Then, by (2.5) we obtain
From the optimality of and to the problem , it follows that
Along with the above-mentioned inequality, this indicates that
Write . There are only two possibilities: either belongs to or is outside of .
In the first case, by the optimality of to the problem , we deduce that . Therefore, the inequality (3.1) holds for this case.
In the second case, we let and be the optimal time and an optimal control to the problem , where the initial state is replaced by the state . (The existence of such an optimal control can be verified easily.) Then, the solution takes value in at time . One can utilize Lemma 2.3 and (3.3) to deduce that
Now we construct another control by setting
Clearly, , and the solution takes value in at time . Combined with the optimality of to the problem , these indicate that
This inequality, together with (3.4), yields the estimate (3.1) for the second case. In summary, we conclude that the estimate (3.1) stands.
Next, we are in the position to prove (3.2). Let be the optimal control to the problem . Then it follows from (2.5) that
By the optimality of and to the problem , we get
Therefore, we have
Write . There are only two possibilities: z either belongs to or is outside of .
In the first case, the solution takes value in at time . This, together with the optimality of to the problem , indicates that . Therefore, the inequality (3.2) stands in the first case.
In the second case, we let and be the optimal time and an optimal control to the problem , where is replaced by z.
Then, the solution takes value in the target set at time . Furthermore, it follows from Lemma 2.3 and (3.5) that
Now we construct another control by setting
Clearly, , and the solution takes value in at time . Combined with the optimality of to the problem , these indicate that
This inequality, together with (3.6), gives the estimate (3.2) for the second case. In summary, we conclude that the estimate (3.2) stands, and we can complete the proof of this theorem.
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Acknowledgements
The authors would like to express their sincere thanks to the referees for their providing several important references and for their valuable suggestions. This work was partially supported by the National Natural Science Foundation of China under Grants (U1204105, 61203293), the Natural Science Foundation of Zhejiang (Y6110751), the Natural Science Foundation of Ningbo (2010A610096), the Key Foundation of Henan Educational Committee (13A120524, 12B120006), and the National Research Foundation of South Africa.
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GZ provided the question. GZ and JY gave the proof for the main result together. All authors read and approved the final manuscript.
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Zheng, G., Yin, J. Numerical approximation for a time optimal control problems governed by semi-linear heat equations. Adv Differ Equ 2014, 94 (2014). https://doi.org/10.1186/1687-1847-2014-94
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DOI: https://doi.org/10.1186/1687-1847-2014-94