Finite Element Approximation of Optimal Control for the Heat Equation with End-Point State Constraints

Finite Element Approximation of Optimal Control for the Heat Equation with End-Point State Constraints

Year:    2012

International Journal of Numerical Analysis and Modeling, Vol. 9 (2012), Iss. 4 : pp. 844–875

Abstract

This study presents a new finite element approximation for an optimal control problem ($P$) governed by the heat equation and with end-point state constraints. The state constraint set $S$ is assumed to have an empty interior in the state space. We begin with building a new penalty functional where the penalty parameter is an algebraic combination of the mesh size and the time step. Based on it, we establish a discrete optimal control problem ($P_{h\tau}$) without state constraints. With the help of Pontryagin’s maximum principle and by suitably choosing the above-mentioned combination, we successfully derive error estimate between optimal controls of problems ($P$) and ($P_{h\tau}$), in terms of the mesh size and time step.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2012-IJNAM-662

International Journal of Numerical Analysis and Modeling, Vol. 9 (2012), Iss. 4 : pp. 844–875

Published online:    2012-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    32

Keywords:    Error estimate optimal control problem the heat equation end-point state constraint discrete.