Optimal Control of Partial Differential Equations
Optimal Control of Partial Differential Equations Optimal Control of Partial Differential Equations
28 CHAPTER 3. CONTROL OF SEMILINEAR ELLIPTIC EQUATIONS 3.2 Linear elliptic equations Theorem 3.2.1 For every f ∈ L r (Ω), with r ≥ 2N N+2 Az = f in Ω, ∂z ∂nA admits a unique solution in H 1 (Ω), this solution belongs to W 2,r (Ω). if N > 2 and r > 1 if N = 2, equation = 0 on Γ, (3.2.2) Proof. Since H1 (Ω) ⊂ L 2N N−2 (Ω) (with a dense imbedding) if N > 2, and H1 (Ω) ⊂ Lp (Ω) for any p < ∞ (with a dense imbedding) if N = 2, we have L 2N N+2 (Ω) ⊂ (H1 (Ω)) ′ if N > 2, and Lp′ (Ω) ⊂ (H1 (Ω)) ′ for all p < ∞ if N = 2. Thus Lr (Ω) ⊂ (H1 (Ω)) ′ . The existence of a unique solution in H 1 (Ω) follows from the Lax-Migram theorem. The regularity result in W 2,r (Ω) is proved in [30, Theorem 3.17]. For any exponent q, we denote by q ′ the conjugate exponent to q. When f ∈ (W 1,q′ (Ω)) ′ , q ≥ 2, we replace equation (3.2.2) by the variational equation find z ∈ H 1 (Ω) such that a(z, φ) = 〈f, φ〉 (H 1 (Ω)) ′ ×H 1 (Ω) for all φ ∈ H 1 (Ω), (3.2.3) where a(z, φ) = Ω ΣN i,j=1aij(x)∂jz∂iφ dx. Theorem 3.2.2 For every f ∈ (W 1,q′ (Ω)) ′ , with q ≥ 2, equation (3.2.3) admits a unique solution in H1 (Ω), this solution belongs to W 1,q (Ω), and z W 1,q (Ω) ≤ Cf (W 1,q ′ (Ω)) ′. Proof. As previously we notice that the existence of a unique solution in H 1 (Ω) follows from the Lax-Migram theorem. The regularity result in W 1,q (Ω) is proved in [30, Theorem 3.16]. With Theorem 3.2.2, we can study elliptic equations with nonhomogeneous boundary conditions. Lemma 3.2.1 If g ∈ Ls (Γ) with s ≥ 2(N−1) , the mapping N φ ↦−→ gφ belongs to (W 1,q′ (Ω)) ′ for all s ≥ (N−1)q N . Proof. If φ ∈ W 1,q′ φ ↦→ 1,q′ gφ belongs to (W (Ω)) ′ if s ≥ Γ Γ 1 1− (Ω), then φ|Γ belongs to W q ′ ,q ′ (Γ) ⊂ L (N−1)q′ N−q ′ (Γ). Thus the mapping (N−1)q ′ ′ N−q ′ Theorem 3.2.3 For every g ∈ Ls (Γ), with s ≥ 2(N−1) , equation N Az = 0 in Ω, ∂z ∂nA = (N−1)q . The proof is complete. N = g on Γ, (3.2.4) admits a unique solution in H1 (Ω), this solution belongs to W 1,q (Ω) with q = Ns , and N−1 z W 1,q (Ω) ≤ CgL s (Γ).
3.3. SEMILINEAR ELLIPTIC EQUATIONS 29 Proof. Obviously z ∈ H1 (Ω) is a solution to equation (3.2.4) if and only if a(z, φ) = gφ for all φ ∈ H 1 (Ω). Γ The existence and uniqueness still follow from the Lax-Milgram theorem. The regularity result is a direct consequence of Lemma 3.2.1 and Theorem 3.2.2. 3.3 Semilinear elliptic equations The Minty-Browder Theorem, stated below, is a powerful tool to study nonlinear elliptic equations. Theorem 3.3.1 ([4]) Let E be a reflexive Banach space, and A be a nonlinear continuous mapping from E into E ′ . Suppose that and 〈A(z1) − A(z2), z1 − z2〉E ′ ,E > 0 for all z1, z2 ∈ E, with z1 = z2, (3.3.5) 〈A(z), z〉E limzE→∞ ′ ,E zE = ∞. Then, for all ℓ ∈ E ′ , there exists a unique z ∈ E such that A(z) = ℓ. We want to apply this theorem to the nonlinear equation Az = f in Ω, ∂z + ψk(z) = g on Γ, (3.3.6) ∂nA with f ∈ Lr (Ω), g ∈ Ls (Γ), and ⎧ ⎨ ψ(k) + ψ ψk(z) = ⎩ ′ (k)(z − k) if z > k, ψ(z) ψ(−k) + ψ if |z| ≤ k, ′ (−k)(z + k) if z < −k. We explain below why we first replace ψ by the truncated function ψk (see remark after Theorem 3.3.2). To apply Theorem 3.3.1, we set E = H1 (Ω), and we define A by 〈A(z), φ〉 (H1 (Ω)) ′ ,H1 (Ω) = a(z, φ) + ψk(z)φ, and ℓ by 〈ℓ, φ〉 = Ω fφ + Condition (3.3.5) is satisfied because a(z1 − z2, z1 − z2) ≥ mz1 − z22 H1 (Ω) z2)(z1 − z2) ≥ 0 (indeed, the function ψk is increasing). Moreover 〈A(z), z〉 (H 1 (Ω)) ′ ,H 1 (Ω) z H 1 (Ω) Γ gφ. ≥ mz H 1 (Ω) → ∞ as z H 1 (Ω) → ∞. Γ and Γ ψk(z1 −
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3.3. SEMILINEAR ELLIPTIC EQUATIONS 29<br />
Pro<strong>of</strong>. Obviously z ∈ H1 (Ω) is a solution to equation (3.2.4) if and only if<br />
<br />
a(z, φ) = gφ for all φ ∈ H 1 (Ω).<br />
Γ<br />
The existence and uniqueness still follow from the Lax-Milgram theorem. The regularity result<br />
is a direct consequence <strong>of</strong> Lemma 3.2.1 and Theorem 3.2.2.<br />
3.3 Semilinear elliptic equations<br />
The Minty-Browder Theorem, stated below, is a powerful tool to study nonlinear elliptic<br />
equations.<br />
Theorem 3.3.1 ([4]) Let E be a reflexive Banach space, and A be a nonlinear continuous<br />
mapping from E into E ′ . Suppose that<br />
and<br />
〈A(z1) − A(z2), z1 − z2〉E ′ ,E > 0 for all z1, z2 ∈ E, with z1 = z2, (3.3.5)<br />
〈A(z), z〉E<br />
limzE→∞<br />
′ ,E<br />
zE<br />
= ∞.<br />
Then, for all ℓ ∈ E ′ , there exists a unique z ∈ E such that A(z) = ℓ.<br />
We want to apply this theorem to the nonlinear equation<br />
Az = f in Ω,<br />
∂z<br />
+ ψk(z) = g on Γ, (3.3.6)<br />
∂nA<br />
with f ∈ Lr (Ω), g ∈ Ls (Γ), and<br />
⎧<br />
⎨ ψ(k) + ψ<br />
ψk(z) =<br />
⎩<br />
′ (k)(z − k) if z > k,<br />
ψ(z)<br />
ψ(−k) + ψ<br />
if |z| ≤ k,<br />
′ (−k)(z + k) if z < −k.<br />
We explain below why we first replace ψ by the truncated function ψk (see remark after<br />
Theorem 3.3.2). To apply Theorem 3.3.1, we set E = H1 (Ω), and we define A by<br />
<br />
〈A(z), φ〉 (H1 (Ω)) ′ ,H1 (Ω) = a(z, φ) + ψk(z)φ,<br />
and ℓ by<br />
<br />
〈ℓ, φ〉 =<br />
Ω<br />
<br />
fφ +<br />
Condition (3.3.5) is satisfied because a(z1 − z2, z1 − z2) ≥ mz1 − z22 H1 (Ω)<br />
z2)(z1 − z2) ≥ 0 (indeed, the function ψk is increasing). Moreover<br />
〈A(z), z〉 (H 1 (Ω)) ′ ,H 1 (Ω)<br />
z H 1 (Ω)<br />
Γ<br />
gφ.<br />
≥ mz H 1 (Ω) → ∞ as z H 1 (Ω) → ∞.<br />
Γ<br />
and <br />
Γ ψk(z1 −