Optimal Control of Partial Differential Equations

Optimal Control of Partial Differential Equations Optimal Control of Partial Differential Equations

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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 −

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 −

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