Optimal Control of Partial Differential Equations
Optimal Control of Partial Differential Equations
Optimal Control of Partial Differential Equations
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Contents<br />
1 Examples <strong>of</strong> control problems 7<br />
1.1 What is a control problem ? . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7<br />
1.2 <strong>Control</strong> <strong>of</strong> elliptic equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7<br />
1.2.1 <strong>Optimal</strong> control <strong>of</strong> current in a cathodic protection system . . . . . . . 7<br />
1.2.2 <strong>Optimal</strong> control problem in radiation and scattering . . . . . . . . . . . 8<br />
1.3 <strong>Control</strong> <strong>of</strong> parabolic equations . . . . . . . . . . . . . . . . . . . . . . . . . . . 9<br />
1.3.1 Identification <strong>of</strong> a source <strong>of</strong> pollution . . . . . . . . . . . . . . . . . . . 9<br />
1.3.2 Cooling process in metallurgy . . . . . . . . . . . . . . . . . . . . . . . 10<br />
1.4 <strong>Control</strong> <strong>of</strong> hyperbolic equations . . . . . . . . . . . . . . . . . . . . . . . . . . 10<br />
1.5 Objectives <strong>of</strong> these lectures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11<br />
2 <strong>Control</strong> <strong>of</strong> elliptic equations 13<br />
2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13<br />
2.2 Neumann boundary control . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13<br />
2.3 Computation <strong>of</strong> optimal controls . . . . . . . . . . . . . . . . . . . . . . . . . 16<br />
2.4 Dirichlet boundary control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18<br />
2.5 Problems with control constraints . . . . . . . . . . . . . . . . . . . . . . . . . 20<br />
2.6 Existence <strong>of</strong> solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21<br />
2.7 Other functionals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22<br />
2.7.1 Observation in H 1 (Ω) . . . . . . . . . . . . . . . . . . . . . . . . . . . 22<br />
2.7.2 Pointwise observation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23<br />
2.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24<br />
3 <strong>Control</strong> <strong>of</strong> semilinear elliptic equations 27<br />
3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27<br />
3.2 Linear elliptic equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28<br />
3.3 Semilinear elliptic equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29<br />
3.4 <strong>Control</strong> problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32<br />
3.4.1 Existence <strong>of</strong> solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33<br />
3.4.2 <strong>Optimal</strong>ity conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . 33<br />
3.5 Pointwise observation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35<br />
3.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38<br />
4 Evolution equations 41<br />
4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41<br />
4.2 Weak solutions in L p (0, T ; Z) . . . . . . . . . . . . . . . . . . . . . . . . . . . 42<br />
3