Optimal Control of Partial Differential Equations

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

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58 CHAPTER 5. CONTROL OF THE HEAT EQUATION Theorem 5.4.5 (i) Let z(f, u, z0) be the solution to equation (5.4.20). The operator (f, u, z0) ↦→ z(f, u, z0), is linear and continuous from L 2 (Q) × L 2 (Σ) × L 2 (Ω) into C([0, T ]; H −1 (Ω)). (ii) If u ∈ L 2 (Σ), and if pT ∈ H 1 0(Ω), then the solution z of equation (5.4.21) and the solution p of − ∂p ∂t − ∆p = 0 in Q, p = 0 on Σ, p(x, T ) = pT in Ω, satisfy the following formula 〈z(T ), pT 〉 H−1 (Ω)×H1 0 (Ω) = − Σ u ∂p . (5.4.26) ∂n Proof. (i) We only need to prove the regularity result for the solution z of equation (5.4.21). For every ϕ ∈ H 1 0(Ω) and every τ ∈]0, T ], consider the solution y to equation − ∂y − ∆y = 0 ∂t Due to Theorem 5.2.2, we have in Q, y = 0 on Σ, y(τ) = ϕ in Ω. y L 2 (0,τ;H 2 (Ω)∩H 1 0 (Ω)) ≤ cϕ H 1 0 (Ω), and the constant c is independent of τ. Let (un)n ⊂ L 2 (Σ) a sequence of regular functions satisfying the compatibility condition un(x, 0) = 0, and converging to u in L 2 (Σ). Denote by zn the solution to (5.4.21) corresponding to un. Since zn is regular, it satisfies the formula Thus we have Ω zn(τ)ϕ = − zn(τ) H −1 (Ω) = sup ϕH 1 0 (Ω) =1 Γ×(0,τ) ∂y un ∂n . un Γ×(0,τ) ∂y ≤ cunL2 (Σ), ∂n where the constant c is independent of τ. From this estimate it follows that zn − zm C([0,T ];H −1 (Ω)) = zn − zm L ∞ (0,T ;H −1 (Ω)) ≤ cun − um L 2 (Σ). Therefore the sequence (zn)n converges to some ˜z in C([0, T ]; H −1 (Ω)). Due to Theorem 5.4.1, the sequence (zn)n converges to the solution z of equation (5.4.21). We finally have z = ˜z ∈ C([0, T ]; H −1 (Ω)). (ii) Formula (5.4.26) can be established for regular data, and next deduced in the general case from density arguments. Now we are in position to study the control problem (P4) inf{J4(z, u) | (z, u) ∈ L 2 (0, T ; L 2 (Ω)) × L 2 (Σ), (z, u) satisfies (5.4.20)}, with J4(z, u) = 1 2 |z(T ) − zT | 2 H−1 β (Ω) + u 2 Σ 2 . The proof of existence and uniqueness of solution to problem (P4) is standard (see exercise 5.5.3).

5.5. EXERCISES 59 Theorem 5.4.6 Assume that f ∈ L2 (Q), z0 ∈ L2 (Ω), and zd ∈ L2 (0, T ; L2 (Ω)). Let (¯z, ū) be the unique solution to problem (P4). The optimal control u is defined by u = 1 ∂p , where p is β ∂n the solution to the equation − ∂p ∂t − ∆p = 0 in Q, p = 0 on Σ, p(x, T ) = (−∆)−1 (¯z(T ) − zT ) in Ω. (5.4.27) Proof. We set F4(u) = J4(z(f, z0, u), u). If wu is the solution to equation 5.4.21, and p the solution to equation 5.4.27, with the formula stated in Theorem 5.4.5(ii), we have ūu. The proof is complete. 5.5 Exercises Exercise 5.5.1 F4(ū)u = 〈wu(T ), (−∆) −1 (¯z(T ) − zT )〉 H −1 (Ω)×H 1 0 (Ω) + β = Σ − ∂p + βū u. ∂n The notation are the ones of section 5.2. Let (un)n be a sequence in L 2 (0, T ; L 2 (ω)), converging to u for the weak topology of L 2 (0, T ; L 2 (ω)). Let zn be the solution to equation (5.2.1) corresponding to un, and zu be the solution to equation (5.2.1) corresponding to u. Prove that (zn(T ))n converges to zu(T ) for the weak topology of L 2 (Ω). Prove that the control problem (P1) admits a unique solution. Exercise 5.5.2 Prove that the control problem (P2) of section 5.3 admits a unique solution. Exercise 5.5.3 The notation are the ones of section 5.4. Let (un)n be a sequence in L 2 (Σ), converging to u for the weak topology of L 2 (Σ). Let zn be the solution to equation (5.4.20) corresponding to un, and zu be the solution to equation (5.4.20) corresponding to u. Prove that (zn(T ))n converges to zu(T ) for the weak topology of H −1 (Ω). Prove that the control problem (P4) admits a unique solution. Exercise 5.5.4 Let Ω be a bounded domain in R N , with a boundary Γ of class C 2 . Let T > 0, set Q = Ω×(0, T ) and Σ = Γ × (0, T ). We consider a convection-diffusion equation with a distributed control ∂z ∂t − ∆z + V · ∇z = f + χωu in Q, z = 0 on Σ, z(x, 0) = z0 in Ω. (5.5.28) Σ

5.5. EXERCISES 59<br />

Theorem 5.4.6 Assume that f ∈ L2 (Q), z0 ∈ L2 (Ω), and zd ∈ L2 (0, T ; L2 (Ω)). Let (¯z, ū) be<br />

the unique solution to problem (P4). The optimal control u is defined by u = 1 ∂p<br />

, where p is<br />

β ∂n<br />

the solution to the equation<br />

− ∂p<br />

∂t − ∆p = 0 in Q, p = 0 on Σ, p(x, T ) = (−∆)−1 (¯z(T ) − zT ) in Ω. (5.4.27)<br />

Pro<strong>of</strong>. We set F4(u) = J4(z(f, z0, u), u). If wu is the solution to equation 5.4.21, and p the<br />

solution to equation 5.4.27, with the formula stated in Theorem 5.4.5(ii), we have<br />

<br />

ūu.<br />

The pro<strong>of</strong> is complete.<br />

5.5 Exercises<br />

Exercise 5.5.1<br />

F4(ū)u = 〈wu(T ), (−∆) −1 (¯z(T ) − zT )〉 H −1 (Ω)×H 1 0 (Ω) + β<br />

<br />

=<br />

Σ<br />

<br />

− ∂p<br />

<br />

+ βū u.<br />

∂n<br />

The notation are the ones <strong>of</strong> section 5.2. Let (un)n be a sequence in L 2 (0, T ; L 2 (ω)), converging<br />

to u for the weak topology <strong>of</strong> L 2 (0, T ; L 2 (ω)). Let zn be the solution to equation (5.2.1)<br />

corresponding to un, and zu be the solution to equation (5.2.1) corresponding to u. Prove that<br />

(zn(T ))n converges to zu(T ) for the weak topology <strong>of</strong> L 2 (Ω). Prove that the control problem<br />

(P1) admits a unique solution.<br />

Exercise 5.5.2<br />

Prove that the control problem (P2) <strong>of</strong> section 5.3 admits a unique solution.<br />

Exercise 5.5.3<br />

The notation are the ones <strong>of</strong> section 5.4. Let (un)n be a sequence in L 2 (Σ), converging to<br />

u for the weak topology <strong>of</strong> L 2 (Σ). Let zn be the solution to equation (5.4.20) corresponding<br />

to un, and zu be the solution to equation (5.4.20) corresponding to u. Prove that (zn(T ))n<br />

converges to zu(T ) for the weak topology <strong>of</strong> H −1 (Ω). Prove that the control problem (P4)<br />

admits a unique solution.<br />

Exercise 5.5.4<br />

Let Ω be a bounded domain in R N , with a boundary Γ <strong>of</strong> class C 2 . Let T > 0, set Q = Ω×(0, T )<br />

and Σ = Γ × (0, T ). We consider a convection-diffusion equation with a distributed control<br />

∂z<br />

∂t − ∆z + V · ∇z = f + χωu in Q, z = 0 on Σ, z(x, 0) = z0 in Ω. (5.5.28)<br />

Σ

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