Optimal Control of Partial Differential Equations
Optimal Control of Partial Differential Equations Optimal Control of Partial Differential Equations
60 CHAPTER 5. CONTROL OF THE HEAT EQUATION The function f belongs to L 2 (Q), χω is the characteristic function of ω, ω is an open subset of Ω, and the function u is a control variable. We suppose that V ∈ (L ∞ (Q)) N . We want to study the control problem (P5) inf{J5(z, u) | (z, u) ∈ C([0, T ]; L 2 (Ω)) × L 2 (0, T ; L 2 (ω)), (z, u) satisfies (5.5.28)}, where J5(z, u) = 1 (z − zd) 2 Q 2 + 1 (z(T ) − zd(T )) 2 Ω 2 + β χωu 2 Q 2 , and β > 0. We assume that zd ∈ C([0, T ]; L 2 (Ω)). We first study equation (5.5.28) by a fixed point method. For that we need a regularity for the heat equation that we state below. Regularity result. For any 1 < q < ∞, there exists a constant C(q) such that the solution z to the heat equation satisfies ∂z ∂t − ∆z = f in Q, z = 0 on Σ, z(x, 0) = 0 in Ω, z C([0,T ];L 2 (Ω)) + z L 2 (0,T ;H 1 0 (Ω)) ≤ C(q)f L q (0,T ;L 2 (Ω)) 1 - Now we choose 1 < q < 2. Let r be defined by 1 2 + 1 r for all f ∈ L q (0, T ; L 2 (Ω)). = 1 q , and ¯t ∈]0, T ] such that C(q)¯t 1/r V (L ∞ (Q)) N ≤ 1 2 . Let φ ∈ C([0, ¯t]; L 2 (Ω)) ∩ L 2 (0, ¯t; H 1 0(Ω)), and denote by zφ the solution to equation ∂z ∂t − ∆z = f + χωu − V · ∇φ in Q, z = 0 on Σ, z(x, 0) = z0 in Ω. (5.5.29) Prove that the mapping φ ↦−→ zφ is a contraction in C([0, ¯t]; L 2 (Ω)) ∩ L 2 (0, ¯t; H 1 0(Ω)). 2 - Let ˆz be the solution in C([0, ¯t]; L 2 (Ω)) ∩ L 2 (0, ¯t; H 1 0(Ω)) to equation ∂z ∂t − ∆z + V · ∇z = f + χωu in Ω × (0, ¯t), z = 0 on Γ × (0, ¯t), z(x, 0) = z0 in Ω. The existence of ˆz follows from the previous question. Let φ ∈ C([0, 2¯t]; L 2 (Ω))∩L 2 (0, 2¯t; H 1 0(Ω)) such that φ = ˆz on [0, ¯t], and denote by zφ the solution to equation ∂z ∂t − ∆z = f + χωu − V · ∇φ in Q, z = 0 on Σ, z(x, 0) = z0 in Ω. (5.5.30) Prove that the mapping is a contraction in the metric space φ ↦−→ zφ {φ ∈ C([0, 2¯t]; L 2 (Ω)) ∩ L 2 (0, 2¯t; H 1 0(Ω)) | φ = ˆz on [0, ¯t]},
5.5. EXERCISES 61 for the metric corresponding to the norm of the space C([0, 2¯t]; L 2 (Ω)) ∩ L 2 (0, 2¯t; H 1 0(Ω)). 3 - Prove that equation (5.5.28) admits a unique solution in C([0, T ]; L 2 (Ω))∩L 2 (0, T ; H 1 0(Ω)), and that this solution obeys z C([0,T ];L 2 (Ω)) + z L 2 (0,T ;H 1 0 (Ω)) ≤ C(f L 2 (Q) + u L 2 (ω×(0,T )) + z0 L 2 (Ω)). 4 - Prove that the control problem (P5) admits a unique solution. Write first order optimality conditions. Exercise 5.5.5 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 the heat equation with a control in a coefficient ∂y ∂t avec f ∈ L 2 (Q), y0 ∈ L 2 (Ω) et − ∆y + u y = f in Q, T > 0, y = 0 on Γ×]0, T [, y(x, 0) = y0(x) in Ω, u ∈ Uad = {u ∈ L ∞ (Q) | 0 ≤ u(x, t) ≤ M a.e. in Q}, M > 0. We want to study the control problem (5.5.31) (P6) inf{J6(y) | u ∈ Uad, (y, u) satisfies (5.5.31)} avec J6(y) = Ω |y(x, T ) − yd(x)| 2 dx, yd is a given function in L 2 (Ω). 1 - Prove that equation (5.5.31) admits a unique solution yu in C([0, T ]; L 2 (Ω))∩L 2 (0, T ; H 1 0(Ω)) (the fixed point method of the previous exercise can be adapted to deal with equation (5.5.31)). Prove that this solution belongs to W (0, T ; H 1 0(Ω), H −1 (Ω)). 2 - Let (un)n ⊂ Uad be a sequence converging to u for the weak star topology of L ∞ (Q). Prove that (yun)n converges to yu for the weak topology of W (0, T ; H 1 0(Ω), H −1 (Ω)). Prove that (P6) admits solutions. 3 - Let u and v be two functions in Uad. Set zλ = (yu+λv − yu)/λ. Prove that (zλ)λ converges, when λ tends to zero, to the solution zu,v of the equation ∂z ∂t − ∆z + vyu + uz = 0 in Ω×]0, T [, (5.5.32) z = 0 on Γ×]0, T [, z(x, 0) = 0 in Ω. 4 - Let (yu, u) be a solution to problem (P6). Write optimality conditions for (yu, u) in function of zu,v−u (for v ∈ Uad). Next, write this optimality condition by introducing the adjoint state associated with (yu, u).
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5.5. EXERCISES 61<br />
for the metric corresponding to the norm <strong>of</strong> the space C([0, 2¯t]; L 2 (Ω)) ∩ L 2 (0, 2¯t; H 1 0(Ω)).<br />
3 - Prove that equation (5.5.28) admits a unique solution in C([0, T ]; L 2 (Ω))∩L 2 (0, T ; H 1 0(Ω)),<br />
and that this solution obeys<br />
z C([0,T ];L 2 (Ω)) + z L 2 (0,T ;H 1 0 (Ω)) ≤ C(f L 2 (Q) + u L 2 (ω×(0,T )) + z0 L 2 (Ω)).<br />
4 - Prove that the control problem (P5) admits a unique solution. Write first order optimality<br />
conditions.<br />
Exercise 5.5.5<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 the heat equation with a control in a coefficient<br />
∂y<br />
∂t<br />
avec f ∈ L 2 (Q), y0 ∈ L 2 (Ω) et<br />
− ∆y + u y = f in Q, T > 0,<br />
y = 0 on Γ×]0, T [, y(x, 0) = y0(x) in Ω,<br />
u ∈ Uad = {u ∈ L ∞ (Q) | 0 ≤ u(x, t) ≤ M a.e. in Q}, M > 0.<br />
We want to study the control problem<br />
(5.5.31)<br />
(P6) inf{J6(y) | u ∈ Uad, (y, u) satisfies (5.5.31)}<br />
avec J6(y) = <br />
Ω |y(x, T ) − yd(x)| 2 dx, yd is a given function in L 2 (Ω).<br />
1 - Prove that equation (5.5.31) admits a unique solution yu in C([0, T ]; L 2 (Ω))∩L 2 (0, T ; H 1 0(Ω))<br />
(the fixed point method <strong>of</strong> the previous exercise can be adapted to deal with equation (5.5.31)).<br />
Prove that this solution belongs to W (0, T ; H 1 0(Ω), H −1 (Ω)).<br />
2 - Let (un)n ⊂ Uad be a sequence converging to u for the weak star topology <strong>of</strong> L ∞ (Q). Prove<br />
that (yun)n converges to yu for the weak topology <strong>of</strong> W (0, T ; H 1 0(Ω), H −1 (Ω)). Prove that (P6)<br />
admits solutions.<br />
3 - Let u and v be two functions in Uad. Set zλ = (yu+λv − yu)/λ. Prove that (zλ)λ converges,<br />
when λ tends to zero, to the solution zu,v <strong>of</strong> the equation<br />
<br />
∂z<br />
∂t − ∆z + vyu + uz = 0 in Ω×]0, T [,<br />
(5.5.32)<br />
z = 0 on Γ×]0, T [, z(x, 0) = 0 in Ω.<br />
4 - Let (yu, u) be a solution to problem (P6). Write optimality conditions for (yu, u) in function<br />
<strong>of</strong> zu,v−u (for v ∈ Uad). Next, write this optimality condition by introducing the adjoint state<br />
associated with (yu, u).