Finite Element Error Estimation for Parabolic Optimal Control Problems with Pointwise Observations

In this paper,we consider parabolic distributed control problems with cost functional of pointwise observation type either in space or in time.First,we show the well-posedness of the optimization problems and derive the first order optimality systems,where the adjoint state can be expressed as the linear combination of solutions to two backward parabolic equations that involve the Dirac delta distribution as source either in space or in time.Second,we use a space-time finite element method to discretize the control problems,where the state variable is approximated by piecewise constant functions in time and continuous piecewise linear polynomials in space,and the control variable is discretized by following the variational discretization concept.We obtain a priori error estimates for the control and state variables with order O(k 12+h)up to a logarithmic factor under the L 2-norm.Finally,we perform several numerical experiments to support our theoretical results.

ELLIPTIC RECONSTRUCTION AND A POSTERIORI ERROR ESTIMATES FOR FULLY DISCRETE SEMILINEAR PARABOLIC OPTIMAL CONTROL PROBLEMS

This article studies a posteriori error analysis of fully discrete finite element approximations for semilinear parabolic optimal control problems.Based on elliptic reconstruction approach introduced earlier by Makridakis and Nochetto[25],a residual based a posteriori error estimators for the state,co-state and control variables are derived.The space discretization of the state and co-state variables is done by using the piecewise linear and continuous finite elements,whereas the piecewise constant functions are employed for the control variable.The temporal discretization is based on the backward Euler method.We derive a posteriori error estimates for the state,co-state and control variables in the L^(∞)(0,T;L^(2)(Ω))-norm.Finally,a numerical experiment is performed to illustrate the performance of the derived estimators.

A Priori Error Estimates of Crank-Nicolson Finite Volume Element Method for Parabolic Optimal Control Problems

In this paper,the Crank-Nicolson linear finite volume element method is applied to solve the distributed optimal control problems governed by a parabolic equation.The optimal convergent order O(h^(2)+k^(2))is obtained for the numerical solution in a discrete L^(2)-norm.A numerical experiment is presented to test the theoretical result.

Application of the Alternating Direction Method of Multipliers to Control Constrained Parabolic Optimal Control Problems and Beyond

Control constrained parabolic optimal control problems are generally challenging,from either theoretical analysis or algorithmic design perspectives.Conceptually,the well-known alternating direction method of multipliers(ADMM)can be directly applied to such problems.An attractive advantage of this direct ADMM application is that the control constraints can be untied from the parabolic optimal control problem and thus can be treated individually in the iterations.At each iteration of the ADMM,the main computation is for solving an unconstrained parabolic optimal control subproblem.Because of its inevitably high dimensionality after space-time discretization,the parabolicoptimal control subproblem at each iteration can be solved only inexactly by implementing certain numerical scheme internally and thus a two-layer nested iterative algorithm is required.It then becomes important to find an easily implementable and efficient inexactness criterion to perform the internal iterations,and to prove the overall convergence rigorously for the resulting two-layer nested iterative algorithm.To implement the ADMM efficiently,we propose an inexactness criterion that is independent of the mesh size of the involved discretization,and that can be performed automatically with no need to set empirically perceived constant accuracy a priori.The inexactness criterion turns out to allow us to solve the resulting parabolic optimal control subproblems to medium or even low accuracy and thus save computation significantly,yet convergence of the overall two-layer nested iterative algorithm can be still guaranteed rigorously.Efficiency of this ADMM implementation is promisingly validated by some numerical results.Our methodology can also be extended to a range of optimal control problems modeled by other linear PDEs such as elliptic equations,hyperbolic equations,convection-diffusion equations,and fractional parabolic equations.

VARIATIONAL DISCRETIZATION OF PARABOLIC CONTROL PROBLEMS IN THE PRESENCE OF POINTWISE STATE CONSTRAINTS

space dimensions. These bounds follow from uniform estimates for the discretization error of the state under natural regularity requirements.