A Priori Error Estimates for Space-Time Finite Element Discretization of Parabolic Optimal Control Problems Part I: Problems Without Control Constraints
Abstract
In this paper we develop a priori error analysis for Galerkin finite element discretizations of optimal control problems governed by linear parabolic equations. The space discretization of the state variable is done using usual conforming finite elements, whereas the time discretization is based on discontinuous Galerkin methods. For different types of control discretizations we provide error estimates of optimal order with respect to both space and time discretization parameters. The paper is divided into two parts. In the first part we develop some stability and error estimates for space-time discretization of the state equation and provide error estimates for optimal control problems without control constraints. In the second part of the paper, the techniques and results of the first part are used to develop a priori error analysis for optimal control problems with pointwise inequality constraints on the control variable.
[1] , Error estimates for a semilinear elliptic optimal control problem, Comput. Optim. Appl., 23 (2002), pp. 201–229. CPPPEF 0926-6003
[2] , Efficient numerical solution of parabolic optimization problems by finite element methods, Optim. Methods Softw., 22 (2007), pp. 813–833. OMSOE2 1055-6788
[3] , Estimation of linear functionals on Sobolev spaces with applications to Fourier transforms and spline interpolation, SIAM J. Numer. Anal., 7 (1970), pp. 112–124. SJNAAM 0036-1429
[4] , Error estimates for the numerical approximation of boundary semilinear elliptic control problems, Comput. Optim. Appl., 31 (2005), pp. 193–220. CPPPEF 0926-6003
[5]
[6]
[7]
[8] , Adaptive finite element methods for parabolic problems I: A linear model problem, SIAM J. Numer. Anal., 28 (1991), pp. 43–77. SJNAAM 0036-1429
[9] , Adaptive finite element methods for parabolic problems II: Optimal error estimates in $L_\infty L_2$ and $L_\infty L_\infty$, SIAM J. Numer. Anal., 32 (1995), pp. 706–740. SJNAAM 0036-1429
[10] , Time discretization of parabolic problems by the discontinuous Galerkin method, M2AN Math. Model. Numer. Anal., 19 (1985), pp. 611–643.
[11]
[12] , Approximation of a class of optimal control problems with order of convergence estimates, J. Math. Anal. Appl., 44 (1973), pp. 28–47. JMANAK 0022-247X
[13]
[14]
[15] , On the approximation of the solution of an optimal control problem governed by an elliptic equation, M2AN Math. Model. Numer. Anal., 13 (1979), pp. 313–328.
[16] , A variational discretization concept in control constrained optimization: The linear-quadratic case, Comput. Optim. Appl., 30 (2005), pp. 45–61. CPPPEF 0926-6003
[17] , On discrete-time Ritz-Galerkin approximation of control constrained optimal control problems for parabolic systems, Control Cybern., 7 (1978), pp. 21–36. CCYBAP 0324-8569
[18]
[19] , Convergence of approximations vs. regularity of solutions for convex, control-constrained optimal-control problems, Appl. Math. Optim., 8 (1981), pp. 69–95. AMOMBN 0095-4616
[20] , The Ritz–Galerkin procedure for parabolic control problems, SIAM J. Control Optim., 11 (1973), pp. 510–524. SJCODC 0363-0129
[21] , Adaptive space-time finite element methods for parabolic optimization problems, SIAM J. Control Optim., 46 (2007), pp. 116–142. SJCODC 0363-0129
[22] , Superconvergence properties of optimal control problems, SIAM J. Control Optim., 43 (2004), pp. 970–985. SJCODC 0363-0129
[23]
[24] , Error estimates for parabolic optimal control problems with control constraints, Z. Anal. Anwendungen, 23 (2004), pp. 353–376.
[25] , Adaptivity with dynamic meshes for space-time finite element discretizations of parabolic equations, SIAM J. Sci. Comput., 30 (2008), pp. 369–393. SJOCE3 1064-8275
[26]
[27]
[28] , Error estimates for a Galerkin approximation of a parabolic control problem, Ann. Math. Pura Appl. (4), 117 (1978), pp. 173–206.
[29]