An extended conjugate gradient algorithm for the diffusion equation
In many systems arising in mathematical physics such as thermodynamics, population dynamics, earthquake events, fluid mechanics and many other fields, the unknown quantities such as temperature, bio-mass, chemical concentration or fluid velocity, depend on space and time, while the space and time dependence are respectively termed the diffusive and kinetic mechanisms. In this paper, the authors examine both the kinetic and diffusive behaviors of the parabolic control problem of integral quadratic cost functional solvable by the extended conjugate gradient method (ECGM). The original ECGM algorithm and its subsequent variants rest on the formulation and analytical solutions of two evolution ordinary differential equations of time-varying systems. In this paper, effort is made to retain the resulting evolution differential equations in their partial forms and have them analytically solved. This effort naturally therefore results in a control operator dependent on both time and space variables unlike the earlier versions that only involved purely time-varying control operators. Thus, this is a unique pay-off.
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