Analytical and numerical solutions of a quasilinear parabolic optimal control problem (Q1298512)

A heat exchange process described by a parabolic partial differential equation with prescribed boundary conditions is considered. A cost function weighting the behaviour of the solution at the boundary is to be minimized. The existence and the uniqueness of the solution of the formulated problem is proved. The conjugate boundary value problem is presented and a gradient formulae is derived. The problem is solved by approximating differential operators by difference expressions. An algorithm is described. The optimal control is obtained by partial quadratic interpolation. The proposed method is illustrated by numerical examples.