Convergence of Galerkin approximations for operator Riccati equations - a nonlinear evolution equation approach (Q2638737)

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Convergence of Galerkin approximations for operator Riccati equations - a nonlinear evolution equation approach
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    Convergence of Galerkin approximations for operator Riccati equations - a nonlinear evolution equation approach (English)
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    1991
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    This paper is concerned with the convergence of Galerkin approximations to infinite-dimensional operator Riccati differential equations. The author considers a class of generalized operator Riccati equations in the space of Hilbert-Schmidt operators on a separable Hilbert space. Here a formulation of the problem due to \textit{R. Temam} [J. Funct. Anal. 7, 85- 115 (1971; Zbl 0218.47032)] is employed. In this context, assuming that the underlying Hilbert space admits a densely, continuously and compactly embedded subspace and the sequence of approximating Galerkin subspaces have orthogonal projections strongly convergent, the author proves norm convergence of the Galerkin approximating Riccati operators, uniformly in time on compact time intervals. Finally the theory is applied to a linear quadratic optimal control problem for a one-dimensional heat equation.
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    convergence
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    Galerkin approximations
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    infinite-dimensional operator Riccati differential equations
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    Hilbert-Schmidt operators
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    Hilbert space
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    linear quadratic optimal control problem
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    heat equation
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