A space-time fractional optimal control problem: analysis and discretization

DOI10.1137/15M1014991zbMATH Open1339.49003arXiv1504.00063OpenAlexW2408347580MaRDI QIDQ2810568FDOQ2810568

Authors: Harbir Antil, Enrique Otárola, Abner J. Salgado 

Publication date: 3 June 2016

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Abstract: We study a linear-quadratic optimal control problem involving a parabolic equation with fractional diffusion and Caputo fractional time derivative of orders $sin(0,1)$ and $gammain(0,1]$, respectively. The spatial fractional diffusion is realized as the Dirichlet-to-Neumann map for a nonuniformly elliptic operator. Thus, we consider an equivalent formulation with a quasi-stationary elliptic problem with a dynamic boundary condition as state equation. The rapid decay of the solution to this problem suggests a truncation that is suitable for numerical approximation. We consider a fully-discrete scheme: piecewise constant functions for the control and, for the state, first-degree tensor product finite elements in space and a finite difference discretization in time. We show convergence of this scheme and, for $sin(0,1)$ and $gamma=1$, we derive a priori error estimates.

Full work available at URL: https://arxiv.org/abs/1504.00063

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zbMATH Keywords

stabilityfinite elementsfractional derivativesweighted Sobolev spacesfractional diffusionfinite difference discretizationlinear-quadratic optimal control problemfully discrete methods

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Degenerate elliptic equations (35J70) Fractional partial differential equations (35R11) Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25) Linear-quadratic optimal control problems (49N10) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Numerical methods for integral transforms (65R10)

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Uses Software

• KELLEY

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