Representation of feedback operators for parabolic control problems
The author extends some results for existence and regularity of integral representations of Riccati operators to \(N\)-dimensional parabolic problems. This intention is motivated by the need to use such representations in designing sensors and actuators and, on the other hand, by the need to develop computational schemes for problems where the input and output operators are not Hilbert-Schmidt. For a bounded linear operator with range in a Sobolev space \(T: L_2(\Omega)\to H^{\beta+{N\over 2}}(\Omega)\), \(\Omega\subset \mathbb{R}^N\), \(\beta> 0\), there exists a kernel \(k(\cdot,\cdot)\in L_2(\Omega\times \Omega)\) such that the following representation holds: \[ [T\phi](\xi)= \int_\Omega k(\xi,y)\phi(y) dy, \] and \(\|T\|^2_2= \int_{\Omega\times\Omega}|k(\xi,y)|^2 d\xi dy\). Next, there are considered the parabolic system \[ \dot x(t)= Ax(t)+ Bu(t),\tag{1} \] with the operator \(A\) with the domain \(D(A)= H^2(\Omega)\cap H^1_0(\Omega)\) is defined by \(Ax= \Delta_\xi x+ c^2x\), the linear operator \(B\) maps the separable Hilbert space \(U\) into \([D(A^*)]'\), and the linear quadratic regulator problem consisting of minimizing \[ J(u)= \int^\infty_0 \Biggl[\int_\Omega|x(t,\xi)|^2 d\xi+|u(t)|^2_U\Biggr] dt\tag{2} \] over all controls \(u\in L_2([0,\infty]; U)\). It is proved the following result: if \(\pi= \pi^*\) is the unique nonnegative solution of the algebraic Riccati equation \[ \langle \pi x,Ay\rangle_{L^2(\Omega)}+ \langle Ax,\pi y\rangle_{L^2(\Omega)}- \langle B^*\pi x,B^*\pi y\rangle_U+ \langle x,y\rangle_{L^2(\Omega)}= 0,\;\forall x,y\in D(A) \] for the parabolic system (1)--(2), then \(\pi\) is Hilbert-Schmidt, and there exists a kernel function \(k(\cdot,\cdot)\in L_2(\Omega)\) with \(k(\xi,y)= k(y,\xi)\) for all \(\xi,y\in \Omega\), such that the representation \([\pi\phi](\xi)= \int_\Omega k(\xi,y)\phi(y) dy\) for all \(\phi\in L_2(\Omega)\) holds. Moreover, if \(B:U\to L_2(\Omega)\) is bounded, then the feedback operator \(k= -B^*\pi\) is Hilbert-Schmidt and, in particular, if \(U= L_2(\Omega)'\), then there exists a kernel \(h(\cdot,\cdot)\in L_2(\Omega'\times \Omega)\) such that \(k\) has the integral representation \([k\phi](\xi)= \int_\Omega h(\xi,y)\phi(y) dy\) for all \(\phi\in L_2(\Omega)\).
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