Skip to main content

2014 | OriginalPaper | Buchkapitel

Petrov-Galerkin Crank-Nicolson Scheme for Parabolic Optimal Control Problems on Nonsmooth Domains

verfasst von : Thomas G. Flaig, Dominik Meidner, Boris Vexler

Erschienen in: Trends in PDE Constrained Optimization

Verlag: Springer International Publishing

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

In this paper we transfer the a priori error analysis for the discretization of parabolic optimal control problems on domains allowing for H 2 regularity (i.e. either with smooth boundary or polygonal and convex) to a large class of nonsmooth domains. We show that a combination of two ingredients for the optimal convergence rates with respect to the spatial and the temporal discretization is required. First we need a time discretization scheme which has the desired convergence rate in the smooth case. Secondly we need a method to treat the singularities due to non-smoothness of the domain for the corresponding elliptic state equation. In particular we demonstrate this philosophy with a Crank-Nicolson time discretization and finite elements on suitably graded meshes for the spatial discretization. A numerical example illustrates the predicted convergence rates.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Literatur
1.
Zurück zum Zitat J. Alberty, C. Carstensen, S.A. Funken, Remarks around 50 lines of Matlab: short finite element implementation. Numer. Algorithms 20, 117–137 (1999)CrossRefMATHMathSciNet J. Alberty, C. Carstensen, S.A. Funken, Remarks around 50 lines of Matlab: short finite element implementation. Numer. Algorithms 20, 117–137 (1999)CrossRefMATHMathSciNet
2.
Zurück zum Zitat T. Apel, Anisotropic Finite Elements: Local Estimates and Applications. Advances in Numerical Mathematics (Teubner, Stuttgart, 1999) T. Apel, Anisotropic Finite Elements: Local Estimates and Applications. Advances in Numerical Mathematics (Teubner, Stuttgart, 1999)
3.
Zurück zum Zitat T. Apel, T.G. Flaig, Crank-Nicolson schemes for optimal control problems with evolution equations. SIAM J. Numer. Anal. 50, 1484–1512 (2012)CrossRefMATHMathSciNet T. Apel, T.G. Flaig, Crank-Nicolson schemes for optimal control problems with evolution equations. SIAM J. Numer. Anal. 50, 1484–1512 (2012)CrossRefMATHMathSciNet
5.
Zurück zum Zitat T. Apel, J. Pfefferer, A. Rösch, Finite element error estimates for Neumann boundary control problems on graded meshes. Comput. Optim. Appl. 52, 3–28 (2012)CrossRefMATHMathSciNet T. Apel, J. Pfefferer, A. Rösch, Finite element error estimates for Neumann boundary control problems on graded meshes. Comput. Optim. Appl. 52, 3–28 (2012)CrossRefMATHMathSciNet
6.
Zurück zum Zitat T. Apel, A. Rösch, D. Sirch, L ∞ -error estimates on graded meshes with application to optimal control. SIAM J. Control Optim. 48, 1771–1796 (2009)CrossRefMATHMathSciNet T. Apel, A. Rösch, D. Sirch, L -error estimates on graded meshes with application to optimal control. SIAM J. Control Optim. 48, 1771–1796 (2009)CrossRefMATHMathSciNet
7.
Zurück zum Zitat T. Apel, A. Rösch, G. Winkler, Optimal control in non-convex domains: a priori discretization error estimates. Calcolo 44, 137–158 (2007)CrossRefMATHMathSciNet T. Apel, A. Rösch, G. Winkler, Optimal control in non-convex domains: a priori discretization error estimates. Calcolo 44, 137–158 (2007)CrossRefMATHMathSciNet
8.
Zurück zum Zitat T. Apel, A.-M. Sändig, J.R. Whiteman, Graded mesh refinement and error estimates for finite element solutions of elliptic boundary value problems in non-smooth domains. Math. Methods Appl. Sci. 19, 63–85 (1996)CrossRefMATHMathSciNet T. Apel, A.-M. Sändig, J.R. Whiteman, Graded mesh refinement and error estimates for finite element solutions of elliptic boundary value problems in non-smooth domains. Math. Methods Appl. Sci. 19, 63–85 (1996)CrossRefMATHMathSciNet
9.
Zurück zum Zitat T. Apel, D. Sirch, L 2-error estimates for Dirichlet and Neumann problems on anisotropic finite element meshes. Appl. Math. 56, 177–206 (2011)CrossRefMATHMathSciNet T. Apel, D. Sirch, L 2-error estimates for Dirichlet and Neumann problems on anisotropic finite element meshes. Appl. Math. 56, 177–206 (2011)CrossRefMATHMathSciNet
11.
Zurück zum Zitat I. Babuška, R. Kellogg, J. Pitkäranta, Direct and inverse error estimates for finite elements with mesh refinements. Numerische Mathematik 33, 447–471 (1979)CrossRefMATHMathSciNet I. Babuška, R. Kellogg, J. Pitkäranta, Direct and inverse error estimates for finite elements with mesh refinements. Numerische Mathematik 33, 447–471 (1979)CrossRefMATHMathSciNet
13.
Zurück zum Zitat P.G. Ciarlet, The Finite Element Method for Elliptic Problems (North-Holland, Amsterdam, 1979) P.G. Ciarlet, The Finite Element Method for Elliptic Problems (North-Holland, Amsterdam, 1979)
14.
Zurück zum Zitat L.C. Evans, Partial Differential Equations. Volume 19 of Graduate Studies in Mathematics (AMS, Providence, 2002) L.C. Evans, Partial Differential Equations. Volume 19 of Graduate Studies in Mathematics (AMS, Providence, 2002)
15.
Zurück zum Zitat S. Funken, D. Praetorius, P. Wissgott, Efficient implementation of adaptive P1-FEM in Matlab. Comput. Methods Appl. Math. 11, 460–490 (2011)CrossRefMATHMathSciNet S. Funken, D. Praetorius, P. Wissgott, Efficient implementation of adaptive P1-FEM in Matlab. Comput. Methods Appl. Math. 11, 460–490 (2011)CrossRefMATHMathSciNet
17.
Zurück zum Zitat W. Gong, M. Hinze, Error estimates for parabolic optimal control problems with control and state constraints. Comput. Optim. Appl. 56, 131–151 (2013)CrossRefMATHMathSciNet W. Gong, M. Hinze, Error estimates for parabolic optimal control problems with control and state constraints. Comput. Optim. Appl. 56, 131–151 (2013)CrossRefMATHMathSciNet
18.
Zurück zum Zitat W. Gong, M. Hinze, Z.J. Zhou, Space-time finite element approximation of parabolic optimal control problems. J. Numer. Math. 20, 111–145 (2012)CrossRefMATHMathSciNet W. Gong, M. Hinze, Z.J. Zhou, Space-time finite element approximation of parabolic optimal control problems. J. Numer. Math. 20, 111–145 (2012)CrossRefMATHMathSciNet
19.
Zurück zum Zitat P. Grisvard, Singularities in Boundary Value Problems. Volume 22 of Research Notes in Applied Mathematics (Springer, New York, 1992) P. Grisvard, Singularities in Boundary Value Problems. Volume 22 of Research Notes in Applied Mathematics (Springer, New York, 1992)
20.
Zurück zum Zitat M. Hinze, A variational discretization concept in control constrained optimization: the linear-quadratic case. Comput. Optim. Appl. 30, 45–61 (2005)CrossRefMATHMathSciNet M. Hinze, A variational discretization concept in control constrained optimization: the linear-quadratic case. Comput. Optim. Appl. 30, 45–61 (2005)CrossRefMATHMathSciNet
21.
Zurück zum Zitat A. Kufner, A.-M. Sändig, Some Applications of Weighted Sobolev Spaces (Teubner, Leipzig, 1987)MATH A. Kufner, A.-M. Sändig, Some Applications of Weighted Sobolev Spaces (Teubner, Leipzig, 1987)MATH
22.
Zurück zum Zitat J.-L. Lions, Optimal Control of Systems Governed by Partial Differential Equations. Volume 170 of Grundlehren der mathematischen Wissenschaften (Springer, Berlin, 1971) J.-L. Lions, Optimal Control of Systems Governed by Partial Differential Equations. Volume 170 of Grundlehren der mathematischen Wissenschaften (Springer, Berlin, 1971)
23.
Zurück zum Zitat D. Meidner, R. Rannacher, B. Vexler, A priori error estimates for finite element discretizations of parabolic optimization problems with pointwise state constraints in time. SIAM J. Control Optim. 49, 1961–1997 (2011)CrossRefMATHMathSciNet D. Meidner, R. Rannacher, B. Vexler, A priori error estimates for finite element discretizations of parabolic optimization problems with pointwise state constraints in time. SIAM J. Control Optim. 49, 1961–1997 (2011)CrossRefMATHMathSciNet
24.
Zurück zum Zitat D. Meidner, B. Vexler, A priori error estimates for space-time finite element discretization of parabolic optimal control problems. Part I: problems without control constraints. SIAM J. Control Optim. 47, 1150–1177 (2008)MATHMathSciNet D. Meidner, B. Vexler, A priori error estimates for space-time finite element discretization of parabolic optimal control problems. Part I: problems without control constraints. SIAM J. Control Optim. 47, 1150–1177 (2008)MATHMathSciNet
25.
Zurück zum Zitat D. Meidner, B. Vexler A priori error estimates for space-time finite element approximation of parabolic optimal control problems. Part II: problems with control constraints. SIAM J. Control Optim. 47, 1301–1329 (2008)MATHMathSciNet D. Meidner, B. Vexler A priori error estimates for space-time finite element approximation of parabolic optimal control problems. Part II: problems with control constraints. SIAM J. Control Optim. 47, 1301–1329 (2008)MATHMathSciNet
26.
Zurück zum Zitat D. Meidner, B. Vexler, A priori error analysis of the Petrov-Galerkin Crank-Nicolson scheme for parabolic optimal control problems. SIAM J. Control Optim. 49, 2183–2211 (2011)CrossRefMATHMathSciNet D. Meidner, B. Vexler, A priori error analysis of the Petrov-Galerkin Crank-Nicolson scheme for parabolic optimal control problems. SIAM J. Control Optim. 49, 2183–2211 (2011)CrossRefMATHMathSciNet
27.
Zurück zum Zitat I. Neitzel, B. Vexler, A priori error estimates for space-time finite element discretization of semilinear parabolic optimal control problems. Numer. Math. 120, 345–386 (2012)CrossRefMATHMathSciNet I. Neitzel, B. Vexler, A priori error estimates for space-time finite element discretization of semilinear parabolic optimal control problems. Numer. Math. 120, 345–386 (2012)CrossRefMATHMathSciNet
28.
Zurück zum Zitat L.A. Oganesyan, L.A. Rukhovets, Variational-difference schemes for linear second-order elliptic equations in a two-dimensional region with piecewise smooth boundary. Zh. Vychisl. Mat. Mat. Fiz. 8, 97–114 (1968). In Russian. English translation in USSR Comput. Math. and Math. Phys. 8, 129–152 (1968) L.A. Oganesyan, L.A. Rukhovets, Variational-difference schemes for linear second-order elliptic equations in a two-dimensional region with piecewise smooth boundary. Zh. Vychisl. Mat. Mat. Fiz. 8, 97–114 (1968). In Russian. English translation in USSR Comput. Math. and Math. Phys. 8, 129–152 (1968)
29.
Zurück zum Zitat G. Raugel, Résolution numérique par une méthode d’éléments finis du problème de Dirichlet pour le laplacien dans un polygone. C. R. Acad. Sci. Paris, Sér. A 286, 791–794 (1978) G. Raugel, Résolution numérique par une méthode d’éléments finis du problème de Dirichlet pour le laplacien dans un polygone. C. R. Acad. Sci. Paris, Sér. A 286, 791–794 (1978)
31.
32.
Zurück zum Zitat D. Sirch, finite element error analysis for PDE-constrained optimal control problems: the control constrained case under reduced regularity. Ph.D. thesis, Technische Universität München, 2010 D. Sirch, finite element error analysis for PDE-constrained optimal control problems: the control constrained case under reduced regularity. Ph.D. thesis, Technische Universität München, 2010
Metadaten
Titel
Petrov-Galerkin Crank-Nicolson Scheme for Parabolic Optimal Control Problems on Nonsmooth Domains
verfasst von
Thomas G. Flaig
Dominik Meidner
Boris Vexler
Copyright-Jahr
2014
DOI
https://doi.org/10.1007/978-3-319-05083-6_26