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.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
J. Alberty, C. Carstensen, S.A. Funken, Remarks around 50 lines of Matlab: short finite element implementation. Numer. Algorithms 20, 117–137 (1999)
T. Apel, Anisotropic Finite Elements: Local Estimates and Applications. Advances in Numerical Mathematics (Teubner, Stuttgart, 1999)
T. Apel, T.G. Flaig, Crank-Nicolson schemes for optimal control problems with evolution equations. SIAM J. Numer. Anal. 50, 1484–1512 (2012)
T. Apel, A.L. Lombardi, M. Winkler, Anisotropic mesh refinement in polyhedral domains: error estimates with data in \(L^{2}(\Omega )\), 2013. http://arxiv.org/abs/1303.2960
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)
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)
T. Apel, A. Rösch, G. Winkler, Optimal control in non-convex domains: a priori discretization error estimates. Calcolo 44, 137–158 (2007)
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)
T. Apel, D. Sirch, L 2-error estimates for Dirichlet and Neumann problems on anisotropic finite element meshes. Appl. Math. 56, 177–206 (2011)
T. Apel, G. Winkler, Optimal control under reduced regularity. Appl. Numer. Math. 59, 2050–2064 (2009)
I. Babuška, R. Kellogg, J. Pitkäranta, Direct and inverse error estimates for finite elements with mesh refinements. Numerische Mathematik 33, 447–471 (1979)
L. Chen, C.-S. Zhang, AFEM@MATLAB: A MATLAB package of adaptive finite element methods. Technical report, University of Maryland, 2006. www.math.umd.edu/~zhangcs/paper/AFEM@matlab.pdf.gz
P.G. Ciarlet, The Finite Element Method for Elliptic Problems (North-Holland, Amsterdam, 1979)
L.C. Evans, Partial Differential Equations. Volume 19 of Graduate Studies in Mathematics (AMS, Providence, 2002)
S. Funken, D. Praetorius, P. Wissgott, Efficient implementation of adaptive P1-FEM in Matlab. Comput. Methods Appl. Math. 11, 460–490 (2011)
The finite element toolkit GASCOIGNE. http://www.gascoigne.de
W. Gong, M. Hinze, Error estimates for parabolic optimal control problems with control and state constraints. Comput. Optim. Appl. 56, 131–151 (2013)
W. Gong, M. Hinze, Z.J. Zhou, Space-time finite element approximation of parabolic optimal control problems. J. Numer. Math. 20, 111–145 (2012)
P. Grisvard, Singularities in Boundary Value Problems. Volume 22 of Research Notes in Applied Mathematics (Springer, New York, 1992)
M. Hinze, A variational discretization concept in control constrained optimization: the linear-quadratic case. Comput. Optim. Appl. 30, 45–61 (2005)
A. Kufner, A.-M. Sändig, Some Applications of Weighted Sobolev Spaces (Teubner, Leipzig, 1987)
J.-L. Lions, Optimal Control of Systems Governed by Partial Differential Equations. Volume 170 of Grundlehren der mathematischen Wissenschaften (Springer, Berlin, 1971)
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)
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)
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)
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)
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)
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)
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)
RODOBO. A C++ library for optimization with stationary and nonstationary PDEs with interface to GASCOIGNE [16]. http://www.rodobo.org.
F. Schieweck, A-stable discontinuous Galerkin-Petrov time discretization of higher order. J. Numer. Math. 18, 25–57 (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
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2014 Springer International Publishing Switzerland
About this chapter
Cite this chapter
Flaig, T.G., Meidner, D., Vexler, B. (2014). Petrov-Galerkin Crank-Nicolson Scheme for Parabolic Optimal Control Problems on Nonsmooth Domains. In: Leugering, G., et al. Trends in PDE Constrained Optimization. International Series of Numerical Mathematics, vol 165. Birkhäuser, Cham. https://doi.org/10.1007/978-3-319-05083-6_26
Download citation
DOI: https://doi.org/10.1007/978-3-319-05083-6_26
Published:
Publisher Name: Birkhäuser, Cham
Print ISBN: 978-3-319-05082-9
Online ISBN: 978-3-319-05083-6
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)