Finite Element Approximation of Optimal Control Problem Governed by Space Fractional Equation
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In this paper we investigate finite element approximation of optimal control problem governed by space fractional diffusion equation with control constraints. The control variable is approximated by piecewise constant. Regularity estimate for the control problem is proved based on the first order optimality system and a priori error estimates for the state, the adjoint state and the control variables are derived. Due to the nonlocal property of fractional derivative, which will leads to a full stiff matrix, we develop a fast primal dual active set algorithm for the control problem. Numerical examples are given to illustrate the theoretical findings and the efficiency of the fast algorithm.
KeywordsFinite element method Optimal control problem Space fractional equation Primal dual active set algorithm Fast algorithm
The authors would like to thank the referees for their careful reviews and many valuable suggestions which have led to a considerably improved paper.
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