Mathematics Department, Faculty of Science, Taif University, Hawia (888), Taif, KSA
2
Mathematics Department, Faculty of Science, Minia University, Mina, Egypt
3
Department of Inf. Tech., Coll. of Computers and Inf. Tech., Hawia (888), Taif, KSA
4
Department computer sciences, Faculty of Science, Minia University, Mina, Egypt
5
College of Applied Medical Sciences, Taif University, Torba, KSA
ABSTRACT:
Consideration was given to the problem of optimal control of parabolic equations. The existence solution of the
considering optimal control parabolic problem is proved. The gradient of the cost functional by the adjoint problem
approach is obtained. Lipschitz continuity of the gradient is derived.
Keywords: Optimal control problem, parabolic Equations, Existence solution, Frchet gradient, Adjoint problem,
Lipschitz continuity.
I.
The optimal control problems governed by partial differential equations have developed very fast in the
last 30 years, and it has brought a promising and vital researching domain to the subject of mathematics. The
optimal control problems governed by partial differential equations concern many applications in physics,
chemistry, biology, etc., such as materials design, crystal growth, temperature control, petroleum exploitation,
and so on. The relative details can be seen in [1-4], and so on. The partial differential equations involved in
these problems include elliptic equations, parabolic equations and hyperbolic equations [5-7]. The reference [1]
considered the problem of optimization of the optimal control parabolic problem with control in boundary and
right hand side of the equation. In the present paper, the control action in the initial and boundary conditions of
the considering optimal control parabolic problem.
Let the considered process be described in T { x , t : x ( 0 , l ) , 0 t T } by the following problem:
x, t T ,
u t ( x ) u x x v x , t ,
u x ,0 v 1 x ,
x 0 , l ,
l u x l , t
u x 0 , t 0 ,
k u l , t v 2 t
t 0 , T
(1)
where u x , t is the solution of the system (1), the constant k > 0 is called the convection coefficient or heat
transfer coefficient , x 0 , x L 0 , l and
where V { v v x , t , v 1 x , v 2 t : v x , t L 2 T , v 1 x L 2 0 , l , v 2 t L 2 0 , T }
is a closed and convex subset in V L 2 T L 2 0 , l L 2 0 , T .
The problem of optimal control lies in determining admissible controls v V minimizing together with the
corresponding generalized solution of problem (1) the functional
f v
u x , T z x
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dx
v t
0
w t dt
(2)
Page 14
II.
In this section, we give the definition of the weak solution of the problem (1) and the existence solution
of the optimal control problem (1)-(2).
The weak solution of the problem (1) will be defined as the function u L 2 T , which satisfies the
following integral identity:
u ( x , T ) x , T dx
v 1 x x , 0 dx
[ u x , t x , t x x , t u x , t ] dxdt
t
u l , t v t l , t dt
2
, ( x , t ) L 2 T
v x , t x , t dxdt
0
(3)
Evidently, under the above conditions with respect to the given data, the weak solution u L 2 T
the direct problem (1) exists and unique [8,9].
of
We define a solution of the optimal control problem (1)(2), according to [10], as a solution of the
minimization problem for the cost functional f v , given by (2):
f v
f v
(4)
inf
v V
of corresponding solutions
to the solution {u(x, T; v)}, which means f v f v ,
n
as n. This means the functional f v is weakly continuous on V, hence due to the Weierstrass existence
theorem [11] the set of solutions V v V : f v ( f ) inf f v of the minimization problem
(2) is not an empty set.
III.
The principal result in this section is Theorem 3.1. Its proof will be prepared by two lemmas.
Let us consider the first variation
f v f v v f v = 2
v t
0
dt
0 u x , T ; v z x
u x , T ; v dx +
u x , T ; v
dx
v t w t v t
0
(5)
dt
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x, t t
u x ,0 v 1 x
x 0 , l
, l u x l , t k u l , t v 2 t ,
u x 0 , t 0
(6)
t 0 , T
Lemma 3.1.
Let v { v 0 x , t , v 1 x , v 2 t } , v v v 0 x , t v 0 x , t , v 1 x v 1 x , v 2 t v 2 t V be given
elements. If u u x , t ; v L 2 T
x,t; v
L 2 T
x, T
0 , t
u x , T ; v z x
,
x, t t
, x 0 , l
l , t k l , t ,
t 0 , T
(7)
u x , T ; v z x
u x , T ; v dx =
x , t ; v v 0 x , t dx dt + k
x , 0 ; v v 1 x dx
l , t ; v v 2 t dt
, v V
(8)
Proof: Let us use the final condition at t = T in (7) to transform the left-hand side of (8) as follows:
l
u x , T ; v z x u x , T ; v
dx
x , T ; v u x , T ; v dx
x , t ; v u x , t ; v
dx dt
x , t ; v
u x , t ; v x , t ; v u t x , t ; v dx dt
x x , t ; v
x
u x , t ; v x , t ; v x u x x , t ; v x dx dt
v 0 x , t x , t ; v dx dt
x
0
x, t; v
u x, t; v
x , t ; v x u x x , t ; v x 0
xl
dt
v 0 x , t x , t ; v dx dt .
Taking into account the boundary conditions in (7) and (8) for the functions (x,t; v) and u x , t ; v ; we obtain
(8).
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v 0 x , t x , t ; v dx dt + k
l , t ; v v 2 t dt
x , 0 ; v v 1 x dx
0 v 2 t w t v 2 t dt
0 v 2 t
dt +
u x , T ; v
(9)
dx
Taking into account the above definition of the scalar product in V and the definition of the Frchetdifferential we need to transform the right-hand side of (9) into the following form:
f v
f v , v
v t
2
dt +
u x , T ; v
(10)
dx
This formula provides further insight into the gradient of the functional f v via the solution of the adjoint
parabolic problem (7). Due to the definition of the Frchet-differential, we need to show that the last two terms
on the right-hand side of (10) are of order O
v , with p 1 .
p
The following result precisely shows an estimate for the last two terms in (1) in order O
2
V
Lemma 3.2.
Let u u x , t ; v L 2 T be the solution of the parabolic problem (6) corresponding to a given
v V. Then the following estimate holds:
l
u x , T ; v
dx
c0
v V
(11)
1
2
where
2
v 0 x , t dx dt
T
v 1 x dx
2
v 2 t
dt
is the norm L 2 ( T ) norm of the function v V , and the constants c 0 , >0 are defined as follows:
c 0 max 1, k
, min x 0 , min
0 xl
k 2l
2k
(12)
Proof.
Multiplying both sides of the parabolic equation (10) by u , integrating on T ,
u ut
u
2
conditions we obtain:
0=
u u
x u x
v 0 x , t dx dt
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1
2
1
2
u
2
dt dx + x u x u x dx dt + x u x
T
u x , T ; v
dx dt + v 0 x , t u x , t dx dt
u l , t ; v
dx k
dt - k
x u x ( x , t ; v ) dx dt
u l , t ; v v 2 t dt
v 0 x , t u x , t ; v dx dt
0 v 1 x
dx
u x , T ; v
dx k
u l , t ; v
dt
x u
x
v 0 x , t u x , t ; v dx dt k
u l , t ; v v 2 t dt
the
solution
dx dt
for
u u x, t; v
of
the
parabolic
problem
(13).
0 v 1 x
We
use
dx
the
(13)
-inequality
v 0 x , t u x , t ; v dx dt k
u l , t ; v v 2 t dt
u x , t ; v
dxdt
0 v 2 t
v x , t
dxdt
1
2
0 v 1 x
0 v 1 x
dx
u l , t ; v
dt
dt
dx
(14)
u x , t
u , t ; v d u l , t ; v
x
x u , t ; v d
l
2 u l , t ; v
2 l u x x , t ; v dx 2 u l , t ; v
2
u x , t ; v
T
dxdt
2l
u x x , t ; v
dxdt 2 l [ u l , t ; v ] dt
2
(15)
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v 0 x , t u x , t ; v dx dt k
u l , t ; v v 2 t dt
u x , t ; v
dxdt ( l
k
2
0 v 2 t
dt
1
2
u l , t ; v
dt
0 v 1 x
0 v 1 x
dx
v x , t
dxdt
dx
u x , t ; v
dxdt ( k l
1
2
v 0 x , t
dxdt
u l , t ; v
dt +
u x , T ; v
0 v 2 t
dt
1
2
dx
0 v 1 x
(16)
dx
0 u x , T ; v
dx
v 0 x , t
dxdt +
0 v 2 t
dt
0 v 1 x
dx
The required estimate (13) follows from this inequality by choosing the constant c 0 0 as in (16), which
completes the proof.
The lemmas 3.1, 3.2 imply that the last integral in (10) is bounded by the term O v
2
V
. Thus by the
definition of Frchet-differential at v V
f v
f v , v
v t
0
dt +
u x , T ; v
dx ,
W2
1, 0
IV.
x , t ; v , x , 0 ; v ;
k l , t ; v
(17)
Any gradient method for the minimization problem (4) requires an estimation of the iteration parameter
> 0 in the iteration process
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n 1
f v
n=0,1,2.
(18)
although in many situation estimations of this parameter is a difficult problem. However, in the case of Lipschitz
continuity of the gradient f v the parameter n can be estimated via the Lipschitz constant as follows:
0
2 1
(19)
L v
V and
1 ,1
(20)
where
f v v f v
x , t ; v
dxdt k
l , t ; v
dt
x , 0 ; v
(21)
dx
and the Lipschitz constant L 0 is defined via the parameters c 0 , >0 in (16) as follows:
2
c0 l
L 4
l
k
k
2
(22)
Proof.
The function x , t ; v x , t ; v v x , t ; v W
backward parabolic problem:
x,T
0 , t
2 u x,T ; v
x, t t
, x 0 , l
1, 0
k l , t , t 0 , T
l , t
(23)
Multiplying both sides of Eq. (23) by x , t ; v , integrating on T and using the initial and boundary
conditions, as in the proof of Lemma 3.2, we can obtain the following energy identity:
x x , t ; v
dxdt
l , t ; v
u x , T ; v
x , 0 ; v
2
dx
dt
(24)
dx
x x , t ; v
dx dt +
0 l , t ; v
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dt
1
2
0 x , 0 ; v
0 x , 0 ; v
dx
dx
u x , T ; v
dx
u x , T ; v
dx
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2 l
and
x , t ; v
dxdt + (
0 x , 0 ; v
l
l
4
k
2
dx
u x , T ; v
dx .
Let us estimate now the second integral on the right-hand side of (21) by the same term. From the energy
identity (24) we can also conclude
k
l , t ; v
dt +
0 x , 0 ; v
u x , T ; v
2 k
dx
dx
x , t ; v
dxdt
+ k
0 l , t ; v
dt + (
l
l
k
4
k
2
2
u x , T ; v
k
2
x , 0 ; v
dx
dx
Using this in (21) and taking into account Lemma 3.2 we obtain (20) with the Lipschitz constant (22).
V.
CONCLUSION
Consideration was given to the problem of optimal control of parabolic equations. The existence
solution of the considering optimal control parabolic problem is proved. The gradient of the cost functional by
the adjoint problem approach is obtained. Lipschitz continuity of the gradient is derived.
REFERENCES
[1]
A. Hasanov, Simultaneous determination of source terms in a linear parabolic from the final overdetermination: Weak solution
approach, J. Math. Anal. Appl., 330,766-779,2007.
N. U. Ahmed and X. Xiang, Nonlinear boundary control of semilinear parabolic systems. SIAM Control and Optim. 34(2), 473-490,1996.
A. Hasan, S. Sagatun and B. Foss, Well rate control design for gas coning problems, 49th IEEE Conference on Decision and
Control December 15-17,Hilton Atlanta Hotel, Atlanta, GA, USA ,2010.
[2]
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