Perturbations in PDE-constrained optimal control decay exponentially in space

Fuente: arXiv
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Autores principales: Göttlich, Simone, Schaller, Manuel, Worthmann, Karl
Formato: Preprint
Publicado: 2024
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author Göttlich, Simone
Schaller, Manuel
Worthmann, Karl
author_facet Göttlich, Simone
Schaller, Manuel
Worthmann, Karl
contents For linear-quadratic optimal control problems (OCPs) governed by elliptic and parabolic partial differential equations (PDEs), we investigate the impact of perturbations on optimal solutions. Local perturbations may occur, e.g., due to discretization of the optimality system or {disturbed} problem data. Whereas these perturbations may exhibit global effects in the uncontrolled case, we prove that the ramifications are exponentially damped in space under stabilizability and detectability conditions. To this end, we prove a bound on the optimality condition's solution operator that is uniform in the domain size. Then, this uniformity is used in a scaling argument to show the exponential decay of perturbations in space. We numerically validate and illustrate our results by solving OCPs involving Helmholtz, Poisson, and advection-diffusion-reaction equations.
format Preprint
id arxiv_https___arxiv_org_abs_2403_15056
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Perturbations in PDE-constrained optimal control decay exponentially in space
Göttlich, Simone
Schaller, Manuel
Worthmann, Karl
Optimization and Control
Analysis of PDEs
35Q93, 49K40, 93D23
For linear-quadratic optimal control problems (OCPs) governed by elliptic and parabolic partial differential equations (PDEs), we investigate the impact of perturbations on optimal solutions. Local perturbations may occur, e.g., due to discretization of the optimality system or {disturbed} problem data. Whereas these perturbations may exhibit global effects in the uncontrolled case, we prove that the ramifications are exponentially damped in space under stabilizability and detectability conditions. To this end, we prove a bound on the optimality condition's solution operator that is uniform in the domain size. Then, this uniformity is used in a scaling argument to show the exponential decay of perturbations in space. We numerically validate and illustrate our results by solving OCPs involving Helmholtz, Poisson, and advection-diffusion-reaction equations.
title Perturbations in PDE-constrained optimal control decay exponentially in space
topic Optimization and Control
Analysis of PDEs
35Q93, 49K40, 93D23
url https://arxiv.org/abs/2403.15056