Optimal Control of Systems Governed by Partial Differential Equations

1. The development of a theory of optimal control (deterministic) requires the following initial data: (i) a control u belonging to some set ilIi ad (the set of 'admissible controls') which is at our disposition, (ii) for a given control u, the state y(u) of the system which is to be controlled is given by the solution of an equation (*) Ay(u)=given function ofu where A is an operator (assumed known) which specifies the system to be controlled (A is the 'model' of the system), (iii) the observation z(u) which is a function of y(u) (assumed to be known exactly; we consider only deterministic problems in this book), (iv) the "cost function" J(u) ("economic function") which is defined in terms of a numerical function z-+

Principal Notations.- I Minimization of Functions and Unilateral Boundary Value Problems.- 1. Minimization of Coercive Forms.- 1.1. Notation.- 1.2. The Case when ?: is Coercive.- 1.3. Characterization of the Minimizing Element. Variational Inequalities.- 1.4. Alternative Form of Variational Inequalities.- 1.5. Function J being the Sum of a Differentiable and Non-Differentiable Function.- 1.6. The Convexity Hypothesis on $$ {U_{ad}} $$.- 1.7. Orientation.- 2. A Direct Solution of Certain Variational Inequalities.- 2.1. Problem Statement.- 2.2. An Existence and Uniqueness Theorem.- 3. Examples.- 3.1. Function Spaces on ?.- 3.2. Function Spaces on ?.- 3.3. Subspaces of Hm(?).- 3.4. Examples of Boundary Value Problems.- 3.5. Unilateral Boundary Value Problems (I).- 3.6. Unilateral Boundary Value Problems (II).- 3.7. Unilateral Boundary Value Problems (III).- 3.8. Unilateral Boundary Value Problems; Case of Systems.- 3.9. Elliptic Operators of Order Greater than Two.- 3.10. Non-differentiable Functionals.- 4. A Comparison Theorem.- 4.1. General Results.- 4.2. An Application.- 5. Non Coercive Forms.- 5.1. Convexity of the Set of Solutions.- 5.2. Approximation Theorem.- Notes.- II Control of Systems Governed by Elliptic Partial Differential Equations.- 1. Control of Elliptic Variational Problems.- 1.1. Problem Statement.- 1.2. First Remarks on the Control Problem.- 1.3. The Set of Inequalities Defining the Optimal Control.- 2. First Applications.- 2.1. System Governed by the Dirichlet Problem; Distributed Control.- 2.2. The Case with No Constraints.- 2.3. System Governed by a Neumann Problem; Distributed Control.- 2.4. System Governed by a Neumann Problem; Boundary Control.- 2.5. Local and Global Constraints.- 2.6. System Governed by a Differential System.- 2.7. System Governed by a 4th Order Differential Operator.- 2.8. Orientation.- 3. A Family of Examples with N = 0 and $$ {U_{ad}} $$ Arbitrary.- 3.1. General Case.- 3.2. Application (I).- 3.3. Application (II).- 4. Observation on the Boundary.- 4.1. System Governed by a Dirichlet Problem (I).- 4.2. Some Results on Non-homogeneous Dirichlet Problems.- 4.3. System Governed by a Dirichlet Problem (II).- 4.4. System Governed by a Neumann Problem.- 5. Control and Observation on the Boundary. Case of the Dirichlet Problem.- 5.1. Orientation.- 5.2. Boundary Control in L2(?).- 5.3. A “Controllability-Like” Problem.- 5.4. Pointwise Control and Observation.- 6. Constraints on the State.- 6.1. Orientation.- 6.2. Control and Constraints on the Boundary.- 7. Existence Results for Optimal Controls.- 7.1. Orientation.- 7.2. Distributed Control.- 7.3. Singular Perturbation of the System.- 7.4. Boundary Control.- 7.5. Control of Systems Governed by Unilateral Problems.- 8. First Order Necessary Conditions.- 8.1. Statement of the Theorem.- 8.2. Proof of the Theorem.- 8.2.1. “Algebraic” Transformation.- 8.2.2. General Remarks on the Utilization of (8.13.).- 8.2.3. Proof that dj,?0.- Notes.- III Control of Systems Governed by Parabolic Partial Differential Equations.- 1. Equations of Evolution.- 1.1. Data.- 1.2. Evolution Problems.- 1.3. Proof of Uniqueness.- 1.4. Proof of Existence.- 1.5. Some Examples.- 1.6. Semi-groups.- 2. Problems of Control.- 2.1. Notation. Immediate Properties.- 2.2. Set of Inequalities Characterizing the Optimal Control.- 2.3. Case (i). Set of Inequalities.- 2.4. Case (ii). Set of Inequalities.- 2.5. Orientation.- 3. Examples.- 3.1. Mixed Dirichlet Problem for a Second Order Parabolic Equation.- 3.1.1. C = Injection Map of L2(0, T; V)?L2(Q).- 3.1.2. C = Identity Map of L2(0, T; V) into itself.- 3.1.3. Observation of the Final State.- 3.2. Mixed Neumann Problem for a Parabolic Equation of Second Order.- 3.2.1. Case (i).- 3.2.2. Case (ii).- 3.3. System of Equations and Equations of Higher Order.- 3.3.1. System of Equations.- 3.3.2. Higher Order Equations.- 3.4. Additional Results.- 3.5. Orientation.- 4. Decoupling and Integro-Differential Equation of Riccati Type (I).- 4.1. Notation and Assumptions.- 4.2. Operator P(t), Function r(t).- 4.3. Formal Calculations.- 4.4. The Finite Dimensional Case; Approximation.- 4.5. Passage to the Limit.- 4.6. Integro-Differential Equation of Riccati Type.- 4.7. Connections with the Hamilton-Jacobi Theory.- 4.8. The Case where Constraints are Present.- 4.9. Various Remarks.- 4.9.1. Direct Study of the “Riccati Equation”.- 4.9.2. Another Approach to the Direct Study of the “Riccati Equation”.- 4.9.3. Yet Another Approach to the Direct Study of the “Riccati Equation”.- 5. Decoupling and Integro-Differential Equation of Riccati Type (II).- 5.1. Application of the Schwartz-Kernel Theorem.- 5.2. Example of a Mixed Neumann Problem with Boundary Control.- 5.3. Example of a Mixed Neumann Problem with Observation of the Final State.- 5.4. Mixed Neumann Problem, Observation of the Final State and Constraints in a Vector Space.- 5.5. Remarks on Decoupling in the Presence of Constraints.- 6. Behaviour as T ? + ?.- 6.1. Orientation and Hypotheses.- 6.2. The Case T = ?.- 6.3. Passage to the Limit as T ? + ?.- 7. Problems which are not Necessarily Coercive.- 7.1. Distributed Observation.- 7.2. Observation of the Final State.- 7.3. Examples where N = 0 and $$ {U_{ad}} $$ is not Bounded.- 8. Other Observations of the State and other Types of Control.- 8.1. Pointwise Observation of the State.- 8.2. Pointwise Control.- 8.3. Control and Observation on the Boundary.- 9. Boundary Control and Observation on the Boundary or of the Final State for a System Governed by a Mixed Dirichlet Problem.- 9.1. Orientation and Problem Statement.- 9.2. Non Homogeneous Mixed Dirichlet Problem.- 9.3. Definition of $$ \frac{{\partial y}}{{\partial {v_A}}} $$; Observation.- 9.4. Cost Function; Equations of Optimal Control.- 9.5. Regular Control.- 9.6. Observation of the Final State.- 9.7. Observation of the Final State, Second Order Parabolic Operator.- 10. Controllability.- 10.1. Problem Statement.- 10.2. Controllability and Uniqueness.- 10.3. Super-Controllability and Super-Uniqueness.- 11. Control via Initial Conditions; Estimation.- 11.1. Problem Statement. General Results.- 11.2. Examples.- 11.3. Controllability.- 11.4. An Estimation Problem.- 12. Duality.- 12.1. General Remarks.- 12.2. Example.- 13. Constraints on the Control and the State.- 13.1. A General Result.- 13.2. Applications (I).- 13.3. Applications (II).- 14. Non Quadratic Cost Functions.- 14.1. Orientation.- 14.2. An Example.- 14.3. Remarks on Decoupling.- 15. Existence Results for Optimal Controls.- 15.1. Orientation.- 15.2. Non-linear Problem with Distributed Control (I).- 15.3. Non-linear Problem with Distributed Control. Singular Perturbation.- 15.4. Non-linear Problem. Boundary Control.- 15.5. Utilization of Convexity and the Maximum Principle for Second Order Parabolic Equations.- 15.6. Control of Systems Governed by Evolution Inequalities.- 16. First Order Necessary Conditions.- 16.1. Statement of the Theorem.- 16.2. Proof of Theorem 16.1.- 16.2.1. “Algebraic” Transformation.- 16.2.2. Utilization of (16.11.).- 16.2.3. Proof of (16.12.).- 16.3. Remarks.- 17. Time Optimal Control.- 17.1. Problem Statement.- 17.2. Existence Theorem.- 17.3. Bang-Bang Theorem.- 18. Miscellaneous.- 18.1. Equations with Delay.- 18.1.1. Definition of the State.- 18.1.2. Control Problem.- 18.2. Spaces which are not Normable.- Notes.- IV Control of Systems Governed by Hyperbolic Equations or by Equations which are well Posed in the Petrowsky Sense.- 1. Second Order Evolution Equations.- 1.1. Notation and Hypotheses.- 1.2. Problem Statement. An Existence and Uniqueness Result.- 1.3. Proof of Uniqueness.- 1.4. Proof of Existence.- 1.5. Examples (I).- 1.6. Examples (II).- 1.7. Orientation.- 2. Control Problems.- 2.1. Notation. Immediate Properties.- 2.2. Case (2.5.).- 2.3. Case (2.6.).- 2.4. Case (2.7.).- 2.5. Case (2.8.).- 3. Transposition and Applications to Control.- 3.1. Transposition of Theorem 1.1.- 3.2. Application (I).- 3.3. Application (II).- 3.4. Application (III).- 4. Examples.- 4.1. Examples of Hyperbolic Problems. Distributed Control, Distributed Observation.- 4.2. Examples of Hyperbolic Systems. Distributed Control, Observation of the Final State.- 4.3. Petrowsky Type Equation. Distributed Control. Distributed Observation.- 4.4. Petrowsky Type Equation. Distributed Control. Observation of the Final State.- 4.5. Orientation.- 5. Decoupling.- 5.1. Problem Statement. Rewriting as a System of First Order Equations.- 5.2. Rewriting of the Set of Equations Determining the Optimal Control.- 5.3. Decoupling.- 5.4. Riccati Integro-differential Equation.- 5.5. Another Optimal Control Problem. Decoupling.- 6. Control via Initial Conditions. Estimation.- 6.1. Problem Statement.- 6.2. Coercivity of J(?).- 6.3. System of Equations Determining the Optimal Control.- 7. Boundary Control (I).- 7.1. Problem Statement.- 7.2. Definition of the State of the System.- 7.3. Distributed Observation.- 7.4. Boundary Observation.- 8. Boundary Control (II).- 8.1. Problem Statement.- 8.2. Control ? Regular.- 8.3. Examples.- 9. Parabolic-Hyperbolic Systems.- 9.1. Recapitulation of Some General Results.- 9.2. Complement.- 9.3. Control Problems.- 9.4. Example (I).- 9.5. Example (II).- 9.6. Decoupling.- 10. Existence Theorems.- 10.1. Orientation.- 10.2. Example. Introduction of a “Viscosity” Term.- 10.3. Time Optimal Control.- Notes.- V Regularization, Approximation and Penalization.- 1. Regularization.- 1.1. Parabolic Regularization.- 1.2. Application to Optimal Control.- 1.3. Application to Decoupling.- 1.4. Various Remarks.- 1.5. Regularization of the Control.- 2. Approximation in Terms of Systems of Cauchy-Kowaleska Type.- 2.1. Evolution Equation on a Variety.- 2.2. Approximation by a System of Cauchy-Kowaleska Type.- 2.3. Linearized Navier-Stokes Equation.- 3. Penalization.- Notes.