A posteriori error estimates for semilinear optimal control problems
ESAIM: Mathematical Modelling and Numerical Analysis , Tome 55 (2021) no. 5, pp. 2293-2322

In two and three dimensional Lipschitz, but not necessarily convex, polytopal domains, we devise and analyze a reliable and efficient a posteriori error estimator for a semilinear optimal control problem; control constraints are also considered. We consider a fully discrete scheme that discretizes the state and adjoint equations with piecewise linear functions and the control variable with piecewise constant functions. The devised error estimator can be decomposed as the sum of three contributions which are associated to the discretization of the state and adjoint equations and the control variable. We extend our results to a scheme that approximates the control variable with piecewise linear functions and also to a scheme that approximates the solution to a nondifferentiable optimal control problem. We illustrate the theory with two and three-dimensional numerical examples.

DOI : 10.1051/m2an/2021033
Classification : 35J61, 49J20, 49M25, 65N15, 65N30
Keywords: optimal control problems, semilinear equations, finite element approximations, $$ error estimates
@article{M2AN_2021__55_5_2293_0,
     author = {Allendes, Alejandro and Fuica, Francisco and Ot\'arola, Enrique and Quero, Daniel},
     title = {\protect\emph{A posteriori} error estimates for semilinear optimal control problems},
     journal = {ESAIM: Mathematical Modelling and Numerical Analysis },
     pages = {2293--2322},
     year = {2021},
     publisher = {EDP-Sciences},
     volume = {55},
     number = {5},
     doi = {10.1051/m2an/2021033},
     mrnumber = {4328495},
     zbl = {1485.35200},
     language = {en},
     url = {https://www.numdam.org/articles/10.1051/m2an/2021033/}
}
TY  - JOUR
AU  - Allendes, Alejandro
AU  - Fuica, Francisco
AU  - Otárola, Enrique
AU  - Quero, Daniel
TI  - A posteriori error estimates for semilinear optimal control problems
JO  - ESAIM: Mathematical Modelling and Numerical Analysis 
PY  - 2021
SP  - 2293
EP  - 2322
VL  - 55
IS  - 5
PB  - EDP-Sciences
UR  - https://www.numdam.org/articles/10.1051/m2an/2021033/
DO  - 10.1051/m2an/2021033
LA  - en
ID  - M2AN_2021__55_5_2293_0
ER  - 
%0 Journal Article
%A Allendes, Alejandro
%A Fuica, Francisco
%A Otárola, Enrique
%A Quero, Daniel
%T A posteriori error estimates for semilinear optimal control problems
%J ESAIM: Mathematical Modelling and Numerical Analysis 
%D 2021
%P 2293-2322
%V 55
%N 5
%I EDP-Sciences
%U https://www.numdam.org/articles/10.1051/m2an/2021033/
%R 10.1051/m2an/2021033
%G en
%F M2AN_2021__55_5_2293_0
Allendes, Alejandro; Fuica, Francisco; Otárola, Enrique; Quero, Daniel. A posteriori error estimates for semilinear optimal control problems. ESAIM: Mathematical Modelling and Numerical Analysis , Tome 55 (2021) no. 5, pp. 2293-2322. doi: 10.1051/m2an/2021033

M. Ainsworth and J. T. Oden, A posteriori error estimation in finite element analysis, Pure and Applied Mathematics (New York), Wiley-Interscience, John Wiley & Sons, New York (2000). | MR | Zbl | DOI

A. Allendes, F. Fuica and E. Otárola, Adaptive finite element methods for sparse PDE-constrained optimization. IMA J. Numer. Anal. 40 (2020) 2106–2142. | MR | Zbl | DOI

P. Amestoy, I. Duff and J.-Y. L’Excellent, Multifrontal parallel distributed symmetric and unsymmetric solvers. Comput. Methods Appl. Mech. Eng. 184 (2000) 501–520. | Zbl | DOI

P. R. Amestoy, I. S. Duff, J.-Y. L’Excellent and J. Koster, A fully asynchronous multifrontal solver using distributed dynamic scheduling. SIAM J. Matrix Anal. Appl. 23 (2001) 15–41. | MR | Zbl | DOI

N. Arada, E. Casas and F. Tröltzsch, Error estimates for the numerical approximation of a semilinear elliptic control problem. Comput. Optim. Appl. 23 (2002) 201–229. | MR | Zbl | DOI

K. Atkinson, W. Han, Theoretical Numerical Analysis, A functional analysis framework. Vol. 39 of Texts in Applied Mathematics, Springer-Verlag, New York (2001). | MR | Zbl

R. Becker, H. Kapp and R. Rannacher, Adaptive finite element methods for optimal control of partial differential equations: basic concept. SIAM J. Control Optim. 39 (2000) 113–132. | MR | Zbl | DOI

O. Benedix and B. Vexler, A posteriori error estimation and adaptivity for elliptic optimal control problems with state constraints. Comput. Optim. Appl. 44 (2009) 3–25. | MR | Zbl | DOI

J. F. Bonnans and A. Shapiro, Perturbation Analysis of Optimization Problems, Springer Series in Operations Research, Springer-Verlag, New York (2000). | MR | Zbl | DOI

S. C. Brenner and L. R. Scott, The Mathematical Theory of Finite Element Methods, Vol. 15 of Texts in Applied Mathematics, Springer, New York, 3rd edition (2008). | MR | Zbl

E. Casas, Using piecewise linear functions in the numerical approximation of semilinear elliptic control problems. Adv. Comput. Math. 26 (2007) 137–153. | MR | Zbl | DOI

E. Casas, R. Herzog and G. Wachsmuth, Optimality conditions and error analysis of semilinear elliptic control problems with L 1 cost functional. SIAM J. Optim. 22 (2012) 795–820. | MR | Zbl | DOI

E. Casas and M. Mateos, Uniform convergence of the FEM. Applications to state constrained control problems, Vol. 21 (2002) 67–100. Special issue in memory of Jacques-Louis Lions. | MR | Zbl

E. Casas and M. Mateos, Optimal Control of Partial Differential Equations, in Computational Mathematics, Numerical Analysis and Applications, Vol. 13 of SEMA SIMAI Springer Ser., Springer, Cham (2017) 3–59. | MR | Zbl | DOI

E. Casas, M. Mateos and F. Tröltzsch, Error estimates for the numerical approximation of boundary semilinear elliptic control problems. Comput. Optim. Appl. 31 (2005) 193–219. | MR | Zbl | DOI

E. Casas and J.-P. Raymond, Error estimates for the numerical approximation of Dirichlet boundary control for semilinear elliptic equations. SIAM J. Control Optim. 45 (2006) 1586–1611. | MR | Zbl | DOI

E. Casas and F. Tröltzsch, Second order analysis for optimal control problems: improving results expected from abstract theory. SIAM J. Optim. 22 (2012) 261–279. | MR | Zbl | DOI

P. G. Ciarlet, The Finite Element Method for Elliptic Problems, Vol. 4 Studies in Mathematics and its Applications, North-Holland Publishing Co., Amsterdam-New York-Oxford (1978). | MR | Zbl

P. Grisvard, Elliptic Problems in Nonsmooth Domains, Vol. 24 of Monographs and Studies in Mathematics, Pitman (Advanced Publishing Program), Boston, MA (1985). | MR | Zbl

M. Hintermüller and R. H. W. Hoppe, Goal-oriented adaptivity in control constrained optimal control of partial differential equations. SIAM J. Control Optim. 47 (2008) 1721–1743. | MR | Zbl | DOI

M. Hintermüller, R. H. W. Hoppe, Y. Iliash and M. Kieweg, An a posteriori error analysis of adaptive finite element methods for distributed elliptic control problems with control constraints. ESAIM: COCV 14 (2008) 540–560. | MR | Zbl | Numdam

D. Jerison and C. E. Kenig, The inhomogeneous Dirichlet problem in Lipschitz domains. J. Funct. Anal. 130 (1995) 161–219. | MR | Zbl | DOI

D. Kinderlehrer and G. Stampacchia, An Introduction to Variational Inequalities and their Applications, Vol. 31 of Classics in Applied Mathematics, Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA (2000). Reprint of the 1980 original. | MR | Zbl | DOI

K. Kohls, A. Rösch and K. G. Siebert, A posteriori error analysis of optimal control problems with control constraints. SIAM J. Control Optim. 52 (2014) 1832–1861. | MR | Zbl | DOI

W. Liu and N. Yan, A Posteriori Error Estimates for Distributed Convex Optimal Control Problems. Adv. Comput. Math. 15 (2001) 285–309. | MR | Zbl | DOI

W. Liu and N. Yan, A Posteriori Error Estimates for Control Problems Governed by Nonlinear Elliptic Equations, Vol. 47, 2nd International Workshop on Numerical Linear Algebra, Numerical Methods for Partial Differential Equations and Optimization (Curitiba, 2001) (2003) 173–187. | MR | Zbl

R. H. Nochetto and A. Veeser, Primer of Adaptive Finite Element Methods, in Multiscale and Adaptivity: Modeling, Numerics and Applications, Vol. 2040 of Lecture Notes in Math., Springer, Heidelberg, (2012) 125–225. | MR | Zbl

T. Roubíček, Nonlinear Partial Differential Equations with Applications, Vol. 153 of International Series of Numerical Mathematics, Birkhäuser/Springer Basel AG, Basel, 2nd edition (2013). | MR | Zbl

G. Savaré, Regularity results for elliptic equations in Lipschitz domains. J. Funct. Anal. 152 (1998) 176–201. | MR | Zbl | DOI

G. Stampacchia, Le problème de Dirichlet pour les équations elliptiques du second ordre à coefficients discontinus. Ann. Inst. Fourier (Grenoble) 15 (1965) 189–258. | MR | Zbl | Numdam | DOI

F. Tröltzsch, Optimal Control of Partial Differential Equations, Vol. 112 of Graduate Studies in Mathematics. Theory, methods and applications, Translated from the 2005 German original by Jürgen Sprekels. American Mathematical Society, Providence, RI (2010). | MR | Zbl

R. Verfürth, A Posteriori Error Estimation Techniques for Finite Element Methods, Numerical Mathematics and Scientific Computation, Oxford University Press, Oxford (2013). | MR | Zbl

B. Vexler and W. Wollner, Adaptive finite elements for elliptic optimization problems with control constraints. SIAM J. Control Optim. 47 (2008) 509–534. | MR | Zbl | DOI

G. Wachsmuth and D. Wachsmuth, Convergence and regularization results for optimal control problems with sparsity functional. ESAIM: COCV 17 (2011) 858–886. | MR | Zbl | Numdam

E. Zeidler, Nonlinear functional analysis and its applications. II/B. Nonlinear monotone operators, Translated from the German by the author and Leo F. Boron. Springer-Verlag, New York (1990). | MR | Zbl

Cité par Sources :