Discretization of Elliptic Control Problems with Time Dependent Parameters

by    Walter Alt, Nils Bräutigam

Preprint series: 06-13, Reports on Numerical Mathematics

Preprint series: , Reports on Numerical Mathematics and Optimization

MSC:
49J15 Optimal control problems involving ordinary differential equations
49M25 Discrete approximations
65L10 Boundary value problems
65L12 Finite difference methods

Abstract: We consider linear-quadratic problems of optimal control with an elliptic state equation and control constraints. For a discretization of the state equation by the method of Finite Differences and a piecewise approximation of the control we develop error estimates for the solution of the discrete problem and further, based on the optimality conditions, we construct a new feasible control for which we derive error estimates of quadratic order.

Keywords: Linear quadratic optimal control problems, elliptic equations, finite difference approximations, error estimates

Upload: 2006-11-09

Update: 2006-11-09


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