Optimal Control Problem

Optimal control problems for distributed
bilinear parabolic PDEs : Modeling

approach and simulations
Dr. S. B. Nimse1 , R. B. Sonawane2

1
Vice-Chancellor, University of Lucknow, Lucknow(U.P.), India.
Dept. of Maths, K.A.A.N.M.S. College, Satana, Nashik(M.S.), India
ICMMANS 2013, July 1-3, 2013,

DBBA University, Lucknow, India
Dr. S. B. Nimse, R. B. Sonawane
Optimal control problems for bilinear parabolic PDEs
Introduction
Physical actuation in partial dierential equations (PDEs)

appears in three dierent ways : source term (interior
control), boundary conditions (boundary control), and
diusivity coecient (diusivity control).
Optimal control problem of parabolic PDEs with interior
and diusivity control arises in various application scenarios.
In the control of toroidal current density radial prole in
magnetically conned fusion plasmas [1], the dynamics of
the plasmas transport are governed by singularly perturbed
system.
Introduction
Physical actuation mechanisms such as external heating

sources, non-inductive current drives (neutral beams or
radio frequency waves), and total plasma current entering
as diusivity-interior-boundary control terms are used to
steer the plasma current density to desired prole in a
designated time period [2].
A saturated ow through a one dimensional idealized tube
packed with soil is considered in [3]. The soil contains the
contaminant samples and uid is pumped through tube to
remove the contaminants. the velocity of the uid pumped
into the tube is considered as the control variable which
appears as the convective coecient in the
convective-diusive PDE.
Introduction
In [4], the viscosity coecient is considered as a control

function for the Burgers' equation.
Control aspects of PDEs using diusivity actuators have
been discussed in [5].
Optimal control for parabolic PDE system was studied by C.
Xu and others in [2] using sequential quadratic
programming. Similar problems were studied in [6, 7] by C.
Xu, Y. Ou and E. Schuster.
In [8], K. Ztot and others studied the regional control
problem for distributed bilinear systems with numerical
simulations.
Introduction
10
11
In these papers time dependent control functions were used.

We did not noticed the results for space-time dependent
control functions.
Statement of the Problem
Let = (0; l ). Let T > 0 and Q = (0; T ). Consider

the following optimal control problem.
yt = yxx + u (x ; t )y + v (x ; t );
y = 0;
y = y0 (x );
in Q = (0; T );
on @ (0; T );
(1)
t = 0; x P ;
1
where u P LI (Q ); v P L2 (Q ); y0 P H0 (). Control
functions u ; v satisfy the following constraints :
= fu (x ; t ) j 0
= fv (x ; t ) j 0
Lu u (x ; t ) Uu ; u P LI (Q )g; (2)
Lv v (x ; t ) Uv ; v P L2 (Q )g; (3)
where L() and U() are physical lower and upper bounds,
respectively.
Statement of the Problem
We take J (u ; v ) as our objective functional dened by

J (u ; v ) =
1
2
(y
yd )
dQ +
u 2 dQ +
v 2 dQ ;
(4)
where yd P L2 (Q ) is the desired prole. This objective

functional combines the cost of control and the measure of
the \closedness" to the desired prole yd . The control goal
is the following optimization problem:
min J (u ; v ):
u P ;v P
Preliminaries
The weak solution of (1) is dened as follows :

Denition
Given u P , v P we say that a function
1
y P L2 ([0; T ]; H0 ()), with yt P L2 ([0; T ]; H 1 ()) is a
weak solution of the problem (1) provided :
1
(i) for any P H0 (), and a.e. 0
t T,
hyt ; i + ry rdx =
(ii)
uy dx +
v dx ;
y (0) = y0 ;
1
where h; i is the duality pairing of H 1 () and H0 ().
Preliminaries
We have the following result from [9].

Theorem (Priori estimates)
Assume that is a bounded domain, @ is C 2 smooth,
1
u P , v P and y0 P H0 (). Then there exists the unique
weak solution y = y (u ; v ) of (1) such that
1
y P L2 ([0; T ]; H0 ()) C ([0; T ]; L2 ()), and
yt P L2 ([0; T ]; H 1 ()). Moreover
0
sup
t T
ky (t )kH () + ky (t )kL ()
1
0
+ kyt kL
([0;T ];H 1 ())
C;
where C is a constant.
Existence of an Optimal Control
Theorem
There exists optimal controls u P ; v P , which
minimize the objective functional J (u ; v ) for u P ; v
P .
Numerical Scheme using conjugate gradient

method
We use a nite dierence approximation for discretization of

the problem. We use uniform grids for simplicity.
l
x = k ; t = T ;
m
xi = i x ; tj = j t ; i = 0; ; k ; j = 0; ; m;
yij = y (xi ; tj ); uij = u (xi ; tj ); i = 0; ; k ; j = 0; ; m;
vij = v (xi ; tj ); y0 i = y0 (xi ); i = 0; ; k ; j = 0; ; m:
(5)

method
Using an explicit Euler scheme in time, a centered scheme

in space and the simplest discretization of boundaries, the
cost functional J and the system (1) takes the form
J=
x t
i =0 j =0
pij (yij
j
ydi )2 +
x t
x t
2
qij (u j )2
i =0 j =0
m
rij (vij )2 ;
i =0 j =0
(6)
where pij ; qij and rij are quadrature coecients.


method
(1 2 + tuij 1 )yij 1 +
(y j 1 + y j +1 ) + tv j 1 ;
i +1
i 1
i
yij = 0
y0 i ;
where =
1
if 2 .
t
(x )2
1 i
i = 0;
i = k;
0 i
k 1; 1 j
1 j m;
0 j m;
k ; j = 0;
. The discrete approximation is stable only
m;
(7)

method
We introduce the adjoint variable wij and the auxiliary

function
E =J+
k 1 m
i =1 j =1
1
1
[(1 2 + tuij 1 )yij 1 + (yij+1 + yij1 )+
tvij 1 ]wij +
k
i =0
i wi0 :

method
Using formula (11) from [11], we obtain
wij =
(1 2 + tuij +1 )wij +1 +
(w j +1 + w j +1 )+
i +1
i 1
t (y j +1 y j +1 );
0
0 ;
di
1 i
i = 0;
i = k;
0 i
k 1; 0 j
0 j m;
0 j m;
k ; j = m:
m 1;

method
Then using formula (12) from [11], we have gradient

coecients
tyij wij +1 + t xuij ;
t xu j ;
dE
i
j =
dui t xuij ;
t xu j ;
i
j +1
twi + t xvij ;
dE t xvij ;
=
dvij t xvij ;
t xv j ;
i
i = 0;
i = k;
0 i
1 i
i = 0;
i = k;
0 i
k 1; 0 j
0 j m;
0 j m;
k ; j = m;
k 1; 0 j
0 j m;
0 j m;
k ; j = m:
m1
m1
Algorithm based on Conjugate Gradient Method
The following gradient type algorithm is developed to obtain

optimal values of u , g based on the conjugate gradient
method with obtained gradient coecients. The algorithm
to solve optimal control problem is outlined as follows:
Select arbitrary u (0) P , v (0) P , compute
y (x ; t ; u (0) ; v (0) ), w (x ; t ; u (0) ; v (0) ). Compute
dE
du
dE (0) (0)
dE
dE 0) (0)
; dv ; Su = du ; Sv = dv
Step 1 Let n = 0.
Step 2 Select (n) such that
(
J u (n) + (n) Sun) ; v (n) + (n) Sv(n)
J u (n) ; v (n) .
Step 3 Let
(
u (n+1) = u (n) + (n) Sun) ; v (n+1) = v (n) + (n) Sv(n) :
(0)
(0)
Algorithm based on Conjugate Gradient Method
Compute y (x ; t ; u (n+1) ; v (n+1) ),

w (x ; t ; u (n+1) ; v (n+1) ),
dE (n+1) dE (n+1)
; dv
:
du
Step 5 Compute the conjugate coecient by
Step 4
dE (n+1)
du
Q
(n) =
dE (n)
du
Q
dQ +
2
dE (n+1) dQ
dv
2
dE (n) dQ
dv
dQ + Q
Step 6 Calculate the direction of descent :
dE (n+1)
dE (n+1)
(
(
(
(
Sun+1) =
+ (n) Sun) ; Sv n+1) =
+ (n) Sv n)
du
dv
Step 7 If u (n+1) ; v (n+1) are optimum, then stop the process.
Otherwise, take n = n + 1 and go to step 2.
Numerical Simulation
Let
u (0) (x ; t ) = v (0) (x ; t ) = sin(x =2)e t ,
yd (x ; t ) = sin(x )e t , y0 (x ) = x 2 ,
= = 1.
References
Y. Ou et al., \Towards model-based current prole control

at DIII-D,", Fusion Engineering and Design, 82 (2007),
1153-1160.
C. Xu, J. N. Dalessio, and E. Schuster, \Optimal control of
a parabolic PDE system arising in plasma transport via
diusivity-interior-boundary actuation", the 47th conference
on decision and control, 2008.
S. Lenhart, \Optimal control of convective-diusive uid
problem", Math. Models and Methods in Appl. Sci.,
5(1995), 225-237.
Y. Lerdde et al., \On initial boundary conditions and
viscosity coecient control for Burgers' equation", Int. J.
Num. Methods in Fluids, 28(1998), 113-128.
References
H. Gao, \Optimality condition of systems governed by

semilinear parabolic equation", Acta Mathematica Sinica,
42(1999), 705-714.
C. Xu and E. Schuster, \Iterative design of suboptimal
feedback control of bilinear parabolic PDE systems",
American control conference, 2009.
C. Xu, Y. Ou, and E. Schuster, \Sequential linear quadratic
control of parabolic PDEs based on POD model reduction",
Automatica, 47(2011), 418-426.
K. Ztot, E. H. Zerrik, and H. Bourray, \Regional control
problem for distributed bilinear systems: approach and
simulations", Int. J. Appl. Math. Comp. Sci., 21(2011),
499-508.
References
L. C. Evans, Partial Dierential Equations (Graduate

Studies in Mathematics, V. 19), American Mathematical
Society, Indian Edition - 2009.
J. Simon, \Compact Sets in The Space Lp (0; T ; B )", Ann.
Mat. Pura Appl., CXLVI(1987), 65-96.
Y. Evtushenko, \Computation of exact gradients in
distributed dynamic systems", Int. J. Control, 6(1)(1997),
81-89.
L. S. Lasdon, S. K. Mitter, A. D. Waren\The Conjugate
Gradient Method for Optimal Control Problems ", IEEE
Tran. On Automatic Control, Vol. AC-12, No. 2(1967),
132-138.
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Optimal control problems for distributed

bilinear parabolic PDEs : Modeling

Dr. S. B. Nimse1 , R. B. Sonawane2

Vice-Chancellor, University of Lucknow, Lucknow(U.P.), India.

Dept. of Maths, K.A.A.N.M.S. College, Satana, Nashik(M.S.), India

ICMMANS 2013, July 1-3, 2013,

Optimal control problems for bilinear parabolic PDEs

Physical actuation in partial di erential equations (PDEs)

Dr. S. B. Nimse, R. B. Sonawane

Optimal control problems for bilinear parabolic PDEs

Physical actuation mechanisms such as external heating

Optimal control problems for bilinear parabolic PDEs

In [4], the viscosity coecient is considered as a control

Optimal control problems for bilinear parabolic PDEs

In these papers time dependent control functions were used.

Dr. S. B. Nimse, R. B. Sonawane

Optimal control problems for bilinear parabolic PDEs

Statement of the Problem

Let = (0; l ). Let T > 0 and Q = (0; T ). Consider

Optimal control problems for bilinear parabolic PDEs

Statement of the Problem

We take J (u ; v ) as our objective functional de ned by

where yd P L2 (Q ) is the desired pro le. This objective

Dr. S. B. Nimse, R. B. Sonawane

Optimal control problems for bilinear parabolic PDEs

The weak solution of (1) is de ned as follows :

Optimal control problems for bilinear parabolic PDEs

We have the following result from [9].

([0;T ];H 1 ())

Optimal control problems for bilinear parabolic PDEs

Existence of an Optimal Control

Dr. S. B. Nimse, R. B. Sonawane

Optimal control problems for bilinear parabolic PDEs

Numerical Scheme using conjugate gradient

We use a nite di erence approximation for discretization of

Dr. S. B. Nimse, R. B. Sonawane

Optimal control problems for bilinear parabolic PDEs

Numerical Scheme using conjugate gradient

Using an explicit Euler scheme in time, a centered scheme

where pij ; qij and rij are quadrature coecients.

Optimal control problems for bilinear parabolic PDEs

Numerical Scheme using conjugate gradient

. The discrete approximation is stable only

Dr. S. B. Nimse, R. B. Sonawane

Optimal control problems for bilinear parabolic PDEs

Numerical Scheme using conjugate gradient

We introduce the adjoint variable wij and the auxiliary

Dr. S. B. Nimse, R. B. Sonawane

Optimal control problems for bilinear parabolic PDEs

Numerical Scheme using conjugate gradient

Using formula (11) from [11], we obtain

Dr. S. B. Nimse, R. B. Sonawane

Optimal control problems for bilinear parabolic PDEs

Numerical Scheme using conjugate gradient

Then using formula (12) from [11], we have gradient

tyij wij +1 + t xuij ;

Optimal control problems for bilinear parabolic PDEs

Algorithm based on Conjugate Gradient Method

The following gradient type algorithm is developed to obtain

Dr. S. B. Nimse, R. B. Sonawane

Optimal control problems for bilinear parabolic PDEs

Algorithm based on Conjugate Gradient Method

Compute y (x ; t ; u (n+1) ; v (n+1) ),

Physical actuation in partial dierential equations (PDEs)

In [4], the viscosity coecient is considered as a control

We take J (u ; v ) as our objective functional dened by

where yd P L2 (Q ) is the desired prole. This objective

The weak solution of (1) is dened as follows :

We use a nite dierence approximation for discretization of

where pij ; qij and rij are quadrature coecients.

Y. Ou et al., \Towards model-based current prole control

L. C. Evans, Partial Dierential Equations (Graduate