Adaptive Finite Element Method for an Elliptic Optimal Control Problem with Integral State Constraints

Pratibha Shakya , Kamana Porwal

Communications on Applied Mathematics and Computation ›› 2026, Vol. 8 ›› Issue (1) : 1 -40.

PDF
Communications on Applied Mathematics and Computation ›› 2026, Vol. 8 ›› Issue (1) :1 -40. DOI: 10.1007/s42967-024-00397-8
Original Paper
research-article
Adaptive Finite Element Method for an Elliptic Optimal Control Problem with Integral State Constraints
Author information +
History +
PDF

Abstract

In this article, we develop a posteriori error analysis of a nonconforming finite element method for a linear quadratic elliptic distributed optimal control problem with two different sets of constraints, namely (i) integral state constraint and integral control constraint; (ii) integral state constraint and pointwise control constraints. In the analysis, we have taken the approach of reducing the state-control constrained minimization problem into a state minimization problem obtained by eliminating the control variable. The reliability and efficiency of a posteriori error estimator are discussed. Numerical results are reported to illustrate the behavior of the error estimator.

Keywords

Elliptic optimal control problem / Fourth-order variational inequality / Integral state constraints / Adaptive finite element method / 65N30 / 65N15 / 49J20

Cite this article

Download citation ▾
Pratibha Shakya, Kamana Porwal. Adaptive Finite Element Method for an Elliptic Optimal Control Problem with Integral State Constraints. Communications on Applied Mathematics and Computation, 2026, 8(1): 1-40 DOI:10.1007/s42967-024-00397-8

登录浏览全文

4963

注册一个新账户 忘记密码

References

[1]

Adams RA, Fournier JJF. Sobolev Spaces, 2003, Amsterdam, Pure and Applied Mathematics. Elsevier

[2]

Ainsworth M, Oden JT. A Posteriori Error Estimation in Finite Element Analysis, 2000, New York, Pure and Applied Mathematics. Wiley-Interscience

[3]

Arnautu V, Neittaanmäki P. Discretization estimates for an elliptic control problem. Numer. Funct. Anal. Optim., 1998, 19: 431-464

[4]

Barbu V, Precupanu Th. Convexity and Optimization in Banach Spaces, 1978, Alphen aan den Rijn, Sijthoff and Noordhoff International Publishers

[5]

Becker R, Kapp H, Rannacher R. Adaptive finite element methods for optimal control governed by partial differential equations: basic concept. SIAM J. Control Optim., 2000, 39: 113-132

[6]

Bergounioux M, Ito K, Kunisch K. Primal-dual strategy for constrained optimal control problems. SIAM J. Control Optim., 1999, 37: 1176-1194

[7]

Bergounioux M, Kunisch K. Primal-dual strategy for state constrained optimal control problems. Comput. Optim. Appl., 2002, 22: 193-224

[8]

Bergounioux M, Kunisch K. On the structure of Lagrange multipliers for state constrained optimal control problems. Syst. Control Lett., 2003, 48: 169-176

[9]

Brenner SC, Gudi T, Porwal K, Sung LY. A Morley finite element method for an elliptic distributed optimal control problem with pointwise state and control constraints. ESAIM Control Optim. Calc. Var., 2018, 24: 1181-1206

[10]

Brenner SC, Gudi T, Sung LY. An a posteriori error estimator for a quadratic C0\documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$C^0$$\end{document} interior penalty method for the biharmonic problem. IMA J. Numer. Anal., 2010, 30: 777-798

[11]

Brenner SC, Neilan M. A C0\documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$C^0$$\end{document} interior penalty method for a fourth order elliptic singular perturbation problem. SIAM J. Numer. Anal., 2011, 49: 869-892

[12]

Brenner SC, Scott LR. The Mathematical Theory of Finite Element Methods, 2008, New York, Springer-Verlag

[13]

Brenner SC, Sung LY. A new convergence analysis of finite element methods for elliptic distributed optimal control problems with pointwise state constraints. SIAM J. Control Optim., 2017, 55: 2289-2304

[14]

Brenner, S.C., Sung, L.Y., Zhang, Y.: A C0\documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$C^0$$\end{document} interior penalty method for an elliptic optimal control problem with state constraints. In: Feng, X., Karakashian, O., Xing, Y. (eds.) Recent Developments in Discontinuous Galerkin Finite Element Methods for Partial Differential Equations. The IMA Volumes in Mathematics and Its Applications, pp. 97–132. Springer, Cham (2013)

[15]

Brenner, S.C., Sung, L.Y., Zhang, Y.: C0\documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$C^0$$\end{document} interior penalty methods for an elliptic state-constrained optimal control problem with Neumann boundary condition. J. Comput. Appl. Math. 350, 212–232 (2019)

[16]

Brenner, S.C., Wang, K., Zhao, J.: Poincaré-Friedrichs inequalities for piecewise H2\documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$H^2$$\end{document} in functions. Numer. Funct. Anal. Optim. 25, 463–478 (2004)

[17]

Carstensen C, Gallistl D, Hu J. A posteriori error estimates for nonconforming finite element methods for fourth-order problems on rectangles. Numer. Math., 2013, 124: 309-335

[18]

Casas E. Control of an elliptic problem with pointwise state constraints. SIAM J. Control Optim., 1986, 24: 1309-1318

[19]

Casas E. Error estimates for the numerical approximation of semilinear elliptic control problems with finitely many state constraints. ESAIM Control Optim. Calc. Var., 2002, 8: 345-374

[20]

Casas E, Clason C, Kunisch K. Approximation of elliptic control problems in measure spaces with sparse solutions. SIAM J. Control Optim., 2012, 50: 1735-1752

[21]

Clason C, Kunisch K. A duality-based approach to elliptic control problems in non reflexive Banach spaces. ESAIM Control Optim. Calc. Var., 2011, 17: 243-266

[22]

Casas, E., Mateos, M.: Uniform convergence of the FEM. Applications to state constrained control problems. Comput. Appl. Math. 21, 67–100 (2002)

[23]

Casas E, Mateos M, Vexler B. New regularity results and improved error estimates for optimal control problems with state constraints. ESAIM Control Optim. Calc. Var., 2014, 20: 803-822

[24]

Chen Y, Zhang J, Huang Y, Xu Y. A posteriori error estimates of hp\documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$hp$$\end{document} spectral methods for integral state constrained elliptic optimal control problems. Appl. Numer. Math., 2019, 144: 42-58

[25]

Ciarlet PG. The Finite Element Method for Elliptic Problems, 1978, Amsterdam, North-Holland

[26]

Deckelnick K, Hinze M. Kunisch K, Of G, Steinbach O. Numerical analysis of a control and state constrained elliptic control problem with piecewise constant control approximations. Numerical Mathematics and Advanced Applications, 2008, Berlin, Heidelberg, Springer597604

[27]

Falk R. Approximation of a class of optimal control problems with order of convergence estimates. J. Math. Anal. Appl., 1973, 44: 28-47

[28]

Gallistl D. Morley finite element method for the eigenvalues of the biharmonic operator. IMA J. Numer. Anal., 2015, 35: 1779-1811

[29]

Ge L, Liu W, Yang D. Adaptive finite element approximation for a constrained optimal control problem via Multi-meshes. J. Sci. Comput., 2009, 41: 238-255

[30]

Georgoulis EH, Houston P. Discontinuous Galerkin methods for the biharmonic problem. IMA J. Numer. Anal., 2009, 29: 573-594

[31]

Geveci T. On the approximation of the solution of an optimal control problem governed by an elliptic equation. RIARO Anal. Numér., 1979, 13: 313-328

[32]

Glowinski R. Numerical Methods for Nonlinear Variational Problems, 1984, New York, Springer-Verlag

[33]

Gong W, Yan N. Adaptive finite element method for elliptic optimal control problems: convergence and optimality. Numer. Math., 2017, 135: 1121-1170

[34]

Grisvard P. Elliptic Problems in Non Smooth Domains, 1985, Boston, Pitman

[35]

Grisvard P. Singularities in Boundary Value Problems, 1992, Paris, Masson

[36]

Gudi T. A new error analysis for discontinuous finite element methods for linear elliptic problems. Math. Comp., 2010, 79: 2169-2189

[37]

Hinze M. A variational discretization concept in control constrained optimization: the linear-quadratic case. Comput. Optim. Appl., 2005, 30: 45-61

[38]

Hinze, M., Pinnau, R., Ulbrich, M., Ulbrich, S.: Optimization with PDE constraints. In: Mathematical Models Theory and Application, vol. 23. Springer, New York (2009)

[39]

Hoppe RHW, Kieweg M. Adaptive finite element methods for mixed control-state constrained optimal control problems for elliptic boundary value problems. Comput. Optim. Appl., 2010, 46: 511-533

[40]

Ito K, Kunisch K. Lagrange Multiplier Approach to Variational Problems and Applications, 2000, Philadelphia, SIAM

[41]

Kinderlehrer D, Stampacchia G. An Introduction to Variational Inequalities and Their Applications, 2000, Philadelphia, SIAM

[42]

Kohls K, Rösch A, Siebert KG. Convergence of adaptive finite elements for optimal control problems with control constraints. Internat. Ser. Numer. Math., 2015, 165: 403-419

[43]

Lapin AV, Zalyalov DG. Solution of elliptic optimal control problem with pointwise and non-local state constraints. Russ. Math., 2017, 61: 18-28

[44]

Lasiecka I. State constrained control problems for parabolic systems: regularity of optimal solutions. Appl. Math. Optim., 1980, 6: 1-29

[45]

Li M, Guan X, Mao S. New error estimates of the Morley element for the plate bending problems. J. Comput. Appl. Math., 2014, 263: 405-416

[46]

Lions JL. Optimal Control of Systems Governed by Partial Differential Equations, 1971, Berlin, Springer-Verlag

[47]

Liu W, Yan N. A posteriori error estimates for distributed convex optimal control problems. Adv. Comput. Math., 2001, 15: 285-309

[48]

Liu W, Yan N. Adaptive Finite Element Methods for Optimal Control Governed by PDEs, 2008, Beijing, Scientific Press

[49]

Liu WB, Yan N, Gong W. A new finite element approximation of a state constrained optimal control problem. J. Comput. Math., 2009, 27: 97-114

[50]

Liu WB, Yang DP, Yuan L, Gao CQ. Finite element approximations of an optimal control problem with integral state constraint. SIAM J. Numer. Anal., 2010, 48: 1163-1185

[51]

Luenberger DG. Optimization by Vector Space Methods, 1969, New York, John Wiley and Sons Inc.

[52]

Meyer C. Error estimates for the finite-element approximation of an elliptic control problem with pointwise state and control constraints. Control Cybern., 2008, 37: 51-83

[53]

Meyer C, Rösch A, Tröltzsch F. Optimal control of PDEs with regularized pointwise state constraints. Comput. Optim. Appl., 2005, 33: 209-228

[54]

Morley LSD. The triangular equilibrium problem in the solution of plate bending problems. Aero. Quart., 1968, 19: 149-169

[55]

Nilssen TK, Tai XC, Winther R. A robust nonconforming H2\documentclass[12pt]{minimal}\usepackage{amsmath}\usepackage{wasysym}\usepackage{amsfonts}\usepackage{amssymb}\usepackage{amsbsy}\usepackage{mathrsfs}\usepackage{upgreek}\setlength{\oddsidemargin}{-69pt}\begin{document}$$H^2$$\end{document}-element. Math. Comp., 2000, 70: 489-505

[56]

Porwal K, Shakya P. A finite element method for an elliptic optimal control problem with integral state constraints. Appl. Numer. Math., 2021, 169: 273-288

[57]

Rösch A, Wachsmuth D. A posteriori error estimates for optimal control problems with state and control constraints. Numer. Math., 2012, 120: 733-762

[58]

Shakya P, Sinha RK. A priori and a posteriori error estimates of finite element approximations for elliptic optimal control problem with measure data. Optim. Control Appl. Meth., 2019, 40: 241-264

[59]

Tröltzsch F. Optimal Control of Partial Differential Equations, 2010, RI, AMS Providence

[60]

Verfürth R. A Review of a Posteriori Error Estimation and Adaptive Mesh-Refinement Techniques, 1995, Chichester, Wiley-Teubner

[61]

Wolfmayr M. A note on functional a posteriori estimates for elliptic optimal control problems. Numer. Methods Partial Differential Equations, 2016, 33: 403-424

[62]

Yuan L, Yang D. A posteriori error estimate of optimal control problem of PDE with integral constraint for state. J. Comput. Math., 2009, 27: 525-542

[63]

Zhou J, Yang D. Legendre-Galerkin spectral methods for optimal control problems with integral constraint for state in one dimension. Comput. Optim. Appl., 2015, 61: 135-158

[64]

Zhou L. A priori error estimates for optimal control problems with state and control constraints. Optim. Control Appl. Meth., 2018, 39: 168-1181

RIGHTS & PERMISSIONS

Shanghai University

PDF

140

Accesses

0

Citation

Detail

Sections
Recommended

/