1.
Introduction
The optimal control problems (OCPs) of partial differential equations have been extensively studied in numerous fields of science and engineering applications, including fluid mechanics, earth science, petroleum engineering, telecommunication, etc., (see [1,2,3]). In the past few decades, scholars have conducted extensive research on OCPs (see [4,5,6]). From the perspective of control types, there is distributed control and boundary control (see [7,8,9]). With respect to the types of state equations, there are elliptic equations, parabolic equations, and second-order hyperbolic equations (SOHEs) [10]. Among the common numerical discretization schemes, there are finite element methods (FEM) [11], mixed element methods (MFVM) [12], and finite volume methods (FVM)[13]. In terms of handling optimization problems, there are two approaches: optimize-then-discretize and discretize-then-optimize [14].
The OCPs constrained by SOHEs is an active area of research, attracting significant attention from numerous scholars. Gugat et al. in [15] proposed a valid method based on Lavrentiev regularization and obtained a result similar to the penalty function method for second-order hyperbolic optimal control problems (SOHOCPs) with state constraint. Kröner in [16] used the space-time FEM to discretize SOHOCPs and derived a posteriori error estimates, which separately considers the influence of space, time, and control. In [17], Kröner et al. analyzed the convergence of three types of controls constrained by wave equations utilizing the semismooth Newton method, and numerically implemented the solution in conjunction with the space-time FEM. Lu et al. derived a priori error estimates using the mixed finite element method for a general SOHOCPs in [18]. Luo et al. in [19,20] studied linear SOHOCPs using the FVM and obtained priori error estimates for the Euler and Crank-Nicolson schemes. Lu et al. in [21] used the FVM to study nonlinear SOHOCPs and obtained optimal error estimates for a semi-discrete system. Li et al. in [22] used the FEM and variational discretization approach to investigate linear SOHOCPs by introducing an intermediate variable and obtained optimal priori error estimates.
Inspired by [21,22], we consider the following nonlinear SOHOCPs:
such that
where Ω⊂R2 is a bounded convex polygon domain with boundary ∂Ω. α is a positive number. T>0 is a constant. f,yd∈L2(0,T;L2(Ω)) are given functions. ϕ(y) is a nonlinear function that satisfies ϕ(⋅)∈C2. For any R>0 and y∈H1(Ω), the function ϕ(⋅)∈W2,∞(−R,R), ϕ′(⋅)∈L2(Ω), and ϕ′(⋅)≥0. A=(aij(x))2×2∈(W1,∞(ˉΩ))2×2 is symmetric and uniformly positive definite, i.e., for any X∈R2, there exist two positive constants C1,C2 such that
B:L2(0,T;L2(Ω))→L2(0,T;L2(Ω)) is a bounded linear operator. The space Uad is defined by
In this work, by introducing a new variable, we transform the hyperbolic equation into two parabolic equations. For the SOHOCPs (1.1) and (1.2), we obtain the continuous first-order necessary condition (FNC) and the second-order sufficient optimality condition (SSC). Using the discretize-then-optimize procedure, we derive the discrete optimality condition for the fully discrete scheme. Based on these, we obtain some optimal error estimates.
The paper is organized as follows. We give some notations in Section 2. In Section 3, we derive the first and second-order optimality conditions. The Crank-Nicolson finite element approximation and a priori error estimates are presented in Section 4. In Section 5, a numerical experiment is presented to confirm the validity of the proposed numerical scheme.
After this, C represents different positive constants in different places, each of which is independent of h and Δt.
2.
Preliminary
Here, we first introduce some notations. Wm,p(Ω) is a standard Sobolev space with norm ||⋅||Wm,p(Ω). W1,2(Ω)=H1(Ω) with norm ||⋅||1, and H10(Ω)={υ∈H1(Ω):υ|∂Ω=0}. Lk(Ω) denotes a k-squared integrable function space in region Ω with norm ||⋅||. The norm of Lk(Ω) is denoted by ||⋅||0,U. We denote by Lk(0,T;Wm,p(Ω)) the Banach space of all Lk integrable functions from (0,T) into Wm,p(Ω) with norm ||υ||Lk(Wm,p)=||υ||Lk(0,T;Wm,p(Ω))=(∫T0||υ||kWm,p(Ω))1k for k∈[1,∞) and the standard modification for k=∞.
For a positive integer N, define time step size Δt by Δt=TN. For n=0,1,...,N−1, tn=nΔt, In+1=[tn,tn+1]. write
and Q=Ω×(0,T]. For any given sequence {ζn}Mn=0, ζn=ζ(x,tn) for the function ζ(x,t) defined in Q. For 1≤q≤∞, a discrete time-dependent norm is given by
and the standard modification for q=∞, where
The inner product is noted by
For convenience, we take A to be the identity matrix and write
It is obvious that
Let Th be a quasi-uniform triangulation of Ω, hK denotes the diameter of element K, and h=maxK∈Th{hK}. The space Vh associated with Th is defined by
where P1(K) denotes the polynomials space with the degree being no more than one on K∈Th.
We consider the following piecewise constant finite element space
which is a finite dimensional subspace of Uad.
For any μ∈U, we define the orthogonal projection operator Πh:U→Uh such that
By the definition of Eq (2.1), we have
where |K| is the measure of K. For the operator Πh defined in Eq (2.1), we have
for all μ∈W1,p(Ω) and 1≤p≤∞ (see [23]).
For t∈(0,T], define L2 projection Rhυ(t)∈Vh for υ(t)∈V by
As in [24], for 1≤r≤2, the Rhυ(t) satisfies
3.
Optimality conditions
In this section, we first give the weak form of the state equation (1.2) as: We seek y(⋅,t)∈H10(Ω) such that
Next, we introduce a new variable ω=yt, then the problem (1.1) and (1.2) can be written as
subject to
The problem (3.2) and (3.3) is formulated in standard reduced functional form as
Since the problem (3.4) is non-convex, we cannot guarantee the global unique solutions of (3.4). Therefore, we consider the local optimal solutions (see [25,26,27]).
Definition 3.1. (Local solution [28]). The control ˉu∈Uad is called a local solution of the problem (3.4) if for each fixed t∈[0,T], there exists a constant ι>0, such that for all u∈Uad with ||u−ˉu||<ι, it satisfies
For the problem (3.4), the existence of the local solution can be guaranteed in [10]. Next, we can derive the following FNC for the local solution ˉu.
Theorem 3.1. If ˉu is a local optimal control for the problem (3.4), then there exists a set of functions (ω(t),y(t),ˉu(t),q(t),p(t))∈(H1(L2)∩L2(H1))×(H2(L2)∩L2(H1))×Uad×(H1(L2)∩L2(H1))×(H2(L2)∩L2(H1)) such that
where B∗ is the adjoint operator of B.
Proof. Applying the variational rule, the optimal condition reads
where
Next, differentiating the state equation (3.6) at ˉu in the direction ϱ, we have
Defining the co-state (p,q) satisfying Eq (3.7), and letting v1=ω′Dˉuy(ϱ),v2=Dˉuy(ϱ) in Eq (3.7), we can obtain
Meanwhile, letting v1=q in Eq (3.10) and v2=p in Eq (3.11), we get
Since ω′Dˉuy(ϱ)(t=0)=0,Dˉuy(ϱ)(t=0)=0,q(T)=0,p(T)=0, integrating by parts and a direct calculation, we can yield
Substituting Eqs (3.17) and (3.18) into Eqs (3.15) and (3.16), we derive
Combining Eqs (3.19) and (3.20) with Eqs (3.13) and (3.14) yields
Substituting Eq (3.21) into Eq (3.9) implies
This completes the proof of Theorem 3.1. □
According to [26] and [29], we can know that for the non-convex problem (3.4), the FNC is not sufficient. So, we need to consider the SSC:
(SSC) There exist constants κ>0 and λ>0 such that
for all v∈L2(0,T;L2(Ω)) satisfying
where
and the notation D2ˉuy(v,v) is defined as follows: Let ˜y=Dˉuy(v). Then, its directional derivative in the direction v, denoted as ˜y′(v), is given by
More details about the notation D2ˉuy(v,v) can be found in [2].
Referring to [30], we give the coercive property of the problem (3.4) in a neighborhood of the local solution by the following lemma.
Lemma 3.1. Assume that ˉu is a local solution of the problem (3.4) and satisfies the SSC (3.23). There exists a sufficient small constant ι>0 such that
for all u∈Uad with ||u−ˉu||<ι.
4.
Crank-Nicolson scheme
In this section, we develop a fully discrete Crank-Nicolson scheme for the optimality system (3.2)–(3.3) as follows:
where δ=δ(h,Δt) denotes the fully discrete in space and time. We can reformulate the problem (4.1)–(4.4) as
We also give the definition of the local solution of the discrete control problem (4.1)–(4.4).
Definition 4.1. The control ˉun+12h∈Uh is called a fully discrete local solution of the problem (4.1)–(4.4) if for each fixed tn+12, there exists a constant ι>0, such that for ∀un+12h∈Uh with ||un+12h−ˉun+12h||<ι, it satisfies
We present the first-order necessary optimality condition for problem (4.1)–(4.4) at the local solution ˉun+12h by the following theorem.
Theorem 4.1. Assume that ˉun+12h,n=0,1,...,N−1 is a local solution of discrete control problem (4.1)–(4.4) , then there are state (ωn+12h,yn+12h)∈Vh×Vh and co-state (qn+12h,pn+12h)∈Vh×Vh, n=0,1,...,N−1, such that the following optimality conditions hold:
Proof. Differentiate the Eq (4.5) at ˉun+12h in the direction vh−ˉun+12h, and the discrete optimal condition reads
Similarly, differentiating the Eqs (4.7) and (4.8) at ˉun+12h in the direction ν, we have
where
Choosing the discrete co-state (pδ,qδ) satisfying Eqs (4.10)–(4.12), and selecting v=ω′(yn+12h)Dyn+12h(ν) in Eq (4.10) and v=Dyn+12h(ν) in Eq (4.11), we get
Taking v=qn+12h in Eq (4.15) and v=pn+12h in Eq (4.16), we have
Since Dy0h(ν)=0,ω′(y0h)Dy0h(ν)=0,pNh=0,qNh=0, we know that
and
Substituting Eqs (4.22) and (4.23) into Eqs (4.20) and (4.21), we obtain
Combining Eqs (4.24) and (4.25) with Eqs (4.18) and (4.19), and summing from 0 to N−1 leads to
Therefore, substituting Eq (4.26) into Eq (4.14), we get
This completes the proof of Theorem 4.1. □
Similarly, we also provide the discrete SSC for the local solution ˉun+12h as
where κ>0, and ˉun+12h satisfies Eq (4.13). From Eq (4.1), we can get
The following lemma shows the coercive property of the second derivative of the discrete objective function Jδ in a neighborhood of a local solution ˉu.
Lemma 4.1. Let ˉu be a local solution of the problem (3.4) and the SSC (3.23) is valid. There exists sufficiently small constant ι>0, and h, for all u∈Uad with ||u−ˉu||<ι and v∈Uad,
holds.
4.1. Auxiliary problems
So as to get a priori estimates, it is needed to introduce an auxiliary problem: find (ωn+12h(u),yn+12h(u)) ∈Vh×Vh, n=0,1,…,N−1, such that for all v∈Vh,
Another auxiliary problem: find (qn+12h(u),pn+12h(u))∈Vh×Vh, n=0,1,…,N−1, such that for all v∈Vh,
For convenience, we denote
It is clear that
Next, we describe the error caused by the control discretization using the following lemma.
Lemma 4.2. Let (ωδ,yδ,qδ,pδ) and (ωδ(u),yδ(u),qδ(u),pδ(u)) be the solutions of Eqs (4.7)–(4.12) and Eqs (4.31)–(4.36), respectively. Then,
Proof. To begin, we develop the inequality for θω and θy. Subtracting Eqs (4.7) and (4.8) from Eqs (4.31) and (4.32), we derive
Choosing v=θn+12y, v=θn+12ω as the test function in Eqs (4.40) and (4.41), respectively, we have
Substituting Eq (4.42) into Eq (4.43), we get
Summing up from n=0 up to N−1, it yields
For the first term, we derive
For the second term, we get
Now, combining Eqs (4.46) and (4.47) with Eq (4.45), we arrive at
The discrete Gronwall's inequality leads to
Next, we develop the inequality for θq and θp. Subtracting Eqs (4.10) and (4.11) from Eqs (4.34) and (4.35), we get
Choosing v=−θn+12q as the test function in Eq (4.51), we have
Substituting Eq (4.50) into Eq (4.52), we know
By calculation, the following formula holds:
Multiplying both sides of Eq (4.53) by 2Δt, then summing it over n from M to N−1, it leads to
Here, the estimates of , , are similar to those of , , , and we have
Finally, inserting the above estimates of – into Eq (4.55), we get
Thus, combine the Poincaré inequality and the discrete Gronwall's inequality, such that
Eqs (4.38) and (4.57) follows Eq (4.39), which also completes the proof of Lemma 4.2. □
Next, so as to estimate the error of the control discretization, we choose a local solution of the continuous problem (3.6)–(3.8), and an associated approximate solution of the discrete problem (4.1)–(4.4). We introduce the following auxiliary problem:
where . In addition, since satisfies Lemma 4.1 for , the existence and uniqueness of the problem (4.58) are guaranteed; see [28].
From the definitions of the local solution (4.6) and , we can get
Utilizing (4.58) and (4.59), we can deduce that is the unique solution of the problem (4.58).
Lemma 4.3. Let be a local solution of the problem (3.4) and the SSC (3.23) is valid. Then, the discrete problem (4.58) has a unique solution , and the following estimate holds:
for sufficiently small.
Proof. From Lemma 4.1, it is clear to infer that
By the FNC (4.13), we can get
for sufficiently small. Utilizing with , we get
To start, using the Cauchy-Schwarz inequality, we obtain
For the and , by the definition of the operator , we have
and
Then, for the and , from Lemma 4.2 and the Cauchy inequality, it yields
Substituting – into Eq (4.61), we obtain
This completes the proof of Lemma 4.3. □
4.2. Error analysis
In this subsection, we will establish the error caused by the discretization of the Crank-Nicolson FEM scheme. To do this, we define the error function as
and introduce the following truncation errors:
For these definitions, we first present the following estimates of the truncation error.
Lemma 4.4. The following estimates hold:
Lemma 4.5. Let and be the solutions of Eqs (3.6)–(3.7) and Eqs (4.31)–(4.36), respectively. Assume that . Then, we have
Proof. From Eq (3.7), the exact solution satisfies
From relations Eqs (4.64) and (4.65) and Eqs (4.31) and (4.32), it holds that
Taking the discrete inner product of Eq (4.67) with and rearranging the terms, we have
Meanwhile, choosing in Eq (4.66), we obtain
Through Eqs (4.68) and (4.69), and summing from up to –, we have that
By utilizing Young's and Hlder inequalities, we have
For –, by definition of the truncation error and Lemma 4.4, it can be obtained that
Substituting – into Eq (4.70), we get
Note that
Then, the discrete Gronwall's inequality implies that
Furthermore, from Eq (3.7), we can find that the exact solution satisfies
From relations Eqs (4.72) and (4.73) and Eqs (4.34) and (4.35), we have
Choosing in Eq (4.75), we have
Meanwhile, letting in Eq (4.74), we get
Combining Eqs (4.76) and (4.77), then summing from to , it can conclude that
By the properties of projection, we have
A standard algebraic manipulation implies that
For the bound of , it holds
Then, for –, noting that and applying Lemma 4.4, we have
Collecting the above bounds and using the discrete Gronwall's inequality, we deduce that
The proof of Eq (4.63) can be completed by combining Eq (4.79) with Eq (4.62). □
Above all, the error of the Crank-Nicolson scheme (4.7)–(4.13) is given by the following theorem.
Theorem 4.2. Let and be the local solutions of Eqs (3.6)–(3.8) and Eqs (4.7)–(4.13), respectively. Moreover, we assume that all conditions in Lemmas 4.2–4.5 are valid. Then, we have
5.
Numerical experiments
In this section, we provide a numerical example to verify the theoretical results, which will consider the following nonlinear SOHOCPs:
We adopt the same mesh triangular partition for the state and control. Furthermore, we choose
such that the exact is
We show the convergence results of the Crank-Nicolson scheme in Table 1. The profile of the exact is drawn in Figure 1. The simulated results for the second-order scheme is presented in Figure 2.
From Table 1, it implies that the numerical results are consistent with the theoretical results. From Figure 1 and Figure 2, we can see the Crank-Nicolson scheme is efficient.
6.
Conclusion
This paper presents a second-order fully discrete scheme for nonlinear SOHOCPs and, in conjunction with auxiliary problems, derives a priori error estimates. Furthermore, a numerical experiment is conducted to confirm the convergence order of the theoretical results.
In [31], Li et al. established a mixed-form discrete scheme for the nonlinear stochastic wave equations (SWEs) with multiplicative noise by defining a new variable. In [32], Sonawane et al. studied the existence of an optimal control problem for the bilinear SWEs. In the future, we plan to consider the method based on the definition of the new variable mentioned in this paper and in [31]. We will apply this method to the optimization system described in [32] and further conduct an error analysis of the resulting discrete scheme.
Author contributions
Huanhuan Li was responsible for the methodology and writing the original draft. Meiling Ding contributed the software. Xianbing Luo handled the review, editing, and supervision. Shuwen Xiang oversaw the supervision and validation.
Use of AI tools declaration
The authors declare they have not used Artificial Intelligence (AI) tools in the creation of this article.
Acknowledgments
This work is supported by the National Natural Science Foundation of China (Granted No. 11961008) and Guizhou University Doctoral Foundation (Granted NO. 15 (2022)).
Conflict of interest
The authors declare there is no conflict of interest.