Discretization of elliptic control problems with time dependent parameters

  • Authors:
  • Walter Alt;Nils Bräutigam

  • Affiliations:
  • Institute for Applied Mathematics, Faculty of Mathematics and Computer Science, Friedrich-Schiller-University Jena, 07737 Jena, Germany;Institute for Applied Mathematics, Faculty of Mathematics and Physics, Friedrich-Alexander-University Erlangen, 91053 Erlangen, Germany

  • Venue:
  • Applied Numerical Mathematics
  • Year:
  • 2009

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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, based on the optimality conditions, we construct a new feasible control for which we derive error estimates of quadratic order.