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Approximation of the exact controls for the beam equation Sorin - - PowerPoint PPT Presentation
Approximation of the exact controls for the beam equation Sorin - - PowerPoint PPT Presentation
Approximation of the exact controls for the beam equation Sorin Micu University of Craiova (Romania) Graz, June 25, 2015 Joint works with Florin Bugariu, Nicolae C ndea, Ionel Rovent a and Laurent iu Temereanc a Controlled
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(Many) methods to study the controllability
Several approaches are available for the study of a controllability problem: Moment theory
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(Many) methods to study the controllability
Several approaches are available for the study of a controllability problem: Moment theory Direct methods
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(Many) methods to study the controllability
Several approaches are available for the study of a controllability problem: Moment theory Direct methods Transmutation methods
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(Many) methods to study the controllability
Several approaches are available for the study of a controllability problem: Moment theory Direct methods Transmutation methods Uniform stabilization
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(Many) methods to study the controllability
Several approaches are available for the study of a controllability problem: Moment theory Direct methods Transmutation methods Uniform stabilization Optimization methods (Hilbert Uniqueness Method)
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(Many) methods to study the controllability
Several approaches are available for the study of a controllability problem: Moment theory Direct methods Transmutation methods Uniform stabilization Optimization methods (Hilbert Uniqueness Method)
Multipliers
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(Many) methods to study the controllability
Several approaches are available for the study of a controllability problem: Moment theory Direct methods Transmutation methods Uniform stabilization Optimization methods (Hilbert Uniqueness Method)
Multipliers Carleman estimates
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(Many) methods to study the controllability
Several approaches are available for the study of a controllability problem: Moment theory Direct methods Transmutation methods Uniform stabilization Optimization methods (Hilbert Uniqueness Method)
Multipliers Carleman estimates Microlocal Analysis
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(Many) methods to study the controllability
Several approaches are available for the study of a controllability problem: Moment theory Direct methods Transmutation methods Uniform stabilization Optimization methods (Hilbert Uniqueness Method)
Multipliers Carleman estimates Microlocal Analysis Fattorini H. O. and Russell D. L., Exact controllability theorems for linear parabolic equations in one space dimension, Arch. Rat. Mech. Anal., 4 (1971), 272-292. J.-L. Lions, Controlabilit´ e exacte, stabilisation et perturbations des syst` emes distribu´ es, Vol. 1, Masson, Paris, 1988.
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Optimization method
Lemma Let T > 0 and (u0, u1) ∈ H. The function v ∈ L2(0, T) is a control which drives to zero the solution of (1) in time T if and
- nly if, for any (ϕ0, ϕ1) ∈ H,
T v(t)ϕx(t, 1) dt = −
- u1(x), ϕ(0, x)
- −1,1+
- u0(x), ϕ′(0, x)
- 1,−1 ,
where (ϕ, ϕ′) ∈ H is the solution of the backward equation ϕ′′(t, x) + ϕxxxx(t, x) = 0 (t, x) ∈ (0, T) × (0, 1) ϕ(t, 0) = ϕ(t, 1) = 0 t ∈ (0, T) ϕxx(t, 0) = ϕxx(t, 1) = 0 t ∈ (0, T) ϕ(T, x) = ϕ0(x) x ∈ (0, 1) ϕ′(T, x) = ϕ1(x) x ∈ (0, 1). (3)
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Optimization method
For each (u0, u1) ∈ H, define the functional J : H → R,
J(ϕ0, ϕ1) = 1 2 T |ϕx(t, 1)|2 dt+
- u1(x), ϕ(0, x)
- −1,1−
- u0(x), ϕ′(0, x)
- 1,−1 ,
where (ϕ, ϕ′) is the solution of (3) with initial data (ϕ0, ϕ1).
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Optimization method
For each (u0, u1) ∈ H, define the functional J : H → R,
J(ϕ0, ϕ1) = 1 2 T |ϕx(t, 1)|2 dt+
- u1(x), ϕ(0, x)
- −1,1−
- u0(x), ϕ′(0, x)
- 1,−1 ,
where (ϕ, ϕ′) is the solution of (3) with initial data (ϕ0, ϕ1). If J has a minimum at ( ϕ0, ϕ1) ∈ H then v(t) = ϕx(1, t) is a control for (1).
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Optimization method
For each (u0, u1) ∈ H, define the functional J : H → R,
J(ϕ0, ϕ1) = 1 2 T |ϕx(t, 1)|2 dt+
- u1(x), ϕ(0, x)
- −1,1−
- u0(x), ϕ′(0, x)
- 1,−1 ,
where (ϕ, ϕ′) is the solution of (3) with initial data (ϕ0, ϕ1). If J has a minimum at ( ϕ0, ϕ1) ∈ H then v(t) = ϕx(1, t) is a control for (1). J has a minimum if it is coercive and it is coercive if the following observability inequality holds for any (ϕ0, ϕ1) ∈ H:
(ϕ(0), ϕ′(0))2
H ≤ C
T |ϕx(t, π)|2dt. (4)
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Optimization method
For each (u0, u1) ∈ H, define the functional J : H → R,
J(ϕ0, ϕ1) = 1 2 T |ϕx(t, 1)|2 dt+
- u1(x), ϕ(0, x)
- −1,1−
- u0(x), ϕ′(0, x)
- 1,−1 ,
where (ϕ, ϕ′) is the solution of (3) with initial data (ϕ0, ϕ1). If J has a minimum at ( ϕ0, ϕ1) ∈ H then v(t) = ϕx(1, t) is a control for (1). J has a minimum if it is coercive and it is coercive if the following observability inequality holds for any (ϕ0, ϕ1) ∈ H:
(ϕ(0), ϕ′(0))2
H ≤ C
T |ϕx(t, π)|2dt. (4)
Hence, if (4) holds, for any initial data (u0, u1) ∈ H, there exists a control v ∈ L2(0, T) with the property vL2 ≤ √ C(u0, u1)H. (5)
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Ingham’s inequality
Observability inequality (4) is equivalent to inequality of the form
- n∈Z∗
|αn|2 ≤ C(T)
- T
2
− T
2
- n∈Z∗
αneνn t
- 2
dt, (αn)n∈Z∗ ∈ ℓ2. (6) Ingham’s inequality For any T > 2π
γ∞ , γ∞ = lim inf n→∞ |νn+1 − νn|, inequality (6) holds.
- A. E. Ingham, Some trigonometric inequalities with applications to the
theory of series, Math. Zeits., 41 (1936), 367-379.
- J. Ball and M. Slemrod, Nonharmonic Fourier series and the stabilization
- f distributed semilinear control systems, Comm. Pure Appl. Math., 32
(1979), 555-587.
- J. P. Kahane: Pseudo-P´
eriodicit´ e et S´ eries de Fourier Lacunaires, Ann.
- Sci. Ecole Norm. Super. 37, 93-95 (1962).
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Observability inequality
In our particular case νn = i sgn(n) n2, γ∞ = lim inf
n→∞ |νn+1 − νn| = ∞.
Ingham’s inequality implies that the observability inequality (4) is verified for any T > 0. Consequently, given any T > 0, there exists a control v ∈ L2(0, T) for each (u0, u1) ∈ H. The control function v is not unique.
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Moment problem for the beam equation
The null-controllability of the beam equation is equivalent to solve a moment problem. Lemma Let T > 0 and (u0, u1) = ∞
n=1 a0 n sin(nx), ∞ n=1 a1 n sin(nx)
- ∈ H. The
function v ∈ L2(0, T) is a control which drives to zero the solution
- f (1) in time T if and only if
- T
2
− T
2
v
- t + T
2
- etνndt = (−1)ne− T
2 νn
√ 2nπ
- νna0
n − a1 n
- (n ∈ Z∗),
(7) where νn = i sgn(n) n2 are the eigenvalues of the unbounded skew-adjoint differential operator corresponding to (1). A solution v of the moment problem may be constructed by means
- f a biorthogonal family to the sequence (eνn t)n∈Z∗.
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Moment problem for the beam equation
Definition A family of functions (φm)m∈Z∗ ⊂ L2 − T
2 , T 2
- with the property
- T
2
− T
2
φm(t)eνn tdt = δmn ∀ m, n ∈ Z∗, (8) is called a biorthogonal sequence to (eνn t)n∈Z∗ in L2 − T
2 , T 2
- .
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Moment problem for the beam equation
Definition A family of functions (φm)m∈Z∗ ⊂ L2 − T
2 , T 2
- with the property
- T
2
− T
2
φm(t)eνn tdt = δmn ∀ m, n ∈ Z∗, (8) is called a biorthogonal sequence to (eνn t)n∈Z∗ in L2 − T
2 , T 2
- .
Once we have a biorthogonal sequence to (eνn t)n∈Z∗, a “formal” solution of the moment problem is given by v(t) =
- n∈Z∗
(−1)ne− T
2 νn
√ 2nπ
- νna0
n − a1 n
- φn
- t − T
2
- .
(9)
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Ingham’s inequality and the existence of a biorthogonal
Consider a Hilbert space H and a family (fn)n∈Z∗ ⊂ H such that
- n∈Z∗
|an|2 ≤ C1
- n∈Z∗
anfn
- 2
, (an)n∈Z∗ ∈ ℓ2. (10)
Then there exists a biorthogonal sequence to the family (fn)n∈Z∗. (fn)n∈Z∗ is minimal i. e. fm / ∈ Span
- (fn)n∈Z∗\{m}
- (m ∈ Z∗).
Apply Hahn-Banach Theorem to {fm} and Span
- (fn)n∈Z∗\{m}
- . There exists φm ∈ H such that
(φm, fm) = 1 and (φm, fn) = 0 for any n = m. The biorthogonal sequence which is bounded:
- n∈Z∗
bnφn
- 2
≤ 1 C1
- n∈Z∗
|bn|2.
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No Ingham?
If we are in a context in which no Ingham’s type inequality is available? We can take the inverse way: Construction of the biorthogonal Paley-Wiener Theorem: Let F : C → C be an entire function
- f exponential type (|F(z)| ≤ MeT|z|) which belongs to
L2(R) on the real axis. Then
- R F(t)eixtdt is a function from
L2(−T, T).
- R. E. A. C. Paley and N. Wiener, Fourier Transforms in Complex
Domains, AMS Colloq. Publ., Vol. 19, Amer. Math. Soc., 1934. f(x) = 1 2π
- R
F(t)eixtdt ⇒ F(t) = T
−T
f(x)e−ixtdx; fL2 = √ 2πFL2(R).
Evaluation of its norm Construction of the control
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Finite differences for the beam equation
N ∈ N∗, h =
π N+1, xj = jh, 0 ≤ j ≤ N + 1,
x−1 = −h, xN+2 = π + h. u′′
j (t) = − uj+2(t)−4uj+1+6uj(t)−4uj−1(t)+uj−2(t) h4
, t > 0 u0(t) = uN+1(t) = 0, u−1(t) = −u1(t), t > 0 uN+2 = −uN + h2vh(t), t > 0 uj(0) = u0
j, u′ j(0) = u1 j, 1 ≤ j ≤ N.
(11)
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Finite differences for the beam equation
N ∈ N∗, h =
π N+1, xj = jh, 0 ≤ j ≤ N + 1,
x−1 = −h, xN+2 = π + h. u′′
j (t) = − uj+2(t)−4uj+1+6uj(t)−4uj−1(t)+uj−2(t) h4
, t > 0 u0(t) = uN+1(t) = 0, u−1(t) = −u1(t), t > 0 uN+2 = −uN + h2vh(t), t > 0 uj(0) = u0
j, u′ j(0) = u1 j, 1 ≤ j ≤ N.
(11) Discrete controllability problem: given T > 0 and (U 0
h, U1 h) = (u0 j, u1 j)1≤j≤N ∈ C2N, there exists a control function
vh ∈ L2(0, T) such that the solution u of (11) satisfies uj(T) = u′
j(T) = 0, ∀j = 1, 2, ..., N.
(12) System (11) consists of N linear differential equations with N unknowns u1, u2, ..., uN. uj(t) ≈ u(t, xj) if (U 0
h, U1 h) ≈ (u0, u1).
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Discrete controls
Existence of the discrete control vh. Boundedness of the sequence (vh)h>0 in L2(0, T). Convergence of the sequence (vh)h>0 to a control v of the beam equation (1).
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Discrete controls
Existence of the discrete control vh. Boundedness of the sequence (vh)h>0 in L2(0, T). Convergence of the sequence (vh)h>0 to a control v of the beam equation (1).
- L. LEON and E. ZUAZUA: Boundary controllability of the
finite-difference space semi-discretizations of the beam equation. ESAIM:COCV, A Tribute to Jacques- Louis Lions, Tome 2, 2002, pp. 827-862.
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Equivalent vectorial form
System (11) is equivalent to U ′′
h(t) + (Ah)2Uh(t) = Fh(t)
t ∈ (0, T) Uh(0) = U 0
h
U ′
h(0) = U 1 h,
(13)
Ah = 1 h2 2 −1 . . . −1 2 −1 . . . −1 2 −1 . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 −1 . . . −1 2 , Uh(t) = u1(t) u2(t) . . . uN(t) Fh(t) = 1 h2 . . . −vh(t) , U 0
h =
u0
1
u0
2
. . . u0
N
, U 1
h =
u1
1
u1
2
. . . u1
N
.
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Discrete observability inequality
W ′′
h (t) + A2 hWh(t) = 0
t ∈ (0, T) Wh(T) = W 0
h ∈ CN
W ′
h(T) = W 1 h ∈ CN.
(14) The energy of (14) is defined by Eh(t) = 1 2
- AhWh(t), Wh(t) + A−1
h W ′ h(t), W ′ h(t)
- ,
(15) and the following relation holds: d dtEh(t) = 0. (16) The exact controllability in time T of (11) holds if the following discrete observability inequality is true Eh(t) ≤ C(T, h) T
- WhN(t)
h
- 2
dt, (W 0
h, W 1 h) ∈ C2N.
(17)
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One or two problems
Eigenvalues: νn = i sgn (n) µn, µn =
4 h2 sin2 nπh 2
- ,
1 ≤ |n| ≤ N. Eigenvectors form an orthogonal basis in C2N: φn = 1 √2µn ϕn −νn ϕn , ϕn = √ 2 sin(nhπ) sin(2nhπ) . . . sin(Nnhπ) , 1 ≤ |n| ≤ N. The observability constant is not uniform in h: (W 0
h, W 1 h) = φN ⇒ C(T, h) =
1 T cos2 Nπh
2
≈ 1 Th2 . There are initial data (u0, u1) ∈ H such that the sequence of discrete minimal L2−norm controls ( vh)h>0 diverges!!!
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Cures (L. Leon and E. Zuazua, COCV 2002)
Problems from the bad numerical approximation of high eigenmodes (spurious numerical eigenmodes). Control the projection of the solution over the space Span{φn : 1 ≤ |n| ≤ γN}, with γ ∈ (0, 1).
- 1≤|n|≤γN
|αn|2 ≤ C
- T
2
− T
2
- 1≤|n|≤γN
αneνn t
- 2
dt. (18)
Introduce a new control which vanishes in the limit
Eh(t) ≤ C T
- WhN(t)
h
- 2
dt + h2 T
- W ′
hN(t)
h
- 2
dt
- .
(19)
C = C(T) ⇒ uniform controllability ⇒ convergence of the discrete controls.
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Regularity and filtration of the initial data
We consider the controlled system U ′′
h(t) + (Ah)2Uh(t) = Fh(t)
t ∈ (0, T) Uh(0) = U 0
h
U ′
h(0) = U 1 h,
(20) We suppose that one of the following properties holds: Initial data (u0, u1) are sufficiently smooth (for instance, in H3(0, 1) × H1
0(0, 1)) and discretized by points
U 0 = (u0(jh))1≤j≤N, U1 = (u1(jh))1≤j≤N; Initial data (u0, u1) are in the energy space H and the high frequencies of their discretization are filtered out, (U 0, U1) =
- 1≤|n|≤δN
anhΦn (δ ∈ (0, 1)); Can we obtain the uniform controllability in any T > 0?
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Discrete moments problem
Lemma Let T > 0 and ε > 0. System (20) is null-controllable in time T if and only if, for any initial datum (U 0
h, U1 h) ∈ C2N of form
(U 0
h, U 1 h) =
N
- j=1
a0
jhϕj, N
- j=1
a1
jhϕj
, (21)
there exists a control vh ∈ L2(0, T) such that
T vh(t)eνntdt = (−1)nh √ 2 sin(|n|πh)
- −a1
|n|h + νna0 |n|h
- ,
(22)
for any n ∈ Z∗ such that |n| ≤ N.
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Biorthogonal family
If (θm)1≤|m|≤N ⊂ L2 − T
2 , T 2
- is a biorthogonal sequence to the
family of exponential functions
- eνnt
1≤|n|≤N in L2
− T
2 , T 2
- then
a control of (13) will be given by
vh(t) =
- 1≤|n|≤N
(−1)nhe−νn T
2
√ 2 sin(|n|πh)
- −a1
|n|h + νna0 |n|h
- θn
- t − T
2
- .
We look for a biorthogonal sequence (θm)1≤|m|≤N to
- eiνnt
1≤|n|≤N and we try to estimate the right hand side sum.
The exponents are real: νn = sgn(n) 4 h2 sin nπh 2
- (1 ≤ |n| ≤ N).
SLIDE 35
Biorthogonal sequence
Taking into account that
νn+1−νn = 4 h2 sin nπh 2
- sin
(2n + 1)πh 2
- >
n if δ < |n| < δN 4
- therwise,
we can use Ingham’s inequality and a Kahane’s argument to show that, for any T > 0, there exists a biorthogonal (θm)1≤|m|≤N to the family
- eiνnt
1≤|n|≤N with the property that
- 1≤|n|≤N
bnθn
- 2
≤ C exp C T
- 1≤|n|≤N
|bn|2.
It follows that
vh(t)2 =
- 1≤|n|≤N
(−1)nhe−νn T
2
√ 2 sin(|n|πh)
- −a1
|n|h + νna0 |n|h
- θn
- t − T
2
- 2
≤ C exp C T
- 1≤|n|≤N
h2 sin2(nπh)
- |a1
|n|h|2 + |νn|2|a0 |n|h|2
.
SLIDE 36
Regularity or filtration
vh(t)2 ≤ C exp C T
- 1≤|n|≤N
h2 sin2(nπh)
- |a1
|n|h|2 + |νn|2|a0 |n|h|2
.
The initial data to be controlled are in H3(0, 1) × H1
0(0, 1)
- 1≤|n|≤N
n2 |a1
|n|h|2 + |νn|2|a0 |n|h|2
≤ C(u0, u1)2
3,1
⇒ vh2 ≤ C exp C T
- (u0, u1)2
3,1.
The high frequencies of the discrete initial data are filtered out
vh2 ≤ C(δ) exp C T
- 1≤|n|≤δN
1 n2
- |a1
|n|h|2 + |νn|2|a0 |n|h|2
≤ C′(δ) exp C T
- (u0, u1)2
1,−1.
SLIDE 37
Numerical results
Figure: Initial data to be controlled.
N = 100; T = .3; A conjugate gradient method for the corresponding discrete
- ptimization approach.
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Numerical results
Figure: Example 2 - The first four iterations of the conjugate gradient method for the approximation of vh with N = 100 without filtration.
SLIDE 39
Numerical results
Figure: The approximation of the control vh with N = 100, 200, 500 and 1000 by using filtration of the initial data with δ =
1 40.
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Figure: Controlled solution and the approximation of the control with N = 100 by using filtration of the initial data δ =
1 40.
SLIDE 41
Numerical vanishing viscosity
Instead of (13) we consider the system U ′′
h(t) + (Ah)2Uh(t) + εAhU ′ h(t) = Fh(t)
t ∈ (0, T) Uh(0) = U 0
h
U ′
h(0) = U 1 h,
(23) ε = ε(h), limh→0 ε = 0 If Fh = 0, dEh dt (t) = −εAhU ′
h(t), U′ h(t) ≤ 0
The term εAhU ′
h(t) represents a numerical vanishing viscosity.
SLIDE 42
Numerical vanishing viscosity
Instead of (13) we consider the system U ′′
h(t) + (Ah)2Uh(t) + εAhU ′ h(t) = Fh(t)
t ∈ (0, T) Uh(0) = U 0
h
U ′
h(0) = U 1 h,
(23) ε = ε(h), limh→0 ε = 0 If Fh = 0, dEh dt (t) = −εAhU ′
h(t), U′ h(t) ≤ 0
The term εAhU ′
h(t) represents a numerical vanishing viscosity.
Can we obtain the uniform controllability in any T > 0 (without projection or additional controls) using this new discrete scheme?
SLIDE 43
Bibliography I
- R. J. DiPerna : Convergence of approximate solutions to
conservation laws, Arch. Rational Mech. Anal. 82 (1983), 27-70.
- L. R. Tcheugou´
e T´ ebou and E. Zuazua: Uniform exponential long time decay for the space semi-discretization of a locally damped wave equation via an artificial numerical viscosity, Numer. Math. 95 (2003), 563-598.
- A. M¨
unch and A. F. Pazoto: Uniform stabilization of a viscous numerical approximation for a locally damped wave equation, ESAIM Control Optim. Calc. Var. 13 (2007), 265-293.
- K. Ramdani, T. Takahashi and M. Tucsnak: Uniformly
Exponentially Stable Approximations for a Class of Second Order Evolution Equations, ESAIM: COCV 13 (2007), 503-527.
- S. Ervedoza and E. Zuazua, Uniformly exponentially stable
approximations for a class of damped systems, J. Math. Pures Appl. 91 (2009), 20-48.
- L. I. Ignat and E. Zuazua, Numerical dispersive schemes for the
nonlinear Schr¨
- dinger equation, SIAM J. Numer. Anal. 47 (2009),
1366-1390.
SLIDE 44
Bibliography II
At the interface between parabolic and hyperbolic equations: singular limit control problem.
- A. L´
- pez, X. Zhang and E. Zuazua, Null controllability of the
heat equation as singular limit of the exact controllability of dissipative wave equations, J. Math. Pures Appl. 79 (2000), 741-808. J.-M. Coron and S. Guerrero, Singular optimal control: a linear 1-D parabolic-hyperbolic example, Asymptot. Anal. 44 (2005), 237-257.
- O. Glass, A complex-analytic approach to the problem of
uniform controllability of a transport equation in the vanishing viscosity limit, Journal of Functional Analysis 258 (2010), 852-868.
- M. L´
eautaud, Uniform controllability of scalar conservation laws in the vanishing viscosity limit, SIAM J. Control Optim. 50 (2012), 1661-1699.
SLIDE 45
Spectral analysis. Good news but no Ingham.
Eigenvalues: λn = 1
2
- ε + i sgn (n)
√ 4 − ε2
- µ|n|, 1 ≤ |n| ≤ N.
Eigenvectors: φn = 1 √2µn ϕn −λn ϕn , ϕn = √ 2 sin(nhπ) sin(2nhπ) . . . sin(Nnhπ) , 1 ≤ |n| ≤ N. If (W 0
h, W 1 h) = φN we obtain that
C(T, h) = T
- WhN(t)
h
- 2
dt (Wh(0), W ′
h(0))2 ≈
1 cos2 Nπh
2
- ℜ(λN)
e2Tℜ(λN) − 1. To ensure the uniform observability of these initial data we need ε > C ln 1 h
- h2
SLIDE 46
Spectral analysis. Good news but no Ingham.
Eigenvalues: λn = 1
2
- ε + i sgn (n)
√ 4 − ε2
- µ|n|, 1 ≤ |n| ≤ N.
Eigenvectors: φn = 1 √2µn ϕn −λn ϕn , ϕn = √ 2 sin(nhπ) sin(2nhπ) . . . sin(Nnhπ) , 1 ≤ |n| ≤ N. If (W 0
h, W 1 h) = φN we obtain that
C(T, h) = T
- WhN(t)
h
- 2
dt (Wh(0), W ′
h(0))2 ≈
1 cos2 Nπh
2
- ℜ(λN)
e2Tℜ(λN) − 1. To ensure the uniform observability of these initial data we need ε > C ln 1 h
- h2 ⇒ ℜ(λN) > C ln
1 h
- .
SLIDE 47
Discrete moments problem
Lemma Let T > 0 and ε > 0. System (13) is null-controllable in time T if and only if, for any initial datum (U 0
h, U1 h) ∈ C2N of form
(U 0
h, U 1 h) =
N
- j=1
a0
jhϕj, N
- j=1
a1
jhϕj
, (24)
the exists a control vh ∈ L2(0, T) such that
T vh(t)eλntdt = (−1)nh √ 2 sin(|n|πh)
- −a1
|n|h + (λn − εµ|n|)a0 |n|h
- ,
(25)
for any n ∈ Z∗ such that |n| ≤ N.
SLIDE 48
Biorthogonal family
If (θm)1≤|m|≤N ⊂ L2 − T
2 , T 2
- is a biorthogonal sequence to the
family of exponential functions
- eλnt
1≤|n|≤N in L2
− T
2 , T 2
- then
a control of (13) will be given by
vh(t) =
- 1≤|n|≤N
(−1)nhe−λn T
2
√ 2 sin(|n|πh)
- −a1
|n|h + (λn − εµ|n|)a0 |n|h
- θn
- t − T
2
- .
Now the main task in to show that there exists a biorthogonal sequence (θm)1≤|m|≤N and to evaluate its L2−norm in order to estimate the right hand side sum.
SLIDE 49
S.M., Uniform boundary controllability of a semi–discrete 1–D wave equation with vanishing viscosity, SIAM J. Cont. Optim., 47 (2008), 2857-2885. Main differences: We have the optimal value of the viscosity parameter ε: ε ≥ Ch2 ln 1 h
- .
SLIDE 50
S.M., Uniform boundary controllability of a semi–discrete 1–D wave equation with vanishing viscosity, SIAM J. Cont. Optim., 47 (2008), 2857-2885. Main differences: We have the optimal value of the viscosity parameter ε: ε ≥ Ch2 ln 1 h
- .
The controllability time T should be arbitrarily small.
SLIDE 51
Construction of a biorthogonal (I) - The big picture
Suppose that (θm)1≤|m|≤N is a biorthogonal sequence to the family
- f exponential functions
- eλnt
1≤|n|≤N in L2
− T
2 , T 2
- and define
Ψm(z) =
- T
2
− T
2
θm(t)e−i tzdt. Ψm(iλn) = δnm Ψm is an entire function of exponential type T
2
Ψn ∈ L2(R) Paley-Wiener Theorem ensures that the reciprocal is true and gives a constructive way to obtain a biorthogonal sequence. Ψm(z) = Pm(z) × Mm(z) =
- n=m
iλn − z iλn − iλm × Mm(z). Pm (the product) and Mm (the multiplier) should have small exponential type and good behavior on the real axis.
SLIDE 52
Construction of a biorthogonal (II) - A small picture
SLIDE 53
Construction of a biorthogonal (II) - A small picture
(ξ1
l )l is a biorthogonal to family F1 which is finite.
(ξ2
k)k is a biorthogonal to family F2 with good gap properties.
A biorthogonal (θm)m to full family F1 ∪ F2 can be constructed by using the Fourier transforms θ1
k and
θ2
l .
SLIDE 54
Construction of a biorthogonal (III): The main result
Theorem Let T > 0. There exist two positive constants h0 and ε0 such that for any h ∈ (0, h0) and ε ∈
- c0h2 ln
1
h
- , c0h
- there exists a
biorthogonal (θm)m to (eλnt)n and two constants α < T and C = C(T) > 0 (independent of ε and h) such that
- T
2
− T
2
- m
αmθm(t)
- 2
dt ≤ C(T)
- m
|αm|2eα|ℜ(λm)|, (26)
for any finite sequence (αm)m.
SLIDE 55
Construction of a biorthogonal (III): The main result
Theorem Let T > 0. There exist two positive constants h0 and ε0 such that for any h ∈ (0, h0) and ε ∈
- c0h2 ln
1
h
- , c0h
- there exists a
biorthogonal (θm)m to (eλnt)n and two constants α < T and C = C(T) > 0 (independent of ε and h) such that
- T
2
− T
2
- m
αmθm(t)
- 2
dt ≤ C(T)
- m
|αm|2eα|ℜ(λm)|, (26)
for any finite sequence (αm)m. Since
vh(t) =
- 1≤|n|≤N
(−1)nhe− T λn
2
√ 2 sin(|n|πh)
- −a1
|n|h + (λn − εµ|n|)a0 |n|h
- θn
- t − T
2
- .
we obtain immediately from (26) the uniform boundedness (in h)
- f the family of controls (vh)h>0.
SLIDE 56
Numerical results
Figure: Initial data to be controlled.
N = 100; T = 2.3; ε = h A conjugate gradient method for the corresponding discrete
- ptimization approach.
SLIDE 57
Numerical results
Figure: The first four iterations with ε = 0.
SLIDE 58
Numerical results
Figure: The first four iterations with ε = h.
SLIDE 59
Figure: Controlled solution and the control.
SLIDE 60
Controlled clamped beam equation
Given any time T > 0 and initial data (u0, u1) ∈ H := L2(0, π) × H−2(0, π), the exact controllability in time T of the linear clamped beam equation, u′′(t, x) + uxxxx(t, x) = 0, x ∈ (0, π), t > 0 u(t, 0) = u(t, π) = ux(t, 0) = 0, t > 0 ux(t, π) = v(t), t > 0 u(0, x) = u0(x), u′(0, x) = u1(x), x ∈ (0, π) (27) consists of finding a scalar function v ∈ L2(0, T), called control, such that the corresponding solution (u, u′) of (27) verifies u(T, · ) = u′(T, · ) = 0. (28)
SLIDE 61
Finite differences for the clamped beam equation
N ∈ N∗, h =
π N+1, xj = jh, 0 ≤ j ≤ N + 1,
x−1 = −h, xN+2 = π + h. u′′
j (t) = − uj+2(t)−4uj+1+6uj(t)−4uj−1(t)+uj−2(t) h4
, t > 0 u0(t) = uN+1(t) = 0, u−1(t) = u1(t), t > 0 uN+2 = uN + 2hvh(t), t > 0 uj(0) = u0
j, u′ j(0) = u1 j, 1 ≤ j ≤ N.
(29) Discrete controllability problem: given T > 0 and (U 0
h, U1 h) = (u0 j, u1 j)1≤j≤N ∈ C2N, there exists a control function
vh ∈ L2(0, T) such that the solution u of (11) satisfies uj(T) = u′
j(T) = 0, ∀j = 1, 2, ..., N.
(30)
SLIDE 62
Discrete observability inequality
W ′′
h (t) +
BhWh(t) = 0 t ∈ (0, T) Wh(T) = W 0
h ∈ CN
W ′
h(T) = W 1 h ∈ CN.
(31) The energy of (31) is defined by Eh(t) = 1 2
- BhWh(t), Wh(t) + W ′
h(t), W ′ h(t)
- ,
(32) and the following relation holds: d dtEh(t) = 0. (33) The exact controllability in time T of (29) holds if the following discrete observability inequality is true Eh(t) ≤ C(T, h) T
- 2WhN(t)
h2
- 2
dt, (W 0
h, W 1 h) ∈ C2N.
(34)
SLIDE 63
Spectral analysis
Continuous spectrum: The eigenvalues of the corresponding differential operator are given by the positive roots of the equation cos(z) − cosh−1(z) = 0, which are asymptotically exponentially close to the zeros of the cos(z) function. Discrete spectrum: The eigenvalues of the corresponding discrete operator are given by the positive roots of the equation f(z) = 0, where
f(z) = cos z ± sin2 hz 2
- +
2
- 1 − sin4 hz
2
- rN+1(z)
r2(N+1)(z) − 2 sin2 hz
2
- rN+1(z) + 1,
r(z) = 1 + 2 sin2 zh 2
- +
- sin2
zh 2 1 + sin2 zh 2
- .
Function f has a sequence of well separated roots (zn)1≤n≤N ⊂ (0, (N + 1)π). We obtain that our problem has a sequence of eigenvalues λn =
1 h4 cos4 znh 2
- and a complete set of
eigenfunctions Φn, 1 ≤ n ≤ N.
SLIDE 64
Observability inequality for discrete clamped beam
The observability inequality is equivalent to
- 1≤|n|≤N
|an|2 ≤ C T
- 1≤|n|≤N
aneisgn(n)√
λ|n|t Φ|n| N
λ|n|
- 2
dt. (35)
Inequality (35) follows with C = C(T) = O κ
T
- since
1 For any T > 0 there exists nT = O(1/T) ∈ N, independent of
h, such that the following inequality holds
- λn+1 −
- λn ≥ 2π
T (nT ≤ n ≤ N − nT ) . (36)
2 There exists a constant C > 0, independent of h, such that
Φn
N ≥ C
- λn
(1 ≤ n ≤ N) . (37) We obtain that the discrete clamped beam equation is uniformly controllable in any time. As in the continuous case, the
- bservability constant explodes as exp(κ/T) as T tends to zero.
SLIDE 65