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《山东大学学报(理学版)》 ›› 2020, Vol. 55 ›› Issue (6): 115-121.doi: 10.6040/j.issn.1671-9352.0.2020.101

• • 上一篇    

抛物型最优控制问题的Crank-Nicolson差分方法

杨彩杰,孙同军*   

  1. 山东大学数学学院, 山东 济南 250100
  • 发布日期:2020-06-01
  • 作者简介:杨彩杰(1995— ),女,硕士研究生,研究方向为偏微分方程最优控制问题的数值解法. E-mail:201911807@mail.sdu.edu.cn*通信作者简介:孙同军(1970— ),男,博士,教授,研究方向为偏微分方程最优控制问题的数值解法. E-mail:tjsun@sdu.edu.cn
  • 基金资助:
    国家自然科学基金资助项目(11871312);山东省自然科学基金资助项目(ZR2018MA007)

Crank-Nicolson finite difference method for parabolic optimal control problem

YANG Cai-jie, SUN Tong-jun*   

  1. School of Mathematics, Shandong University, Jinan 250100, Shandong, China
  • Published:2020-06-01

摘要: 讨论一维具有Neumann边界条件的抛物型最优控制问题,给出对偶状态方程和一阶最优性条件,得到最优性系统。利用“虚拟点”中心差商离散边界条件,对最优性系统建立Crank-Nicolson差分全离散格式。证明状态变量、对偶状态变量和控制变量的最大模误差估计是关于时间和空间均为二阶收敛的。最后,建立数值算例,为避免求解大型耦合代数方程组,采用迭代方法进行计算,数值结果验证理论分析结论的正确性。

关键词: 抛物型最优控制问题, Crank-Nicolson格式, 对偶状态方程, 最优性系统, 最大模误差估计

Abstract: A one dimensional parabolic optimal control problem with Neumann boundary condition is considered. The co-state equations and optimality conditions are presented and the optimality system is obtained. By applying a ghost-point based central difference approximation to the boundary condition, Crank-Nicolson finite difference discrete schemes are established for the optimality system. The maximum norm error estimates are proved to be of second-order convergence in both time and space for the state, co-state and control variables. Finally, numerical example is presented. In order to avoid solving large coupled algebraic equations, the iterative method is used. The numerical results validate the theoretical conclusion.

Key words: parabolic optimal control problem, Crank-Nicolson scheme, co-state equation, optimality system, maximum norm error estimate

中图分类号: 

  • O241.82
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