# American Institute of Mathematical Sciences

November  2016, 10(4): 869-898. doi: 10.3934/ipi.2016025

## On the optimal control of the free boundary problems for the second order parabolic equations. II. Convergence of the method of finite differences

 1 Department of Mathematics, Florida Institute of Technology, Melbourne, Florida 32901

Received  January 2015 Revised  July 2016 Published  October 2016

We consider a variational formulation of the inverse Stefan problem, where information on the heat flux on the fixed boundary is missing and must be found along with the temperature and free boundary. We employ optimal control framework, where boundary heat flux and free boundary are components of the control vector, and optimality criteria consist of the minimization of the sum of $L_2$-norm declinations from the available measurement of the temperature flux on the fixed boundary and available information on the phase transition temperature on the free boundary. This approach allows one to tackle situations when the phase transition temperature is not known explicitly, and is available through measurement with possible error. It also allows for the development of iterative numerical methods of least computational cost due to the fact that for every given control vector, the parabolic PDE is solved in a fixed region instead of full free boundary problem. In Inverse Problems and Imaging, 7, 2(2013), 307-340 we proved well-posedness in Sobolev spaces framework and convergence of time-discretized optimal control problems. In this paper we perform full discretization and prove convergence of the discrete optimal control problems to the original problem both with respect to cost functional and control.
Citation: Ugur G. Abdulla. On the optimal control of the free boundary problems for the second order parabolic equations. II. Convergence of the method of finite differences. Inverse Problems & Imaging, 2016, 10 (4) : 869-898. doi: 10.3934/ipi.2016025
##### References:

show all references

##### References:
 [1] Ugur G. Abdulla. On the optimal control of the free boundary problems for the second order parabolic equations. I. Well-posedness and convergence of the method of lines. Inverse Problems & Imaging, 2013, 7 (2) : 307-340. doi: 10.3934/ipi.2013.7.307 [2] Lili Chang, Wei Gong, Guiquan Sun, Ningning Yan. PDE-constrained optimal control approach for the approximation of an inverse Cauchy problem. Inverse Problems & Imaging, 2015, 9 (3) : 791-814. doi: 10.3934/ipi.2015.9.791 [3] Karl Kunisch, Markus Müller. Uniform convergence of the POD method and applications to optimal control. Discrete & Continuous Dynamical Systems - A, 2015, 35 (9) : 4477-4501. doi: 10.3934/dcds.2015.35.4477 [4] Sie Long Kek, Kok Lay Teo, Mohd Ismail Abd Aziz. Filtering solution of nonlinear stochastic optimal control problem in discrete-time with model-reality differences. Numerical Algebra, Control & Optimization, 2012, 2 (1) : 207-222. doi: 10.3934/naco.2012.2.207 [5] V.N. Malozemov, A.V. Omelchenko. On a discrete optimal control problem with an explicit solution. Journal of Industrial & Management Optimization, 2006, 2 (1) : 55-62. doi: 10.3934/jimo.2006.2.55 [6] Minzilia A. Sagadeeva, Sophiya A. Zagrebina, Natalia A. Manakova. Optimal control of solutions of a multipoint initial-final problem for non-autonomous evolutionary Sobolev type equation. Evolution Equations & Control Theory, 2019, 8 (3) : 473-488. doi: 10.3934/eect.2019023 [7] Lijuan Wang, Qishu Yan. Optimal control problem for exact synchronization of parabolic system. Mathematical Control & Related Fields, 2019, 9 (3) : 411-424. doi: 10.3934/mcrf.2019019 [8] Hang-Chin Lai, Jin-Chirng Lee, Shuh-Jye Chern. A variational problem and optimal control. Journal of Industrial & Management Optimization, 2011, 7 (4) : 967-975. doi: 10.3934/jimo.2011.7.967 [9] Konstantinos Chrysafinos, Efthimios N. Karatzas. Symmetric error estimates for discontinuous Galerkin approximations for an optimal control problem associated to semilinear parabolic PDE's. Discrete & Continuous Dynamical Systems - B, 2012, 17 (5) : 1473-1506. doi: 10.3934/dcdsb.2012.17.1473 [10] Alexander Arguchintsev, Vasilisa Poplevko. An optimal control problem by parabolic equation with boundary smooth control and an integral constraint. Numerical Algebra, Control & Optimization, 2018, 8 (2) : 193-202. doi: 10.3934/naco.2018011 [11] Lucas Bonifacius, Ira Neitzel. Second order optimality conditions for optimal control of quasilinear parabolic equations. Mathematical Control & Related Fields, 2018, 8 (1) : 1-34. doi: 10.3934/mcrf.2018001 [12] Nguyen Huy Chieu, Jen-Chih Yao. Subgradients of the optimal value function in a parametric discrete optimal control problem. Journal of Industrial & Management Optimization, 2010, 6 (2) : 401-410. doi: 10.3934/jimo.2010.6.401 [13] Ellina Grigorieva, Evgenii Khailov, Andrei Korobeinikov. An optimal control problem in HIV treatment. Conference Publications, 2013, 2013 (special) : 311-322. doi: 10.3934/proc.2013.2013.311 [14] Peng Zhong, Suzanne Lenhart. Study on the order of events in optimal control of a harvesting problem modeled by integrodifference equations. Evolution Equations & Control Theory, 2013, 2 (4) : 749-769. doi: 10.3934/eect.2013.2.749 [15] Marcus Wagner. A direct method for the solution of an optimal control problem arising from image registration. Numerical Algebra, Control & Optimization, 2012, 2 (3) : 487-510. doi: 10.3934/naco.2012.2.487 [16] Rui Li, Yingjing Shi. Finite-time optimal consensus control for second-order multi-agent systems. Journal of Industrial & Management Optimization, 2014, 10 (3) : 929-943. doi: 10.3934/jimo.2014.10.929 [17] Elimhan N. Mahmudov. Optimal control of second order delay-discrete and delay-differential inclusions with state constraints. Evolution Equations & Control Theory, 2018, 7 (3) : 501-529. doi: 10.3934/eect.2018024 [18] Ciro D'Apice, Peter I. Kogut, Rosanna Manzo. On relaxation of state constrained optimal control problem for a PDE-ODE model of supply chains. Networks & Heterogeneous Media, 2014, 9 (3) : 501-518. doi: 10.3934/nhm.2014.9.501 [19] Sie Long Kek, Mohd Ismail Abd Aziz, Kok Lay Teo, Rohanin Ahmad. An iterative algorithm based on model-reality differences for discrete-time nonlinear stochastic optimal control problems. Numerical Algebra, Control & Optimization, 2013, 3 (1) : 109-125. doi: 10.3934/naco.2013.3.109 [20] Sie Long Kek, Mohd Ismail Abd Aziz. Output regulation for discrete-time nonlinear stochastic optimal control problems with model-reality differences. Numerical Algebra, Control & Optimization, 2015, 5 (3) : 275-288. doi: 10.3934/naco.2015.5.275

2018 Impact Factor: 1.469