Abstract
This paper aims to construct a two-grid scheme of fully discretized expanded mixed finite element methods for optimal control problems governed by parabolic integro-differential equations and discuss a priori error estimates. The state variables and co-state variables are discretized by the lowest order Raviart-Thomas mixed finite element, and the control variable is approximated by piecewise constant functions. The time derivative is discretized by the backward Euler method. Firstly, we define some new mixed elliptic projections and prove the corresponding error estimates which play an important role in subsequent convergence analysis. Secondly, we derive a priori error estimates for all variables. Thirdly, we present a two-grid scheme and analyze its convergence. In the two-grid scheme, the solution of the parabolic optimal control problem on a fine grid is reduced to the solution of the parabolic optimal control problem on a much coarser grid and the solution of a decoupled linear algebraic system on the fine grid and the resulting solution still maintains an asymptotically optimal accuracy. At last, a numerical example is presented to verify the theoretical results.
Similar content being viewed by others
References
Bi, C.J., Ginting, V. Two-grid finite volume element method for linear and nonlinear elliptic problems. Numer. Math., 108: 177–198 (2007)
Bi, C.J., Ginting, V. Two-grid discontinuous Galerkin method for quasi-linear elliptic problems. J. Sci. Comput., 49: 311–331 (2011)
Brunner, H., Yan, N.N. Finite element methods for optimal control problems governed by integral equations and integro-differential equations. Numer. Math., 101: 1–27 (2005)
Chen, L.P., Chen, Y.P. Two-grid method for nonlinear reaction diffusion equations by mixed finite element methods. J. Sci. Comput., 49(3): 383–401 (2011)
Chen, Y.P. Superconvergence of mixed finite element methods for optimal control problems. Math. Comput., 77: 1269–1291 (2008)
Chen, Y.P. Superconvergence of quadratic optimal control problems by triangular mixed finite elements. Inter. J. Numer. Meths. Eng., 75(8): 881–898 (2008)
Chen, Y.P., Huang, Y.Q., Liu, W.B., Yan, N.N. Error estimates and superconvergence of mixed finite element methods for convex optimal control problems. J. Sci. Comput., 42(3): 382–403 (2010)
Chen, Y.P., Zhou, J.W. Error estimates of spectral Legendre-Galerkin methods for the fourth-order equation in one dimension. Appl. Math. Comput., 268: 1217–1226 (2015)
Douglas, J.R., Roberts, J.E. Global estimates for mixed finite element methods for second order elliptic equations. Math. Comput., 44: 39–52 (1985)
Dawson, C.N., Wheeler, M.F., Woodward, C.S. A two-grid finite difference scheme for non-linear parabolic equations. SIAM J. Numer. Anal., 35: 435–452 (1998)
Fortin, M., Brezzi, F. Mixed and Hybrid Finite Element Methods. Springer-Verlag, New York, 1991
Grisvard, P. Elliptic Problems in Nonsmooth Domains. Pitman, Boston-London-Melbourne, 1985
Hou, T.L. Superconvergence and L∞-error estimates of the lowest order mixed methods for distributed optimal control problems governed by semilinear elliptic equations. Numer. Math. Theor. Meth. Appl., 6: 479–498 (2013)
Hou, T.L., Liu, C.M., Yang, Y. Error estimates and superconvergence of a mixed finite element method for elliptic optimal control problems. Comput. Math. Appl., 74: 714–726 (2017)
Hou, T.L., Chen, Y.P. Mixed discontinuous Galerkin time-step** method for linear parabolic optimal control problems. J. Comput. Math., 33(2): 158–178 (2015)
Hou, T.L., Leng, H.T. Superconvergence analysis and two-grid algorithms of pseudostress-velocity MFEM for optimal control problems governed by Stokes equations. Appl. Numer. Math., 138: 78–93 (2019)
Hou, T.L., Zhang, J.Q., Li, Y.Z., Yang, Y.T. New elliptic projections and a priori error estimates of H1-Galerkin mixed finite element methods for optimal control problems governed by parabolic integro-differential equations. Appl. Math. Comput., 311: 29–46 (2017)
Hu, W.W., Shen, J.G., Singler, J.R., Zhang, Y.W., Zheng, X.B. A superconvergent HDG Method for distributed control of convection diffusion PDEs. J. Sci. Comput., 76(3): 1436–1457 (2018)
Leng, H.T., Chen, H.X. Adaptive HDG methods for the Brinkman equations with application to optimal control. J. Sci. Comput., 87: 46 (2021)
Liu, H.P., Wang, S.H. A two-grid discretization scheme for optimal control problems of elliptic equations. Numer. Algor., 74(3): 699–716 (2017)
Li, R., Liu, W.B., Yan, N.N. A posteriori error estimates of recovery type for distributed convex optimal control problems. J. Sci. Comput., 41(5): 1321–1349 (2002)
Lions, J.L. Optimal Control of Systems Governed by Partial Differential Equations. Springer-Verlag, Berlin, 1971
Russell, T.F. Time step** along characteristics with incomplete iteration for a Galerkin approximation of miscible displacement in porous media. SIAM J. Numer. Anal., 22(5): 970–1013 (1985)
Shen, W.F., Ge, L., Yang, D.P., Liu, W.B. Sharp a posteriori error estimates for optimal control governed by parabolic integro-differential equations. J. Sci. Comput., 65(1): 1–33 (2015)
Wu, L., Allen, M.B. A two-grid method for mixed finite-element solution of reaction-diffusion equations. Numer. Methods Partial Differntial Eq., 15: 317–332 (1999)
Xu, J.C. A new class of iterative methods for nonselfadjoint or indefinite problems. SIAM J. Numer. Anal., 29(2): 303–319 (1992)
Xu, J.C. A novel two-grid method for semilinear equations. SIAM J. Sci. Comput., 15: 231–237 (1994)
Xu, J.C. Two-grid discretization techniques for linear and non-linear PDEs. SIAM J. Numer. Anal., 33: 1759–1777 (1996)
Zhou, J.W., Yang, D.P. Legendre-Galerkin spectral methods for optimal control problems with integral constraint for state in one dimension. Comput. Optim. Appl., 61: 135–158 (2015)
Zhou, J.W., Zhang, J., **ng, X.Q. Galerkin spectral approximations for optimal control problems governed by the fourth order equation with an integral constraint on state. Comput. Math. Appl., 72: 2549–2561 (2016)
Author information
Authors and Affiliations
Corresponding author
Ethics declarations
The authors declare no conflict of interest.
Additional information
The project is supported by the State Key Program of National Natural Science Foundation of China (No. 11931003) and Natural Science Research Start-up Foundation of Recruiting Talents of Nan**g University of Posts and Telecommunications (No. NY223127).
Rights and permissions
About this article
Cite this article
Chen, Yp., Zhou, Jw. & Hou, Tl. Two-grid Method of Expanded Mixed Finite Element Approximations for Parabolic Integro-differential Optimal Control Problems. Acta Math. Appl. Sin. Engl. Ser. (2024). https://doi.org/10.1007/s10255-024-1099-2
Received:
Accepted:
Published:
DOI: https://doi.org/10.1007/s10255-024-1099-2
Keywords
- linear parabolic integro-differential equations
- expanded mixed finite element method
- a priori error estimates
- two-grid
- superconvergence