Skip to main content
Log in

Optimal Control of Elliptic Differential Inclusions with Dirichlet and Neumann Boundary Conditions

  • Published:
Journal of Dynamical and Control Systems Aims and scope Submit manuscript

Abstract

In this paper, we consider optimization Dirichlet and Neumann problems for differential inclusions in which the right-hand sides are governed by multivalued function (mapping), which depends not only of the unknown functions, but also on the first partial derivatives of these functions. This generalization is very important, and the results obtained cannot be deduced from the results of the first author considered earlier. Formulations of sufficient conditions are based on the discretization idea of the continuous problem and equivalence theorems. Thus in the form of the Euler–Lagrange inclusion, sufficient optimality conditions are derived; for this, locally adjoint mappings are used. In general, we establish necessary and sufficient conditions for the so-called discrete approximation problem on a uniform grid. These conditions take an intermediate place between discrete and continuous problems. The results are generalized to the multidimensional case with a second-order elliptic operator.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. A. Agrachev and Yu. Sachkov, Control theory from the geometric viewpoint. Springer-Verlag (2004).

  2. J. P. Aubin and A. Cellina, Differential Inclusions. Springer-Verlag (1984).

  3. J. P. Aubin and H. Frankowska, Set-valued solutions to the Cauchy problem for hyperbolic system of partial differential inclusion. Nonlin. Differ. Equat. Appl. 4 (1996), 149–168.

    Article  MathSciNet  Google Scholar 

  4. F. E. Browder, The Dirichlet and vibration problems for linear elliptic differential equations of srbitrary order. Proc. Natl. Acad. Sci. U.S.A. 38 (1952), No. 8, 741–747.

    Article  MathSciNet  MATH  Google Scholar 

  5. G. R. Buchanan and J. Peddieson, A finite element in elliptic coordinates with application to membrane vibration. Thin-Walled Structures 43 (2005), No. 9, 1444–1454.

    Google Scholar 

  6. L. Caffarelli, L. Nirenberg, and J. Spruck, Nonlinear second-order elliptic equations, V. The Dirichlet problem for Weingarten hypersurfaces. Comm. Pure Appl. Math. 41 (1988), 47–70.

    Article  MathSciNet  MATH  Google Scholar 

  7. F. H. Clarke, Optimization and Nomsmooth Analysis. John Wiley, New York (1983).

    Google Scholar 

  8. F. H. Clarke and P. R. Wolenski, Necessary conditions for functional differential inclusions. Appl. Math. Optim. 34 (1996), No. 1, 51–78.

    Article  MathSciNet  MATH  Google Scholar 

  9. V. F. Demianov and L. V. Vasilev, Nondifferentiable Optimization , Optim. Software Publ. Division, New York (1985).

    Google Scholar 

  10. S. Domachawski, Boundary-value problems for nonconvex differential inclusions. Math. Nach. 239 (2002), 28–41.

    Article  Google Scholar 

  11. I. Ekeland and R. Teman, Analyse convexe et problems variationelles. Dunod and Gauthier Villars, Paris (1972).

    Google Scholar 

  12. H. Frankowska and M. Plaskacz, Semicontinuous solutions of Hamilton–Jacobi equations with state constrains in differential inclusion and optimal control. Lect. Notes Nonlin. Anal. J. Schauder Center for Nonlinear Stud., 2 (1998), 145–161.

    Google Scholar 

  13. A. D. Ioffe and V. M. Tikhomirov, Theory of extremal problems. North-Holland, Amsterdam (1979).

    MATH  Google Scholar 

  14. N. V. Krylov, The rate of convergence of finite-difference approximations for Bellman equations with Lipschitz coefficients. Appl. Math. Optim. 52 (2005), 365–399.

    Article  MathSciNet  MATH  Google Scholar 

  15. P. D. Loewen and R. T. Rockafellar, Optimal control of unbounded differential inclusions. SIAM J. Control Optim. 32 (1994), 442–470.

    Article  MathSciNet  MATH  Google Scholar 

  16. E. N. Mahmudov (Makhmudov), Optimization of discrete inclusions with distributed parameters. Optimization 21 (1990), 197–207.

    Article  MathSciNet  Google Scholar 

  17. _____, Mathematical analysis and applications. Papatya, Istanbul (2002).

    Google Scholar 

  18. _____, Necessary and sufficient conditions for discrete and differential inclusions of elliptic type. J. Math. Anal. Appl. 323, (2006), 768–789.

    Article  MathSciNet  Google Scholar 

  19. _____, Locally adjoint mappings and optimization of the first boundary-value problem for hyperbolic type discrete and differential inclusions. Nonlin. Anal. Theory Methods Appl. 67 (2007), No. 10, 2966–2981.

    Article  Google Scholar 

  20. _____, Duality in the problems of optimal control for systems described by convex differential inclusions with delay. Probl. Control Inform. Theory 16 (1987), No. 6, 411–422.

    Google Scholar 

  21. _____, Optimal control of Cauchy problem for first-order discrete and partial differential inclusions. J. Dynam. Control Systems 15 (2009), No. 4, 587–610.

    Article  Google Scholar 

  22. V. L. Makarov and A. M. Rubinov, The mathematical theory of economic dynamics and equilibrium. Springer-Verlag, Berlin (1977).

    Google Scholar 

  23. S. de Queiroz Marcio et al. Optimal control, stabilization and nonsmooth analysis. Lect. Notes Control Inform. Sci. (2004).

  24. V. P. Mikhailov, Partial differantial equations. Mir, Moscow (1978).

    Google Scholar 

  25. B. Mordukhovich, Variational analysis and generalized differentiation. I. Basic Theory. II. Applications. Springer-Verlag (2006).

  26. _____, Discrete approximations and refined Euler–Lagrange conditions for nonconvex differential inclusions. SIAM J. Control Optim. 33 (1995), 882–915.

    Article  MathSciNet  MATH  Google Scholar 

  27. B. Mordukhovich and R. T. Rockafellar, Variational analysis and its applications. Set-Valued Anal. 12 (2004), 1–4.

    Article  MathSciNet  Google Scholar 

  28. B. Mordukhovich and L. Wang, Discrete approximations and necessary optimality conditions for functional-differential inclusions of neutral type. Proc. 43 CDC, 2004. Research Report #1 (2004).

  29. N. S. Papageorgiou and N. Shahzad, Properties of the solution set of nonlinear evolution inclusions. Appl. Math. Optim. 36 (1997), No. 1, 1–20.

    MathSciNet  Google Scholar 

  30. B. N. Pshenichnyi, Convex analysis and extremal problems [in Russian]. Nauka, Moscow (1980).

    MATH  Google Scholar 

  31. A. N. Tikhonov and A. A. Samarskii, Equations of mathematical physics. Holden-Day, San Francisco, CA (1967).

    Google Scholar 

  32. A. Tolstonogov, Differential inclusions in a Banach space. Kluwer, Dordrecht (2000).

    MATH  Google Scholar 

  33. R. Trigiani and I. Lasiecka, Control theory for partial differential equations: Continuous and approximation theories. Cambridge Univ. Press (2000).

  34. _____, Further results on exact controllability of the Euler–Bernoulli equation with control in the Dirichlet/Neumann boundary conditions. Springer-Verlag Lect. Notes, LNCIS 147 (1990), pp. 226–235.

  35. R. Vinter, Optimal control. Birkhäuser, Boston (2000).

    MATH  Google Scholar 

  36. H. H. Zheng, Second-order necessary conditions for differential inclusion problems. Appl. Math. Optim. 30 (1994), No. 1, 1–14.

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to E. N. Mahmudov.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Mahmudov, E.N., Değer, Ö. Optimal Control of Elliptic Differential Inclusions with Dirichlet and Neumann Boundary Conditions. J Dyn Control Syst 17, 163–185 (2011). https://doi.org/10.1007/s10883-011-9114-3

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10883-011-9114-3

Keywords

2000 Mathematics Subject Classification

Navigation