References

Numerical Optimal Control for Bilinear

Hyperbolic PDEs
R. B. Sonawane1
1

Dept. of Maths, K.A.A.N.M.S. College, Satana, Nashik(M.S.), India

NUiCONE 2013,
Nov. 28-30, 2013,
NIRMA UNIVERSITY, AHMEDABAD, INDIA

R. B. Sonawane

Numerical Optimal Control for Bilinear Hyperbolic PDEs

References

Introduction I

Engineering analysis requires prediction of outputs governed by

partial dierential equations.
Many real-life applications of optimal control problems with
constraints in the form of partial dierential equations (PDEs),
hyperbolic equations are involved which typically describe
transport processes.
Because of their nature being able to transport discontinuities of
initial or boundary conditions into the domain on which the
solution lives or even to develop discontinuities in the presence of
smooth data, these problems constitute a severe challenge for
both theory and numerics of PDE constrained optimization.

R. B. Sonawane

Numerical Optimal Control for Bilinear Hyperbolic PDEs

References

Introduction II
4

Dynamic stability due to parametric resonance is an important

factor in structural dynamics. Instability caused by parametric
resonance is the reason for the famous Tacoma bridge collapse in
1940 [3].
Control in coecients is an eective method in structures
governed by elliptic problems [3].
The eect produced by bilinear control for hyperbolic problems is
not studied regoursly [14, 15].
Optimal control of systems governed by hyperbolic equations is of
special importance for the active control of structural systems for
which the equations of motion are generally expressed by
hyperbolic dierential equations.
Most of the studies in this area considered specic structures
such as wings [18], beams [17] and plates [6].
R. B. Sonawane

Numerical Optimal Control for Bilinear Hyperbolic PDEs

References

Introduction III
9

10

11

12

Theoretical studies such as the ones in [2], [9] considered the

optimal control problems in abstract settings leaving a gap
between the theory and applications.
Optimal control studies relating the theory directly to the solution
method have been scarce.
One such application is given in [4] for a structural vibration
problem governed by a single hyperbolic equation. Another
application is given herein for a vibration problem governed by a
system of hyperbolic equations.
The maximum principle [5] was used to construct explicit
solutions for an optimal control problem involving a distributed
parameter structure governed by a system of hyperbolic
dierential equations.
R. B. Sonawane

Numerical Optimal Control for Bilinear Hyperbolic PDEs

References

Introduction IV

13

14

15

16

Theoretical studies such as the ones in [11], [12], [13] and [16]
and considered the optimal control problems in abstract settings
for hyperbolic systems.
Optimal control studies relating the theory directly to the solution
method have been scarce.
Applications for time optimal control problem are given in [1], [7]
for structural dynamic systems governed by a hyperbolic equation.
In this work an eort has been made to design an iterative control
methodologies using conjugate gradient method.

R. B. Sonawane

Numerical Optimal Control for Bilinear Hyperbolic PDEs

References

Statement of the Problem I

Let = (0; l ). Let T > 0 and Q = (0; T ). Consider the

following optimal control problem.
ytt
= yxx + u (x ; t )y + v (x ; t );
x (0; t ) = g (t );
yx (l ; t )
= h(t );
y
= y0 (x );
yt
= y1 (x );

R. B. Sonawane

in Q = (0; T );
P (0; T );
t P (0; T );
t = 0; x P ;
t = 0; x P ;
t

(1)

Numerical Optimal Control for Bilinear Hyperbolic PDEs

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Statement of the Problem II

1
where y0 P H0 (); y1 P L2 (). Control functions u ; v ; g ; h
satisfy the following constraints :

P I( )g;
2
( ; )
v ; P ( )g
2
( )
(0; )g;
g; P
2
( )
(0; )g:
h; P

=f ( ; )j0
=f ( ; )j0
q=f ( )j0
r=f ( )j0

u x t

u x t

v x t

u;

v x t

(2)
(3)
(4)
(5)

g t

g t

h t

h t

We take J (u ; v ; g ; h) as our objective functional dened by

(

; ; ;

J u v g h

)=

1
2

d)

R. B. Sonawane

dQ

(y

Q
T

u dQ

g dt

Q
T

v dQ

h dt

Numerical Optimal Control for Bilinear Hyperbolic PDEs

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Statement of the Problem III

where yd P L2 (Q ) is the desired prole. This objective functional

combines the cost of control and the measure of the \closedness"
to the desired prole yd . The control goal is the following
optimization problem:
min

u P ;v P ;g Pq ;hPr

R. B. Sonawane

; ; ; ):

J u v g h

Numerical Optimal Control for Bilinear Hyperbolic PDEs

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Discrete control problem I

We use a nite dierence approximation for discretization of the
problem. We use uniform grids for simplicity.
l
x = k ; t = T ;
m
xi = i x ; tj = j t ; i = 0; ; k ; j = 0; ; m ;
j
j
y = y (xi ; tj ); y
i
d = yd (xi ; tj ); i = 0; ; k ; j = 0; ; m;
j
j
u = u (xi ; tj ); v = v (xi ; tj ); i = 0; ; k ; j = 0; ; m ;
i
i
y0 = y0 (xi ); y1 = y1 (xi ); i = 0; ; k ;
j
j
g = g (tj ); h = h (tj ); j = 0; ; m :
i

(6)

Using an explicit Euler scheme in time, a centered scheme in

space and the simplest discretization of boundaries, the cost

R. B. Sonawane

Numerical Optimal Control for Bilinear Hyperbolic PDEs

References

Discrete control problem II

functional J and the system (1) takes the form
J

x t

i =0 j =0

 x t
2

j j
i (yi

j 2
di ) +

x t
2

j j 2 t
i (vi ) + 2

i =0 j =0

where pij ;

j j
i ; ri ;

m
q

j j 2
i (ui )

i =0 j =0
m
j j 2
s (g )
j =0

t
2

m
n

j =0

j (hj )2 ;

(7)

and nj are quadrature coecients,

R. B. Sonawane

Numerical Optimal Control for Bilinear Hyperbolic PDEs

References

Discrete control problem III

2(1 )yij 1 yij 2 + (t )2 vij 1

+(y j 1 + y j +1 ) + (t )2 u j 1 y j 1 ;

i
i

j i +1 j i 1

j = y1 xg
y
j
i
yk 1 + xhj

y
0

0
y + ty ;
1
i
i

where  =

(t )2
(x )2

1
2

1;

1 j m;
i = k; 1
j
m;
j = 0; 0
i
k;
1 i k 1; j = 1;
i

= 0;

R. B. Sonawane

Numerical Optimal Control for Bilinear Hyperbolic PDEs

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Discrete control problem IV

We introduce the adjoint variable ji and the auxiliary function
k 1 m
E

=J+
i =1 j =2

[2(1 )yij 1 yij 2 + (t )2 uij 1 yij 1

1
1
+(yij+1 + yij1 ) + (t )2 vij 1 ]ji +

k
y0i

0
i

i =0
k 1
m
j
+
[yi0 + ty1 ]1 +
(y1 xg j )j0
i
i =1
j =1
m
j
+
(yk 1 + xg j )jk :
j =1
i

R. B. Sonawane

Numerical Optimal Control for Bilinear Hyperbolic PDEs

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Discrete control problem V

Using formula (11) from [8], we obtain

+1
+1
2(1 )ji +1 ji +2 + (ji +1 + ij 1 )

+(t )2 u j +1 j +1 + t xp j (y j yd j )

i
i
i i
i

2(1 )j +1 j +2 + j + j +1

1
1
0
2

+(t )2 u j +1 j +1 + t xp j (y j yd j )

1
1
1 1
1

2(1 )j +1 j +2 + j +1 + jm

m 1
m1
m 2

j =
j +1 j +1
i +(t )2 um1 m1

+t xp j (y j

y j )

j +1 m1 mj1 j d mj1


1 + t xp1 (y1 yd 1 )

j +1

j
j

m1 + t xpm1 (ym1 yd jm1 )

t xp n (y n yd n ) + 2(1 )n

i i
i
i

+(n1 + n+1 )
i
i
R. B. Sonawane

2
1
i

1
i

1
i
i

2
j

2;
2;

= 1;
j

2;

= m 1;

= 0;

1
= k; 1
i

2;

=n1

2;

2;
2;

Numerical Optimal Control for Bilinear Hyperbolic PDEs

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Discrete control problem VI

t xpij (yij yd ji ) + 2(1 )n

1

+n + j ;

2
0

t xp j (y j yd j ) + 2(1 )n +

i i
i

n

i 1 + jm

t xp j (y j yd j ) + n

i i
i

t xp j (y j yd j ) + n

m1

i i
i
ji = t xpij (yij yd ji )

t xp j (y j yd j ) + n

i i
i

t xp j (y j yd j )

i i
i

t xp j (y j yd j ) + n

i i
i

t xpij (yij yd ji )

1
 2 ;
i

0;

R. B. Sonawane

i
i
i
i
i

2
i
i
j
i

= 1;

= n 1;

= m 1;

= 0;
= 0;
= 1;

= n 1;

= n;

= n;

= m 1;
= m;
= 0;

= 0;

1
i

= n 1;

= n 1;

= m;

2;
j

= n;

= n;

= n;
i

= m;

m
j

= 0:

Numerical Optimal Control for Bilinear Hyperbolic PDEs

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Discrete control problem VII

Then using formula (12) from [8], we have gradient coecients

(t )2 yij ji +1 + t xqij uij ;

j = 0;

i
0;

(t )2 ji +1 +  t xrij vij ;

dE
= 0;
j

dv

i
0;

dE
du

dE

=
dh j
dE

=
dg j

1
i
j

= 0;

t s j g j

0;

= 0;

= k;
k

1;

= k;

1
= 0; j = m; 0
i

j0;
x

R. B. Sonawane

t nj hj + x jk ;

0;

1;

1
= 0; j = m; 0

1
i

m
m

k
j

j
i

1;

m
m
k

1;

= 0;

= 0:

Numerical Optimal Control for Bilinear Hyperbolic PDEs

References

Algorithm based on Conjugate Gradient Method[10] I

The following gradient type algorithm is developed to obtain
optimal values of u , v , g and h based on the conjugate gradient
method with obtained gradient coecients. The algorithm to
solve optimal control problem is outlined as follows:
Select arbitrary u (0) P , v (0) P , g (0) P q , and h(0) P r.
Compute y (x ; t ; u (0) ; v (0) ; g (0) ; h(0) ), (x ; t ; u (0) ; v (0) ; g (0) ; h(0) ).
Compute
dE
du

(0)

dE
dv

dE

(0)

dE

(0)

0)

(0)

du

(0)

dg

R. B. Sonawane

dE
dg

(0)

dE
dh

dE

(0)

dE

(0)

0)

(0)

dv

dh

(0)

;
;
:

Numerical Optimal Control for Bilinear Hyperbolic PDEs

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Algorithm based on Conjugate Gradient Method[10] II

Let n = 0.
(
(
(
(
Select un) ; vn) ; gn) ; hn) such that
J

(n)

(n) (n)
(n) (n)
(n) (n)
(n) (n)
+ u Su ; v (n) + v Sv ; g (n) + g Sg ; h(n) + h Sh
J

(n)

; v (n) ; g (n) ; h(n) :

Let
(n) (n)
= u (n) + u Su ;
(n) (n)
(n+1)
g
= g (n) + g Sg ;

(n+1)

R. B. Sonawane

(n) (n)
= v (n) + v Sv ;
(n) (n)
(n+1)
h
= h(n) + h Sh :

(n+1)

Numerical Optimal Control for Bilinear Hyperbolic PDEs

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Algorithm based on Conjugate Gradient Method[10] III

Compute

; ; (n+1) ; v (n+1) ; g (n+1) ; h(n+1) );

(x ; t ; u (n+1) ; v (n+1) ; g (n+1) ; h(n+1) );
(

y x t u

dE
du

(n+1)

dE

(n+1)

dv

R. B. Sonawane

dE
dg

(n+1)

dE
dh

(n+1)

Numerical Optimal Control for Bilinear Hyperbolic PDEs

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Algorithm based on Conjugate Gradient Method[10] IV

Compute the conjugate coecient using

dE (n+1) 2 dQ
dE (n+1) 2 dQ
du
Q dv
(
;  (n ) =
;
un) =
v
dE (n) 2 dQ
dE (n) 2 dQ
Q du
Q dv
2
T
dE (n+1) dt
T dE (n+1) 2
dt
dg
0
dh
0
(n) =
;  (n ) =
:
g
h
2
T dE (n) 2
T
dE (n) dt
dt
dh
0
dg
0
Q

R. B. Sonawane

Numerical Optimal Control for Bilinear Hyperbolic PDEs

References

Algorithm based on Conjugate Gradient Method[10] V

6

Calculate the direction of descent using

S

dE

(n+1)

dE

(n+1)
=
g

dE

dE

(n+1)

(n+1)

(n+1)

du

(n+1)

dv

(n+1)

dg

dh

(n+1)

(n) (n)
+ u Su ;
(n) (n)
+ v Sv ;
(n) (n)
+ g Sg ;
(n) (n)
+ h Sh :

If u (n+1) ; v (n+1) ; g (n+1) ; h(n+1) are optimum, then stop the

process. Otherwise, take n = n + 1 and go to step 2.
R. B. Sonawane

Numerical Optimal Control for Bilinear Hyperbolic PDEs

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Numerical Simulation I
We illustrate the technique developed here using following
example. Let = [0; 1], T = 1 and Q = [0; 1] [0; 1]. Consider
the wave equation:
tt = yxx ;
yx (0; ; t ) = 0; yx (l ; t ) = 0
2
y = cos ( x );
yt = 1;
y

in Q = (0; T );
t P (0; T );
t = 0; x P ;
t = 0; x P :

Let the desired prole yd be the solution of this wave equation.

Let u (0) = e xt , v (0) = cos 2x e 3t , g (0) = t , and h(0) = 3t 2 . As
all control functions in this system are equal to zero. Our
algorithm should produce the approximate controls approaching
to zero. We have following result obtained using matlab.
R. B. Sonawane

Numerical Optimal Control for Bilinear Hyperbolic PDEs

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Numerical Simulation II

Figure: Control g (0) .

R. B. Sonawane

Figure: Approximate control g .

Numerical Optimal Control for Bilinear Hyperbolic PDEs

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Numerical Simulation III

Figure: Control h(0) .

R. B. Sonawane

Figure: Approximate control h.

Numerical Optimal Control for Bilinear Hyperbolic PDEs

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Numerical Simulation IV

Figure: Control u (0) .

R. B. Sonawane

Figure: Approximate control u .

Numerical Optimal Control for Bilinear Hyperbolic PDEs

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Numerical Simulation V

Figure: Control v (0) .

R. B. Sonawane

Figure: Approximate control v .

Numerical Optimal Control for Bilinear Hyperbolic PDEs

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Numerical Simulation VI

Figure: Desired prole yd .

R. B. Sonawane

Figure: Controlled solution y .

Numerical Optimal Control for Bilinear Hyperbolic PDEs

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R. B. Sonawane

Numerical Optimal Control for Bilinear Hyperbolic PDEs

References

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Numerical Optimal Control for Bilinear Hyperbolic PDEs

References

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Numerical Optimal Control for Bilinear Hyperbolic PDEs

References

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Numerical Optimal Control for Bilinear Hyperbolic PDEs

References

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Numerical Optimal Control for Bilinear Hyperbolic PDEs

References

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[18] P. K. C. Wang. Feedback control of vibrations in an

extendible wing. Dynamic Stability of Systems, 3:109{133,
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R. B. Sonawane

Numerical Optimal Control for Bilinear Hyperbolic PDEs