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We study distributed optimal control problems, governed by space-time fractional parabolic equations (STFPEs) involving time-fractional Caputo derivatives and spatial fractional derivatives of Sturm-Liouville type. We first prove existence and uniqueness of solutions of STFPEs on an open bounded interval and study their regularity. Then we show existence and uniqueness of solutions to a quadratic distributed optimal control problem. We derive an adjoint problem using the right-Caputo derivative in time and provide optimality conditions for the control problem. Moreover, we propose a finite difference scheme to find the approximate solution of the considered optimal control problem. In the proposed scheme, the well-known L1 method has been used to approximate the time-fractional Caputo derivative, while the spatial derivative is approximated using the Grünwald-Letnikov formula. Finally, we demonstrate the accuracy and the performance of the proposed difference scheme via examples.
Czasopismo
Rocznik
Tom
Strony
191--226
Opis fizyczny
Bibliogr. 47 poz., rys., tab.
Twórcy
autor
- Department of Mathematics, Indian Institute of Technology, Delhi, India
autor
- Department of Mathematics, Indian Institute of Technology, Delhi, India
autor
- Friedrich-Alexander-Universität Erlangen-Nürnberg (FAU), Senior Fellow of Applied Mathematics, Cauerstrasse 11, 91058 Erlangen, Germany
Bibliografia
- Agrawal, O. P. (2002) Formulation of Euler-Lagrange equations for fractional variational problems. Journal of Mathematical Analysis and Applications, 272(1): 368-379.
- Agrawal, O. P. (2007) Fractional variational calculus in terms of Riesz fractional derivatives. Journal of Physics A: Mathematical and Theoretical, 40(24): 6287.
- Alikhanov, A., Beshtokov, M. and Mehra, M. (2021) The Crank-Nicolson type compact difference schemes for a loaded time-fractional Hallaire equation. Fractional Calculus and Applied Analysis, 24(4): 1231–1256.
- Almeida, R., Bastos, N. R. O. and Monteiro, M. T. T. (2016) Modeling some real phenomena by fractional differential equations. Mathematical Methods in the Applied Sciences, 39(16): 4846–4855.
- Alvarez, E., Gal, C. G., Keyantuo, V. and Warma, M. (2019) Wellposedness results for a class of semi-linear super-diffusive equations. Non-linear Analysis, 181: 24–61.
- Antil, H., Otarola, E. and Salgado, A. J. (2016) A space-time fractional optimal control problem: analysis and discretization. SIAM Journal on Control and Optimization, 54(3): 1295–1328.
- Arab, H. K., Dehghan, M. and Eslahchi, M. R. (2015) Fractional Sturm–Liouville boundary value problems in unbounded domains: Theory and applications. Journal of Computational Physics, 299: 526–560.
- Bahaa, G. M. (2017) Fractional optimal control problem for variable-order differential systems. Fractional Calculus and Applied Analysis, 20(6): 1447–1470.
- Bahaa, G. M. (2018) Fractional optimal control problem for variational inequalities with control constraints. IMA Journal of Mathematical Control and Information, 35(1): 107–122.
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- Dorville, R., Mophou, G. M. and Valmorin, V. S. (2011) Optimal control of a nonhomogeneous Dirichlet boundary fractional diffusion equation. Computers & Mathematics with Applications, 62(3): 1472–1481.
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- Klimek, A. B., Malinowska, M. and Odzijewicz, T. (2016) Applications of the fractional Sturm- Liouville problem to the space-time fractional diffusion in a finite domain. Fractional Calculus and Applied Analysis, 19(2): 516–550.
- Klimek, M. and Agrawal, O. P. (2013) Fractional Sturm–Liouville problem. Computers & Mathematics with Applications, 66(5): 795–812.
- Klimek, M., Ciesielski, M. and Blaszczyk, T. (2018) Exact and numerical solutions of the fractional Sturm–Liouville problem. Fractional Calculus and Applied Analysis, 21(1): 45–71.
- Klimek, M., Odzijewicz, T. and Malinowska, A. B. (2014) Variational methods for the fractional Sturm–Liouville problem. Journal of Mathematical Analysis and Applications, 416(1): 402–426.
- Kubica, A. and Yamamoto, M. (2017) Initial-boundary value problems for fractional diffusion equations with time-dependent coeffcients. Fractional Calculus and Applied Analysis, 21: 276–311.
- Kumar, N. and Mehra, M. (2021) Collocation method for solving nonlinear fractional optimal control problems by using Hermite scaling function with error estimates. Optimal Control Applications and Methods, 42(2): 417–444.
- Kumar, N. and Mehra, M. (2021) Legendre wavelet collocation method for fractional optimal control problems with fractional Bolza cost. Numerical Methods for Partial Differential Equations, 37(2): 1693–1724.
- Kumar, V. and Leugering, G. (2021) Singularly perturbed reaction–diffusion problems on a k-star graph. Mathematical Methods in the Applied Sciences, https://doi.org/10.1002/mma.7749.
- Leugering, G., Mophou, M., Moutamal, G. and Warma, M. (2021) Optimal control problems of parabolic fractional Sturm Liouville equations in a star graph. arXiv preprint arXiv:2105.01720.
- Li, X. and Xu, C. (2010) Existence and uniqueness of the weak solution of the space-time fractional diffusion equation and a spectral method approximation. Communications in Computational Physics, 8(5): 1016.
- Lin, Y. and Xu, C. (2007) Finite difference/spectral approximations for the time-fractional diffusion equation. Journal of Computational Physics, 225(2): 1533–1552.
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- Mehandiratta, V. and Mehra, M. (2020) A difference scheme for the timefractional diffusion equation on a metric star graph. Applied Numerical Mathematics, 158: 152–163.
- Mehandiratta, V., Mehra, M. and Leugering, G. (2019) Existence and uniqueness results for a nonlinear Caputo fractional boundary value problem on a star graph. Journal of Mathematical Analysis and Applications, 477: 1243–1264.
- Mehandiratta, V., Mehra, M. and Leugering, G. (2020) An approach based on Haar wavelet for the approximation of fractional calculus with application to initial and boundary value problems. Mathematical Methods in the Applied Sciences, 44: 3195–3213.
- Mehandiratta, V., Mehra, M. and Leugering, G. (2021) Optimal control problems driven by time-fractional diffusion equation on metric graphs: optimatily system and finite difference approximation. SIAM Journal on Control and Optimization, 59: 4216–4242.
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- Mophou, G. M. (2011) Optimal control of fractional diffusion equation. Computers & Mathematics with Applications, 61(1): 68–78.
- Patel, K. S. and Mehra, M. (2020) Fourth order compact scheme for space fractional advection-diffusion reaction equations with variable coeffcients. Journal of Computational and Applied Mathematics, 380: 112963.
- Sakamoto, K. and Yamamoto, M. (2011) Initial value/boundary value problems for fractional diffusion-wave equations and applications to some inverse problems. Journal of Mathematical Analysis and Applications, 382: 426–447.
- Samko, S. G., Kilbas, A. A. and Marichev, O. I. (1993) Fractional Integrals and Derivatives. Gordon and Breach Science Publishers, Yverdon, Switzerland.
- Sayevand, K. and Rostami, M. (2018) Fractional optimal control problems: optimality conditions and numerical solution. IMA Journal of Mathematical Control and Information, 35(1): 123–148.
- Singh, A. K. and Mehra, M. (2021) Wavelet collocation method based on Legendre polynomials and its application in solving the stochastic fractional integro-differential equations. Journal of Computational Science, 51: 101342.
- Singh, A. K., Mehra, M. and Gulyani, S. (2021) Learning parameters of a system of variable order fractional differential equations. Numerical Methods for Partial Differential Equations, https://doi.org/10.1002/num.22796.
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Typ dokumentu
Bibliografia
Identyfikator YADDA
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