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Well-posedness of elliptic control state and adjoint equations

Statement

Assume Countable Choice and the setting of Linear coercive elliptic PDE control problem and reduced objective. For every q∈U, there is a unique state u(q)∈V satisfying

a(u(q),v)=⟨f+Bq,v⟩(v∈V),

and

∥u(q)∥V≤β−1∥f+Bq∥V∗.

For every q∈U, there is also a unique adjoint p(q)∈V satisfying

a(v,p(q))=(Ju(q)−ud,Jv)H(v∈V),

with

∥p(q)∥V≤β−1∥J∥ ∥Ju(q)−ud∥H.

Facts & Assumptions

Given: Countable Choice, the normed spaces and data of Linear coercive elliptic PDE control problem and reduced objective, and the bounded real bilinear form and operator in that definition.

[F1]

The form satisfies ∣a(v,w)∣≤M∥v∥V∥w∥V and a(v,v)≥β∥v∥V2; symmetry is not assumed (Linear coercive elliptic PDE control problem and reduced objective, Bounded, coercive and symmetric sesquilinear forms).

[F2]

Lax–Milgram under Countable Choice gives a unique w for every bounded linear functional F with a(w,v)=F(v) and ∥w∥V≤∥F∥V∗/β (The Lax--Milgram theorem, The Axiom of Countable Choice (ACω)).

[F3]

Under Countable Choice, real L2(Ω) with its integral inner product is a Hilbert space (L2 with the integral pairing is a Hilbert space).

[F4]

W1,2(Ω;R) uses the norm with components v,D1v,…,Ddv and the weak-derivative test identity; H01(Ω) is its closed norm closure of Cc∞(Ω) (Integer-order Sobolev spaces and their norms, Zero-boundary Sobolev space as a norm closure). A weak derivative value is unique as an almost-everywhere class under Countable Choice (Uniqueness of a weak derivative as an almost-everywhere class).

[F5]

Compactly supported smooth tests and their first derivatives are in L2(Ω) because Ω is bounded and bounded Lebesgue measurable sets have finite measure. Every L2 class is locally integrable by Cauchy–Schwarz on compact subsets, and the L2 inner product obeys Cauchy–Schwarz (Lebesgue measure is sigma-finite, and every metrically bounded subset of Rn has finite outer measure, Cauchy–Schwarz: ∣⟨x,y⟩∣≤∥x∥ ∥y∥, with equality exactly for dependent pairs).

Proof

1.1F3F4givenconstructalgebra

The weak-derivative test identities are linear, and [F4] makes each derivative coordinate intrinsic, so W1,2(Ω;R) is a vector space with the inner product induced from L2(Ω)d+1; it induces the displayed full Sobolev norm and is definite because its zeroth coordinate is v. Let (vn) be Cauchy in this norm. Its function coordinates and each of its finitely many weak-derivative coordinates are Cauchy in L2(Ω) because each coordinate norm is bounded by the full W1,2 norm. By [F3], there are v,g1,…,gd∈L2(Ω) with vn→v and Divn→gi in L2 for each i.

2.1F3F4F5step 1.1algebra

For every φ∈Cc∞(Ω) and i, the weak-derivative identity for vn is ∫ΩvnDiφ=−∫Ω(Divn)φ. By [F5], both test functions are in L2; Cauchy–Schwarz lets both integrals pass to the limits in [F3], giving ∫ΩvDiφ=−∫Ωgiφ. Thus each gi is a weak derivative of v. By uniqueness in [F4], Div=gi as an L2 class, and the component convergences from step 1.1 give vn→v in the full W1,2 norm. Hence W1,2(Ω;R) is complete.

3.1F4step 2.1given

By [F4], V=H01(Ω;R) is the closure of the linear space Cc∞(Ω;R) in W1,2. It is therefore a closed linear subspace of that complete space, and the inherited inner product is exactly the one in Linear coercive elliptic PDE control problem and reduced objective. Thus V is a real Hilbert space under Countable Choice.

4.1F1F2step 3.1given

For fixed q, the functional Fq(v)=⟨f+Bq,v⟩ is bounded and linear, with ∥Fq∥V∗≤∥f+Bq∥V∗. Applying [F2] to a and Fq now gives the unique state and the stated bound.

5.1F1F2step 4.1givenalgebra

Define the adjoint form a∗(p,v):=a(v,p). It is bounded with the same constant M, and a∗(p,p)=a(p,p)≥β∥p∥V2, so it is coercive with the same β. The functional Gq(v)=(Ju(q)−ud,Jv)H is bounded by ∥J∥∥Ju(q)−ud∥H∥v∥V. Apply [F2] to a∗ and Gq; the result is the unique p(q) with a(v,p(q))=Gq(v) and the stated bound. No symmetry of a is used.

6.1F2F3step 1.1step 2.1step 3.1step 4.1step 5.1∎

Steps 1.1, 2.1, and 3.1 establish the real Hilbert structure required by [F2] using Countable Choice through the real L2 completeness result [F3]. Steps 4.1 and 5.1 give the state, adjoint, uniqueness, and both estimates.

Depends on

Used by

Cited to discharge well-definedness by Linear coercive elliptic PDE control problem and reduced objective.

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