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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 , there is a unique state satisfying
and
For every , there is also a unique adjoint satisfying
with
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.
The form satisfies and ; symmetry is not assumed (Linear coercive elliptic PDE control problem and reduced objective, Bounded, coercive and symmetric sesquilinear forms).
Lax–Milgram under Countable Choice gives a unique for every bounded linear functional with and (The Lax--Milgram theorem, The Axiom of Countable Choice ()).
Under Countable Choice, real with its integral inner product is a Hilbert space ( with the integral pairing is a Hilbert space).
uses the norm with components and the weak-derivative test identity; is its closed norm closure of (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).
Compactly supported smooth tests and their first derivatives are in because is bounded and bounded Lebesgue measurable sets have finite measure. Every class is locally integrable by Cauchy–Schwarz on compact subsets, and the inner product obeys Cauchy–Schwarz (Lebesgue measure is sigma-finite, and every metrically bounded subset of has finite outer measure, Cauchy–Schwarz: , with equality exactly for dependent pairs).
Proof
The weak-derivative test identities are linear, and [F4] makes each derivative coordinate intrinsic, so is a vector space with the inner product induced from ; it induces the displayed full Sobolev norm and is definite because its zeroth coordinate is . Let be Cauchy in this norm. Its function coordinates and each of its finitely many weak-derivative coordinates are Cauchy in because each coordinate norm is bounded by the full norm. By [F3], there are with and in for each .
For every and , the weak-derivative identity for is . By [F5], both test functions are in ; Cauchy–Schwarz lets both integrals pass to the limits in [F3], giving . Thus each is a weak derivative of . By uniqueness in [F4], as an class, and the component convergences from step 1.1 give in the full norm. Hence is complete.
By [F4], is the closure of the linear space in . 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 is a real Hilbert space under Countable Choice.
For fixed , the functional is bounded and linear, with . Applying [F2] to and now gives the unique state and the stated bound.
Define the adjoint form . It is bounded with the same constant , and , so it is coercive with the same . The functional is bounded by . Apply [F2] to and ; the result is the unique with and the stated bound. No symmetry of is used.
Steps 1.1, 2.1, and 3.1 establish the real Hilbert structure required by [F2] using Countable Choice through the real completeness result [F3]. Steps 4.1 and 5.1 give the state, adjoint, uniqueness, and both estimates.
Depends on
- Bounded, coercive and symmetric sesquilinear forms
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- Linear coercive elliptic PDE control problem and reduced objective
- Integer-order Sobolev spaces and their norms
- Zero-boundary Sobolev space as a norm closure
- $L^2$ with the integral pairing is a Hilbert space
- Uniqueness of a weak derivative as an almost-everywhere class
- Lebesgue measure is sigma-finite, and every metrically bounded subset of $\mathbb{R}^n$ has finite outer measure
- Cauchy–Schwarz: $|\langle x,y\rangle|\le\|x\|\,\|y\|$, with equality exactly for dependent pairs
- The Lax--Milgram theorem
Used by
- A distributed heat source has an exact box-constrained optimum Example
- State and adjoint Strang bounds give a reduced-gradient error certificate Lemma
- Existence, uniqueness, and variational inequality for elliptic PDE control Theorem
- Reduced gradient and coercive Hessian for linear elliptic tracking control Theorem
Cited to discharge well-definedness by Linear coercive elliptic PDE control problem and reduced objective.
Dependency tree · two levels
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Sources
- Hannes Meinlschmidt, Optimization with Partial Differential Equations, FAU lecture notes (standard reference, not scraped)