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Piecewise-constant control with shape-regular finite elements has O(h) error

Statement

Assume Countable Choice and the elliptic control problem of Linear coercive elliptic PDE control problem and reduced objective on a shape-regular affine simplicial mesh family, with cellwise-constant box bounds and P1 conforming state and adjoint spaces. Let Uh⊂U be the cellwise-constant control space and Qh=Uh∩Qad. For each q∈U, let uh(q)∈Vh be the chosen affine finite-element state map, and define the finite-element reduced objective on U by

J^h(q)=12∥Juh(q)−ud∥H2+α2∥q∥U2.

Let ph(q)∈Vh be its associated discrete adjoint. Require adjoint consistency for this same state map and objective, namely

DJ^h(q)[r]=(B∗ph(q)+αq,r)U(q,r∈U).

Write gh(q)=B∗ph(q)+αq and g(q)=∇J^(q). Let q∗ be the continuous minimizer and qh the minimizer of J^h over Qh. Assume q∗∈H1(E), the projected adjoints satisfy ∥B∗ph(qh)∥H1(E)≤Cp uniformly in h, and the exact state/adjoint finite-element gradient error obeys

sup⁡q∈Qh∥gh(q)−g(q)∥U≤Cgh.

The last bound is supplied by State and adjoint Strang bounds give a reduced-gradient error certificate when its state and adjoint approximations are the same uh and ph used in J^h and the stated primal/adjoint P1 approximation errors and every Strang form/load defect are O(h) uniformly over Qh. Then there is a constant C independent of h such that

∥qh−q∗∥L2(E)≤Ch.

Facts & Assumptions

Given: The unique continuous minimizer and its variational inequality; the discrete objective and adjoint-consistency identity in the Statement; its minimizer on Qh; the cell-average projection Πh; q∗∈H1(E); the uniform projected-adjoint H1 bound; and the gradient error bound in the Statement.

[F1]

The continuous gradient g(q)=∇J^(q) is strongly monotone: (g(q)−g(r),q−r)U=∥S(q−r)∥H2+α∥q−r∥U2≥α∥q−r∥U2 (Reduced gradient and coercive Hessian for linear elliptic tracking control).

[F2]

The continuous minimizer satisfies (g(q∗),v−q∗)U≥0 for all v∈Qad (Existence, uniqueness, and variational inequality for elliptic PDE control). Since qh minimizes the differentiable objective J^h on the convex set Qh, the adjoint-consistency identity gives (gh(qh),vh−qh)U≥0 for every vh∈Qh.

[F3]

Πhq∗∈Qh, ∥q∗−Πhq∗∥U≤CΠh∥q∗∥H1(E), and q∗−Πhq∗ is orthogonal to every element of Qh (Cell averaging preserves constant box bounds and has an H1 error bound).

[F4]

The adjoint-consistency identity gives gh(q)=B∗ph(q)+αq for the same objective. Its error obeys ∥gh(qh)−g(qh)∥U≤Cgh, and ∥B∗ph(qh)−Πh(B∗ph(qh))∥U≤CΠhCp (State and adjoint Strang bounds give a reduced-gradient error certificate, Cell averaging preserves constant box bounds and has an H1 error bound).

[A1]

The dual regularity, uniform primal/adjoint approximation, and Strang defects are such that the two bounds in [F4] hold uniformly as h↓0.

Proof

1.1F1F2F3F4givenalgebra

Put e=qh−q∗. By [F1], α∥e∥U2≤(g(qh)−g(q∗),e)U. Replace g(qh) by gh(qh) at a cost at most Cgh∥e∥U by [F4]. The continuous variational inequality in [F2] gives −(g(q∗),e)U≤0. The discrete variational inequality with the feasible test Πhq∗ gives (gh(qh),e)U≤(gh(qh),Πhq∗−q∗)U. Since gh(qh)=B∗ph(qh)+αqh and qh∈Qh, orthogonality in [F3] cancels the regularization term. Orthogonality also lets us subtract Πh(B∗ph(qh)) from the remaining factor. Hence α∥e∥U2≤CΠ2Cp∥q∗∥H1h2+Cgh∥e∥U.

2.1step 1.1algebra∎

Since every mesh cell is a nondegenerate simplex, h>0. Let t=∥e∥U/h and divide the inequality in step 1.1 by h2 to obtain αt2−Cgt−CΠ2Cp∥q∗∥H1≤0. Thus t is at most the positive root Cg+Cg2+4αCΠ2Cp∥q∗∥H12α, which is independent of h. The resulting upper bound for t is independent of h, proving the O(h) estimate.

Remarks

The finite-element contribution is carried by the exact gradient residual bound. For exact geometry and Galerkin forms it reduces to the matching primal and adjoint energy estimates; a variational crime contributes its full Strang form and load defects. The H1 control regularity is essential to the cell-average term.

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