The control problem for a heat conduction equation with Neumann boundary condition

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Abstract

Previously, boundary control problems for a heat conduction equation with Dirichlet boundary condition were studied in a bounded domain. In this paper, we consider the boundary control problem for the heat conduction equation with Neumann boundary condition in a bounded one-dimensional domain. On the part of the border of the considered domain, the value of the solution with control parameter is given. Restrictions on the control are given in such a way that the average value of the solution in some part of the considered domain gets a given value. The studied initial boundary value problem is reduced to the Volterra integral equation of the first type using the method of separation of variables. It is known that the solution of Volterra’s integral equation of the first kind cannot always be shown to exist. In our work, the existence of a solution to the Volterra integral equation of the first kind is shown using the method of Laplace transform. For this, the necessary estimates for the kernel of the integral equation were found. Finally, the admissibility of the control function is proved.

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1 Introduction

In this article, we consider the following heat conduction equation in the bounded domain Ω={(x,t):0<x<l,  t>0}:

u(x,t)t=x(k(x)u(x,t)x), (x,t)Ω, (1)

with Neumann boundary conditions

ux(0,t)=μ(t),ux(l,t)=0,t>0, (2)

and initial condition

u(x,0)=0,0xl, (3)

where μ(t) is control function.

Assume that the function k(x)C2([0,l]) satisfies conditions

k(x)k0>0,k'(x)0,0xl. (4)

Definition 1. It is called that the function μ(t)W21(+) is admissible control, if it fulfills the conditions μ(0)=0 and |μ(t)|1 for all t0.

Control Problem. For the given function θ(t) Problem consists looking for the admissible control μ(t) such that the solution u(x,t) of the initial-boundary problem (1)-(3) exists and for all t0 satisfies the equation

0lu(x,t)dx=θ(t). (5)

Control problems for parabolic equations were first studied in [1, 2]. Control problems for the infinite-dimensional case were studied by Egorov [3], who generalized Pontryagin’s maximum principle to a class of equations in Banach space, and the proof of a bang-bang principle was shown in the particular conditions.

The optimal time problem for second-order parabolic type equation in the bounded dimensional domain was studied in [4, 5] and the optimal time estimate for achieving a given average temperature was found. The control problem for the heat equation associated with the Neumann boundary condition in a bounded three-dimensional domain is studied in [6]. In this work, an estimate of the optimal time was found when the average temperature is close to the critical value.

In [7, 8], the control problems of the heat equation associated with the Dirichlet boundary condition in the two-dimensional domain are studied. In these articles, an estimate of the minimum time for achieving a given average temperature was found, and the existence of a control function is proved by the Laplace transform method. The boundary control problem related to the fast heating of the thin rod for the inhomogeneous heat conduction equation was studied in works [9] and the existence of the admissible control function was proved.

The minimal time problem for the heat conduction equation with the Neumann boundary condition in a one-dimensional domain is studied in [10]. The difference of this work from the previous works is that the required estimate for the minimum time is found with a non-negative definite weight function under the integral condition. In [11], the control problem for a second-order parabolic type equation with two control functions was studied and the existence of admissible control functions was proved by the Laplace transform method.

Boundary control problems for parabolic type equations are also studied in works [12-14].

A lot of information on the optimal control problems was given in detail in the monographs of Lions and Fursikov [15, 16]. General numerical optimization and optimal boundary control have been studied in a great number of publications such as [17]. The practical approaches to optimal control of the heat equation are described in publications like [18].

In this work, the boundary control problem for the heat transfer equation is considered. The difference of this work from the previous works is that in this problem, the control problem for the heat conduction equation related to the Neumann boundary condition is studied. In Section 2, the boundary control problem studied in this work is reduced to the Volterra integral equation of the first kind by the Fourier method. In Section 3, the solution of Volterra’s integral equation is proved using the Laplace transform method.

2 Main integral equation

Consider the following spectral problem

ddx(k(x)dvk(x)dx)+λkvk(x)=0,0<x<l, (6)

with boundary condition

vk'(0)=vk'(l)=0,0xl. (7)

It is well-know that this problem is self-adjoint in L2(Ω) and there exists a sequence of eigenvalues {λk} so that λ1λ2...λk,  k.

The corresponding eigenfuction vk form a complete orthonormal system {vk} in L2(Ω) and these function belong to C(Ω¯), where Ω¯=ΩΩ (see [19, 20]).

Definition 2. By the solution of the problem (1)–(3) we understand the function u(x,t) represented in the form

u(x,t)=(lx)22lμ(t)w(x,t), (8)

where the function w(x,t)Cx,t2,1(Ω)C(Ω¯), wxC(Ω¯) is the solution to the problem:

wt=x(k(x)wx)+ddx(k(x)lxl)μ(t)+(lx)22lμ'(t), (9)

with boundary value conditions

wx(0,t)=0,wx(l,t)=0, (10)

and initial value condition

w(x,0)=0. (11)

We set

βk=(λkbkak)ck,k=1,2,..., (12)

where coefficients ak, bk and ck are as follows

ak=0lddx(k(x)lxl)vk(x)dx,bk=0l(lx)22lvk(x)dx, (13)

and

ck=0lvk(x)dx. (14)

We understand the coefficients a0 and b0 as follows

a0=0lddx(k(x)lxl)dx=k(0)2,                                         

and

b0=0l(lx)22ldx=l26.                                                 

Thus, we have

w(x,t)=l212μ(t)k(0)20tμ(s)ds+                                         

+k=1(0teλk(ts)(μ(s)ak+μ'(s)bk)ds)vk(x), (15)

where ak and bk defined by (13).

From (8) and (15), we get the solution of the mixed problem (1)–(3) (see [19]):

u(x,t)=(lx)22lμ(t)l212μ(t)+k(0)20tμ(s)ds                              

k=1(0teλk(ts)(μ(s)ak+μ'(s)bk)ds)vk(x).

We know that the eigenvalues λk of the boundary value problem (6)-(7) satisfies the following inequalities

λk0,k=0,1,... (16)

Indeed, since

ddx(k(x)dvk(x)dx)+λkvk(x)=0,  0<x<l,                                  

then we get

λk=0lddx(k(x)dvk(x)dx)vk(x)dx=0lk(x)|vk'(x)|2dx0.                       

According to condition (5) and the solution of the problem (1)-(3), we may write

θ(t)=0lu(x,t)dx=μ(t)0l(lx)22ldxl312μ(t)+k(0)l20tμ(s)ds                  

k=1(0teλk(ts)(μ(s)ak+μ'(s)bk)ds)0lvk(x)dx=

μt0llx22ldxl312μt+kl20tμsds                              

k=1akck0teλk(ts)μ(s)dsk=1bkck0teλk(ts)μ'(s)ds=

=μ(t)0l(lx)22ldxl312μ(t)+k(0)l20tμ(s)ds                               

k=1akck0teλk(ts)μ(s)dsμ(t)k=1bkck+

+k=1λkbkck0teλk(ts)μ(s)ds, (17)

where ck defined by (14).

Note that

0l(lx)22ldx=l312+k=1bkck, (18)

where bk, ck are defined by (13) and (14).

As a result, from (17) and (18), we obtain

θ(t)=0t(k(0)l2+k=1(λkbkak)ckeλk(ts))μ(s)ds.                             

We set

B(t)=k(0)l2+k=1βkeλkt,t>0. (19)

where βk defined by (12).

Then we get the main integral equation

0tB(ts)μ(s)ds=θ(t),t>0. (20)

Lemma 1. For the cofficients {βk}k=1 the following estimate is valid:

0βkC,k=1,2,...,                                                

where C is a positive constant.

Proof. First we calculate the following equality using (13)

λkbk=0l(lx)22lλkvk(x)dx=0l(lx)22lddx(k(x)dvk(x)dx)dx=                   

=((lx)22lk(x)vk'(x)|x=0x=l+0l(lx)lk(x)vk'(x)dx)=

=0l(lx)lk(x)vk'(x)dx=k(0)vk(0)+0lddx(k(x)lxl)vk(x)dx=                           

=k(0)vk(0)+ak.                                

Then we have

λkbkak=k(0)vk(0),k=1,2,.... (21)

We know that the following inequality is true (see [20])

vk(0)0lvk(x)dx0,k=1,2,.... (22)

Thus, by (21) and (22), we have

βk=(λkbkak)ck=k(0)vk(0)0lvk(x)dx0.                                

It is clear that if k(x)C1([0,l]), we may write the estimate (see [21, 22])

max0xl|vk(x)|C.                                                      

From this we can obtain the following estimates

βkk(0)|vk(0)ck|C.                                    

Lemma 2. Let 1/2<α<1. Then for the function B(t) defined by (19) the following estimate is valid:

0<B(t)Cαtα,0<t1,                                              

where Cα is a constant depending only on α.

Proof. It is known from the general theory that if k(x) is a smooth function, the following estimate is valid (see [1]):

λk=k2π2p2+O(k2),p=0ldxk(x).                                       

Let 1/2<α<1 and λ>0. Then the maximum value of the function h(t,λ)=tαeλt is reached at the point t=αλ and this value is equal to ααλαeα.

As a result, for any 1/2<α<1, we get the estimate

B(t)const1tαk=1βktαeλktCtαk=1ααλkαeαCαtα,                            

where

k=11λkα<+.                                                         

3 Main result

In this section, we prove the existence of the control function.

Denote by W(M) the set of function θW22(,+), which satisfies the condition

θW22(R+)Mθ(t)=0fort0.                                     

Theorem 1. There exists M>0 such that for any function θW(M) the solution μ(t) of the equation (20) exists, belongs to C(+¯) and satisfies condition

|μ(t)|1.                                                           

We use the Laplace transform method to solve the integral equation (20). It is known

μ~(p)=0eptμ(t)dt.                                                   

Then we use Laplace transform obtain the following equation

θ~(p)=0eptdt0tB(ts)μ(s)ds=B~(p)μ~(p).                                

Thus, we get

μ~(p)=θ~(p)B~(p),where  p=a+iξ,a>0,ξR,                         

and

μ(t)=12πiaia+iθ~(p)B~(p)eptdp=12π+θ~(a+iξ)B~(a+iξ)e(a+iξ)tdξ. (23)

Then we can write

 B~(p)=0B(t)eptdt=k(0)l20eptdt+k=1βk0e(p+λk)tdt=

=k(0)l21p+k=1βkp+λk,                                        

where B(t) defined by (19) and

B~(a+iξ)=k(0)l21a+iξ+k=1βka+λk+iξ=                                  

=k(0)l2aa2+ξ2+k=1βk(a+λk)(a+λk)2+ξ2

k(0)l2iξa2+ξ2iξk=1βk(a+λk)2+ξ2=                                      

=ReB~(a+iξ)+iImB~(a+iξ),                                  

where

ReB~(a+iξ)=k(0)l2aa2+ξ2+k=1βk(a+λk)(a+λk)2+ξ2,                             

ImB~(a+iξ)=k(0)l2ξa2+ξ2ξk=1βk(a+λk)2+ξ2.

We know that

(a+λk)2+ξ2[(a+λk)2+1](1+ξ2),                                     

and we get the following inequalities

1a2+ξ211+ξ211+a2, (24)

 and

1(a+λk)2+ξ211+ξ21(a+λk)2+1. (25)

Consequently, according to inequalities (24) and (25) we can obtain the following estimates

|ReB~(a+iξ)|=k(0)l2aa2+ξ2+k=1βk(a+λk)(a+λk)2+ξ2                           

11+ξ2kl2a1+a2+kβka+λka+λk2+1C1a1+ξ2, (26)

and

 |ImB~(a+iξ)|=|ξ|(k(0)l21a2+ξ2+k=1βk(a+λk)2+ξ2)

|ξ|1+ξ2(k(0)l211+a2+k=1βk(a+λk)2+1)=C2a|ξ|1+ξ2, (27)

where C1a, C2a as follows

C1a=k(0)l2a1+a2+k=1βk(a+λk)(a+λk)2+1,                                      

and

C2a=k(0)l211+a2+k=1βk(a+λk)2+1.                                      

From (26) and (27), we have the following estimate

|B~(a+iξ)|2=|ReB~(a+iξ)|2+|ImB~(a+iξ)|2min(C1a2,C2a2)1+ξ2,                  

and

|B~(a+iξ)|Ca1+ξ2,whereCa=min(C1a,C2a). (28)

Then, when a0 from (23), we obtain

μ(t)=12π+θ~(iξ)B~(iξ)eiξtdξ. (29)

Lemma 3. [9] Assume that θ(t)W(M). Then for the image of the function θ(t) the following inequality

+|θ~(iξ)|1+ξ2dξCθW22(R+),

is valid.

Now we present the proof of the Theorem 1.

Proof.

Now, we show that μW21(+). Indeed, according to (28) and (29), we obtain

+|μ~(ξ)|2(1+|ξ|2)dξ=+θ~(iξ)B~(iξ)2(1+|ξ|2)dξ                            

C+|θ~(iξ)|2(1+|ξ|2)2dξ=CθW22()2.                                 

Further,

|μ(t)μ(s)|=stμ'(τ)dτμ'L2ts.                                  

Hence, μLipα, where α=1/2. From (28), (29) and Lemma 3, we can write

|μ(t)|12π+|θ~(iξ)||B~(iξ)|dξ12πC0+|θ~(iξ)|1+ξ2dξ                       

C2πC0θW22(R+)CM2πC0=1,

where

M=2πC0C.                                                     

4 Conclusion

In this paper, we have considered the boundary control problem for a parabolic-type equation in a one-dimensional bounded domain. By the method of separation of variables, the control problem was reduced to the Volterra integral equation of the first kind. Using the Laplace transform method, the existence of a solution to the integral equation was found and the admissibility of the control function was proved.

×

About the authors

Farrukhjon N. ogli Dekhkonov

Namangan State University

Author for correspondence.
Email: f.n.dehqonov@mail.ru
ORCID iD: 0000-0003-4747-8557

Ph.D. (Phys. & Math.)

Uzbekistan, 316, Uychi str., 160136, Namangan

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