A theory of the infinite horizon LQ-problem for composite systems of PDEs with boundary control

We study the infinite horizon Linear-Quadratic problem and the associated algebraic Riccati equations for systems with unbounded control actions. The operator-theoretic context is motivated by composite systems of Partial Differential Equations (PDE) with boundary or point control. Specific focus is placed on systems of coupled hyperbolic/parabolic PDE with an overall `predominant' hyperbolic character, such as, e.g., some models for thermoelastic or fluid-structure interactions. While unbounded control actions lead to Riccati equations with unbounded (operator) coefficients, unlike the parabolic case solvability of these equations becomes a major issue, owing to the lack of sufficient regularity of the solutions to the composite dynamics. In the present case, even the more general theory appealing to estimates of the singularity displayed by the kernel which occurs in the integral representation of the solution to the control system fails. A novel framework which embodies possible hyperbolic components of the dynamics has been introduced by the authors in 2005, and a full theory of the LQ-problem on a finite time horizon has been developed. The present paper provides the infinite time horizon theory, culminating in well-posedness of the corresponding (algebraic) Riccati equations. New technical challenges are encountered and new tools are needed, especially in order to pinpoint the differentiability of the optimal solution. The theory is illustrated by means of a boundary control problem arising in thermoelasticity.Comment: 50 pages, submitte

Max-plus fundamental solution semigroups for a class of difference Riccati equations

Recently, a max-plus dual space fundamental solution semigroup for a class of difference Riccati equation (DRE) has been developed. This fundamental solution semigroup is represented in terms of the kernel of a specific max-plus linear operator that plays the role of the dynamic programming evolution operator in a max-plus dual space. In order to fully understand connections between this dual space fundamental solution semigroup and evolution of the value function of the underlying optimal control problem, a new max-plus primal space fundamental solution semigroup for the same class of difference Riccati equations is presented. Connections and commutation results between this new primal space fundamental solution semigroup and the recently developed dual space fundamental solution semigroup are established.Comment: 17 pages, 3 figure

Feedback control of the acoustic pressure in ultrasonic wave propagation

Classical models for the propagation of ultrasound waves are the Westervelt equation, the Kuznetsov and the Khokhlov-Zabolotskaya-Kuznetsov equations. The Jordan-Moore-Gibson-Thompson equation is a prominent example of a Partial Differential Equation (PDE) model which describes the acoustic velocity potential in ultrasound wave propagation, where the paradox of infinite speed of propagation of thermal signals is eliminated; the use of the constitutive Cattaneo law for the heat flux, in place of the Fourier law, accounts for its being of third order in time. Aiming at the understanding of the fully quasilinear PDE, a great deal of attention has been recently devoted to its linearization -- referred to in the literature as the Moore-Gibson-Thompson equation -- whose mathematical analysis is also of independent interest, posing already several questions and challenges. In this work we consider and solve a quadratic control problem associated with the linear equation, formulated consistently with the goal of keeping the acoustic pressure close to a reference pressure during ultrasound excitation, as required in medical and industrial applications. While optimal control problems with smooth controls have been considered in the recent literature, we aim at relying on controls which are just $L^2$ in time; this leads to a singular control problem and to non-standard Riccati equations. In spite of the unfavourable combination of the semigroup describing the free dynamics that is not analytic, with the challenging pattern displayed by the dynamics subject to boundary control, a feedback synthesis of the optimal control as well as well-posedness of operator Riccati equations are established.Comment: 39 pages; submitte

Efficient Solution of Large-Scale Algebraic Riccati Equations Associated with Index-2 DAEs via the Inexact Low-Rank Newton-ADI Method

This paper extends the algorithm of Benner, Heinkenschloss, Saak, and Weichelt: An inexact low-rank Newton-ADI method for large-scale algebraic Riccati equations, Applied Numerical Mathematics Vol.~108 (2016), pp.~125--142, doi:10.1016/j.apnum.2016.05.006 to Riccati equations associated with Hessenberg index-2 Differential Algebratic Equation (DAE) systems. Such DAE systems arise, e.g., from semi-discretized, linearized (around steady state) Navier-Stokes equations. The solution of the associated Riccati equation is important, e.g., to compute feedback laws that stabilize the Navier-Stokes equations. Challenges in the numerical solution of the Riccati equation arise from the large-scale of the underlying systems and the algebraic constraint in the DAE system. These challenges are met by a careful extension of the inexact low-rank Newton-ADI method to the case of DAE systems. A main ingredient in the extension to the DAE case is the projection onto the manifold described by the algebraic constraints. In the algorithm, the equations are never explicitly projected, but the projection is only applied as needed. Numerical experience indicates that the algorithmic choices for the control of inexactness and line-search can help avoid subproblems with matrices that are only marginally stable. The performance of the algorithm is illustrated on a large-scale Riccati equation associated with the stabilization of Navier-Stokes flow around a cylinder.Comment: 21 pages, 2 figures, 4 table