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A piecewise linear FEM for an optimal control problem of fractional operators: error analysis on curved domains

Published 12 Aug 2015 in math.NA and math.OC | (1508.02807v2)

Abstract: We propose and analyze a new discretization technique for a linear-quadratic optimal control problem involving the fractional powers of a symmetric and uniformly elliptic second oder operator; control constraints are considered. Since these fractional operators can be realized as the Dirichlet-to-Neumann map for a nonuniformly elliptic equation, we recast our problem as a nonuniformly elliptic optimal control problem. The rapid decay of the solution to this problem suggests a truncation that is suitable for numerical approximation. We propose a fully discrete scheme that is based on piecewise linear functions on quasi-uniform meshes to approximate the optimal control and first-degree tensor product functions on anisotropic meshes for the optimal state variable. We provide an a priori error analysis that relies on derived Holder and Sobolev regularity estimates for the optimal variables and error estimates for an scheme that approximates fractional diffusion on curved domains; the latter being an extension of previous available results. The analysis is valid in any dimension. We conclude by presenting some numerical experiments that validate the derived error estimates.

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