ESAIM: Control, Optimisation and Calculus of Variations
URL: http://www.emath.fr/cocv/ June 1997, Vol. 2, pp. 125{149
CONTROLS INSENSITIZING THE NORM
OF THE SOLUTION OF A SEMILINEAR HEAT
EQUATION IN UNBOUNDED DOMAINS
LUZ DE TERESA
Abstract. We consider a semilinear heat equation in an unbounded domain with partially known initial data. The insensitizing problem consists in nding a control function such that some functional of the state is locally insensitive to the perturbations of these initial data. For bounded domains Bodart and Fabre proved the existence of insensitiz- ing controls of the norm of the observation of the solution in an open subset of the domain. In this paper we prove similar results when is unbounded. We consider the problem in bounded domains of the form r= \Br, whereBrdenotes the ball centered in zero of radiusr. We show that forrlarge enough the control proposed by Bodart and Fabre for the problem in r, provides an insensitizing control for our problem in .
1. Statement of the problem
Let Rn
n
1 be an open unbounded set of classC
2 uniformly with boundary@
(see section 2.1 for a precise denition). LetT >
0,!
and be two open bounded subsets of . We consider the following parabolic semilinear system:8
<
:
z
t;z
+f
(z
) =+h
! inQ
= (0T
)z
= 0 on =@
(0T
)z
(x
0) =y
0(x
) +0z
0 in (1.1) wheref
is a globally LipschitzC
2 function dened onR, withf
(0) = 0 and with bounded second derivative.The state equation (1.1) has incomplete data in the following sense:
-
andy
0 are given respectively inL
2(Q
) andL
2() -z
02L
2() is unknown and kz
0kL2() = 1-
02Ris unknown and small enough-
h
=h
(x t
) is a control term to be determined inL
2(!
(0T
))and!is the characteristic function of the set!
where the control is supported.J. L. Lions 8] has introduced the notion of insensitizing control and later Bodart-Fabre 2] generalize it in the following way: Let be a dierentiable functional dened on the set of solutions of (1.1) and let
" >
0 we say thatIMATE, UNAM Circuito Exterior, C.U. 04510, D.F. Mexico.
Email: deteresa@matem.unam.mx.
Received by the journal August 9, 1996. Revised December 12, 1996. Accepted for publication February 26, 1997.
c
Societe de Mathematiques Appliques et Industrielles. Typeset by LATEX.
the control
h
,"
-insensitizes (z
) if
@
(z
(x t h
0))@
0 j0=0
":
(1.2) This denition means that the functional is locally \"
-insensitive" to the perturbation 0z
0. There are of course many possible choices of but insensitivity condition (1.2) is not of use unless it may be reformulated as a more explicit control problem. This is why it seems reasonable for to be the square of theL
2 norm of the state in some observation subset . When(
z
) = 12Z T0 Z
z
2(x t
)dxdt
(1.3) it can be proved (see 2] or Appendix A) that the condition of"
-insensitivity (1.2) is equivalent to an approximate control problem. This equivalence is given in the following proposition. Note that the original notion of insensi- tizing control proposed by Lions 8] (which corresponds to"
= 0 in (1.2)) can be reformulated into a exact control problem, while the one given by Bodart and Fabre leads to an approximate control problem.Proposition 1.1. Let
y
andq
be the solutions of the following cascade system:8
<
:
y
t;y
+f
(y
) =+h
! inQ y
= 0 ony
(:
0) =y
0 in (1.4)8
<
:
;
q
t;q
+f
0(y
)q
=y
inQ q
= 0 onq
(: T
) = 0 in (1.5)where
is the characteristic function of the observation subset . Then the condition (1.2) of"
-insensitivity is equivalent tok
q
(:
0)kL2()":
(1.6) Remark 1.2. Observe that equation (1.5) is solved backward in time. So in (1.6) we are asking for a controlh
such that the corresponding solution of (1.5) enters the ball inL
2() of radius"
centered in zero after a time interval of lengthT
. This is precisely an approximate control problem. However, the controlh
acts indirectly in the equation ofq
through the variabley
. This makes this approximate controllability problem technically more dicult.For classical approximate controllability in bounded domains we refer to 6].
The case of unbounded domains has been studied in 5].
When is a bounded set, Bodart and Fabre 2] proved the following result:
Theorem 1.3. Assume that is bounded. If
!
\6= and the functionf
is of classC
1 and globally Lipschitz, then for every" >
0 there existsh
2L
2(!
(0T
))"
-insensitizing the functional (1.3).Esaim: Cocv, June 1997, Vol. 2, pp. 125{149
In order to prove Theorem 1.3 Bodart and Fabre rst show the approxi- mate controllability of the double linear system with potentials:
8
<
:
t;+a
(x t
)=h
! inQ
= 0 on (:
0) = 0 in (1.7)8
<
:
;
t;+b
(x t
)= inQ
= 0 on (: T
) = 0 in (1.8)with
a
(x t
)b
(x t
) 2L
1(Q
). Then, by a xed point method they obtain the"
-insensitizing condition for the cascade system (1.4)-(1.5). This xed point technique, based on Schauder's Theorem, uses the boundedness of and the compactness of Sobolev's embeddings.In this paper we prove the following results for unbounded sets . Theorem 1.4. Let Rnbe an open and unbounded set with boundary of class
C
2 uniformly. Assume that!
\6= , the functionf
is of classC
2, globally Lipschitz and with bounded second derivative,f
(0) = 0. Suppose that the data 2L
2(Q
) andy
0 2L
2() have compact support, then for every" >
0, there exists a controlh
2L
2(!
(0T
)),"
-insensitizing the functional (1.3).In this theorem we assume, in particular, the data
andy
0 to have compact support. This condition can be eliminated in space dimensions 1n
6 .Theorem 1.5. Suppose that 1
n
6. Assume that ,!
andf
satisfy the assumptions of Theorem 1.4. Then for every" >
0, 2L
2(Q
) andy
0 2L
2() there exists a controlh
2L
2(!
(0T
)),"
-insensitizing the functional (1.3).Furthermore, if
n
7 the same holds for data 2L
1(0T L
2()\L
n=2()) andy
02L
2()\L
n=2():
To prove Theorem 1.4 we use an approximation technique introduced in 5]: For data
andy
0 with compact support we consider the problem in bounded sets of the form r=B
r\, whereB
r denotes the ball centered at 0 and radiusr
. We show that the controlsh
rproposed in 2] are uniformly bounded inL
2(!
(0T
)). This fact with some a priori estimates allow to prove that forr
large enough the control in the restricted domain provides an"
-insensitizing control for the functional (1.3) in the whole domain . Observe that the conditions onf
are more restrictive than those of Theorem 1.3 (one more bounded derivative is required). Since is not bounded, we need to askf
(0) = 0 in order to ensure that the solutions belong toL
2(Q
).As we will see the restrictions over the derivatives appear in a natural way when we estimate the norm
k
q
(:
0);q
r(:
0)kL2(r) (1.9) wherey q y
r andq
r are the solutions of8
<
:
y
t;y
+f
(y
) =+h
r! inQ y
= 0 ony
(:
0) =y
0 in (1.10)Esaim: Cocv, June 1997, Vol. 2, pp. 125{149
8
<
:
;
q
t;q
+f
0(y
)q
=y
inQ q
= 0 onq
(: T
) = 0 in (1.11)8
<
:
y
rt;y
r+f
(y
r) =+h
r! inQ
ry
r = 0 on ry
r(:
0) =y
0 in r (1.12)8
<
:
;
q
rt;q
r+f
0(y
r)q
r=y
r inQ
rq
r= 0 on rq
r(: T
) = 0 in r (1.13)respectively, and
Q
r= r(0T
), r=@
r(0T
):
The paper is organized in the following way: In section 2 we study the existence and properties of the minima of some functional arising in the in- sensitizing control of linear system. In particular, section 2.2 is devoted to prove a uniform bound of these minima. In section 3 we prove the conver- gence of the solutions of system (1.12)-(1.13) in the restricted domain
Q
r to the solution in the global domain when the data andy
0 have compact support. In section 4 we prove Theorem 1.4. The proof of Theorem 1.5 is given by density arguments in section 5. For the sake of clarity of the expo- sition some of the most technical proofs are included in section 6 at the end of the paper. In the Appendix we give an sketch of the proof of Proposition 1.1.We are going to consider the following hypotheses throughout the paper excluding section 5 in which H5] is omitted:(H1)
f
2C
2(R), globally Lipschitz,f
(0) = 0,jf
00jL1 =M <
1, jf
0jL1 =L <
1.(H2) Rnis an unbounded open set of class
C
2 uniformly.(H3)
!
, are bounded open sets such that \!
6= . (H4)h
! 2L
2(Rn(0T
)).(H5)
2L
2(Q
) andy
0 2L
2(Rn) with compact support. Moreover, we x>
0 such that suppy
0B
, supp (B
(0T
)),! B
. Observe that the regularity of the domain is not essential for the re- sults of this paper since we are asking homogeneous Dirichlet boundary conditions. Everything can be done in a connected, open and unbounded domain . Nevertheless, we prefer to work in an unbounded domain of classC
2 uniformly in order to use the regularity that the elliptic theory provides us and to avoid further technical developments. This is used, in particular, during the proof of Theorem 1.5.2. Study of a functional arising in the controllability of the linearized system
2.1. Preliminaries
For the sake of completeness we recall, rst of all, the denition of domain of class
C
suniformly. We say that a domain (bounded or not) is uniformly regular of classC
s(s
1) (see 3] or 13]), if there exists an integerr >
0Esaim: Cocv, June 1997, Vol. 2, pp. 125{149
and sequencesf
N
jgof open subsets ofRnand homeomorphismsfjgofN
j on the unit ball in Rnsuch that:i) Any (
r
+ 1) distinct setsN
j have empty intersectionii)
j(N
j\) =fx
:jx
j<
1x
n>
0g j(N
j\@
) =fx
:jx
j<
1x
n= 0g iii) IfN
j0=j;1(jx
j<
1=
2) jN
j0 contains the (1=r
)-neighborhood of@
iv) Fory
2N
jx
2j(N
j) we have j(D
j)(y
)jr
j(D
j;1)(x
)jr
,for all j
js:
For 0
< t
1< t
2 we denote byX
2(t
1t
2) the following Banach space:X
2(t
1t
2) =L
2(t
1t
2H
01())\H
1(t
1t
2L
2()) endowed with the natural normkk
X 2
(t
1 t
2
)=k k2L2(t1t2H1
0
())+k k2H1(t1 t
2 L
2
())
1=2
:
Let
b
(x t
) 2L
1(Q
) and 0< t
1< t
2. We recall (see 7], Theorem 9.1, page 341) the existence of constantsC >
0 (depending onb
andT
) andC
t1t2>
0 (depending ofb t
1 andt
2) such that, for everyk
2L
2(Q
) andw
02L
2(), the solutionw
of8
<
:
w
t;w
+b
(x t
)w
=k
inQ w
(x t
) = 0 onw
(x
0) =w
0(x
) in satises
k
w
kL1(0TL2())C
(kw
0kL2()+kk
kL2(Q))k
w
kX2(t1t2)C
t1t2(kw
0kL2()+kk
kL2(Q)):
(2.1) Let us dene now fora
r(x t
)b
r(x t
) 2L
1(Q
r), d 2L
2(r) and'
0r 2L
2(r)J
r('
0ra
rb
r d) = 12Z! (0T)
j
rj2dxdt
+"
k'
0rkL2(r);Z
r
d'
0rdx
where'
r and rare solutions of8
<
:
'
rt;'
r+b
r(x t
)'
r= 0 inQ
r'
r= 0 on r'
r(:
0) ='
0r in r (2.2)8
<
:
;
rt;r+a
r(x t
)r='
r inQ
r r= 0 on r r(: T
) = 0 in r:
(2.3)For each bounded subdomain r= \
B
r, that is for eachr >
0 xed, Bo- dart and Fabre proved thatJ
r(a
rb
r d) reaches its minimum at a unique point ^'
0r 2L
2(r). Moreover, let (^'
r ^r) denote the solutions to (2.2)-(2.3) corresponding to data ^'
0r. Ifris the solution of (1.8) (inQ
ra
=a
rb
=b
r) corresponding toh
= ^r, thenk
r(0);dkL2(r)":
That is
h
= ^r is an approximate control for the cascade linear problem in the truncated domains.Esaim: Cocv, June 1997, Vol. 2, pp. 125{149
For
'
0 2L
2(r) resp.'
2L
2(Q
r)] we denote by'
f0 resp.'
e] the extension by zero of'
0 resp.'
] to resp. toQ
], i.e.'
f0 =
'
0 in r0 in nr
'
e=
'
inQ
r 0 inQ
nQ
r:
2.2. Uniform bound on the minimizersThe following result provides a uniform bound of the controls proposed in the previous section for the linear system in the truncated domains.
Proposition 2.1. Let f
a
ergr fb
ergr be bounded sequences inL
1(Q
). Sup- pose that fedrgrL
2() converges strongly inL
2() to d whenr
! 1. Then, there existsC >
0 independent ofr
, such thatk
'
^0rkL2(r)C
for everyr >
0 (2.4) andk
^rkL2(Qr)C
for everyr >
0 (2.5) where'
^0r is the minimizer ofJ
r(: a
rb
r rd) and ^r is the corresponding solution to (2.3).The proof of Proposition 2.1 needs the following two results. The rst one is a unique continuation property, a consequence of a result due to Saut and Scheurer. For the proof see 11], Theorem 1.1. The second one is a consequence of a classical compactness result (see 12], Theorem 5). However since is unbounded, its proof is technical and computations are long. To make the paper easier to read we give a detailed proof of Proposition 2.3 in section 6 at the end of the paper.
Theorem 2.2. Let Rnbe an arbitrary open and connected subset. Let
Q
= (0T
) anda
(x t
)2L
1(Q
). Let#
be an open and nonempty subset of and'
2L
2loc(0T H
loc2 ()), such that
;
'
t;'
+a
(x t
)'
= 0 inQ '
= 0 in#
(0T
):
Then,
'
0 inQ:
Proposition 2.3. Let f
c
rgrL
1(Q
r) be a sequence such that fc
erg is bounded inL
1(Q
), r0 2L
2(r) such that ffr0gr is bounded inL
2() andg
r 2L
1(0T L
2(r)) withfg
ergr bounded inL
1(0T L
2()). Let r be the solution of the following system:8
<
:
rt;r+c
r(x t
)r=g
r inQ
r r= 0 on r r(:
0) =r0 in r (2.6)Then, there exist
02L
2(),g
2L
2(Q
),2L
1(0T L
2())\C
(0T
]H
loc;1()) and a subsequence (still denoted by the subindexr
) such thatf
r0*
0 weakly inL
2() (2.7)g
er* g
weakly inL
2(Q
) (2.8)Esaim: Cocv, June 1997, Vol. 2, pp. 125{149
*
weakly inL
2(Q
) (2.9) er! strongly inL
2(" T L
2loc()) 80< " < T
(2.10) er! strongly inC
(0T
]H
loc;1()) (2.11) er(t
)! (t
) strongly inL
2loc() 8t
2(0T
] (2.12) asr
! 1. Moreover, belongs toL
2loc(0T H
loc2 ()) and there existsc
=c
(x t
)2L
1(Q
) such that =(x t
) satises: t;+c
(x t
)=g
inQ
(2.13) in the sense of distributions.Proof of Proposition 2.1. First of all we observe that (2.1) implies (2.5) once (2.4) is proved. For the proof of (2.4) we argue by contradiction.
It is clear that
0 =
J
r(0a
rb
r dr)J
r(^'
0ra
rb
r rd) for everyr:
(2.14) Suppose that there exists a subsequence f'
^0rgr such thatk
'
^0rkL2(r)!1r
!1:
(2.15)Let
0r ='
^0rk
'
^0rkL2(r):
ThenJ
r(^'
0ra
rb
r rd)k
'
^0rkL2(r) = k'
^0rkL2(r)12Z! (0T)
j
r(x t
)j2dxdt
(2.16) +"
;Z
r
rd0rdx
where r and r are solutions of system8
<
:
rt;r+b
r(x t
)r= 0 inQ
r r = 0 on r r(:
0) =0r in r (2.17)8
<
:
;
rt;r+a
r(x t
)r=r inQ
r r = 0 on r r(: T
) = 0 in r:
(2.18)It is clear that we can apply the results of Proposition 2.3 to the sequence
r. Let us denote byr
the subsequence stated in Proposition 2.3 and let resp. 0] be the limit of r resp. 0r]. Observe that if we putt
0 =T
;t
then r(t
0) satises (2.6) withc
r(x t
0) =a
r(x t
0),g
r = r and r0 = 0.Since k
0rkL2(r) = 1 by (2.1) we know that fr is uniformly bounded inL
1(0T L
2()) and therefore r veries the hypotheses of Proposition 2.3. We can choose a subsequence r (of that chosen forr) verifying the conclusions of Proposition 2.3. On the other hand, forr
large enoughZ
! (0T) j
erj2=Z
! (0T) j
rj2Esaim: Cocv, June 1997, Vol. 2, pp. 125{149
and therefore in view of (2.9) liminfr !1R! (0T)j
rj2 R! (0T)jj2:
Then by (2.14), (2.16) and since k'
^0rkL2(r)!1 necessarilyZ
! (0T)
j
rj2!0:
Then
0 in!
(0T
). But (2.13) asserts that veries ;t; +a
(x t
)= for somea
2L
1(Q
). That is, = 0 in!
\(0T
):
Proposition 2.3 asserts that
belongs toL
2loc(0T H
loc2 ()) and since!
\ 6= we can apply the Unique Continuation Theorem 2.2 obtain- ing 0 in (" T
):
Moreover, by Proposition 2.3, we know that 2C
(0T
]H
loc;1()). Therefore (0) =0 = 0 in:
On the other hand,J
r(^'
0ra
rb
r rd)k'
^0rkL2(r)("
;Zrdf0r
dx
)and then
J
r(^'
0ra
rb
r rd) ! 1 which contradicts (2.14). Therefore (2.4) is proved. 23. Convergence of the solutions defined in the approximate domains
The main purpose of this section is to prove the following result.
Proposition 3.1. Assume that (H1)-(H5) hold. Letf
h
rgrL
2(!
(0T
)) be a uniformly bounded sequence of controls. For eachr >
0 letq
r be the solution to (1.13) corresponding toh
randq
=q
(h
r) be the solution of (1.11) corresponding to the same control. Thenkq
(0);q
r(0)kL2(r)!0 asr
!1. Remark 3.2. In particular kq
(0)kL2() kq
(0) ;q
r(0)kL2(r) +k
q
(0)kL2(nr)+kq
r(0)kL2(r). That is, given" >
0, if we can nd controlsh
r verifying the hypotheses of Proposition 3.1 and such thatkq
r(0)kL2(r)"=
2 then forr
large enoughq
=q
(h
r) veries kq
(0)kL2()"
. That is,h
r will be an"
-insensitizing control for the problem in the unbounded domain and in that case the main result for data with compact support (Theorem 1.4) would be proved. 2In order to prove Proposition 3.1 we need some a priori estimates stated in the following lemmas.
Lemma 3.3. Assume that (H1)-(H5) hold. Let
y q
be the solutions of the cascade system:8
<
:
y
t;y
+f
(y
) =+h
! inQ y
= 0 ony
(:
0) =y
0 in (3.1)8
<
:
;
q
t;q
+f
0(y
)q
=y
inQ q
= 0 onq
(: T
) = 0 in:
(3.2)Then, there exists
C >
0 independent ofr
such that for everyr >
Esaim: Cocv, June 1997, Vol. 2, pp. 125{149
i) k
y
kL1(;r) (r ;)C n;ky
0kL1()+kkL1(Q)+kh
kL1(! (0T)) ii) kq
kL1(;r) (r ;)C n;ky
0kL2()+kkL2(Q)+kh
kL2(! (0T)):
Moreover, since
suppy
0B
,supp B
(0T
),! B
we have that iii) ky
kL1(;r) (r ;)C n;ky
0kL2()+kkL2(Q)+kh
kL2(! (0T)):
Lemma 3.4. Assume that
g
2L
1(;r), with ;r =@B
r (0T
). Letw
satisfy:8
<
:
w
t;w
= 0 inB
r(0T
)w
=g
on ;rw
(x
0) = 0 inB
r:
(3.3)Then, there exists
C >
0 independent ofr
such thatk
w
kL2(Br(0T))C
(T
)r
n=2kg
kL1(;r) 8r >
0 (3.4) and, in particular,k
w
(T
)kL2(Br)Cr
n=2kg
kL1(;r) 8r >
0:
(3.5) Let us assume that Lemma 3.3 and Lemma 3.4 hold in order to prove Proposition 3.1. The proof of these lemmas will be given at the end of this section.Proof of Proposition 3.1. Let
=y
;y
r withy
solution of (1.10) andy
r solution of (1.12) both corresponding to the controlh
r, =q
;q
r withq
solution of (1.11) andq
r solution of (1.13). Then and are solutions of the following system:8
<
:
t;+f
(y
);f
(y
r) = 0 inQ
r =y
on r (:
0) = 0 in r8
<
:
;
t;+f
0(y
)q
;f
0(y
r)q
r= inQ
r =q
on r (: T
) = 0 in r:
We write
=v
+ where andv
verify, respectively,8
<
:
;
t;+f
0(y
)q
;f
0(y
r)q
r= inQ
r = 0 on r (: T
) = 0 in r:
(3.6)8
<
:
;
v
t;v
= 0 inQ
rv
=q
on rv
(: T
) = 0 in r:
In order to estimate the norm of
(0) inL
2(r) we are going to estimate the norms ofv
(0) and(0) inL
2(r). Nevertheless, as we shall see, in order to estimate the norm of (0) it is necessary to estimate the norm ofv
inL
2(Q
r). That is the rst thing we are going to do.Let ^
w
be the solution of8
>
>
<
>
>
:
;
w
^t; ^w
= 0 inB
r(0T
)w
^ =
j
q
j on (@
r\@B
r)(0T
) = 0r 0 on ;rn0rw
^(: T
) = 0 inB
rEsaim: Cocv, June 1997, Vol. 2, pp. 125{149
where we recall that ;r denotes
@B
r(0T
):
Sinceq
= 0 on rn0r, by the maximum principle,k
v
kL2(Qr) kw
^kL2(Br(0T))but in view of Lemma 3.5 (noticing that ^
w
(t
0) satises (3.3), witht
0=T
;t
)k
w
^kL2(Br(0T))Cr
n=2kq
kL1(r) andk
w
^(0)kL2(Br)Cr
n=2kq
kL1(r):
That is,k
v
kL2(Qr)Cr
n=2kq
kL1(r) (3.7) andk
v
(0)kL2(r)Cr
n=2kq
kL1(r) (3.8) withC >
0 a generic constant independent ofr
.In order to estimatek
(0)kL2(r) we multiply (3.6) by and integrate by parts:;
12
d dt
Z
r
j
j2dx
+Z
r
jr
j2dx
=Z
r
(
f
0(y
r)q
r;f
0(y
)q
)dx
+Z
r
dx:
We observe that
f
0(y
)q
;f
0(y
r)q
r =q
(f
0(y
);f
0(y
r)) +f
0(y
r)(q
;q
r) and then; 1
2 d
dt R
r
j
j2dx
+Rrjrj2dx
M
Rrj
q
jdx
+L
Rrj
+v
jjjdx
+Rrdx
withM
kf
00kL1L
=kf
0kL1.We conclude, by Schwartz's and Gronwall's inequalities, that
k
(0)kL2(r)C
;kkL2(Qr)+kq
kL2(Qr)+kv
kL2(Qr) (3.9) with the constantC
independent ofr
. In view of (3.7), (3.8) and (3.9) we obtain thatk
(0)kL2(r)C
r
n=2kq
kL1(r)+kkL2(Qr)+kq
kL2(Qr):
(3.10) We proceed now to estimatekq
kL2(Qr). In this aim we observe that sincey
belongs toL
1(r) by the maximum principle we see that 2L
1(Q
r) and kkL1(Qr)C
ky
kL1(r) whereC >
0 does not depend ofr
. That implies thatk
q
kL2(Qr)C
kq
kL2(Qr)ky
kL1(r)C
kq
kL2(Q)ky
kL1(r):
(3.11) Moreover, proceeding as in the proof of (3.10), we can prove that there existsC >
0, such thatk
kL2(Qr)Cr
n=2ky
kL1(r): (3.12) On the other hand, multiplying (1.5) byq
and (1.4) byy
and integrating by parts, it is easy to see thatk
q
kL2(Q)C
;ky
0kL2()+kkL2(Q)+kh
r!kL2(Q) (3.13)Esaim: Cocv, June 1997, Vol. 2, pp. 125{149