Articles techniques et présentations

We use COMSOL Multiphysics to solve time-dependent optimal control problems for partial differential equations whose optimality conditions can be formulated as a PDE. For a class of linear-quadratic model problems we summarize known analytic results on existence of solutions and first order optimality conditions that exhibit the typical feature of time-dependent control problems, namely the fact that a part of the optimality system has to be integrated backward in time. We present a strategy that is based on the treatment of the coupled optimality system in the space-time cylinder. Numerical examples show advantages and limits of the usage of COMSOL Multiphysics and of our approach.