A fractional space-time optimal control problem: analysis and discretization\

Abstract

We study a linear-quadratic optimal control problem involving a parabolic equation with fractional diffusion and Caputo fractional time derivative of orders $s\in (0,1)$ and $\gamma \in (0,1]$, respectively. The spatial fractional diffusion is realized as the Dirichlet-to-Neumann map for a nonuniformly elliptic operator. Thus, we consider an equivalent formulation with a quasi-stationary elliptic problem with a dynamic boundary condition as state equation. The rapid decay of the solution to this problem suggests a truncation that is suitable for numerical approximation. We consider a fully-discrete scheme: piecewise constant functions for the control and, for the state, first-degree tensor product finite elements in space and a finite difference discretization in time. We show convergence of this scheme and, for $s\in (0,1)$ and $\gamma =1$, we derive a priori error estimates.

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