Abstract
In this article we study the convergence of an adjoint-based iterative method recently proposed in [T. R. Bewley, R. Temam, and M. Ziane, Phys. D, 138 (2000), pp. 360--392] for the numerical solution of a class of nonlinear robust control problems in fluid mechanics. Under weaker assumptions than those of [T. Tachim Medjo, Numer. Funct. Anal. Optim., 23 (2002), pp. 849--873}], we prove the convergence of the algorithm, and we obtain an estimate of the convergence rate. Numerical solutions of a robust control problem related to data assimilation in oceanography are presented to illustrate the method.
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