Finite Element Approximation of Optimal Control Problem Governed by Space Fractional Equation

Abstract

In this paper we investigate finite element approximation of optimal control problem governed by space fractional diffusion equation with control constraints. The control variable is approximated by piecewise constant. Regularity estimate for the control problem is proved based on the first order optimality system and a priori error estimates for the state, the adjoint state and the control variables are derived. Due to the nonlocal property of fractional derivative, which will leads to a full stiff matrix, we develop a fast primal dual active set algorithm for the control problem. Numerical examples are given to illustrate the theoretical findings and the efficiency of the fast algorithm.