Propagation, Observation, and Control of Waves Approximated by Finite Difference Methods

This paper surveys several topics related to the observation and control of wave propagation phenomena modeled by finite difference methods. The main focus is on the property of observability, corresponding to the question of whether the total energy of solutions can be estimated from partial measurements on a subregion of the domain or boundary. The mathematically equivalent property of controllability corresponds to the question of whether wave propagation behavior can be controlled using forcing terms on that subregion, as is often desired in engineering applications. Observability/controllability of the continuous wave equation is well understood for the scalar linear constant coefficient case that is the focus of this paper. However, when the wave equation is discretized by finite difference methods, the control for the discretized model does not necessarily yield a good approximation to the control for the original continuous problem. In other words, the classical convergence (consistency + stability) property of a numerical scheme does not suffice to guarantee its suitability for providing good approximations to the controls that might be needed in applications. Observability/controllability may be lost under numerical discretization as the mesh size tends to zero due to the existence of high-frequency spurious solutions for which the group velocity vanishes. This phenomenon is analyzed and several remedies are suggested, including filtering, Tychonoff regularization, multigrid methods, and mixed finite element methods. We also briefly discuss these issues for the heat, beam, and Schrödinger equations to illustrate that diffusive and dispersive effects may help to retain the observability/controllability properties at the discrete level. We conclude with a list of open problems and future subjects for research.