Optimal Control of Parabolic Differential Equations Using Radau Collocation

A method is presented for the numerical solution of optimal boundary control problems governed by parabolic partial differential equations. The continuous space-time optimal control problem is transcribed into a sparse nonlinear programming problem through state and control parameterization. In particular, a multi-interval flipped Legendre-Gauss-Radau collocation method is implemented for temporal discretization alongside a Galerkin finite element spatial discretization. The finite element discretization allows for a reduction in problem size and avoids the redefinition of constraints required under a previous method. Further, a generalization of a Kirchoff transformation is performed to handle variational form nonlinearities in the context of numerical optimization. Due to the correspondence between the collocation points and the applied boundary conditions, the multi-interval flipped Legendre-Gauss-Radau collocation method is demonstrated to be preferable over the standard Legendre-Gauss-Radau collocation method for optimal control problems governed by parabolic partial differential equations. The details of the resulting transcription of the optimal control problem into a nonlinear programming problem are provided. Lastly, numerical examples demonstrate that the use of a multi-interval flipped Legendre-Gauss-Radau temporal discretization can lead to a reduction in the required number of collocation points to compute accurate values of the optimal objective in comparison to other methods.