Shooting methods for numerical solutions of control problems constrained by linear and nonlinear hyperbolic partial differential equations
We consider shooting methods for computing approximate solutions of control problems constrained by linear or nonlinear hyperbolic partial differential equations. Optimal control problems and exact controllability problems are both studied, with the latter being approximated by the former with appropriate choices of parameters in the cost functional. The types of equations include linear wave equations, semilinear wave equations, and first order linear hyperbolic equations. The controls considered are either distributed in part of the time-space domain or of the Dirichlet type on the boundary. Each optimal control problem is reformulated as a system of equations that consists of an initial value problem (IVP) for the state equations and a terminal value problem for the adjoint equations. The optimality systems are regarded as a system of an IVP for the state equation and an IVP for the adjoint equations with unknown initial conditions. Then the optimality system is solved by shooting methods, i.e. we attempt to find adjoint initial values such that the adjoint terminal conditions are met. The shooting methods are implemented iteratively and Newton's method is employed to update the adjoint initial values. The convergence of the algorithms are theoretically discussed and numerically verified. Computational experiments are performed extensively for a variety of settings: different types of constraint equations in 1-D or 2-D, distributed or boundary controls, optimal control or exact controllability.