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On the Optimal Control Problem for Bilinear Systems with Bounded and Unbounded Controls

Written By

El Hassan Zerrik, Mohamed Ouhafsa and Abderrahman Ait Aadi

Reviewed: 31 July 2023 Published: 09 October 2023

DOI: 10.5772/intechopen.112718

Bifurcation Theory and Applications IntechOpen
Bifurcation Theory and Applications Edited by Terry E. Moschandreou

From the Edited Volume

Bifurcation Theory and Applications [Working Title]

Dr. Terry E. Moschandreou

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Abstract

In the present chapter, we address the problem of optimal control of bilinear systems with unbounded and bounded controls. The main purpose of this study is to establish the existence of an optimal control, which is characterized by a solution of an optimality system. Additionally, we provide a sufficient condition for the uniqueness of such a control. The results obtained are applied to various specific control sets. Furthermore, we present a numerical algorithm for computing the optimal control and successfully demonstrate its application through simulations involving heat equations.

Keywords

  • bilinear systems
  • optimal control problem
  • bilinear control
  • minimization problem
  • infinite dimensional bilinear systems

1. Introduction

Bilinear systems form a significant subset of nonlinear systems, characterized by nonlinearity arising from state and control variables’ multiplication in dynamic equations. These systems have found extensive use in modeling various real-world physical processes where linear models fall short, providing a more effective alternative to linear systems. Notable examples include the basic law of mass action, heat exchanger dynamics with controlled flow, and quantum control.

Controllability analysis for bilinear systems has been explored by several researchers using diverse control techniques. Weak controllability of unidimensional beam bilinear equations was studied in [1], while multiple controllability of semi-linear parabolic and hyperbolic systems was established in [2]. Specific classes of bilinear parabolic systems adhering to Newton’s law were investigated for controllability in [3], and the exact controllability of parabolic equations with distributed controls was discussed in [4]. Other studies covered the controllability of unidimensional semilinear wave equations with Dirichlet boundary conditions [5].

Optimal control of bilinear systems has also received considerable attention in the literature. Works such as [6, 7] focused on the optimal control problem for convective-diffusive fluid bilinear systems and bilinear heat equations, respectively, with bounded controls. Unbounded optimal control for a class of bilinear systems was investigated in [8], while [9, 10] studied optimal control problems for wave equations and Kirchoff plate equations using distributed bounded controls. Bounded and unbounded controls were also considered in [11, 12] for bilinear wave and Kirchoff equations, respectively. Several other studies explored regional optimal control for bilinear systems with distributed controls [13, 14], infinite-dimensional bilinear systems with bounded and unbounded controls [15, 16], and constrained regional optimal control for bilinear plate equations [17, 18]. These works utilized Gateaux differentiability as the primary approach.

The present research focuses on optimal control for a wide range of infinite-dimensional bilinear systems, employing a cost function that includes the deviation between the desired and final states at time T, as well as effort and energy terms. The study establishes the existence of solutions to this problem and provides characterizations of optimal controls for both unbounded and bounded control sets. Frechet differentiability and the characterization of the normal vector to the set of admissible controls play a pivotal role in this approach, ensuring the uniqueness of such controls under an appropriate condition. In addition, we develop a computational method that leads to an algorithm and simulations.

Let Ω be an open bounded domain of nn1, and we consider the following bilinear system

żt=Azt+utBzt0<t<Tz0=z0L2Ω,E1

with A:DAL2ΩL2Ω generates a strongly continuous semigroup Stt0 on state space L2Ω, whose norm and scalar product are denoted, respectively, by . and .., the control space is L20T, and B:L2ΩL2Ω is a linear bounded operator.

For all z0L2Ω and uL20T, the system (1) has a unique weak solution in the space C0TL2Ω (see [19]) and z is the solution of

zt=Stz0+0tStsusBzsds.E2

Our optimal control problem is given by

minJuuUad.E3

where Uad is a closed and convex subet of L20T. The functional J is given by

Ju=α2zTzd2+β20Tztzd2dt+ε2uL20T2,E4

with α, β, and ε are nonnegative constants, and zdL2Ω is the desired state.

The paper is structured as follows: In Section 2, we demonstrate the existence of an optimal control solution for problem (3). Section 3 is dedicated to providing a characterization and discussing the uniqueness of this control. The results obtained are applied to various relevant scenarios. In Section 4, we present a numerical algorithm for computing the optimal control. The effectiveness of the approach is illustrated through successful simulations.

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2. Existence of an optimal control

We will now discuss the existence of an optimal control solution to the problem (3).

Theorem 1.1.

There exists an optimal control uUad, solution of problem (3).

Proof:

The set JuuUad is non-empty and nonnegative, and thus it has a nonnegative infimum.

Let unn be a minimizing sequence in Uad, as ε>0 we have

unL20T22εJun,n.

As a result, unn is bounded. Then, there exists a subsequence, again denoted unn, which converges weakly to a limit u. As Uad is closed and convex, it is closed for the weak topology, which means that uUad.

Let zn and z the unique solutions of systems (1), corresponding to un and u respectively. From (2), we have

zntzt=0tStsunsBznsusBzsds=0tStsunsusBzs+unsBznsBzsds.

Then

zntzt0tStsunsusBzsds+0tStsunsBznszsds.

By employing Gronwall’s Lemma, the aforementioned inequality can be expressed as follows:

zntzt0tStsunsusBzsdseB0tStsunsds.

There exist constant M1 and ρ such that StMeρt, then

0tStsusdsMeρTT120Tus2ds12.

The above inequality leads to the following result:

zntztΛtunueMeρTBT12μ,n,E5

with μ=supunL20T, and the operator Λt:L20TL2Ω is given by

Λtu=0tStsusBzsds,uL20T.

Allow us to show that for all t0T, Λt is compact.

we will demonstrate that for every sequence φnn in L2Ω which weakly converges to 0 in L2Ω, Λtφnn converge with norm to 0 in L2Ω. Compute the operator’s adjoint ofΛt.

Let uL20T and yL2Ω, we have

<Λtu,y>=0t<StsusBzs,ys>ds=Ω<us,StsysBzs>L20Tdx=<u.,ΩStsyx.Bzx.dx>L20T.

So Λt:L2ΩL20T is given by

Λtzs=<StsBz.,z>if0s<t0ift<sT.

Consider a sequence ϕll be a sequence in L2Ω such that ϕll0. Without loss of generality, we can assume that ϕlL2Ωl,l, Then, the following holds:

ϕll0Λtϕlsl0a.eon0T.

Thus, for any s0T, we have

ΛtϕlsStsBzsϕlsMeρTBzs,s0T.

By employing the Dominated Convergence Theorem, we can deduce that:

Λtϕlsl0,inL20T.

Then, Λt is compact.

It follows from the weak convergence unun0 that

limnΛtunuL2Ω=0.

Therefore, by the inequality (5), we obtain

limnzntztL2Ω=0,a.eont0T.
We have zTzdL2Ω2=limninfznTzdL2Ω2.

Applaying Fatou Lemma, gives

0TzTzd2dtlimninf0TznTzd2dt.

Since the norms are lower semi-continuous for the weak topology, it follows that the weak convergence of unu yields that uL20TlimninfunL20T.

Thus

JulimninfJun=J.

Then u an optimal control.

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3. Characterization of an optimal control

In which we give a characterization of an optimal control solution to the problem (3).

3.1. Optimality conditions

First, we characterize the differential of the functional cost (4).

Proposition 1.

The functional (4) is differentiable in the Frechet sense, and its differential for all uL20T is given by

DuJh=0TJu.hdtJut=<φt,Bzt>+εut,E6

with z is solution of system (1), and φ is solution of the following adjoint equation

φ̇t=AφtutBztφtβzTzdφT=αzTzd.E7

Proof:

The operator A is the adjoint operator of A, then generates a C0-semigroup Stt>0 on L2Ω.

For uUad, the eq. (7) has a unique weak solution φC0TL2Ω, which is a solution of the following equation

φt=STtαzTzd+tTSstutBztφtβzTzdds.E8

Let us show that J is Frechet differentiable.

The mapping uzu is Frechet differentiable in L20T and Duzt its differential at u. We have zht=Duzth is the solution of the integral equation

zht=0tStshsBzus+usBzuszhsds.E9

For all u,u+hUad, we have

zu+hTzdL2Ω2=<zu+hTzd,zu+hTzd>L2Ω=<zuT+zhTzd,zuT+zhTzd>L2Ω=<zuTzd,zuT+zhTzd>L2Ω+<zhT,zuT+zhTzd>L2Ω=<zuTzd,zuTzd>L2Ω+<zhT,zuTzd>L2Ω+<zhT,zuTzd>L2Ω+<zhT,zhT>L2Ω=zuTzdL2Ω2+2<zhT,zuTzd>L2Ω+ohL20T.

Then

zu+hTzdL2Ω2zuTzdL2Ω2=2<zhT,zuTzd>L2Ω+ohL20T.

By employing similar calculations as those provided above, we obtain:

0Tzu+htzdL2Ω2zutzdL2Ω2dt=20T<zht,zutzd>L2Ωdt+oh,

and it is easy to see that u+hL20T2uL20T2=2<u,h>L20T+ohL20T. So, J is Frechet differentiable over Uad, and its derivative at u is given by

J'uh=<zhT,αzTzd>L2Ω+0T<zht,βzTzd>L2Ωdt+ε0Tuthtdt,

with zh solution of (9) is the solution of the equation

żht=Azht+htBzt+utBztzhtzh0=0.E10

Let nρA, where ρA represents the resolving set of A. We define An=nAnIA1, and An=nAnIA1 as the Yosida’s approximations of A and A, respectively.

Next, we consider the solutions φn and zn the solutions of eqs. (7) and (10), respectively, where we use An and An in place of A and A. Since both An and An are bounded, we have żnL20TL2Ω and φ̇nL20TL2Ω. Thus

0T<βzTzd,znt>dt=0T<φ̇nt+An+utBztφnt,znt>dt=0T<φ̇ntznt>+<φntAnzntutBztznt>dt=0T<φ̇nt,znt>dt0T<φnt,żnthtBzt>dt.

Integrating by part, as żnL20TL2Ω,φ̇L20TL2Ω, gives

0T<φ̇nt,znt>dt+0T<φnt,żnt>dt=<φnT,znT><φ0,zn0>.

As zn0=0 and φnT=αzTzd, the above equality yields

0T<φ̇nt,znt>dt+0T<φnt,żnt>dt=<αzTzd,znT>.

Thus

0T<βztzd,znt>dt=<αztzd,znT>+0T<φnt,htBzt>dt.

Or again

<αzTzd,znT>+0T<βztzd,znt>dt=0T<φnt,htBzt>L2Ωdt.

Let φ be the solution of the adjoint eq. (7), we have limn+znzhC0TL2Ω=0, and limn+φnφC0TL2Ω=0..

The above calculation allows

<αzTzd,zhT>+0T<βztzd,zht>dt=<Bztφt,ht>L20T,

and

<αzTzd,zhT>+0T<βztzd,zht>dt=0T<φnt,Bzt>L2Ωdt.

Hence, the derivative of J can be expressed as follows:

J'uh=0T<φtBzt>L2Ω+εuthtdt.

Then DuJh=<J'u,h>L20T.

Next, we present the necessary optimality conditions.

Proposition 2.

Let u be an optimal control solution of problem (3). Then u, must satisfy the following optimality conditions:

<Ju,vu>L20T0,vUad,E11

where Ju is the Frechet derivative of J at u, given by (6).

Proof:

Let u be an optimal control, and vUad, the convexity of Uad leads to the following conclusion:

u+λvuUad,λ]0,1[.

Thus

JuJu+λvu,E12

So

JuJu+λ<Ju,vu>+λvuθλvu,

with limz0θz=0.

<Ju,vu>vuθλvu,λ]0,1[.

Then

<J'u,vu>vulimλ0θλvu.

Since limλ0θλvu=0 we obtain <Ju,vu>0.

Proposition 3.

Let u be an optimal control, solution of problem (3), then

Ju=0oruUadandJuJuisanormalvectortoUadatu.E13

Proof:

Let u be an optimal control. We suppose that Ju0, then uUad. Indeed, if uUad, then there exists r>0 such that BurUad, where Bur the open ball with centre u and radius r.

Applying the inequality (11) to the elements of Bur, we obtain Ju=0 which is absurd. Then uUad.

Using (11), we deduce that JuJu is the normal vector to Uad at u.

The following result gives a sufficient condition ensuring the uniqueness of solution of problem (3).

Proposition 4.

Assume that Uad is bounded. There exists a constant γ0, depending on the parameters of system (1), such that

ε>γT12α+βT12,E14

holds, then the optimal control solution of problem (3) is unique.

Proof:

Let u1 and u2 be two optimal controls.

Using (11), we have

Ju1u1u20andJu2u2u10.

Then

Ju2Ju1u1u20.

We know that

Ju2Ju1=pu2Bzu2pu1Bzu1+εu2u1=pu2Bzu2Bzu1+pu2pu1Bzu1+εu2u1.

So, the above equality yields

εu1u22u1u2Bpu1zu1zu2+pu1pu2Bzu2.E15

Denote μ=supuUadu, and let M0 and ρ such that StMeρt.

By applying Gronwall’s Lemma to zu2,zu1zu2, and pu1pu2, we deduce

Bzu2K1BT12E16
zu1zu2K2Tu1u2E17
pu1K3α+βT12E18
pu1pu2K0K2+BK3+μkK2K3α+βT12u1u2,E19

where

K0MeρTeBμT12MeρTE20
K1K0z0E21
K2K0K1BE22
K3K0K1+zd.E23

Then, by (15), there exists a constant γ>0 that does not depend on the parameters α,β and ε such that

εu1u22γT12α+βT12u1u22.

Hence, by choosing ε>γT12α+βT12, we obtain u1u22=0, then the optimal control is unique.

3.2. Particular controls sets

In this subsection we apply the optimality condition (13), to characterize the optimal control for special cases of constraints.

Proposition 5.

For Uad=uL20T:ρ1tutρ2t with ρ1,ρ2L20T such that ρ1tρ2t a.e on ]0,T[. Then, an optimal control is given by

ut=maxρ1tminρ2t1ε<φtBzt>.E24

Proof:

  • If ρ1t<ut<ρ2t on a set I]0,T[ of positive Lebesgue measure.

For hDI the ensemble of functions C over the interval I with compact support, hLI small enough and null outside I, we have: u+h,uhUad, then <J'u,h>=0..

Since DI dense in in L2I, we have J'u=0 a.e on I.

we derive that ut=1ε<φt,Bzt>. This is equivalent to (16) on I.

  • If ut=ρ2t on an open I]0,T[. Let consider hDI such that h0 in I, if hLI sufficiently small, we have: u+h,uhUad. Since <Ju,h>0, it follows that Ju0 on I. Consequently ut=ρ2t1ε<φt,Bzt>. Which is equivalent to (24) on I.

  • The case ut=ρ1t is similar to the previous case.

If Uad is unbounded, we have the following result.

Proposition 6.

If Uad=L20T, then the optimal control is given by

ut=1ε<φt,Bzt>.E25

Proof:

Let u be an optimal control, then uIntUad=Uad, so, the condition (13) becomes Ju=0. We deduce that ut=1ε<φt,Bzt>.

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4. Algorithm and simulations

Through our observations, it has been established that the optimal control solution for problem (3) corresponds to a solution of eq. (13), which provides formula (24) for bounded control sets and formula (25) for unbounded control sets. To compute this control, you can follow the algorithm outlined below.

4.1. Algorithm

4.2. Simulations

4.2.1. One-dimensional

Let Ω=]0,1[, we consider the following bilinear heat equation

zxtt=c2zxtx2+utzxtx]0,1t0,T[z0t=z1t=0t]0,T[zx0=z0x]0,1[,E26

where A=c2x2,c with domain DA=H201H0101 and control operator B=I. The operator A generates a C0-semigroup Stt0 on L2Ω and is given by

Stz=n=0e2ctϕn,zϕn,

where ϕ0=1, ϕnx=2sinnπx, n.

Consider the problem (3) with

Ju=α2z.TzdL2012+β20Tz.tzdL2012dt+ε20Tut2dt,E27

and with Uad=L20T.

The differential of the functional cost is given by

Jut=<φt,zt>L201+εut,E28

where φ is the solution of

φ̇t=c2x2utztφtβzTzdφT=αzTzd.E29

For simulations we apply the following data.

z0x=x1x3,zdx=0.2x1xx2+x+1,c=0.1,T=1,α=1,β=1,ε=1 and κ=104.

The optimal control is given by ut=1ε<φt,zt>L201 and the simulations give the following figures.

Figure 1 shows that the final state is very close to the desired one with error zTzdL2Ω=1.0412×104 and the evolution of control is given by Figure 2.

Figure 1.

Final state on ]0,1[.

Figure 2.

Evolution of the control function.

4.2.2. Two-dimensional

On Ω=]0,1×0,1[, we consider the following bilinear heat equation

zxtt=c2x12+2x22zxt+utzxtxΩ,t]0,T[z0t=z1t=0t]0,T[zx0=z0xΩ,E30

where x=x1x2, A=c2x12+2x22,c with domain DA=H2ΩH01Ω and control operator B=I. The operator A generates a C0-semigroup Stt0 on L2Ω and is given by

Stz=n=0en+mπ2ct<ϕn,m,z>ϕn,m,

where ϕn,mx=enx1emx2, such that e0=1, enxi=2cosxi, n.

Consider the problem (3) with

Ju=α2z.TzdL2Ω2+β20Tz.tzdL2Ω2dt+ε20Tut2dt,E31

and Uad=uL20T:1ut1.

The differential of the functional cost is given by

Jut=<φt,zt>L2Ω+εut,E32

where φ is the solution of

φ̇t=c2x12+2x22ztutztφtβzTzdφT=αzTzd.E33

The optimality conditions are

Jut=0,if1ut1orJut<0,ifut=1orJut>0,ifut=1.

For simulations we take.

z0x=x1x21x11x2, zdx=0, c=0,1, T=1, α=1, β=1, ε=1, and κ=104.

The optimal control is given by ut=max1min11ε<φtzt>L2Ω..

Applaying the above algorithm we obtain the following figures (Figure 3).

Figure 3.

Initial state on Ω.

Figure 3 gives initial state on Ω and Figure 4 shows that the final state is very close to the desired one with error equals zTL2Ω=2.8351×104. The control function is given by the Figure 5.

Figure 4.

Final state on Ω.

Figure 5.

Evolution of the control function.

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5. Conclusion

In this context, optimal control for a class of bilinear systems is investigated, encompassing both cases of bounded and unbounded controls. The existence of an optimal control is established and further characterized by optimality conditions. The results obtained are demonstrated through examples and validated successfully via simulations. Questions are still open, for instance the case of optimal control of linear systems acted by bilinear boundary controls.

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Written By

El Hassan Zerrik, Mohamed Ouhafsa and Abderrahman Ait Aadi

Reviewed: 31 July 2023 Published: 09 October 2023