Spectral Galerkin Approximation of Fractional Optimal Control Problems with Fractional Laplacian

Abstract

In this paper spectral Galerkin approximation of optimal control problem governed by fractional elliptic equation is investigated. To deal with the nonlocality of fractional Laplacian operator the Caffarelli-Silvestre extension is utilized. The first order optimality condition of the extended optimal control problem is derived. A spectral Galerkin discrete scheme for the extended problem based on weighted Laguerre polynomials is developed. A priori error estimates for the spectral Galerkin discrete scheme is proved. Numerical experiments are presented to show the effectiveness of our methods and to verify the theoretical findings.