Finite Element Approximation of Space Fractional Optimal Control Problem with Integral State Constraint

Abstract

In this paper finite element approximation of space fractional optimal control problem with integral state constraint is investigated. First order optimal condition and regularity of the control problem are discussed. A priori error estimates for control, state, adjoint state and lagrange multiplier are derived. The nonlocal property of the fractional derivative results in a dense coefficient matrix of the discrete state and adjoint state equation. To reduce the computational cost a fast projection gradient algorithm is developed based on the Toeplitz structure of the coefficient matrix. Numerical experiments are carried out to illustrate the theoretical findings.