Time Delay in Optimal Control Loops for Wave Equations
ESAIM: Control, Optimisation and Calculus of Variations, Tome 23 (2017) no. 1, pp. 13-37.

In optimal control loops delays can occur, for example through transmission via digital communication channels. Such delays influence the state that is generated by the implemented control. We study the effect of a delay in the implementation of L 2 -norm minimal Neumann boundary controls for the wave equation. The optimal controls are computed as solutions of problems of exact optimal control, that is if they are implemented without delay, they steer the system to a position of rest in a given finite time T. We show that arbitrarily small delays δ>0 can have a destabilizing effect in the sense that we can find initial states such that if the optimal control u is implemented in the form y x (t,1)=u(t-δ) for t>δ, the energy of the system state at the terminal time T is almost twice as big as the initial energy. We also show that for more regular initial states, the effect of a delay in the implementation of the optimal control is bounded above in the sense that for initial positions with derivatives of BV-regularity and initial velocities with BV-regularity, the terminal energy is bounded above by the delay δ multiplied with a factor that depends on the BV-norm of the initial data. We show that for more general hyperbolic optimal exact control problems the situation is similar. For systems that have arbitrarily large eigenvalues, we can find terminal times T and arbitrarily small time delays δ, such that at the time T+δ, in the optimal control loop with delay the norm of the state is twice as large as the corresponding norm for the initial state. Moreover, if the initial state satisfies an additional regularity condition, there is an upper bound for the effect of time delay of the order of the delay with a constant that depends on the initial state only.

Reçu le :
Accepté le :
DOI : 10.1051/cocv/2015038
Classification : 49J20, 35L53, 35L05
Mots-clés : PDE constrained optimization, optimal control, delay, wave equation, boundary control, energy, BV-regularity, hyperbolic system, exact controllability with BV-regularity
Gugat, Martin 1 ; Leugering, Günter 1

1 Department of Mathematics, Friedrich-Alexander Universität Erlangen-Nürnberg, Cauerstr. 11, 91058 Erlangen, Germany.
@article{COCV_2017__23_1_13_0,
     author = {Gugat, Martin and Leugering, G\"unter},
     title = {Time {Delay} in {Optimal} {Control} {Loops} for {Wave} {Equations}},
     journal = {ESAIM: Control, Optimisation and Calculus of Variations},
     pages = {13--37},
     publisher = {EDP-Sciences},
     volume = {23},
     number = {1},
     year = {2017},
     doi = {10.1051/cocv/2015038},
     mrnumber = {3601014},
     zbl = {1356.49005},
     language = {en},
     url = {http://www.numdam.org/articles/10.1051/cocv/2015038/}
}
TY  - JOUR
AU  - Gugat, Martin
AU  - Leugering, Günter
TI  - Time Delay in Optimal Control Loops for Wave Equations
JO  - ESAIM: Control, Optimisation and Calculus of Variations
PY  - 2017
SP  - 13
EP  - 37
VL  - 23
IS  - 1
PB  - EDP-Sciences
UR  - http://www.numdam.org/articles/10.1051/cocv/2015038/
DO  - 10.1051/cocv/2015038
LA  - en
ID  - COCV_2017__23_1_13_0
ER  - 
%0 Journal Article
%A Gugat, Martin
%A Leugering, Günter
%T Time Delay in Optimal Control Loops for Wave Equations
%J ESAIM: Control, Optimisation and Calculus of Variations
%D 2017
%P 13-37
%V 23
%N 1
%I EDP-Sciences
%U http://www.numdam.org/articles/10.1051/cocv/2015038/
%R 10.1051/cocv/2015038
%G en
%F COCV_2017__23_1_13_0
Gugat, Martin; Leugering, Günter. Time Delay in Optimal Control Loops for Wave Equations. ESAIM: Control, Optimisation and Calculus of Variations, Tome 23 (2017) no. 1, pp. 13-37. doi : 10.1051/cocv/2015038. http://www.numdam.org/articles/10.1051/cocv/2015038/

L. Ambrosio, N. Fusco and D. Pallara, Functions of bounded variation and free discontinuity problems. Oxford Math. Monographs. The Clarendon Oxford University Press, New York (2005). | MR | Zbl

C. Bardos, G. Lebeau and J. Rauch, Sharp sufficient conditions for the observation, control and stabilization of waves from the boundary. SIAM J. Control Optim. 30 (1992) 1024–1065. | DOI | MR | Zbl

N. Bekiaris-Liberis and M. Krstic, Nonlinear Control Under Nonconstant Delays. SIAM, Philadelphia (2013). | MR | Zbl

L.T. Biegler, S.L. Campbell, V. Mehrmann, Control and Optimization with Differential-Algebraic Constraints, Optimal Control of a Delay PDE, edited by J.T. Betts, S.L. Campbell and K.C. Thompson. Series: Advances in Design and Control. SIAM Philadelphia (2012) 213–231. | MR | Zbl

F.H. Clarke and P.R. Wolenski, The sensitivity of optimal control problems to time delay. SIAM J. Control Optim. 29 (1991) 1176–1215. | DOI | MR | Zbl

S. Cox and E. Zuazua, The rate at which energy decays in a string damped at one end. Indiana Univ. Math. J. 44 (1995) 545–573. | MR | Zbl

R. Datko, J. Lagnese and M.P. Polis, An Example on the Effect of Time Delays in Boundary Feedback Stabilization of Wave Equations. SIAM J. Control Optim. 24 (1986) 152–156. | DOI | MR | Zbl

S. Ervedoza and E. Zuazua, A systematic method for building smooth controls for smooth data. Discrete Contin. Dyn. Syst. B 14 (2010) 1375–1401. | MR | Zbl

Z. Emirsajlow, A. Krakowiak, A. Kowalewski and J. Sokolowski, Sensitivity analysis of time delay parabolic-hyperbolic optimal control problems with boundary conditions involving time delays, in 18th International Conference on. Methods and Models in Automation and Robotics, MMAR (2013) 514–519.

E. Fridman, S. Nicaise and J. Valein, Stabilization of second order evolution equations with unbounded feedback with time-dependent delay. SIAM J. Control Optim. 48 (2010) 5028–5052. | DOI | MR | Zbl

L. Göllmann, D. Kern and H. Maurer, Optimal control problems with delays in state and control variables subject to mixed control-state constraints. Optim. Control Appl. Methods 30 (2009) 341–365. | DOI | MR

M. Gugat, Norm-Minimal Neumann Boundary Control of the Wave Equation. Arabian J. Math. 4 (2015) 41–58 (Open Access). | DOI | MR | Zbl

M. Gugat, Optimal boundary control of a string to rest in finite time with continuous state. ZAMM - J. Appl. Math. Mech. 86 (2006) 134–150. | DOI | MR | Zbl

M. Gugat, Optimal Boundary Control and Boundary Stabilization of Hyperbolic Systems. Springer Briefs in Control, Automation and Robotics. Birkhäuser, Basel (2015). | MR

M. Gugat and M. Tucsnak, An example for the switching delay feedback stabilization of an infinite dimensional system: The boundary stabilization of a string. Syst. Control Lett. 60 (2011) 226–233. | DOI | MR | Zbl

M. Gugat and J. Sokolowski, A note on the approximation of Dirichlet boundary control problems for the wave equation on curved domains. Appl. Anal. 92 (2013) 2200–2214. | DOI | MR | Zbl

M. Gugat and M. Herty, The sensitivity of optimal states to time delay. PAMM 14 (2014) 775–776. | DOI

M. Gugat, G. Leugering and G. Sklyar, L p -optimal boundary control for the wave equation. SIAM J. Control Optim. 44 (2005) 49–74. | DOI | MR | Zbl

V. Komornik, Rapid boundary stabilization of the wave equation. SIAM J. Control Optim. 29 (1991) 197–208. | DOI | MR | Zbl

W. Krabs and G. Leugering, On boundary controllability of one-dimensional vibrating systems by W01,p-controls for p[2,], Math. Methods Appl. Sci. 17 (1994) 77–93. | DOI | MR | Zbl

G. Leoni, A First Course in Sobolev Spaces. AMS, Providence, R.I. (2009). | MR | Zbl

J.L. Lions, Exact Controllability, Stabilization and Perturbations for Distributed Systems. SIAM Rev. 30 (1988) 1–68. | DOI | MR | Zbl

H. Logemann, R. Rebarber and G. Weiss, Conditions for robustness and nonrobustness of the stability of feedback systems with respect to small delays in the feedback loop. SIAM J. Control Optim. 34 (1996) 572–600. | DOI | MR | Zbl

A.S. Matveev, The instability of optimal control problems to time delay. SIAM J. Control Optim. 43 (2005) 1757–1786. | DOI | MR | Zbl

S. Nicaise and C. Pignotti, Stability and instability results of the wave equation with a delay term in the boundary or internal feedbacks. SIAM J. Control Optim. 45 (2006) 1561–1585. | DOI | MR | Zbl

S. Nicaise and C. Pignotti, Exponential stability of second-order evolution equations with structural damping and dynamic boundary delay feedback. IMA J. Math. Control Inform. 28 (2011) 417-446. | DOI | MR | Zbl

S. Nicaise, C. Pignotti and J. Valein, Exponential stability of the wave equation with boundary time-varying delay. Discrete Contin. Dyn. Syst. S 4 (2011) 693–722. | DOI | MR | Zbl

M. Tucsnak and G. Weiss, Observation and Control for Operator Semigroups. Birkhäuser, Basel (2009). | MR | Zbl

J.-M. Wang, B.-Z. Guo and M. Krstic, Wave equation stabilization by delays equal to even multiples of the wave propagation time. SIAM J. Control Optim. 49 (2011) 517–554. | DOI | MR | Zbl

Cité par Sources :