English

Optimal Control of Parabolic Differential Equations Using Radau Collocation

Optimization and Control 2026-03-17 v2

Abstract

A method is presented for the numerical solution of optimal boundary control problems governed by parabolic partial differential equations. The continuous space-time optimal control problem is transcribed into a sparse nonlinear programming problem through state and control parameterization. In particular, a multi-interval flipped Legendre-Gauss-Radau collocation method is implemented for temporal discretization alongside a Galerkin finite element spatial discretization. The finite element discretization allows for a reduction in problem size and avoids the redefinition of constraints required under a previous method. Further, a generalization of a Kirchoff transformation is performed to handle variational form nonlinearities in the context of numerical optimization. Due to the correspondence between the collocation points and the applied boundary conditions, the multi-interval flipped Legendre-Gauss-Radau collocation method is demonstrated to be preferable over the standard Legendre-Gauss-Radau collocation method for optimal control problems governed by parabolic partial differential equations. The details of the resulting transcription of the optimal control problem into a nonlinear programming problem are provided. Numerical examples demonstrate that the use of a multi-interval flipped Legendre-Gauss-Radau temporal discretization can lead to a reduction in the required number of collocation points to compute accurate values of the optimal objective in comparison to other methods. Lastly, a self-convergence analysis on each test problem illustrates that the error decays exponentially as a function of the mesh size in both the temporal and spatial dimensions.

Keywords

Cite

@article{arxiv.2505.09815,
  title  = {Optimal Control of Parabolic Differential Equations Using Radau Collocation},
  author = {Alexander M. Davies and Sara Pollock and Miriam E. Dennis and Anil V. Rao},
  journal= {arXiv preprint arXiv:2505.09815},
  year   = {2026}
}

Comments

39 pages, 11 figures. Portions of this work were presented at the 2024 American Control Conference (ACC) in Toronto, Ontario, Canada, https://doi.org/10.23919/ACC60939.2024.10644743. Portions of the work were also presented at the 2025 AAS/AIAA Spaceflight Mechanics Meeting in Lihue, Hawaii. Other portions will be presented at the 2025 American Control Conference (ACC) in Denver, Colorado

R2 v1 2026-06-28T23:33:44.363Z