Sharp error estimates for a finite element-penalty approach to a class of regulator problems Academic Article

Quadratic cost optimal controls can be solved by penalizing the governing linear differential equation [2], [9]. In this paper, we study the numerical analysis of this approach using finite elements. We formulate the geometric condition (H) which requires that pairs of certain related finite-dimensional approximation spaces form angles which are bounded away from the 180 180^circ angle. Under condition (H), we prove that the penalty parameter varepsilon and the discretization parameter h are independent in the error bounds, thereby giving sharp asymptotic error estimates. This condition (H) is shown to be also a necessary condition for such independence. Examples and numerical evidence are also provided.