A PRIORI ERROR ANALYSIS OF THE PETROV–GALERKIN CRANK–NICOLSON SCHEME FOR PARABOLIC OPTIMAL CONTROL PROBLEMS

摘要

In this paper, a finite element discretization of an optimal control problem governed by the heat equation is considered. The temporal discretization is based on a Petrov–Galerkin variant of the Crank–Nicolson scheme, whereas the spatial discretization employs usual conforming finite elements. With a suitable postprocessing step, a discrete solution is obtained for which error estimates of optimal order are proven. A numerical result is presented for illustrating the theoretical findings.