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A Posteriori Error Estimates by FEM for Source Control Problems Governed by a System of Semi-Linear Convection-Diffusion Equations

Received: 24 January 2025     Accepted: 7 August 2025     Published: 23 September 2025
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Abstract

In this paper, we consider the optimal source control problem of a system of 2-dimensional semi-linear steady convection-diffusion equations. The problem is modelized from temperature and consistency distribution in the gasification processes, so it is described by 2 non-linear elliptic partial differential equations with Dirichlet boundary condition. The problem is a optimal source control problem that controls the source term necessary to approximate the temperature to a proper target function. First, we derived the optimal condition. Based on setting the approximation problem of a given control problem in a first order polynomial finite element function space and deriving the optimality condition of the approximation problem, we evaluated a priori error between the optimal control, the optimal state, the conjugate state and its finite element approximation functions by using optimal condition of original and approximate problem. And we also evaluated the upper estimate of a posteriori error by finite element method (FEM). We proved the convergence to 0 of a posteriori error indicator (term of the right side of inequality) when division diameter converges to 0. For this, we acquired the lower bound estimation of a posteriori error and proved that a priori error and total variance error converges to 0 when division diameter converges to 0, so that we proved the convergence problem of a posteriori error indicator.

Published in International Journal of Industrial and Manufacturing Systems Engineering (Volume 10, Issue 2)
DOI 10.11648/j.ijimse.20251002.11
Page(s) 20-35
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This is an Open Access article, distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution and reproduction in any medium or format, provided the original work is properly cited.

Copyright

Copyright © The Author(s), 2025. Published by Science Publishing Group

Keywords

System of Semi-Linear Convection-Diffusion Equations, Source Control, A Posteriori Error Estimates

1. Introduction
Differential equations and their control problems are frequently found in the technical processes accompanied by energy and in the fields of optimal design. In the preliminary literatures, they derived a priori and a posteriori error estimates for the non-linear differential equations by FEM, finite volume method (FVM) and spectral method , and even now for optimal control problems . When solutions of differential equations are smooth, spectral method is useful for a posteriori error estimates, otherwise, FEM is preferable. One of the difficulties in estimating a posteriori errors by FEM is to estimate the sensitivity of a posteriori error indicator to h, mesh size, i.e, to prove the convergence of a posteriori error indicator to zero when h tends to zero. That’s because, unlike by spectral method, by FEM, the error indicator η in estimating a posteriori error is represented by an infinite series of element-wise error indicators with respect to the total number of elements when h tends to zero.
y-yh2η2=Ckηk0,k2hk2=ηΩ2h2,
ηΩ2=kηk0,k2
Therefore, upper bound estimate of a posteriori error makes sense only when error indicator converges to zero. In , for control problems of linear differential equations, convergence to zero for error indicators was discussed under the assumption that a sequence of approximate solutions converges to analytical solution in the sense of subsequences. And in , for semi-linear parabolic source control problems, we acquired a posteriori error estimates by spectral method but no convergence results of error indicator.
A priori and a posteriori error estimates for linear and semi-linear convection-diffusion equations were presented in . However, in case of a system of non-linear convection-diffusion equations, no error estimates and convergence results for not only equations but also their control problems might be presented at all.
The purpose of this paper is to discuss on a posteriori error estimates by FEM for source control problem governed by a system of semi-linear convection-diffusion equations and convergence of error indicator η to zero. For convergence of error indicator, we estimated lower bound of a posteriori error, a priori error and oscillation error by FEM, introduced some finite dimensional norm, and proved them by using Riesz’s theorem in Hilbert space. This paper is organized as follows.
In section 1, we presented problems to solve and optimality conditions, in section 2, a priori error estimates, in section 3 and 4, upper and lower bound estimates for a posteriori error, in section 5, convergence of a posteriori error indicator.
Here are some notations.
.s: norm in
(.,.)s: inner product in
.s, K, .s, E: norm in (where K is patch of element in , E is edge of element in , s = 0, 1, 2).
(.,.)s,K, (.,.)s,E: inner product in
.0,Γ=.L2(Γ): norm in L2(Γ)
(.,.)0,Γ: inner product in L2(Γ)
.0,p,K, .0,p,E: norm in Lp(K), Lp(E)
(.,.)0,p,K, (.,.)0,p,E: inner product in Lp(K), Lp(E)
Assume that is bounded convex polygonal domain in and is boundary of . The state model is as follows.
(1)
The weak solution of (1) satisfies the following equation.
(2)
[Assumption 1] Functions satisfy the following conditions.
Under this assumption, y, g, the solutions of (2), uniquely exist in . Cost functional is
- is known.
[Problem 1]
where y=y(f,u) is the unique solution of (2) and .
[Theorem 1] (Optimality condition) Assume that is the solution of problem 1. Then there exists a function so that it satisfies the following system.
(3)
where (y̅, g̅) stands for the unique weak solution of (2) when f=f̅, u=u̅.
(Proof) Let us identify yḟ, gḟ with Gateaux differentiation to f at of , the solution of (2).
satisfy the following equations, respectively.
(4)
(5)
Let us identify yu̇, gu̇ with Gateaux differentiation to u at of , the solution of (2). Then yu̇, gu̇ satisfy the following equations.
(6)
(7)
Then, using Gateaux differentiation to f, u at (f̅, u̅) of cost functional, the optimality condition is
(8)
Now let us consider p̅iV(i=1,2), the solution of the following conjugate system.
(9)
(10)
Let v=p1 in (4) and v=yḟ in (9), and by using assumption 1 and , then we have
(11)
Let v=p2 in (5) and v=gḟ in (10), and by comparing 2 equalities, then we have the equality
(12)
From (11) and (12), we have
(13)
Let v=p1 in (6) and v=yu̇ in (9), and by using assumption 1 and , we have the equality
(14)
Let v=p2 in (7) and v=gu̇ in (10), and by comparing 2 equalities and using , then we have
(15)
Therefore, from (14) and (15), we have
(16)
and from (8), (13), (16), we have
It is trivial that pi̅H2(Ω), and we have from the fact that embedding H2(Ω)C0(Ω)L(Ω) is continuous. Therefore, we can obtain the result of this theorem.
2. A Priori Error Estimate by FEM
Now we partition Ω into regular triangles Kj(j=1,2,,M), let us denote the diameter of triangle by hKj, length of edge by hEj, . Let Th be the family of triangulation, Eh be the set of edges of Th.
Let us denote finite element function space of H01(Ω) as
where
where isthelinearpolygonalspaceonelementK, .
The state equation in the finite element function space is
(17)
The finite element approximation of problem 1 is as follows.
[Problem 2]:
where is the unique solution of (17).
[Lemma 1] When is the solution of problem 2, there exists a so that it satisfies the following system of equations.
(Optimality system)
(18)
where is the unique solution of (17).
(Because the proof of this lemma is similar to theorem 1, we shall omit it here.)
[Lemma 2] Assume that condition holds true. Then the equation (18) has a unique solution, where is the positive constant such that .
(Proof) To begin with, let us consider the following iteration scheme for existence of the solution.
(19)
By using assumption 1 and , the above iteration scheme has a unique solution.
Let us set in every equations above.
Reflecting , from the above iteration scheme, we have
where
Similarly, the following inequality holds
where is constant independent of . From the inequalities above, we have
If
If ,then (20)
where is constant independent of .
Thus there exists an weak convergent subsequence, so that
(21)
When m approaches to infinity under (21) in (19), it can be shown that is the solution of (18).
Now let us prove uniqueness. For 2 solutions , let us notice . In the first equation of (18), we fix , subtract equations with each other and choose the trial function by , and then we have
By applying Green’s Formula to the third term of above equality, we have
and by recalling (assumption 1), we have p̅1h=0 (Ω) from the above equality. i.e,
Likewise, we can derive for the second equation of (18), which completes the proof.
[Lemma 3] Let be the orthogonal projector being . For , the following estimates hold
1)
2)
3)
First, let us derive a priori error estimates. Let satisfy the following system.
(22)
where is the solution of the system of equations.
[Lemma 4]
Let be the solutions of (3) and (18). Then the following inequality holds true.
(We denote the constants independent of by .)
This lemma can be proved easily from optimality condition.
[Theorem 2]
Let be the solution of (3), (18), respectively. And let us assume that . Then the following a priori error estimate holds.
(We shall denote the constants independent of h by C in the proof.)
(Proof) First of all, let us estimate , where is the solution of (22). Let us notice
(23)
Second, let us estimate .
This time, by letting , and using lemma 3, assumption 1 and the above estimate, then we can write
Third, let us estimate .
This time, by letting , and using lemma 3, assumption 1, then we can write
And thus, we have
(24)
Fourth, let us estimate .
Similarly to estimate , we have
(25)
Meanwhile, subtracting the equations which satisfy, we have
by letting a trial function by and applying assumption 1, we have
Meanwhile, subtracting the equations which satisfy, we have
by letting a trial function by and applying assumption 1, we have
From the above results, we can write
(26)
where
Due to the condition of this theorem, it holds .
By subtracting the equations which satisfy, we have
by letting a trial function by under exploiting Lipschitz continuity of and , we have
Similarly to estimate , for , we have
(27)
Meanwhile, the following inequalities hold.
(28)
From lemma 4 and (23)~(28), we have
Now let us choose being .
(29)
By summing up (23)~(29), we can complete the proof.
[Lemma 5] For the solution of (23), we have the following result.
where C is constant independent of h.
(Proof) From theorem 2, for , , the solution of (22), we have the following a priori error estimate.
(30)
Let us denote the interpolation of y by . Because of , we can get
(31)
and by applying triangle inequality, using (30) and (31), we have
Hence the relation holds true. We can deduce the second result of lemma in a similar way. So we can complete the proof.
3. A Posteriori Error Estimate by FEM
Now let us assume that satisfy the following system.
(32)
We can assume that , the solutions of (32), exist uniquely in .
[Assumption 2] Functional J is strictly convex near and there exists a constant C such that
(33)
where is an arbitrary point in the neighborhood of .
We shall assume that assumption 1, 2 are valid in the subsequent theorems.
[Lemma 6]
Let be the solution of (3), (17), respectively. Then we have
where are the functions defined in (32), C>0 is the constant independent of h.
(Proof) Starting from (33), we obtain
Notice that we used optimality condition here.
From the above inequality, we have
which completes the proof.
[Lemma 7]
Let be the solution of (18), (32), respectively. And assume that .
Then the following inequality holds
where
where is the jump of directional derivative on the common boundary E of two elements .
where is the jump of directional derivative on the common boundary E of two elements .
where is the jump of directional derivative on the common boundary E of two elements .
where is the jump of directional derivative on the common boundary E of 2 elements .
(Proof) Step 1:
Let .
First, for bilinear form , let us prove that there is a constant independent of v such that .
Relation
holds true, so we can deduce the following inequality.
where is the constant in the norm equality
.
By exploiting the assumption 1 on , and the inequality
we can deduce the following inequality.
By adding this to
and applying lemma 3, then we can obtain the following estimation.
(34)
Step 2:
Let , . By using the assumption 1 on , then we have
By adding this to
then we have the following estimation.
(35)
Step 3:
Let
By using the assumption on , we can obtain
By adding this to
then we have
where is the equivalence constant between the space .
From the assumption 1, using , we can deduce
(36)
By summing up (34)~(36), we can complete the proof.
[Theorem 3]
Let be the solution of (3) and (18), respectively. If the condition is valid, then we can obtain the following upper bound estimate for a posteriori error
(Proof) From lemma 6 and lemma 7, we have
(37)
Meanwhile, the following inequalities hold.
(38)
(39)
By subtracting the equation satisfying , and choosing a trial function as , and using assumption 1, then we have
This time, by subtracting the equation satisfying , and choosing a trial function as , using assumption 1 and the monotonity of , then we have
From assumption 1 and above inequalities, we can deduce the following.
Denoting the equivalence constant of norm of by , and taking into account and assumption 1, then it follows that
where .
Similarly, subtracting the equation satisfying , choosing a trial function as , taking into account assumption 1, and then we have
Similarly, subtracting the equation satisfying , choosing a trial function as , taking into account assumption 1 and above estimations, and then we have
Due to assumption 1, all the above conditions are satisfied when . Thus there holds
(40)
and for all v such that , by summing up (37)~(40), we can get the desired result. This completes the proof.
4. Lower Bound Estimate for a Posteriori Error by FEM
Let us introduce the following function using barycentric coordinate
And let us introduce the following function depending on the end points (number 1, 2) of edge , which is the common edge of element .
[Lemma 8] For every element and edge , bK, bE have the following characteristics.
[Theorem 4]
Let be the solution of (3), (18). Then we have the following lower bound estimate for a posteriori error by FEM.
where is independent of and two of Cs are not the same.
(Proof) ∙ Estimation of :
Let us consider the average .
where .
By exploiting lemma 3 and lemma 8, we have
Taking into account , we can obtain the following estimates.
Estimation of :
Let us consider the average .
where .
Using lemma 3 and lemma 8, we also have the following estimate.
Here is taken into account. Likewise, considering the Lipschitz continuity of , , we can deduce the following estimates.
Similarly to the estimations of , we can get the followings.
By summing up , we can derive the result of this theorem. This completes the proof.
5. Convergence of a Posteriori Error Indicator
[Lemma 9] For , oscillation error (Theorem 4),
(We shall denote the constants independent of h by the same character C in the proof.)
(Proof) Step 1: Let us consider the following inequality.
(Cisindependentofh).(41)
where are the quantities defined in lemma 7 being
Due to coercivity of objective function J with repect to control , it follows that is bounded in independently of h, i.e. (C is constant independent of h).
Letting in the variational equation
(42)
satisfied by , and by using assumption 1, lemma 5 and , then it follows
From (42), we have
Let us introduce norm in by . Because all finite dimensional norms are equivalent, it follows
Let us consider the functional
in .
Considering the fact , is bounded linear functional in , and from Riesz’s representation theorem, there is a unique such that , and it follows
Recalling assumption 1 and lemma 5, (C is independent of h), so we have the following result.
Step 2:
(43)
(44)
(45)
where C is constant independent of h.
By summing up (43)~(45), and using the definition of osc, we can obtain the result of this theorem. This completes the proof.
Now we can state the convergence of a posteriori error indicator .
[Theorem 5]
Let be the solution of (3), (18), respectively. We have the following convergence results when h0.
(Proof) We can prove 1), 2) from theorem 2, and then 3) from lemma 9, theorem 2 and theorem 4.
6. Conclusion
In this paper, for the optimal source control problem of a system of 2-dimensional semi-linear steady convection-diffusion equations, we acquired the optimality condition. And we estimated the a priori and a posteriori error and proved the convergence to 0 of a posteriori error indicator when division diameter converges to 0.
Abbreviations

FEM

Finite Element Method

FVM

Finite Volume Method

Funding
This work is supported by National Academy of Democratic People’s Republic of Korea. The authors have no relevant financial or non-financial interests to disclose.
Conflicts of Interest
The authors declare no conflicts of interest.
References
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  • APA Style

    Kim, C., Ri, J., Kim, S. J. (2025). A Posteriori Error Estimates by FEM for Source Control Problems Governed by a System of Semi-Linear Convection-Diffusion Equations. International Journal of Industrial and Manufacturing Systems Engineering, 10(2), 20-35. https://doi.org/10.11648/j.ijimse.20251002.11

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    ACS Style

    Kim, C.; Ri, J.; Kim, S. J. A Posteriori Error Estimates by FEM for Source Control Problems Governed by a System of Semi-Linear Convection-Diffusion Equations. Int. J. Ind. Manuf. Syst. Eng. 2025, 10(2), 20-35. doi: 10.11648/j.ijimse.20251002.11

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    AMA Style

    Kim C, Ri J, Kim SJ. A Posteriori Error Estimates by FEM for Source Control Problems Governed by a System of Semi-Linear Convection-Diffusion Equations. Int J Ind Manuf Syst Eng. 2025;10(2):20-35. doi: 10.11648/j.ijimse.20251002.11

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  • @article{10.11648/j.ijimse.20251002.11,
      author = {ChangIl Kim and JaYong Ri and Song Jun Kim},
      title = {A Posteriori Error Estimates by FEM for Source Control Problems Governed by a System of Semi-Linear Convection-Diffusion Equations
    },
      journal = {International Journal of Industrial and Manufacturing Systems Engineering},
      volume = {10},
      number = {2},
      pages = {20-35},
      doi = {10.11648/j.ijimse.20251002.11},
      url = {https://doi.org/10.11648/j.ijimse.20251002.11},
      eprint = {https://article.sciencepublishinggroup.com/pdf/10.11648.j.ijimse.20251002.11},
      abstract = {In this paper, we consider the optimal source control problem of a system of 2-dimensional semi-linear steady convection-diffusion equations. The problem is modelized from temperature and consistency distribution in the gasification processes, so it is described by 2 non-linear elliptic partial differential equations with Dirichlet boundary condition. The problem is a optimal source control problem that controls the source term necessary to approximate the temperature to a proper target function. First, we derived the optimal condition. Based on setting the approximation problem of a given control problem in a first order polynomial finite element function space and deriving the optimality condition of the approximation problem, we evaluated a priori error between the optimal control, the optimal state, the conjugate state and its finite element approximation functions by using optimal condition of original and approximate problem. And we also evaluated the upper estimate of a posteriori error by finite element method (FEM). We proved the convergence to 0 of a posteriori error indicator (term of the right side of inequality) when division diameter converges to 0. For this, we acquired the lower bound estimation of a posteriori error and proved that a priori error and total variance error converges to 0 when division diameter converges to 0, so that we proved the convergence problem of a posteriori error indicator.
    },
     year = {2025}
    }
    

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  • TY  - JOUR
    T1  - A Posteriori Error Estimates by FEM for Source Control Problems Governed by a System of Semi-Linear Convection-Diffusion Equations
    
    AU  - ChangIl Kim
    AU  - JaYong Ri
    AU  - Song Jun Kim
    Y1  - 2025/09/23
    PY  - 2025
    N1  - https://doi.org/10.11648/j.ijimse.20251002.11
    DO  - 10.11648/j.ijimse.20251002.11
    T2  - International Journal of Industrial and Manufacturing Systems Engineering
    JF  - International Journal of Industrial and Manufacturing Systems Engineering
    JO  - International Journal of Industrial and Manufacturing Systems Engineering
    SP  - 20
    EP  - 35
    PB  - Science Publishing Group
    SN  - 2575-3142
    UR  - https://doi.org/10.11648/j.ijimse.20251002.11
    AB  - In this paper, we consider the optimal source control problem of a system of 2-dimensional semi-linear steady convection-diffusion equations. The problem is modelized from temperature and consistency distribution in the gasification processes, so it is described by 2 non-linear elliptic partial differential equations with Dirichlet boundary condition. The problem is a optimal source control problem that controls the source term necessary to approximate the temperature to a proper target function. First, we derived the optimal condition. Based on setting the approximation problem of a given control problem in a first order polynomial finite element function space and deriving the optimality condition of the approximation problem, we evaluated a priori error between the optimal control, the optimal state, the conjugate state and its finite element approximation functions by using optimal condition of original and approximate problem. And we also evaluated the upper estimate of a posteriori error by finite element method (FEM). We proved the convergence to 0 of a posteriori error indicator (term of the right side of inequality) when division diameter converges to 0. For this, we acquired the lower bound estimation of a posteriori error and proved that a priori error and total variance error converges to 0 when division diameter converges to 0, so that we proved the convergence problem of a posteriori error indicator.
    
    VL  - 10
    IS  - 2
    ER  - 

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Author Information
  • Department of Mathematics, University of Sciences, Pyongyang, DPR Korea

  • Department of Mathematics, University of Sciences, Pyongyang, DPR Korea

  • Department of Mathematics, Pyongsong University of Education, Pyongsong, DPR Korea