POD–Galerkin Model Order Reduction for Parametrized Time Dependent Linear Quadratic Optimal Control Problems in Saddle Point Formulation

In this work we deal with parametrized time dependent optimal control problems governed by partial differential equations. We aim at extending the standard saddle point framework of steady constraints to time dependent cases. We provide an analysis of the well-posedness of this formulation both for parametrized scalar parabolic constraint and Stokes governing equations and we propose reduced order methods as an effective strategy to solve them. Indeed, on one hand, parametrized time dependent optimal control is a very powerful mathematical model which is able to describe several physical phenomena, on the other, it requires a huge computational effort. Reduced order methods are a suitable approach to have rapid and accurate simulations. We rely on POD–Galerkin reduction over the physical and geometrical parameters of the optimality system in a space-time formulation. Our theoretical results and our methodology are tested on two examples: a boundary time dependent optimal control for a Graetz flow and a distributed optimal control governed by time dependent Stokes equations. With these two test cases the convenience of the reduced order modelling is further extended to the field of time dependent optimal control.