On spectral Petrov-Galerkin method for solving optimal control problem governed by a two-sided fractional diffusion equation

Abstract: In this paper, we investigate a spectral Petrov-Galerkin method for an optimal control problem governed by a two-sided space-fractional diffusion-advection-reaction equation. Taking into account the effect of singularities near the boundary generated by the weak singular kernel of the fractional operator, we establish the regularity of the problem in weighted Sobolev space. Error estimates are provided for the presented spectral Petrov-Galerkin method and the convergence orders of the state and control variables are determined. Furthermore, a fast projected gradient algorithm with a quasi-linear complexity is presented to solve the resulting discrete system. Numerical experiments show the validity of theoretical findings and efficiency of the proposed fast algorithm.