JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS: Vol. 102, No. 2, pp.

345-371, AUGUST 1999

Control of the Burgers Equation by a

Reduced-Order Approach Using
Proper Orthogonal Decomposition1
K. KUNISCH2 AND S. VOLKWEIN3

Communicated by R. Glowinski

Abstract. Proper orthogonal decomposition (POD) is a method to

derive reduced-order models for dynamical systems. In this paper, POD
is utilized to solve open-loop and closed-loop optimal control problems
for the Burgers equation. The relative simplicity of the equation allows
comparison of POD-based algorithms with numerical results obtained
from finite-element discretization of the optimality system. For closed-
loop control, suboptimal state feedback strategies are presented.

Key Words. Open-loop optimal control, closed-loop optimal control,

Burgers equation, proper orthogonal decomposition.

1. Introduction

Optimal control problems for nonlinear partial differential equations

are often hard to tackle numerically so that the need for developing novel
techniques emerges. One such technique is given by suboptimal control
strategies as developed, for instance, in Refs. 1 and 2 in the context of the
optimal control of the Navier-Stokes equations. Another approach is given
by reduced-order methods. These techniques are based on projecting the
dynamical system onto subspaces consisting of basis elements that contain
characteristics of the expected solution. This is in contrast to, e.g., finite-
element techniques, where the elements of the subspaces are uncorrelated to
the physical properties of the system that they approximate. The reduced-
basis method as developed in Ref. 3 is one such reduced-order method with

1This work was supported in part by the Fonds zur Forderungder wissenschaftlichen Forschung
under SFB 03 Optimization and Control.
2Professor, Institut fur Mathematik, Karl-Franzens-Universitat Oraz, Graz, Austria.
3Assistant Professor, Institut fur Mathematik, Karl-Franzenf-Universitat Graz, Graz, Austria.

345
0022-3239/99/0800-0345$ 16.00/0 © 1999 Plenum Publishing Corporation
346 JOTA: VOL. 102, NO. 2, AUGUST 1999

the basis elements corresponding to the dynamics of the expected control

regimes. In this paper, we shall investigate the technique of principal ortho-
gonal decomposition (POD) as a procedure to determine the basis elements
for the approximating subspaces on which to solve the optimal control
problems. POD has proved to be an efficient procedure in several areas of
science including the modeling of turbulent flow; see e.g. Refs. 3 and 4.
Let us summarize briefly the contents of this paper. In Section 2, we
describe the close connection between POD and singular-value decomposi-
tion within the context of its relevance to the application to optimal control
problems. Sections 3 and 4 are devoted to applying POD to solve optimal
control problems for the Burgers equation. This equation was developed
extensively by Burgers as a simplified fluid flow model which nonetheless
exhibits some of the important aspects of turbulence (Ref. 6). Later, it was
derived by Lighthill as a second-order approximation to the one-dimensional
unsteady Navier-Stokes equations (Ref. 7). Here, besides its independent
interest, it also serves the purpose that, due to the fact that it is set in spatial
dimension one, a comparison between POD and finite-element (FE) based
optimal control problems can be obtained quite readily. It turns out that
POD applied to optimal control problems for the Burgers equation leads to
nearly the same results that are obtained with finite-element techniques with
a dramatically reduced computing time. In Section 5, POD is used to develop
a suboptimal strategy for computing the feedback synthesis for optimal
control problems. Numerical examples illustrate that the strategy is very
efficient for closed-loop calculations for the control of the Burgers equation.
Concerning related literature, we refer the reader to Ref. 8, where the
Burgers equation was solved by POD for different values of the viscosity
parameter. In Ref. 9, POD was used to control the flow around a rotating
cylinder; it may be the first paper where POD was used for optimal control
problems. In a recent preprint, Ly and Tran (Ref. 10) utilized POD for flow
calculations and open-loop optimal control in a horizontal CVD reactor.

2. POD and Singular-Value Decomposition

In this section, we recall some aspects of POD in a finite-dimensional

setting. We emphasize the close connection between POD and singular-value
decomposition of rectangular matrices.
Let Y be a possibly complex-valued n x m matrix of rank k. In the
context of POD, it will be useful to think of the columns {Y.,j }mj=1 of Y as
the spatial coordinate vectors of a dynamical system at time tj. Similarly,
we consider the rows {Yi,. }ni=1 of Y as the time trajectories of the dynamical
 JOTA: VOL. 102, NO. 2, AUGUST 1999 347

system evaluated at the locations xi. Consequently, (1/m) £mj=1 Yi,j can be
viewed as the time-averaged mean of the trajectory at location xi.
Singular-value decomposition guarantees (Ref. 11) the existence of real
numbers c1 > c2> ... >c k >0 and unitary matrices

such that

where

the zeros in (1) denote matrices of appropriate dimensions, and the

superscript H stands for complex conjugation. Moreover, the vectors
{ui}ki=1 and {vi}ki=1 satisfy

They are the eigenvectors of YYH and YH Ywith eigenvalues ci2, i = 1 , . . . , k.

The vectors {u i } n i=k+1 and {v i } m i = k + 1 (if k<n, respectively if k<m) are the
eigenvectors of YYH and YHYwith eigenvalue 0. If YeR n x m , then U and
V can be chosen to be real-valued.
From (1), we deduce that

It follows that Y can also be expressed as

where U k e C n x k and VkeCmxk are given by

It will be convenient to express (3) as

Thus, the column space of Y can be represented in terms of the k linearly

independent columns of Uk. The coefficients in the expansion for the
columns Y. , j ,j=1,... ,m, in the basis {Uk.,i}ki=1 are given by B.,j. Since U
348 JOTA: VOL. 102, NO. 2, AUGUST 1999

is Hermitian, we find easily that

where (.,.)c n denotes the canonical inner product in C". In terms of the
columns yj of Y, we express the last equality as

Let us now interpret singular-value decomposition in terms of POD.

One of the central issues of POD is the reduction of data expressing their
essential information by means of a few basis vectors. The problem of
approximating all spatial coordinate vectors yj of Y simultaneously by a
single, normalized vector as well as possible can be expressed as

A necessary optimality condition for (P1) is given by the eigenvalue problem

Because of singular-value analysis, u1 solves (P1) and

If we were to determine a second vector, orthogonal to u1, that again

describes the data set {y i } m i = 1 as well as possible, then we need to solve

The Raleigh principle and singular-value decomposition imply that u2 is a

solution to (P2) and

Clearly, this procedure can be continued by finite induction.

The following result is now quite natural. It states that, for every l<k,
the approximation of the columns of Y by the first l singular vectors
{ui}ki=1 is optimal in the mean among all rank-l approximations to the
columns of Y. More precisely, let UeC n x k denote a matrix with pairwise
orthonormal vectors ui, and let the expansion of the columns of Y in the
basis {ui}ki=1 be given by
 JOTA: VOL. 102, NO. 2, AUGUST 1999 349

Then, for every l<k, we have

Here, || .||F denotes the Frobenius norm, Ul denotes the first l columns of
U, Bl denotes the first l rows of B, and similarly for Ul and Cl. Note that
the jth column of UlBl represents the Fourier expansion of order l of the
jth column yj of Y in the orthonormed basis {ui)li=1 . Utilizing the fact that
UCl has rank l and recalling that

the estimate (6) follows directly from singular-value analysis (Ref. 11). We
refer to Ul as the POD-basis of rank l. Note that

where Co results from C by replacing the last m -l rows by 0. Similarly,

and hence by (6),

Since

the estimate (7) implies that

Inequalities (7) and (8) establish that, for every 1 <l<k, the POD basis of
rank l is optimal in the sense of representing in the mean the columns of Y
as a linear combination by a basis of rank l. Adopting the interpretation of
the Yi,j as the velocity of a fluid at location xi and time tj, inequality (8)
expresses the fact that the first l POD basis functions capture more energy
on average than the first l functions of any other basis.
The POD expansion Yl of rank l is given by
350 JOTA: VOL. 102, NO. 2, AUGUST 1999

and hence the t-average of the coefficients satisfies

This property is referred to as the fact that the POD coefficients are uncorre-
lated. For further properties of the POD approximations concerning for
instance symmetry properties, we refer to the literature (Ref. 12).
Concerning the practical computation of a POD basis of rank l, let us
note that, if m<n, then one can choose to determine M eigenvectors v,
corresponding to the largest eigenvalues of YH Ye Cm x m and by (2) determine
the POD basis from

Note that the square matrix YHY has the dimension of number of time
instances tj. For historical reasons (Ref. 13), this method of determining the
POD basis is sometimes called the method of snapshots.
For the application of POD to concrete problems, the choice of lis
certainly of central importance for applying POD. It appears that no general
a priori rules are available. Rather, the choice of l is based on heuristic
considerations combined with observing the ratio of the modeled energy to
the total energy contained in the system Y, which is expressed by

Let us now assume that Y e R n x m arises from the discretization of a

dynamical system, where a finite-element approach has been utilized to
discretize the state variable y = y ( x , t), i.e.,

with pi, 1<i<n, denoting the finite-element functions. The goal is to

describe the ensemble { y ( . , t j ) } m j = 1 of L2-functions simultaneously by a
single normalized L2-function c as well as possible,

where (•, • )L2 denotes the canonical inner product in L2. Instead of (5), we
obtain
 JOTA: VOL. 102, NO. 2, AUGUST 1999 351

Here, SeR n x n denotes the positive-definite mass matrix with elements (p i ,

p j ) L 2 and y is the vector containing the coefficients ci such that

The eigenvalue problem (9) can be solved by utilizing singular-value

analysis. Multiplying (9) by the positive square root S 1/2 of S from the left
and setting

we obtain the n x n eigenvalue problem

where

We mention that (10) coincides with (5) when {pi}ni=1 is an orthonormal

set in L2. Note that, if Y has rank k, the matrix Y has also rank k. Applying
the singular-value decomposition to the rectangular matrix Y, we have

see (1). Analogous to (3), it follows that

where again Uk and Vk contain the first k columns of the matrices U and
V, respectively. Using (11), we determine the coefficient matrix

so that the first k POD basis functions are given by

Since the vectors c.,j, l<j<k, are the eigenvectors of problem (9) with
corresponding eigenvalues a2j, the functions cj solve (P) with

Further, they are orthonormal with respect to the L2 inner product,

Let us mention that the coefficient matrix c can also be computed by

using generalized singular-value analysis. If we multiply (10) with S from
352 JOTA: VOL. 102, NO. 2, AUGUST 1999

the left, we obtain the generalized eigenvalue problem

From generalized singular-value decomposition (Ref. 14), there exist ortho-

gonal VeR m x m and UeRnxn and an invertible ReR n x n such that

where

From (13), we infer that

Inserting (14) into (12), we obtain

which is the singular-value decomposition of the matrix S 1/2 Y with

Hence, c is again equal to the first k columns of S 1/2 U.

If m<n, we proceed to determine the matrix c as follows. From

we infer that

where Vj solves the mxm eigenvalue problem

Note that the elements of the matrix YTSY are given by the integrals

so that the matrix YTSY is often called a correlation matrix.

 JOTA: VOL. 102, NO. 2, AUGUST 1999 353

3. Distributed Control Problem for the Burgers Equation

In this section, we summarize the necessary prerequisites for the con-

trolled Burgers equation. For T>0 and V a Hilbert space, L2(V) and C(V)
denote the space of square integrable functions and of continuous functions
in the sense of Bochner from [0, T] to V, respectively. Let O denote the
interval (0, 1) and set Q=(0, T) xO. The space H01(O) is the well-known
Sobolev space. Let feL 2( H -1 (O)) and £eL2(O), where H - 1 (O) denotes the
dual of H01(O). We define the space W by

which is a Hilbert space endowed with the common inner product. For a
control ueL2(Q), the state ye W is given by the weak solution of the unsteady
Burgers equation,

where v > 0 denotes the viscosity parameter.

With every control ueL2(Q), we associate the cost of tracking type,

where zeL2(Q) and a>0 is fixed. Setting

and defining e= (e 1 , e2): X->A by

where A denotes the Laplace operator from H01(O) to H -1 (O), the optimal
control problem can be written in the form

Since W embeds continuously into C(L2(O)), the mapping e is well-defined.

The augmented Lagrangian associated with (P) is expressed as

It is proved in Ref. 15 that (P) has an optimal solution ( y * , u * ) . Since

e'(y * ,u * ) is surjective (Ref. 15), there exist unique Lagrange multipliers
354 JOTA: VOL. 102, NO. 2, AUGUST 1999

l * eL 2 (H 0 1 ) and u * eL 2 (O) satisfying the first-order necessary optimality

condition

where the prime denotes the Frechet derivative with respect to the variable
(y, u). In particular, A* is the weak solution of the backward differential
equation

If ||y* — z||L2(Q) is sufficiently small, then the second-order sufficient optimal-

ity condition holds (Ref. 15), i.e., there exists a constant k>0 such that

H e r e , N { e ' ( y * , u * ) ) denotes the null space of e ' ( y * , u * ) .

This suggests to use the Newton method to solve (15) for
(y * , u* , A*,u * ). The following algorithm enjoys the specific feature that it
does not necessitate to evaluate Lc or its derivatives. It relies on L'0 with the
information on Lc realized by means of the first-order update below.
It will be convenient to introduce the matrix of operators

where e'(y, u)*: A->X denotes the adjoint of e'(y, u).

Algorithm A1. Augmented Lagrangian-SQP Method.

Step 1. Choose ( y 0 , u0)eX, (A 0 , u 0 )eA, c>0, and put n = 0.
Step 2. Set (Ln, un) = (ln, un) + ce(yn, un).
Step 3. Solve for (y, u, A, u) the linear system

Step 4. Set ( y n + 1 , u n+1 , A n + 1 , un+1) = (y, u, A, u), n = n+1, and go

back to Step 2.
 JOTA: VOL. 102, NO. 2, AUGUST 1999 355

If c||(y 0 ,u 0 , L 0 , H 0 ) - ( y * , u * , L*, u * )|| X x A is sufficiently small, then

Algorithm A1 is well-defined and

where the constant C>0 does not depend on n (Ref. 16).

4. Reduced-Order Modeling via POD

Algorithm A1 in Section 3 is infinite dimensional and requires discretiza-

tion before it can be realized numerically. The reduced-order approach to
optimal control problems such as (P) is based on approximating the non-
linear dynamics by a Galerkin technique utilizing basis functions that contain
the characteristics of the expected flow.
Let the matrix yeR n x m arise from the discretization of the Burgers
equation, where we utilize piecewise-linear finite elements for the spatial
discretization and the implicit Euler method for the time integration. The
grid is chosen to be

Thus, we set

where y is the solution to the Burgers equation.

Now, we fix l<rank Y and determine the POD basis c1, • • •, cl by
computing the matrix ceRnxl introduced in Section 2. Then, we approxi-
mate the state and control variable in the control problem by finite sums of
time-dependent modal coefficients multiplied by the POD basis elements,

We introduce the tensor

the stiffness matrix

the vectors of time-dependent modal coefficients,

356 JOTA: VOL. 102, NO. 2, AUGUST 1999

and the vectors of data,

Recall that the POD basis functions are orthonormal in L2(O). Hence, the
mass matrix

is the identity matrix. Then, the Galerkin approximation of the optimal

control problem (P) is given by

subject to the l-dimensional system of ordinary differential equations

with the initial condition at t = 0

where

and the tensor product is defined by

Example 4.1. Let us present a numerical example. The programs were

written in MATLAB Version 5.1 executed on a DIGITAL AlphaStation
500 Series computer. We chose

and
 JOTA: VOL. 102, NO. 2, AUGUST 1999 357

Furthermore, we set

A choice has to be made concerning the dynamics from which the POD
basis is computed. In this example, we constructed the POD basis from the
dynamics of the uncontrolled Burgers equation, [i.e., Eq. (16b) with u = 0],
which was solved by the Newton method. Alternatively, we could have
determined the POD basis from the dynamics of the Burgers equation using
an expected control. The numerical solution is shown in Fig. 1. One can
observe that the dynamics go from the right to the left as t increases. The
decay of the eigenvalues ci2 of the matrix YTSY is presented in Fig. 2. The
ratio of the modeled energy to the total energy contained in the system Y
is given in Table 1 for different values of l. We chose l=5 POD basis
functions, which are presented in Fig. 3.

Fig. 1. Solution of the uncontrolled Burgers equation.

358 JOTA: VOL. 102, NO. 2, AUGUST 1999

Table 1. Ratio S(l).

l 1 2 3 4 5 6 7
g(l) 0.8078 0.9528 0.9849 0.9944 0.9979 0.9991 0.9996

Now, we turn to the optimal control problem. In view of the choice of

z and Fig. 1, we can interpret this problem as determining u in such a way
that it counteracts the uncontrolled dynamics which smoothes the discon-
tinuity at x=1/2 and transports it to the left as t increases. The solution of
the control problem with a discretization based on finite elements with

requires 80 sec. On the other hand, the CPU time is less than 2 sec for the
reduced-order model utilizing 5 POD basis functions (see Table 2), The

Fig. 2. Seven largest eigenvalues of YTSY.

 JOTA: VOL. 102, NO. 2, AUGUST 1999 359

Table 2. CPU time (sec) for the solution

of the control problem.
FE POD
CPU time 80 1.2

Table 3. Cost functional.

Uncontrolled FE POD
Cost functional 0.1484 0.0559 0.0543

values of the cost functional are presented in Table 3. In Fig. 4, the optimal
state computed by the POD basis is shown. To compare the POD solution
to the finite-elements (FE) solution, the function t|->||y(t)||L2 is plotted for
the FE solution (—) and POD solution (+) of the uncontrolled Burgers

Fig. 3. POD basis functions.

360 JOTA: VOL. 102, NO. 2, AUGUST 1999

Fig. 4. Optimal POD state.

equation in Fig. 5. Further, the norms of the residues ||y(t)-z(t)||L2 are

presented for the optimal FE state (o) and optimal POD state (---). We
can observe a surprisingly good agreement between the FE-based and the
POD-based solutions and a dramatic reduction of the computing time.

5. Construction of the Feedback Synthesis

In the previous section, it was illustrated that the reduced-order

approach via POD is very efficient to reduce the computation time of open-
loop optimal control problems for the Burgers equation. Now, we turn to
closed-loop control in state feedback form. Its solution can be expressed by
means of the Hamilton-Jacobi-Bellmann equation (Ref. 17), which however
is numerically unfeasible on a standard workstation equipment until today.
 JOTA: VOL. 102, NO. 2, AUGUST 1999 361

Fig. 5. Norms||y(t)||L2and ||Y(t)-z(t)||L2.

Hence, we utilize suboptimal control strategies to construct a suboptimal

feedback synthesis. For this purpose, many open-loop problems have to be
solved. This will be done by applying POD.
Let us consider the infinite-time horizon problem

subject to the unsteady Burgers equation

362 JOTA: VOL. 102, NO. 2, AUGUST 1999

where a>0, v>0, and peL2(O) are given. Discretizing (17) with the tech-
niques developed in Section 4 we arrive at

subject to

Taking the inner product of Eq. (18b) with y(t), integrating on [0, i), and
using the fact that

this implies that u = 0 is an admissible control for (18). It is now simple to

argue the existence of a solution to (18) consisting of an optimal control u*
and an optimal trajectory y*.
The feedback synthesis for (17) and (18) by means of the Hamilton-
Jacobi-Bellman equation is quite challenging numerically even for small
values of l; therefore, we utilize a different technique based on the relation-
ship between the value function and the adjoint variables associated to (18),
as utilized in, e.g. Ref. 18.
For 0<s<t f <i and peR l , we define

and we replace (18) by the finite-horizon problem

with tf chosen sufficiently large. Associated to (19), the minimal value func-
tion Vtf: [0, tf] x R l ->R is defined by

where
 JOTA: VOL. 102, NO. 2, AUGUST 1999 363

Let (y tf , utf) denote the solution to (19). Then, due to the Bellman optimality
principle, the solution to

is given by the restriction of (y tf , utf) to [0, t], for every t e[0,t f ].

The maximum principle applied to (20) implies the existence of a func-
tion A whose dependence on t is suppressed the dual variable, which satisfies

The tensor

is given by

Since (20)-(22) hold for every te[0, tf], we have a state feedback law
of the form

where

Since the state equation is autonomous, we have

and hence,

so that the feedback law can be expressed as

To obtain an implementable feedback law, we observe that

and thus the mapping y |->Htf(0, y) can be evaluated by solving the coupled
system consisting of the primal equation and (21), (22) on [0, tf], except for
364 JOTA: VOL. 102, NO. 2, AUGUST 1999

the difficulty that remains due to the fact that, for the terminal condition at
t = tf, the value of Vtf is unknown. In computations, we replaced the terminal
condition by

where g>0 and yeRl is a steady state of the dynamical system, in our case
y = 0. Then, assuming that y |—> Htf(0, y) is available at least for y-values on
an appropriate grid in £ C Rl, a last approximation step is necessary before
we have an implementable feedback heuristic. It consists in replacing (23)
by

which is reasonable (and justified by successful numerical results) as long

as tf- t is sufficiently large.

Fig. 6. Solution of the uncontrolled Burgers equation.

 JOTA: VOL. 102, NO. 2, AUGUST 1999 365

Finally, a suboptimal feedback law can be constructed by carrying out

the following steps.
Step 1. Choose tf> 0 sufficiently large as well as l POD basis functions.
Then, form the reduced-order model for the optimal control
problem to arrive at (18).
Step 2. Let G C Rl be chosen in such a way that the solution y* (t) of
the optimal control problem belongs to G for all t>0. To
determine G, some a priori knowledge of the optimal trajectory
must be available.
Step 3. Choose a grid Z CG and, for initial condition pj E E , compute
the corresponding adjoints L j ( 0 ) , j = 1,. .. ,m.
Step 4. Construct suboptimal feedback synthesis H by interpolation,

Fig. 7. Seven largest eigenvalues of YTSY.

366 JOTA: VOL. 102, NO. 2, AUGUST 1999

Table 4. Ratio E(l).

l 1 2 3 4 5 6
E(l) 0.7835 0.9606 0.9920 0.9983 0.9996 0.9999

Example 5.1. Let

As grid, we choose

Fig. 8. Optimal state via closed loop.

 JOTA: VOL. 102, NO. 2, AUGUST 1999 367

Table 5. Cost functional.

Uncontrolled FE POD Closed loop
Cost functional 0.3038 0.1694 0.1704 0.1733

As in Example 4.1, we compute the POD basis from the dynamics of the
uncontrolled Burgers equation. The numerical solution of the uncontrolled
Burgers equation via FE is shown in Fig. 6. The eigenvalues a] of the
matrix YTSY decrease very rapidly; see Fig. 7. The ratio of the modeled
energy to the total energy contained in the system Y is given in Table 4 for
different values of l. We took l=4 POD basis functions and computed the
adjoints Aj(0) for initial values

Fig. 9. L2-norms.
368 JOTA: VOL. 102, NO. 2, AUGUST 1999

Fig. 10. Optimal state via closed loop.

with all combinations

i.e., for m = 54 = 625 initial data. Here, the set G was chosen in such a way that
it contains the trajectory of the POD solution to the uncontrolled Burgers
equation. Using the augmented Lagrangian-SQP method, with c=1, we
needed only 2 sec on average to compute A j (0). Finally, we solved with
piecewise-linear finite elements the closed-loop equation

for t = At, 2At,.. ., T, with y(0) = p. For the four-dimensional interpolation,

we used the MATLAB routine interpn.
In Fig. 9, the function t|-> ||y(t)||L2 is plotted for the FE solution (-)
of the uncontrolled Burgers equation, for the optimal open-loop FE state
 JOTA: VOL. 102, NO. 2, AUGUST 1999 369

Fig. 11. L2-norms.

(o), and the closed-loop state (x ). In Table 5, the values of the cost func-
tional for the uncontrolled solution, for the optimal state via finite elements,
for the optimal state via POD, and for the closed-loop solution are given.
For a = 0.1, similar results were obtained. Since the suboptimal feedback
strategy is based on some heuristic step, it is a priori obvious that the
feedback H constructed for a specific initial condition is also effective for
other initial conditions. In the numerical tests, the feedback operator was
successful for several other initial conditions. In Figs. 10 and 11, numerical
results are presented for

with a = 0.1.
370 JOTA: VOL. 102, NO. 2, AUGUST 1999

References

1. CHOI, H., HINZE, M., and KUNISCH, K., Suboptimal Control of Backward-
Facing-Step-Flow, Preprint 571/97, Technical University of Technology, Berlin,
Germany, 1997.
2. CHOI, H., TEMAM, R., MOIN, P., and KIM, J., Feedback Control for Unsteady
Flow and Its Application to the Stochastic Burgers Equation, Journal of Fluid
Mechanics, Vol. 253, pp. 509-543, 1993.
3. ITO, K., and RAVINDRAN, S. S., A Reduced-Basis Method for Control Problems
Governed by PDEs, Control and Estimation of Distributed Parameter Systems,
International Series of Numerical Mathematics, Vol. 126, pp. 153-168, 1998.
4. BROOMHEAD, D. S., and KING, G. P., Extracting Qualitative Dynamics from
Experimental Data, Physica, Vol. 20D, pp. 217-236, 1986.
5. BERKOOZ, G., HOLMES, P., and LUMLEY, J. L., Turbulence, Coherent Structures,
Dynamical Systems, and Symmetry, Cambridge Monographs on Mechanics,
Cambridge University Press, Cambridge, England, 1996.
6. BURGERS, J. M., Application of a Model System to Illustrate Some Points of the
Statistical Theory of Free Turbulence, Proc. Acad. Sci. Amsterdam, Vol. 43,
pp. 2-12, 1940.
7. LIGHTHILL, M. J., Viscosity Effects in Sound Waves of Finite Amplitude, Surveys
in Mechanics, pp. 250-351, 1956.
8. CHAMBERS, D. H., ADRIAN, R. J., MOIN, P., STEWART, D. S., and SUNG, H.
J., Karhunen-Loeve Expansion of the Burgers Model of Turbulence, Physics of
Fluids, Vol. 31, pp. 2573-2582, 1988.
9. TANG, K. Y., GRAHAM, W. R., and PERAIRE, J., Active Flow Control Using a
Reduced-Order Model and Optimum Control, Technical Report, Computational
Aerospace Sciences Laboratory, Department of Aeronautics and Astronautics,
MIT, 1996.
10. LY, H. V., and TRAN, H. T., Proper Orthogonal Decomposition for Flow Calcula-
tions and Optimal Control in a Horizontal CVD Reactor, Preprint CRSC-TR98-
12, Center for Research in Scientific Computation, North Carolina State Univer-
sity, 1998.
11. NOBLE, B., Applied Linear Algebra, Prentice-Hall, Englewood Cliffs, New Jersey,
1969.
12. AUBRY, N., LIAN, W. Y., and TITI, E. S., Preserving Symmetries in the Proper
Orthogonal Decomposition, SI AM Journal on Scientific Computing, Vol. 14,
pp. 483-505, 1993.
13. SIROVICH, L., Turbulence and the Dynamics of Coherent Structures, Parts 1-3,
Quarterly of Applied Mathematics, Vol. 45, pp. 561-590, 1987.
14. GOLUB, G. H., and VAN LOAN, C. F., Matrix Computations, Johns Hopkins
University Press, Baltimore, Maryland, 1989.
15. VOLKWEIN, S., Mesh Independence of an Augmented Lagrangian-SQP Method
in Hilbert Spaces and Control Problems for the Burgers Equation, PhD Thesis,
Department of Mathematics, University of Technology, Berlin, Germany, 1997.
16. ITO, K., and KUNISCH, K., Augmented Lagrangian-SQP Methods in Hilbert
Spaces and Application to Control in the Coefficient Problems, SIAM Journal on
Optimization, Vol. 6, pp. 96-125, 1996.
 JOTA: VOL. 102, NO. 2, AUGUST 1999 371

17. ITO, K., and KUNISCH, K., Optimal Control, Encyclopedia of Electrical and
Electronics Engineering, John Wiley, New York, New York, Vol. 15, pp. 364-
379, 1999.
18. PRAGER, W., Numerical Computation of the Optimal Feedback Law for Nonlinear
Infinite-Time Horizon Control Problems, Technical Report, Karl-Franzens Univ-
ersitat, Graz, Austria, 1996.