The vanishing viscosity method for the sensitivity analysis of an optimal control problem of conservation laws in the presence of shocks
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In this article we study, by the vanishing viscosity method, the sensitivity analysis of an optimal control problem for 1-D scalar conservation laws in the presence of shocks. It is reduced to investigate the vanishing viscosity limit for the nonlinear conservation law, the corresponding linearized equation and its adjoint equation, respectively. We employ the method of matched asymptotic expansions to construct approximate solutions to those equations. It is then proved that the approximate solutions, respectively, satisfy those viscous equations in the asymptotic sense, and converge to the solutions of the corresponding inviscid problems with certain convergent rates. A new equation for the variation of shock positions is derived. It is also discussed how to identify descent directions to find the minimizer of the viscous optimal control problem in the quasi-shock case. © 2013 Elsevier Ltd. All rights reserved.