Methods of Computing Functional Gains for LQR Control of Partial Differential Equations

This work focuses on a comparison of numerical methods for linear quadratic regulator (LQR) problems defined by parabolic partial differential equations. In particular, we study various methods for computing functional gains to boundary control problems for the heat equation. These methods require us to solve various equations including the algebraic Riccati equation, the Riccati partial differential equation and the Chandrasekhar partial differential equations. Numerical results are presented for control of a one-dimensional and a two-dimensional heat equation with Dirichlet or Robin boundary control.