Optimal Linear Feedback Control for Incompressible Fluid Flow

Linear feedback control is considered for large systems of differential algebraic equations arising from discretization of saddle point problems. Necessary conditions are derived by applying the Maximum Principle and have the form of constrained Riccati equations. We consider two approaches for solving the feedback control problem as well as practical numerical methods. Numerical studies using examples derived from a constrained heat equation and Stokes equation confirms the effectiveness of the approaches we consider.