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1 SEMINAIRE Equations aux D érivées P artielles Antonio López and Enrique Zuazua Some new results related to the null controllability of the 1 d heat equation Séminaire É. D. P. ( ), Exposé n o VIII, 22 p. < A_> U.M.R. 764 du C.N.R.S. F-9112 PALAISEAU CEDEX Fax : () Tél : () cedram Article mis en ligne dans le cadre du Centre de diffusion des revues académiques de mathématiques

2 Some new results related to the null controllability of the 1 ; d heat equation Antonio L OPEZ and Enrique ZUAZUA Departamento de Matematica Aplicada Universidad Complutense 24 Madrid. Spain bantonio@sunma4.mat.ucm.es zuazua@eucmax.sim.ucm.es Abstract We address three null controllability problems related to the 1 ; d heat equation. First we show that the 1 ; d heat equation with a rapidly oscillating density is uniformly null controllable as the period of the density tends to zero. We also prove that the same result holds for the nite-dierence semi-discretization in space of the constant coecient heat equation as the step size tends to zero. Finally, we prove that the null controllability of the constant coecient heat equation can be obtained as limit of null controllability properties for singularly perturbed dissipative wave equations. The proofs combine results on sums of real exponentials, Carleman's inequalities for heat equations and sideways energy estimates for wave equations. Resume Nous etudions trois problemes lies a lacontr^olabilite a zero de l'equation de la chaleur 1 ; d. Tout d'abord on montre que l'equation de la chaleur a densite periodique rapidement oscillante est uniformement contr^olable a zero lorsque la periode tend vers zero. On demontre ensuite que les semi-discretisations en espace par dierences nies de l'equation de la chaleur a coecients constants sont uniformement contr^olables lorsque le pas de la discretization tend vers zero. On montre aussi que la contr^olabilite a zero de l'equation de la chaleur 1 ; d peut ^etre obtenue comme une perturbation singuliere des proprietes de contr^ole a zero d'equations d'ondes dissipatives. Suported by grant PB96-66 of the DGES (Spain).

3 1 Introduction and main results In this paper we present some recent results on the null controllability of 1; d heat equations. In order to introduce the notion of null controllability, let us consider rst the constant coecient heat equation: (1.1) >< u t ; u xx = <x<1 <t<t u( t)= u(1 t)=v(t) <t<t u(x ) = u (x) <x<1: In (1.1) u = u(x t) is the state and v = v(t) thecontrol which is acting on the right extreme of the interval. System (1.1) is said to be null controllable in time T > if for any u 2 L 2 ( 1) there exists a control v 2 L 2 ( T) such that the solution of (1.1) satises (1.2) u(x T )= <x<1: It is by now well known that system (1.1) is null controllable for all T >. In fact the null controllability of the linear heat equation holds in a much more general multi-dimensional setting (see for instance [F], [FI] and [LR]). Moreover we have the following bound for the control of system (1.1): (1.) k v k L 2 ( T ) C k u k L 2 ( 1) u 2 L 2 ( 1) where C is a positive constant depending only on the time T: The null controllability of system (1.1) is equivalent to an observability estimate for the adjoint system: > < (1.4) ;' t ; ' xx = <x<1 <t<t '(x T )=' (x) <x<1 '( t)='(1 t)= <t<t: More precisely, system (1.1) is null controllable in time T > if and only if there exists a positive constant C>such that (1.5) k '() k 2 L C 2 ( 1) j' x (1 t)j 2 dt for all solution of (1.4). In this paper the stability of the null controllability property of system (1.1) is studied under three dierent perturbations: a.- rapidly oscillating coecients b.- singular perturbation c.- space semi-discretization. 1

4 1.1 Rapidly oscillating periodic density Let us consider rst the heat equation with a periodic rapidly oscillating density: (1.6) >< ; x " ut ; u xx = <x<1 <t<t u( t)= u(1 t)=v(t) u(x ) = u (x) <t<t <x<1 where <"<1 and is assumed to be a C 2, periodic function of period such that (1.7) < (x) 1 < 1 x 2 IR for suitable positive constant 1 >. Passing to the limit as "! in (1.6) formally we obtain the averaged system >< u t ; u xx = <x<1 <t<t (1.) u( t)= u(1 t)=v(t) <t<t u(x ) = u (x) <x<1 R where is the average of over aperiod: = 1 We have the following result: Theorem 1.1 Assume that is C 2, periodic of period and such that (1.7) holds. Then, for any T >, systems (1.6) are uniformly null controllable as "!. More precisely, for any u 2 L 2 ( 1) and <"<1 there exists a control v" 2 L 2 ( T) such that the solution of (1.6) satises (1.2). Moreover there exists a positive constant C> such that (1.9) k v k L 2 ( T ) C k u k L 2 ( 1) u 2 L 2 ( 1) <"<1: Finally, the controls v" of (1.6) may be built so that (1.1) v"! v in L 2 ( T) as "! v 2 L 2 ( T) being a null control for the limit system (1.). Some remarks are in order. Remark 1.1 (a) Slightly changing the proof of Theorem 1.1 we shall present below, the C 2 assumption on may be relaxed to assume that is of class C 1. However, in this case the result holds only when T >T, for a suitable T > that depends on. 2

5 (b) The uniform controllability result of Theorem 1.1 is equivalent to an uniform observability inequality for the corresponding adjoint systems (1.11) >< ;(x= ")' t ; ' xx = <x<1 <t<t '( T)='(1 t)= <t<t '(x T )=' (x) <x<1: More precisely, as a consequence of Theorem 1.1 it follows that for any T > there exists a positive constant C(T ) > independent of" such that (1.12) for every solution of (1.11) and <"<1: k '(x ) k 2 L C(T ) 2 ( 1) j' x (1 t)j 2 dt Note that, in this case, the uniform observability (1.12) is obtained as a consequence of the uniform null controllability result of Theorem 1.1. (c) The analogue of Theorem 1.1 is false in the context of the wave equation with rapidly oscillating density. In that case, for xed initial data the controls may blowupas"!. This is due to the existence of eigenfunctions of the underlying elliptic eigenvalue problem for which most of the energy is concentrated far away from the extreme x = 1. The corresponding eigenvalues are of the order of " ;2. In the context of the heat equation the existence of these eigenfunctions is not an obstacle to the uniform observability to hold because of the strong dissipativity of the system for these frequencies. The proof of Theorem 1.1 combines the following ingredients. First, using the results in [CZ] on the convergence of the spectrum as "! and classical results on series of real exponentials (see [FR] and [K]) we show that the projection of the solutions over the subspace generated by the eigenfunctions with eigenvalues c" ;2, with c > small enough, are uniformly controllable. On the other hand, using Carleman's inequalities as in [F] and [FI] one can show the existence of controls of the order of exp C" ;4= as "!. This two facts may becombined with the dissipativity in order to obtain the uniform null controllability of the system. For this, we apply the following control strategy in three steps: we divide the time interval [ T] in three consecutive subintervals: [ T]=I 1 [ I 2 [ I. In the rst one we control the proyection of the solution on the low frequencies. In I 2 we let the sytem evolve freely without control. In the last subinterval we control the whole solution. This leads to controls of the form v" = v"1 1 I1 + v"1 I, where 1 Ij denotes the characteristic function of the interval I j. As we shall see, the controls obtained this way are uniformly bounded with respect to "!. Finally there are two possibilities to study the convergence of the sequence of controls. First, we can analyze the behavior of the control v" = v"1 1 I1 + v"1 I mentioned above. It is easy to see

6 that v " tends to zero exponentially while v 1 " converges to a control for the limit system (1.) in the interval I 1. On the other hand we can also consider the controls of minimal L 2 ;norm given by the Hilbert Uniqueness Method (HUM) (see J.L. Lions [L]) in the whole interval [ T]: It can be shown that, for a xed initial datum u 2 L 2 ( 1), the control of minimal norm for (1.6) converges to the control of minimal norm for (1.) as "!. 1.2 A singular perturbation problem Let us consider the following damped wave equation (1.1) >< "u tt ; u xx + u t = v1! <x<1 <t<t u( t)=u(1 t)= <t<t u(x ) = u (x) u t (x ) = u 1 (x) <x<1 with <"<1: In (1.1) v = v(x t) is the control and! denotes the characteristic function of an open non-empty subset! of ( 1) where the control is supported. System (1.1) is null controllable, in fact it is exactly controllable, for any " > provided T > 2 p ". More precisely, for any ; u u 1 2 H 1 ( 1) L 2 ( 1) there exists a control v" 2 L 2 (! ( T)) such that the solution of (1.1) satises (1.14) u(x T )=u t (x T )= <x<1: (1.15) On the other hand, the formal limit of (1.1) as "! is the heat equation >< u t ; u xx = v1! <x<1 <t<t u( t)=u(1 t)= <t<t u(x ) = u (x) <x<1 which isnull controllable for all T >. The following result asserts that the null controllability of the heat equation may be obtained as limit of null controllability results for systems (1.1) as "! : Theorem 1.2 Let T >. System ; (1.1) is uniformly null controllable in time T for any <"< T 2 : More precisely, for any u u 1 2 H 1 4 ( 1) L 2 ( 1) and <"< T 2 there exists 4 a control v" 2 L 2 (! ( T)) such that the solution u" of (1.1) veries (1.14) and moreover there exists a constant C> independent of " such that (1.16) k v k L 2 (!( T )) C k u u 1 for all ; u u 1 2 H 1 ( 1) L 2 ( 1) and <"< T 2 4. Finally, the controls v" of (1.1) may be builtso that k H 1 ( 1)L 2 ( 1) (1.17) v"! v in L 2 (! ( T)) as "! where v is a null control for the heat equation (1.15). 4

7 The proof of Theorem 1.2 is based on a control strategy in three steps similar to the one described above. First, using Fourier series, we prove the uniform controllability of the parabolic projections of the solution. On the other hand, using the sideways energy estimates in [Z] we can show that there exists a control of the order of exp C" ;1=2 driving the whole solution to the rest state. Then, taking advantage of the dissipativity of systems (1.1) and using a control strategy in three steps we deduce that Theorem 1.2 holds. 1. Space semi-discretizations Given N 2 IN we set h =1=(N + 1) and consider the following semi-discretizations of the heat equation > < (1.1) i h u j (t) ; uj+1 (t);2u j (t)+u j;1(t) h 2 = <t<t j=1 N u (t) = u N +1 (t) =v(t) <t<t u j () = u j j=1 N: System (1.) is a nite-dierence space semi-discretization of the heat equation with control on the extreme x = 1 (which corresponds to the value N +1 of the index j since u j is an approximation of the value of the solution u of the continuous heat equation at the node x j = jh). The following result guarantees the uniform controllability of systems (1.1) as h! : Theorem 1. Let T > : Systems (1.1) are uniformly null controllable as h!. More n o N precisely for any u j and h> there exists a control v h 2 L 2 ( T) such that the solution j=1 of system (1.1) satises (1.19) u j (T )= j=1 N: Moreover, there exists a constant C> independent of h such that (1.2) for all NX k v k 2 L 2 ( T Ch ) j u j j2 n o N u j and h>. j=1 Finally, given u 2 L 2 ( 1) the controls v h of system (1.1) may be built such that j=1 (1.21) v h! v in L 2 ( T) as h! where v is a null control for the continuous heat equation provided the initial data in (1.1) are chosen in an appropriate way. Some remarks are in order: Remark 1.2 5

8 (a) The analogue of Theorem 1. is false for the semi-discrete wave equation (see [IZ]). This is due to the fact that the semi-discrete system presents spurious high frequency oscillations. In the case of the heat equation this spurious modes are damped out by the system. Therefore, the situation is similar to the problem discussed in section 1.1 concerning the heat equation with rapidly oscillatory coecients. (b) In order to prove the convergence (1.21) the initial data of the semi-discrete system (1.1) have to be chosen in an appropriate way. Given u 2 L 2 ( 1) we develop it in Fourier series (1.22) u = 1X k=1 a k sin (kx) : The initial data for system (1.17) can then be taken as follows: (1.2) u j = NX k=1 a k sin (kjh) j=1 N which is the value at the node x j = jh of the Fourier series of u truncated at k = N The proof of Theorem 1. is simpler than those of Theorem 1.1 and 1.2. The spectrum of system (1.1) can be computed explicitly. Therefore, Theorem 1. can be proved directly using classical results on series of real exponentials. The three problems we have considered here make sense in several space dimensions. All of then are widely open. The rest of this paper is devoted to give asketch of the proof of these results. 2 The heat equation with rapidly oscillatory coecients This section is devoted to give a sketch of the proof of Theorem 1.1. The rst subsection is devoted to recall some results on the spectrum of the system. In the second one we obtain the uniform null-controllability of the low frequencies. In the third one we apply Carleman's inequalities to prove thenull controllability of the whole solution with controls of exponentially growing size as "!. Finally, weshow that a control strategy in three steps allows us to build controls that remain bounded as "!. 6

9 2.1 Preliminaries on the spectrum of the system Let us consider the eigenvalue problem associated with system (1.6): (2.1) ( ;wxx = (x= ")w <x<1 w() = w(1) = : For any ">, system (2.1) admits a sequence of distinct eigenvalues < 1 " < 2 " < < k " <!1: On the other hand, the corresponding eigenfunctions fw j "g j1 may bechosen to constitute an orthonormal basis of L 2 (( 1) (x= ")). The limit (as "! ) eigenvalue problem is (2.2) ( ;wxx = w <x<1 w() = w(1) = where the eigenvalues and eigenfunctions may be computed explicitly k = k2 2 (2.) w k(x) = sin(kx): It is well known that, for each j 1 xed, (2.4) j "! j as "! but this fact is far from being sucient to address the problem under consideration. The following sharp result was proved in [CZ]: Proposition 2.1 There exist c > such that (2.5) min c";2 q q j+1 " ; j " Moreover, there exist positive constants C 1 and C 2 independents of " such that (2.6) C 1 j@ x w j "(1)j 2 Z 1 j@ x w j "j 2 dx C 2 j@ x w j "(1)j 2 for all eigenfunctions of (2.1) such that j " c" ;2 and all <"<1. Remark 2.1 The result of Proposition 2.1 is sharp. It is by now well known that there are eigenvalues of the order of c" ;2 for a suitable c> such that the energy concentrated on the extreme x = 1 of the boundary is exponentially small (as "! ) with respect to its total energy (see [ABR] and [CZ]). The gap condition (2.5) also fails for eigenvalues of this order. However, given any k 2 IN, if is suciently smooth, (2.5) and (2.6) are again true for C" ;2;2=k. This indicates that the uniform gap condition (2.5) and the uniform observability property (2.6) for the eigenfunctions only fails when is of the order of " ;2. 7

10 We develop solutions of (1.11) in Fourier series: (2.7) '"(x t) = X j1 a j "e ; j " (T ;t) w j "(x) where fa j "g are the Fourier coecients of the datum ' in the basis fw j "g of L 2 (( 1) (x= ")). Let us consider the nite-dimensional subspace E" of L 2 (( 1) (x ")) generated by the eigenfunctions of (2.1) associated with the low frequencies c" ;2, where c > is as in Proposition 2.1. In other words, (2.) E" = span fw j "g : j "c";2 We also denote by " the orthogonal projection from L 2 (( 1) (x ")) over E". It is easy to see that if the initial datum ' of (1.11) is such that "' = then the solution '" of (1.11) satises "'"(t) = for all t T. Moreover (2.9) k '"(t) k 2 L 2 (( 1)) Ce;c(t;T )= "2 k ' k 2 L 2 ( 1) for all ' 2 L 2 ( 1) such that "' =, t T and <"< Uniform controllability of the low frequencies The following result on the sum of real exponentials can be derived from the results in [FR]. Similar results can also be found in [K]. Given > and a decreasing function N :( 1)! IN such that N()!1as!, we introduce the class L( N) of increasing sequences of positive real numbers f j g j1 such that (2.1) (2.11) The following holds: j+1 ; j > j 1 X kn () ;1 k Proposition 2.2 Given a class of sequences L( N) and T > there exists a constant C > (which depends on N and T ) such that (2.12) 1X k=1 a k e ; kt 2 dt C X 1 ;1 k1 A k1 k j a k j 2 e ;2 kt k for all f j g2l( N) and all bounded sequence ofreal numbers.

11 It is easy to see that, in view of Proposition 2.1, the eigenvalues f j "g of system (2.1) such that c" ;2 are in the conditions of Proposition 2.2. To be more precise, we introduce the sequences ( j " if j " = j " c" (2.1) ;2 Cj 2 otherwise with C > large enough so that for each "> all the eigenvalues j " are distinct. Of course, this can be done since, taking into account that the density satises (1.7), using Rayleigh cocient, it is easy to see that the eigenvalues j " satisfy (2.14) j 2 j " j 2 for all j 1 <"<1 and suitable positive constants. Then, in view of (2.5) and (2.14) it is easy to see that there exists > and a decreasing function N : ( 1)! IN such that N()!1as! andsof j "g 2L( N) forall<"<1. We now consider an initial datum ' 2 E". It can be written in the form (2.15) ' = X j "c ";2 a j "w j "(x) and the corresponding solution '" of (2.11) is given by (2.16) Therefore (2.17) ' " x ' " (1 t)= X j "c";2 X j "c";2 a j "e ; j " (T ;t) w j "(x): a j "e ; j " (T x w j "(1): In view of Proposition 2.2 we deduce the following result: Proposition 2. Given any T >, there exists a positive constant C(T ) > such that (2.1) k '"( ) k 2 L C(T ) 2 ( 1) j@ x '"(1 t)j 2 dt for any solution of (1.11) corresponding to initial data ' 2 E" and any <"<1. Note that Proposition 2. guarantees the uniform observability of solutions of the adjoint system consisting only on the low frequencies. As a consequence of Proposition 2. the following uniform controllability result of the low frequencies holds: Proposition 2.4 For any T > < " < 1 and u 2 L 2 ( 1) there exists a control v" 2 L 2 ( T) such that the solution of (1.6) satises (2.19) (2.2) " (u"(t )) = : Moreover, there exists a constant C(T ) > independent of <"<1 such that for all u 2 L 2 ( 1). k v" k L 2 ( T ) C(T ) k u k L 2 ( 1) 9

12 2. Global non-uniform controllability As we have explained in the introduction, to apply the control method in three steps we needa global controllability result even if it is not uniform on ". We apply Carleman's inequalities as in [FI] and [F] to derive the corresponding observability inequality. To do that we consider a more general equation of the form (2.21) >< where a is a C 2 density such that a(x) t + xx = <x<1 <t<t ( t)=(1 t)= <t<t (x t) = (x) <x<1 (2.22) <a a(x) a 1 < 1 x 2 ( 1): The following holds: Proposition 2.5 For any T > there exist constants C 1 (T ) > and C 2 > such that (2.2) k ( ) k 2 L C 2 ( 1) 1(T )exp C 2 k a k W 1 1 +C 1 (T ) k a k 2= W 2 1 j x (1 t)j 2 dt for every solution of (2.21), and for all a as above. Sketch of the proof. By a classical change of variables equation (2.21) can be transformed into an equation of the form (2.24) t + xx + b(x) =: This can be done so that b 2 C([ T]) and k b k L 1 ( 1) C k a k W 2 1 ( 1) : We apply the Carleman's inequalities in [FI] and [F] to (2.24). Going back to the original variables we deduce (2.2). Remark 2.2 Assume that a 2 C 1 ([ 1]) instead of a 2 C 2 ([ 1]). Then, equation (2.21) can be transformed into an equation of the form (2.25) t + xx + c(x) x = with c 2 C([ 1]) such thatk c k L 1 ( 1) C k a k W 1 1 ( 1). One can also apply Carleman's inequalities in (2.25). In that case we obtain an observability inequality of the form (2.26) k ( ) k 2 L C 2 ( 1) 1 exp C 2 1+ k a k 2 W 1 1 j x (1 t)j 2 dt: 1

13 We now apply Proposition 2.4 to system (1.11). Setting a(x) =(x= "), it is easy to see that Thus, the following holds: k a k W 1 1 1=" k a k W 2 1= 1=" 2 as "! : Proposition 2.6 For any T > there exists a positive constant C(T ) > such that (2.27) k '( ) k 2 L 2 ( 1) C(T )exp C(T ) " ;4= for every solution of (1.11) and all <"<1. j@ x '(1 t)j 2 dt Note that Proposition 2.6 provides a observability inequality for all solutions of (1.11). However, the observability constant in(2.27)blows up exponentially as "!. As a consequence of Proposition 2.6 the following non-uniform controllability result holds: Proposition 2.7 For any T > < " < 1 and u 2 L 2 ( 1) there exists a control v" 2 L 2 ( T) such that the solution u" of (1.6) satises (1.2). Moreover, there exists a constant C(T ) > such that (2.2) k v" k L 2 ( T ) C(T )exp C(T ) " ;4= k u k L 2 ( 1) for all u 2 L 2 ( 1) and all <"< Conclusion: Global uniform controllability in three steps Given T >, we divide the control interval [ T] in three subintervals [ T]=I 1 [ I 2 [ I : For symplicity we are going to take I j =[(j ; 1)T= jt=] j =1 2. We x an initial datum u 2 L 2 ( 1). We now build a control v" 2 L 2 ( T)forall<"<1 such that the solution of (1.6) satises (1.2) and that remains bounded in L 2 ( T) as "!. We proceed in three steps. In the rst subinterval I 1 we apply Proposition 2.4. In this way we deduce the existence of a bounded (as "! ) family of controls v" 1 2 L 2 ( T=) such that the solution u" of (1.6) satisfy (2.29) " (u"(t=)) = : Then, in the second time interval I 2 we let the equation (1.6) evolve freely without control. Of course, the condition (2.29) is kept, i.e. " (u"(t)) = T= t 2T=: On the other hand, in view of (2.2) and by uniform well-posedness of system (1.6) in L 2 ( 1) we deduce that (2.) k u"(t=) k L 2 ( 1) C k u k L 2 ( 1) 11

14 for a suitable C> independent of<"<1. Combining (2.9) (which can be applied to u" in the interval I 2 since the control vanishes there), (2.29) and (2.) we deduce that (2.1) k u"(2t=) k L 2 ( 1) Ce ;CT="2 k u k L 2 ( 1) for a suitable constant C>independent of <"<1: We then apply Proposition 2.7 in the time interval I. We deduce the existence of a control v" 2 L 2 (I )such that k v" k L 2 (I ) Ce C " ;4= (2.2) k u(2t=) k L 2 ( T ) and (2.) u"(t )=: According to (2.1)-(2.2) it follows that (2.4) k v" k L 2 (I ) C exp C" ;4= ;ct " ;2 k u k L 2 ( 1) : Obviously (2.5) The control v" = v 1 "1 I1 + v "1 I k v " k L 2 (I )! exponentially as "! : wehave built is such that (2.6) k v" k L 2 ( T )k u k L 2 ( 1) with C> independent of <"< Passage to the limit There are two ways of passing to the limit in the controls v". First, we can pass to the limit in the controls we have built in the previous section. As indicated in (2.5) the control v " tends to zero exponentially. On the other hand one can show that the control v 1 " converges in L 2 ( T=) to a null control v 2 L 2 ( T=) of the limit heat equation (1.). This control is such that the solution of (1.) satises (2.7) u(t=) = and therefore, by taking v for t T=, it also satises u(t) =, for all t T=. In order to pass to the limit in the controls we can also consider the controls v" of minimal L 2 ( T);norm for (1.6). This controls may becharacterized by HUM (see [L]) as follows. Given u 2 L 2 ( 1) we dene the functional J" : H"! IR where J" ' = 1 Z 1 (2.) j@ x '"(1 t)j 2 dt ; (x= ")u (x)'"(x )dx 2 '" being the solution of (1.11) with initial datum ' and H" the Hilbert space (2.9) H" = ( ' 2 L 2 ( 1) : the solution of (1.11) satises 12 j@ x '"(1 t)j 2 dt < 1 )

15 endowed with the natural norm k ' k H" = j@ x '"(1 t)j 2 dt! 1=2 : This functional is continuous and convex. Moreover it is uniformly (with respect to "! ) coercive. Indeed, it is easy to see by duality that the uniform bound (2.6) on the control implies the uniform observability inequality (1.12) for the adjoint system (1.11). Then, each J" has a unique minimizer ' " in H". The uniform coercivity implies that (2.4) k ' " k H" C <"<1 which, in view of the denition of the norm kk H" implies that the corresponding solutions of (1.11) satisfy (2.41) j@ x '"(1 t)j 2 dt C <"<1: The control v" of minimal L 2 ( T);norm for (1.6) is precisely (2.42) v"(t) =@ x '"(1 t): One can then show that x '"(1 x '(1 t) in L 2 ( T) where ' is the solution of the limit adjoint system (2.44) >< ' t + ' xx = <x<1 <t<t '( t)='(1 t)= <t<t '(x T )=' (x) with the initial datum minimizing the limit functional (2.45) in the Hilbert space (2.46) H = ( J(' )= 1 2 j@ x '(1 t)j 2 dt ; Z 1 ' : the solution ' of (2.44) satises u (x)'(x )dx j' x (1 t)j 2 dt < 1 endowed with the natural norm. This limit control v turns out to be the one of minimal L 2 ( T);norm for the limit system (1.). ) 1

16 The heat equation as singular limit of dissipative wave equations This section is devoted to prove Theorem 1.2. We follow the scheme of section 2. The main dierences with the proof of Theorem 1.1 are the following: (a) The uniform controllability of the low frequencies is proved by the iterative method introduced by G. Lebeau and L. Robbiano in [LR]. An alternative proof can be given using nonharmonic Fourier series results, see [FR] and [K]. (b) The non-uniform global controllability is proved by means of sideways energy estimates instead of using Carleman's inequalities..1 Preliminaries on the spectrum of the system Let us consider the eigenvalue problem associated with system (1.1): ( ;wxx = ; " 2 w ; w <x<1 (.1) w() = w(1) = : The eigenvalues can be computed explicitly " k = ; 1 p 1 ; 4 2 k 2 " (.2) : 2 " The eigenfunctions are also explicit and independent of": (.) w " k = sin(kx): The solution of (1.1) without control (i.e. v ) may be developed in Fourier series as follows: (.4) where C " k (.5) is the solution of u"(x t) = 1X k=1 C " k (t)sin(kx) " d2 dt 2 C" k + k 2 2 C " k + d dt C" k = C " k () = a k and the coecients a k and b k are such that (.6) u (x) = X k1 d dt C" k () = b k a k sin(kx) u 1 (x) = X k1 b k sin(kx): Observe that the eigenvalues " k are real when k 1=(2p ") and complex when k > 1=(2 p "). We denote by p u " the parabolic projection of the solution u " constituted by the Fourier components associated with real eigenvalues: (.7) p u " = X k1=(2 p ") 14 C " k (t) sin(kx):

17 In a similar way, we denote by h u ",thehyperbolic projection of u ",which corresponds to the complex eigenvalues: h u " X (.) = C " k (t) sin(kx): k>1=(2 p ") The following result provides a decay rate for purely hyperbolic solutions that increases exponentially as "! : Proposition.1 Let u" be a solution of (1.1) with initial data ; u u 1 2 H 1 ( 1) L 2 ( 1) such that (.9) and without control, i.e., (.1) Then, the solution u " of (1.1) satises p u = p u 1 = v : (.11) and (.12) p u " (t) = t > k u " h i (t) k 2 H + " k u" 1 ( 1) t (t) k 2 L 2 ( 1) e; " t k u k 2 H + " k 1 ( 1) u1 k 2 L 2 ( 1) for all t> and all <"<1. This result maybeproved using the Fourier development of solutions and taking into account that thereal part of all eigenvalues in the Fourier development ofu " when (.11) holds are such that Re " k = ;1=(2 ")..2 Uniform controllability of the parabolic projections Using the iterative argument introduced in [LR] to derive the null controllability of the heat equation one can prove the following result on the uniform (with respect to ") null controllability of the parabolic projection of solutions: Proposition.2 Let T >. Then there exist " > such that for any ; u u 1 2 H 1 ( 1) L 2 ( 1) there exists a control v " 2 L 2 (! ( T)) such that the solution u " of (1.1) satises (.1) p u " (T )= p u " t (T )=: Moreover there exists a constant C> independent of " such that k v " h (.14) k L 2 (!( T )) C k u k 2 H + " k 1 ( 1) u1 k 2 L 2 ( 1) for all ; u u 1 2 H 1 ( 1) L 2 ( 1) and all <"<" : i 1=2 15

18 . Non-uniform null controllability In the following Proposition we state a result guaranteeing the null controllability of solutions with a control that may grow exponentially as "!. Proposition. Let T >. Then there exist positive constants A B > such that for every ; u u 1 2 H 1 ( 1) L 2 ( 1) and < " < T 2 4 there exists a control v " 2 L 2 (! ( T)) such that the solution of (1.1) satises (.15) u " (T )=@ t u " (T )= with the estimate (.16) k v " k L 2 (!( T )) Ae B=p " h k u k 2 H 1 ( 1) + " k u1 k 2 L 2 ( 1)i 1=2 : This result may be proved using HUM as a direct consequence of the following observability estimate for the adjoint system: (.17) >< "' tt ; ' xx ; ' t = <x<1 <t<t '( t)='(1 t)= <t<t '(x T )=' (x) ' t (x T )=' 1 (x) <x<1: Proposition.4 Let T >. Then there exist positive constants A B > such that (.1) k ' k 2 L 2 ( 1) + " k '1 k 2 H;1 ( 1) AeB=p " for every solution of (.17) and all <"< T 2 4. Z! ' 2 dxdt The observability estimate of Proposition.4 follows in a straightforward way from the sideways energy estimates in [Z]..4 Conclusion: Global uniform controllability in three steps Now we use a control strategy similar to the one used in Section 2.4. Given T > and " > small enough we divide the control interval [ T] in three pieces:[ T]=[ T ]+[T 2T ]+[2T T]: Given ; u u 1 2 H 1 ( 1) L 2 ( 1) we build the control in the form: (.19) v " = v " 1 1 [ T + v" ] 1 [ 2T where 1 I is the characteristic function of the interval I. Thus the control is identically zero in the interval [ T 2T ]. According to Proposition.2, for " > small enough, there exists a control v " 2 1 L2 (! [ T ]) such that T ] (.2) k v " 1 k L 2 (![ T ]) C hk u k 2 H 1 ( 1) + " k u1 k 2 L 2 ( 1)i 1=2 <"<" 16

19 and (.21) p u " T = p u " T t = <"<" : In view of (.2) and by classical energy estimates it is easy to see that (.22) k u " T k 2 H 1 ( 1) + " k u" t T k 2 L 2 ( 1) C hk u k 2 H 1 ( 1) + " k u1 k 2 L 2 ( 1) with C>independent of<"<". During the time interval [ T 2T ] we let the solution of (1.1) evolve freely without control, i.e., v = in this interval. As a consecuence of Proposition.1 we deduce that k u " 2T (.2) k 2 H 1 ( 1) + " k u" t 2T h i k 2 L 2 ( 1) Ce; 24" T k u k 2 H + " k 1( 1) u1 k 2 L 2 ( 1) : We then apply the controllability result of Proposition.. It follows that there exists a control v " 2 L2 (! [ 2T T]) such that i (.24) with (.25) u " (T )=u " t (T )= k v " k L 2 (![ 2T T Ae B=p " k u " 2T ]) Bp" A exp ; T 24 " k 2 H 1 ( 1) + " k u" t 2T k 2 L 2 ( 1) h k u k 2 H 1 ( 1) + " k u1 k 2 L 2 ( 1) i : In view of (.25) it follows immediately that (.26) k v " k L 2 (![ 2T T ])! exponentially as "! : This fact combined with (.2) shows that v " is bounded in L 2 (! ( T))..5 Uniform observability As an immediate corollary of the uniform controllability result of Theorem 1.2 the following uniform observability result holds for the adjoint systems (.17): Proposition.5 Let T >. Then, there exists a positive constant C> such that (.27) k '() ; "' t () k 2 H;1 ( 1) + " k '() k2 L 2 ( 1) C holds for all solution of (.17) and all <"< T 2 4 : Z! ' 2 dxdt 17

20 .6 Passage to the limit As in the context of Theorem 1.1 we can pass to the limit in the controls in two ways. First, in what concerns to the controls constructed in three steps in paragraph.4 above, we observe that v " tends to zero as "!. On the other hand, it can be seen that the control v " 1 1 [ T ] converges as "! inl 2 (! ( T ))toacontrol v 2 L2 ( T ) for the limit heat equation (1.). Thus, the whole control v " converges as "! inl 2 (! ( T)) toacontrol of (1.). We can also analyze the behavior of the null controls v " of minimal L 2 (! ( T));norm. These controls may be characterized as follows. Given T > < " < T 2 and initial data 4 ; u u 1 2 H 1 ( 1) L 2 ( 1) we consider the functional (.2) J" : L 2 ( 1) H ;1 ( 1)! IR dened as (.29) J" ' ' 1 = 1 2 Z! ' 2 dxdt + Z 1 u + "u 1 '()dx ; "hu ' t ()i ' being the solution of (.17) with data ; ' ' 1. It is easy to see that J" is continuous and strictly convex. By (.27) it can be seen that J" is also coercive. Thus J" has a unique minimizer ; ' " ' 1 ". Let ' " be the solution of (.17) with this minimizer as initial datum. Then v " = ' " 1!( T ) is the null control of (1.1) with minimal L 2 (! ( T));norm. In view of the uniform observability (.27) it is easy to see that is uniformly bounded in L 2 (! ( T)). fv"g <"< T 2 4 One can show that (.) where (.1) v"! v in L 2 (! ( T)) as "! v = ' in! ( T) ' being the solution of the limit adjoint system (.2) >< ' t + ' xx = <x<1 <t<t '( t)='(1 t)= <t<t '(x T )=' (x) <x<1 with the initial datum being the minimizer of the functional J ' = 1 Z Z 1 (.) ' 2 dxdt + u (x)'(x )dx 2 in the Hilbert space (.4) H = ( ' : ' solution of (.2) satises! Z! ' 2 dxdt < 1 The control v turns out to be the null control of the limit heat equation (1.15) of minimal L 2 (! ( T));norm. 1 ) :

21 4 Space semi-discretizations of the heat equation This section is devoted to prove Theorem 1.. The proof is much simpler than those of Theorems 1.1 and 1.2. The uniform controllability result is this time a direct consequence of Proposition 2.2 and the structure of the spectrum of the semi-discrete problems. Let us analyze the spectral problem associated with the semi-discrete equation in the absence of control (i.e., with v ): ( ; h wj+1 +w j;1;2w j (4.1) h 2 i = w j j=1 N w = w N +1 =: For any h > the eigenvalues and eigenvectors of (4.1) may be computed explicitly. We have k (h) = 4 hk (4.2) h 2 sin2 k=1 N 2 and (4.) (4.4) (4.5) w k (h) =(w k 1 (h) w k N (h)) w k j (h) =sin(jhk) k j = N: Let us consider the semi-discrete adjoint systems >< ' j + [' j+1;2' j +' j;1] h = <t<t j=1 N 2 ' = ' N +1 = <t<t ' j (T )=' j j=1 N: Solution of (4.4) can be developed in Fourier series as follows: ' j (h t) = NX k=1 a k e ; k(h)(t ;t) w k j (h): The uniform null-controllability for systems (1.1) stated in Theorem 1. is equivalent tothe following uniform observability inequality forthe adjoint systems (4.4): For every T > there exists C>such that NX h j' j (h )j 2 C ' N (h t) 2 (4.6) h dt j=1 for every solution of (4.4) and all h>. In view of the explicit form (4.5) of solutions of (4.4), the fact that h NX j=1 jw k j (h)j 2 = 1 2 for all h > and k = 1 N and Proposition 2.2 it is sucient to see that the sequences f k (h)g extended by k (h) =k 2 2 for k N + 1, belong to the same class L( N) for suitable 19

22 > and function N :( 1)! IN. To seethis it is sucient tocheck that (2.1) and (2.11) hold uniformly on h>. This is an explicit computation. In order to pass to the limit on the controls as h!, we rst observe that the control v 2 L 2 ( T) of minimal L 2 ( T);norm for (1.1) may be characterized by minimizing the functional J h ' = 1 2 ' N h 2 dt ; h NX j=1 ' j ()u j where ' = (' 1 ' N ) is the solution of the adjoint system (4.4) with initial datum ' = ; ' 1 ' N and u = ; u 1 u N is the initial datum of (1.1) to be controlled. It is easy to see that J h : IR N! IR is continuous, coercive and strictly convex. Thus J h has a unique minimizer ' h. The control v h for (1.1) of minimal L 2 ( T);norm is given by v h (t) =; ' h N(t) h where ' h is the solution of (4.4) with this minimizer as initial datum. In view of the uniform observability inequality (4.6) it follows that fv h g h> is bounded in L 2 ( T). It can then be seen that v h! v as h! inl 2 ( T) where v 2 L 2 ( T)isgiven by v = ;@ x '(1 t) where ' = '(x t) is the solution of (.2) with an initial datum characterized as the minimizer of the functional J ' = 1 Z 1 j' x (1 t)j 2 dt ; '(x )u (x)dx 2 in the Hilbert space H = n o ' : the solution ' of (.2) satises ' x (1 t) 2 L 2 ( T) : This limit control v turns out to be the control of minimal L 2 ( T);norm. Remark 4.1 The same problem for the wave equation was analyzed in [IZ]. There it was seen that the uniform controllability fails due to the fact that the spectral gap for the roots of the np o eigenvalues k (h) is not uniformly bounded from below ash! : Note that, in the context of the heat equation, the relevant gap is the one associated to the eigenvalues f k (h)g which remains uniformly bounded from below ash!. 2

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