Two-grid methods of finite element approximation for parabolic integro-differential optimal control problems

In this paper, we present a two-grid scheme of fully discrete finite element approximation for optimal control problems governed by parabolic integro-differential equations. The state and co-state variables are approximated by a piecewise linear function and the control variable is discretized by a piecewise constant function. First, we derive the optimal a priori error estimates for all variables. Second, we prove the global superconvergence by using the recovery techniques. Third, we construct a two-grid algorithm and discuss its convergence. In the proposed two-grid scheme, the solution of the parabolic optimal control problem on a fine grid is reduced to the solution of the parabolic optimal control problem on a much coarser grid; additionally, the solution of a linear algebraic system on the fine grid and the resulting solution maintain an asymptotically optimal accuracy. Finally, we present a numerical example to verify the theoretical results.