BOUNDARY CONTROL FOR

PARABOLIC PDES STABILIZATION

FINAL REPORT OF CONTROL THEORY AND APLICATIONS
DR. ALBERTO IBORT LATRE

STUDENT: LAURA LUCILA ARBUL BAQUEDANO

Table of contents

I.-Introduction................. 3
II.- Stability of PDEs .. 5
II.1.- Lyapunov Analysis for Heat equation ... 7
II.2.- Pointwise Stability ... 9
II.3.- Lyapunov Analysis for Diffusion-Advection Equation ..... 12
III.- Backstepping for Reaction-Diffusion Equation .. 14
III.1- Reaction-Diffusion Equation with Dirichlet Condition.. 14
III.2- Reaction-Diffusion Equation with Neumann Condition.. 28
IV.- Backstepping for Reaction-Advection-Diffusion Equation ...... 29
IV.1.- Reaction-Advection-Diffusion Equation with constant coefficients.. 29
V.- Conclusions ..... 31
Bibliography....31

I.-Introduction
2

Many problems in engineering find their mathematical description by partial differential

equations; for example: fluid flows in aerodynamics, flexible structures in civil
engineering, electromagnetic waves, aircraft wings and chemical processes in process
industries.
Among these applications, we present the transport of contaminants in environmental
engineering, which can be described by the equation of reaction-advection-diffusion,
which is a parabolic differential equation. Of particular interest in this equation is the
parameter in the reaction term. When this parameter takes large values and the solution
of the equation is numerically simulated, the solution grows rapidly and the system
becomes unstable. For this reason, it is usually suggested to take this parameter with a
very small value. But it happens that for some real cases that value cannot be small, and
the question arises whether there is a way to stabilize the solution with a high value of
this reaction parameter. As a solution to this problem, control theory is presented.
In such cases, boundary control for stabilization of dynamic systems can be applied.
Basically, there are two types of control: in-domain control, where the actuation
penetrates inside the domain of the PDE system, and boundary control, where the
actuation is applied only through the boundary conditions. In this report, we work solely
with boundary control because it is considered to be physically more realistic.
The method to be used for control of PDEs is known as backstepping method. The
main feature of backstepping is that it is capable of eliminating destabilizing terms that
appear throughout the domain while the control is acting only on the boundary. The idea
is to build a change of variables, represented by the Volterra integral operator, that
absorbs the destabilizing terms acting in the domain and allows the boundary control
to eliminate their effect.
Backstepping is a method that, with a transformation and boundary feedback, converts
the unstable system into a stable system, where the destabilizing terms have been
eliminated. We can verify that such transformation is invertible. Thereby, the stability of
the target system will imply the stability of the close-loop system. We can note that it is
necessary to demonstrate the stability the certain basic PDEs, such as the heat equation.
This research is divided the following way:
In Chapter 2, we will show a way to derive exponential stability estimates for parabolic
PDEs in one dimension. We will use the Lyapunov function to prove the exponential
stability with L2 norm and higher norms.

In Chapter 3, we will present the backstepping in five steps for reaction-diffusion

equation. As the main idea of backstepping is to eliminate destabilizing terms so it is
necessary to identify the undesirable terms in the PDE. Then, we should choose a target
system in which the destabilizing terms are to be eliminated with the Volterra integral
transformation. The first step will be to propose the Volterra Integral transformation and
target system. The next step will be to find a PDE for the Gain Kernel, and to solve this
PDE, converting the Gain Kernel PDE into an Integral Equation. We can solve the
integral equation with the method of successive approximations. The last step, will be to
show that the transformation is invertible
Finally, in chapter 4, we extend the backstepping to more a complicated equation:
Reaction-Advection-Equation.

II.- Stability of PDEs

Before we study the stability analysis tools for PDEs, let us remember some definitions
of stability for ODEs. An ODE has the following form:
() = (())

(2.1)

Where [0, ), : . We will establish the stability definition for an

ODE.
Definition 1.- An equilibrium point of (2.1) is said to be stable if for any > 0, there
exists a > 0 such that if (0) , then for all 0, () .
Definition 2.- An equilibrium point of (2.1) is said to be exponentially stable if there
exist positive numbers M, and r such that for all (0) , we have for all 0,
() (0)

(2.2)

For PDEs the situation is quite different, for example: the state space is infinite
dimensional, the norms on function spaces are not equivalent. We will define the stability
for linear parabolic PDEs. Let a linear equation:
=

(2.3)

Where L is some linear operator on the Banach space X.

Definition3 .- The solution () 0 of (2.3) is said to be stable if, given any > 0, there
exists a = () > 0 such that, for all 0 with 0 , the corresponding solution
to (2.3) satisfies () for all 0. If in addition there exists a such that for all
initial conditions with 0 the corresponding solution satisfies lim () = 0,

then the zero solution is said to be asymptotically stable.

In this chapter, our goal is to prove the exponential stability of parabolic PDEs in one
dimension using a Lyapunov function. We begin with the simplest model: the heat
equation. We will start with the original model, and using a change of variables we will
obtain a dimensionless version that is easier to analyze.
We consider the following situation: Suppose you have a metal rod of length L with
circular cross section and heat conduction coefficient . You want to describe how the
temperature is distributed in the bar at a point and time , represented by (, ),
after a certain amount of heat has been introduced locally at the point = 0. The
equation governing this heat conduction is the following partial differential equation:

(, ) = (, )
5

(2.4)

The initial temperature distribution is:

(, 0) = 0 ()

(2.5)

Furthermore, the ends of the bar have constant temperatures: 1 and 2

(0, ) = 1

(2.6)

(1, ) = 2

(2.7)

Now the equation is rescaled, with the following change of variables:

=

We obtained the dimensionless system:

(, ) = (, )

(2.8)

(0, ) = 1

(2.9)

(1, ) = 2

(2.10)

We introduce a new variable to convert the system (2.5-2.7) with nonhomogeneous

boundary conditions into a system with homogenous conditions.

=
() = 1 + (2 1 ) is the solution to the two-point boundary-value ODE
Where

() = 0

(0) = 1

(1) = 2

(2.11)
(2.12)
(2.13)

Considering the equation (2.5-2.10), we obtain:

(, ) = (, )

(2.14)

(0, ) = 0

(2.15)

(1, ) = 0

(2.16)

And the initial condition is 0 = (, 0).

Before studying the stability of the previous equation, it is necessary to remember the
next inequalities:
a) Peter-Paul inequality
Let a,b be non-negative real numbers and > 0

1
2 + 2
2
2
b) Cauchy-Schwarz inequality
6

(2.17)

Let (, . , . ) be a pre-hilbert space then:

|, | ,

(2.18)

If = 2 , we have:
1

1
2

1
2

( 2 ) ( 2 )
0

(2.19)

c) Gronwall inequality
Let : [0 , 1 ] be a differentiable function that satisfies
[0 , 1 ]

| ()| |()|
For a constant a>0. Then:
|()| (0 ) |(0 )|

2.1.- Lyapunov Analysis for Heat Equation

In this section we will develop a method for analyzing the stability of PDEs. We begin by
proposing the procedure for the simplest equation: the heat equation with homogeneous
boundary conditions. We can see from a physical point of view that the system will be
stable because it has no terms of reaction. Also, stability could also be analyzed with a
explicit solution that can be obtained by various methods such as the method of
separable variables. However, there are systems that are more complicated in which you
cannot obtain the explicit solution. It is therefore necessary to know a process for
demonstrating that the system is exponentially stable in the L2 norm sense for a basic
model and then to extend it to more complex systems.
Before considering the procedure, we will demonstrate a necessary inequality:
Poincar Inequality
For any v, continuously differentiable on [0,1].
1

2 2 2 (1) + 4 2
0

(2.20)

2 2 2 (0) + 4 2
0

(2.21)

Proof
Integrating by parts the term on the left of the inequality
1

2 = 2
0

1
2 = 2 (1) 2
0
0
0

By Youngs Inequality with = 2.

2 2 (1) + 2 (
0

1 1 2
2 1
+ 2 2 )
2.2 0
2 0

1
1
1 1
2 2 (1) + 2 + 2 2 2
2 0
0
0
1
1 1 2
2 (1) + 2 2 2
2 0
0
1
1 1 2
2 (1) + 2 2
2 0
0

We obtain
1

2 2 2 (1) + 4 2
0

Now, we study the stability of the heat equation. Consider the next system:

(, ) = (, )

(2.22)

(0, ) = 0

(2.23)

(1, ) = 0

(2.24)

-The first step is to choose one Lyapunov function

() =

1 1 2
(, )
2 0

(2.25)

-The next step is to obtain the time derivate of V:

() =

1
1

1
( 2 (, ) ) = (, ) (, )
0 2
0
1

( = )

= 0 (, ) (, )
1

1
2
0
0

( )
1

= (1) (1) (0) (0) 2

((1) = (0) = 0)

0
1

() = 2
0

-The third step is to relate () with (). This is possible with Poincar inequality.
We have by Poincar Inequality:
1

2 2 2 (1) + 4 2
0

Then

2
0

()

1 1 2

4 0

1 1 2
1
= ()
4 0
2

-The fourth step is to bound () with Gronwall Inequality.

1
() ()
2

() (0) 2

-The last step is to utilize the definition L2-norm. We have

() (0) 2
1

(, ) 0 2 (, ) 2
2

0
1/2

1
2

( (, ) )

1/2

1
2

( 0 (, ) )

()2 0 ()2 4
The system (2.22)-(2.24) is exponentially stable with L2 norm.
We can observe that we have obtained that () 0 , which is an
important conclusion, using Lyapunov tools without knowing the exact solution for v(x,t).
Also, we conclude that even though the solution starts from a nonsmooth initial condition,
it rapidly smoothes out.

2.2.-Pointwise Stability
In the previous section, we conclude that
() 0
But, this does not imply that (, ) 0 , .
When we use the L2-norm, there may be a set of points of measure zero which is
unbounded. We can demonstrate that does not happen with the heat equation. To do
so, we can use the norm.

max |(, )| 4 max |(, 0)|

[0,1]

[0,1]

(2.26)

This inequality can only be proved for some specific case, but we are interested on
general cases. For that reason, we will prove a more restrictive result than (2.26 ) :

max |(, )| 8 (, 0)1

[0,1]

For some C>0, where the 1 norm is defined by:

9

(2.27)

1/2

1 = ( 2 + 2 )
0

Before proving (2.27), we will demonstrate a necessary inequality:

Agmons Inequality
For a function 1 , the following inequalities hold:
max |(, )|2 (0)2 + 2() ()

(2.28)

max |(, )|2 (1)2 + 2() ()

(2.29)

[0,1]
[0,1]

Proof
We have by the chain rule:

1
= 2
2
0
0

1
1
= ()2 (0)2
2
2

1
1
()2 = + (0)2
2
2
0

Taking the absolute value of both sides and using the triangle inequality gives

1
1
|()2 | || | | + |(0)2 |
2
2
0

Considering that an integral of a positive function is an increasing function of its upper

limit, we have:
1
1
1
|()2 | || | | + |(0)2 |
2
2
0

Using the Cauchy-Schwarz inequality

1

1
2

1
2

1
1
|()2 | ( 2 ) ( ) + |(0)2 |
2
2
0

By the L2-norm definition and considering that the right-hand side of this inequality does
not depend on x, we have:
|()2 | 2(, ) (, ) + |(0)2 |
Therefore, we have proved the Agmons Inequality.

10


Now, we will prove (2.27) .
-The first step is to choose one Lyapunov function.
1 () =

1 1 2
1 1
(, ) + 2 (, )
2 0
2 0

(2.31)

-The next step is to obtain the time derivate of V:

1 () =

1 1 2
1 1
( (, ) + 2 (, ) )
2 0
2 0
1

= (, ) (, ) + (, ) (, )
0

= 0 (, ) (, ) + 0 (, ) (, )
=

( = )

1
1
1
1
0 2 + 0 2
0
0
1

= (1) (1) (0) (0) 2 2

0

1 () = (1) (1) (0) (0) 2 2

-The third step is to relate 1 () with 1 (). This is possible with Poincar inequality. We
have:
1
1
1 () 2 2 2 = 2 2
2
2
1

By Poincar inequality ( 2 4 2 )
1
1
1 () 2 2
8
2
1
1
1 1
1
2 2 = ( 2 + 2 )
8
8
4 2
2
1
1 () 1 ()
4
-The fourth step is to bound () with Gronwall Inequality.
1
1 () 1 ()
4

1 () 1 (0) 4

2 + 2 4 (0 2 + 0, )

(2.32)

-The last step is to use the Peter and Pauls and Agmons inequalities. We have by
Agmons inequality:
max |(, )|2 2() ()

[0,1]

11

By Peter-Paul inequality ( 2 2 + 2 2 )
max |(, )|2 (()2 + ()2 )

[0,1]

By (2.32)

max |(, )|2 (()2 + ()2 ) 4 (0 2 + 0, )

[0,1]

max |(, )| 8 (, 0)1

[0,1]

The system (2.22)-(2.24) is exponentially stable with H1 norm.

We can observe that (, ) 0 , [0,1].

2.3.-Lyapunov Analysis for Diffusion-Advection Equation

We can use the above tools to prove L2- stability for more general cases. This section
will demonstrate the stability of the diffusion- advection equation. Consider the following
system:

(, ) = (, ) + (, )

(2.33)

(0, ) = 0

(2.34)

(1, ) = 0

(2.35)

-The first step is to choose one Lyapunov function.

() =

1 1 2
(, )
2 0

(2.36)

-The next step is to obtain the time derivate of V:

() =

1
1

1
( 2 (, ) ) = (, ) (, )
0 2
0
1

= 0 + 0
=

( = + )

1
1
2
1
2 +

0
0
0 2

1
1
= 2 (0) 2
2
0
1
1
() = (2 2 (0) + 4 2 )
4
0

-The third step is to relate () with (). This is possible with Poincar inequality.
We have by Poincar Inequality:

12

2 2 2 (0) + 4 2
0

Then
1

(2 2 (0) + 4 2 ) 2
0

1
1
1 1
1
() = (2 2 (0) + 4 2 ) 2 = ()
4
4 0
2
0

-The fourth step is to bound () with Gronwall Inequality.

1
() ()
2

() (0) 2

-The last step is to use the definition L2-norm. We have

() (0) 2
1/2

1
2

( (, ) )

1/2

1
2

( 0 (, ) )

()2 0 ()2 4
The system (2.33)-(2.35) is exponentially stable with L2 norm.

13

III.- Backstepping for Reaction-Diffusion Equation

III.1- Reaction-Diffusion Equation with Dirichlet Condition
The reaction-diffusion equation is a mathematical model that describes how a substance
distributed in space changes under the influence of two processes:
-Diffusion: It is a phenomenon by which a group of particles move as a group according
to the irregular path of each of the particles.
-Reaction: The particles may have chemical reactions or biological processes, for
example due to interactions or also spontaneously.
In the case that we will study in this section, we consider a Malthus reaction that has
linear growth. We have the following system:

(, ) = (, ) + (, )

(3.37)

(0, ) = 0

(3.38)

(1, ) = ()

(3.39)

Where is a constant and () is the control input. The system with () = 0 is unstable
for sufficiently large .
As the main idea of backstepping is to eliminate destabilizing terms then it is necessary
to identify the undesirable terms in the PDE; for this equation, that term is . Now we
should choose a target system in which the destabilizing terms are to be eliminated with
a state transformation. The next step is to find the Volterra integral transformation and
obtain boundary feedback from the Volterra transformation.
As mentioned above, the first step will be to propose the target system and the Volterra
integral transformation.
First Step: Propose the Volterra Integral transformation and target system
We will use the following backstepping transformation:

(, ) = (, ) (, )(, )

(3.40)

And the feedback control

1

(1, ) = (1, )(, )

(3.41)

The system (3.37-3.39) with the above transformation becomes the next target system:
14

 (, ) = (, )

(3.42)

(0, ) = 0

(3.43)

(1, ) = 0

(3.44)

This system is the heat equation with homogeneous conditions. In chapter 2, we showed
that it is exponentially stable. We will see that this stability can be translated into stability
of the original system with boundary control, by the property of the Volterra
transformation being invertible.
We should find the function (, ), which we call the gain kernel, that converts the
system (3.37-3.39) with controller (3.41) into a stable system.
Second Step: Obtain a PDE for the Gain Kernel
To find an equation that (, ) satisfies, it is necessary to apply the Volterra integral
transformation into the target system and consider equations (3.37) and (3.38).
It is necessary to introduce the following notation:
(, ) =

(, )=

(, ) =

(, )=

(, ) = (, ) + (, )

We need to differentiate (3.40) with respect to x and t, so it is important to keep in mind

the Leibnitz differentiation rule:

(, ) = (, ) + (, )
0
0

First, differentiating the transformation (3.40) with respect to x:

-First derivative:

(, ) = (, )
(, )(, )

By the Leibnitz differentiation rule, we have:

(, ) = (, ) (, )(, ) (, )(, )
0

15

-Second derivative

(, ) = (, )
(, )(, )
((, )(, ))

(, ) = (, )

(, ). (, ) (, ) (, ) (, )(, )

(, )(, )

(3.45)

Now, we differentiate the transformation with respect to time:

(, ) = (, ) (, ) (, )
0

We know that (, ) = (, ) + (, )

(, ) = (, ) + (, ) (, ) (, ) (, )(, )
0

Integrating by part,

(, ) = (, ) + (, ) (, ) (, ) + (, ) (, )
0
0

(, )(, )
0

(, ) = (, ) + (, ) (, ) (, ) + (, 0) (0, ) + (, ) (, )
0

(, )(, )
0

Again, applying integration by parts

(, ) = (, ) + (, ) (, ) (, ) + (, 0) (0, ) + (, )(, )

(, 0)(0, ) (, )(, ) (, )(, )

0

As (0, ) = 0, we have

16

 (, ) = (, ) + (, ) (, ) (, ) + (, 0) (0, ) + (, )(, )

(, )(, ) (, )(, )
0

(3.46)

Replacing (3.45) and (3.46) in the target system:

(, ) (, )
= [ (, ) + (, ) (, ) (, ) + (, 0) (0, )

+ (, )(, ) (, )(, ) (, )(, )]

0

[ (, )

(, ). (, ) (, ) (, ) (, )(, )

(, )(, )]
0

(, ) (, )
= [ + 2

(, )] (, ) + (, 0) (0, )

+ ( (, ) (, ) + (, )) (, )
0

We have (, ) (, ) = 0 for all u, then we obtain the following conditions for

(, ).
(, ) (, ) = (, )
(, 0) = 0
+2

(, ) = 0

Integrating the last equation with respect to x, we obtain a PDE for the Gain Kernel
(, ) (, ) = (, )

(3.47)

(, 0) = 0

(3.48)

(, ) =
2

(3.49)

17

We have obtained a PDE of hyperbolic type. To solve it, we will convert the PDE into an
integral equation.
Third Step: Convert the Gain Kernel PDE into an Integral Equation
Considering the following change of variables
=+

We have
(, ) = (, )
To compute the derivatives of k(x,y) with respect to x,y
(, ) =

.
+
.
= +

(, ) =

+ ( + ).
( + ).

(, ) = + 2 +
(, ) =

(3.50)

.
+
.
=

(, ) =

+ ( ).
( ).

(, ) = 2 +

(3.51)

Replacing (3.50) and (3.51) into (3.47)

(, ) (, ) = + 2 + + 2 = 4
(, ) = (, )
We obtain a PDE for (, )
=

(, )
4

(3.52)

To obtain boundary conditions for (, ), we will use (3.48)-(3.49)

By (, 0) = 0, we know = then
(, ) = 0

By (, ) = 2 , we know = 0
18

(3.53)


(, 0) =
4

(3.54)

Integrating (3.52) with respect to from 0 ,

(, ) (, 0) =
0

(, )
4

By (3.54)

(, ) = + (, )
4
4
0

Integrating with respect to from to

(, ) (, ) = ( ) + (, )
4
4
0

By (3.53)

(, ) = ( ) + (, )
4
4

(3.55)

We have obtained an integral equation for (, ) that is equivalent to the Gain Kernel
PDE. The objective of converting the PDE into the integral equation is that we can use a
simpler method to obtain the solution.
Fourth Step: Solve the integral equation with the method of successive
approximations
To obtain the function (, ) will use a numerical method, the method of successive
approximations. It is an iterative procedure that consists on taking an initial value 0 (, )
and then calculating other terms of the sequence { (, )}0 with the following relation:
+1 (, ) = ( )
Repeating this process, we will obtain the solution of the integral equation.
We take the initial approximation 0 (, ) = 0. The recursive formula for integral equation
is:

+1 (, ) = ( ) + (, )
4
4
0

19

(3.56)

It is necessary that the recursion converges, and the solution (, ) can be written as
(, ) = lim (, )

(3.57)

Now, we definite (, ) that represent the difference of two consecutive terms.

(, ) = +1 (, ) (, )

(3.58)

By definition (3.56),
+1 (, ) = +2 (, ) +1 (, )

+1 (, ) = ( ) + +1 (, ) + ( ) (, )
4
4
4
4
0

+1 (, ) =
0

(, )
4

(3.59)

We can write (, ) as the infinite sum of (, )

(, ) = (, )

(3.60)

=0

We will calculate 0 with (3.58)

0 (, ) = 1 (, ) 0 (, )

= ( ) + 0 (, ) 0
4
4
0

0 (, ) =

( )
4

(3.61)

Now, we will calculate 1 with (3.59)

1 (, ) =
0

0 (, )
4

2
2
1 (, ) = ( ) = ( ) ( )
4
4
4
2
0

2 2 2 2 2
2
( )
= ( ) (

+
) = ( )
4
2
2
2
2
4 1.2
20

 1+1 1 1
( )
1 (, ) = ( )
4
1! 2!

(3.62)

Now, we will calculate 2 with (3.59)

2 (,

) =
0

1 (, )
4

2 .
31
( ) = ( ) ( 2 2 )
2 (, ) = ( )
4
4 1! 2!
4 2
0

31
2
3
3 1 3 2 2 3 3 2 2 3
= ( ) 2 = ( ) (

+
)
4 2
2
3
4 2 3 2
2 3
3 2
2 3

2+1 2 2
( )
2 (, ) = ( )
4
2! 3!

(3.63)

With (3.62) and (3.63), we can observe a pattern which leads to the following formula

(,

+1

( )
) = ( )
4
! ( + 1)!

(3.64)

By (3.60), we obtain the solution to the integral equation

+1

( )
(, ) = ( )
4
! ( + 1)!

(3.65)

=0

We can represented (, ) in terms of the modified Bessel function, which is given by

2+1
(2)
1 () =
! ( + 1)!

(3.66)

=0

We rewrite (, )
2+1

( 2 )

1
(, ) = ( )

2
! ( + 1)!

=0

(, ) =

1 ()
( )
2

Replacing = + , = . We obtain the Gain Kernel:

21

(3.67)

(, ) =

1 (( 2 2 ))

(3.68)

( 2 2 )

With this information, we can obtain the feedback control.

Fifth Step: Show that the transformation is invertible
Finally, it is necessary to show that the transformation (3.40) is invertible, because this
result will guarantee that the stability of the target system implies the stability of the
original system with controller.
We write an inverse transformation in the following way:

(, ) = (, ) + (, )(, )

(3.69)

Where (, ) is the transformation kernel.

We can demonstrate a relation with the kernels: (, ) and (, ).

(, ) = (, ) + (, )(, )

(3.70)

Proof.
Substituting (3.69) into (3.40)

(, ) = (, ) + (, )(, ) (, ) [(, ) + (, )(, ) ]

0

(, ) = (, ) + (, )(, ) (, )(, ) (, )(, )(, )

0

0 0

Now, we will use the following formula for changing the order of integration

(, , ) = (, , )
0

Applying the result above:

0 = (, )(, ) (, )(, ) (, )(, )(, )

0

22

0 = (, ) [ (, ) (, ) + (, )(, ) ]
0

We conclude

(, ) = (, ) + (, )(, )

Now, to find (, ), we will apply the same procedure for (, ). We differentiate the
inverse transformation (3.69) with respect to x and t. Differentiating the transformation
(3.69) with respect to x:
-Fist derivative

(, ) = (, ) +
(, )(, )

By the Leibnitz differentiation rule, we have:

(, ) = (, ) + (, )(, ) + (, )(, )
0

-Second derivative

(, ) = (, ) +
(, )(, )
((, )(, )) +

(, ) = (, ) +

(, ). (, ) + (, ) (, ) + (, )(, )

+ (, )(, )

(3.71)

Now, we differentiate the transformation with respect to time:

(, ) = (, ) + (, ) (, )
0

We know that (, ) = (, )

(, ) = (, ) + (, ) (, )
0

23

Integrating by part,

(, ) = (, ) + (, ) (, ) (, 0) (0, ) (, ) (, )
0

Again, we apply integration by parts and use (0, ) = 0:

(, ) = (, ) + (, ) (, ) (, 0) (0, ) (, )(, )

+ (, )(, )

(3.72)

Replacing (3.71) and (3.72) into the original system:

(, ) (, ) (, )
= [ (, ) + (, ) (, ) (, 0) (0, ) (, )(, )

+ (, )(, )]
0

[ (, ) +

(, ). (, ) + (, ) (, ) + (, )(, )

+ (, )(, ) ] [(, ) + (, )(, )]

0

(, ) (, ) (, )
= [ 2

(, )] (, ) (, 0) (0, )

+ ( (, ) (, ) (, )) (, )
0

We have (, ) (, ) (, ) = 0 for all v, then we obtain the following

conditions for (, ).
(, ) (, ) = (, )
(, 0) = 0
+2

(, ) = 0

Integrating the last equation with respect to x, we obtain a PDE for the Gain Kernel
24

 (, ) (, ) = (, )

(3.73)

(, 0) = 0

(3.74)

(, ) =
2

(3.75)

We have obtained a PDE of hyperbolic type. We solve it in a similar way as (3.47)-(3.49),

by converting the Gain kernel PDE into an integral equation.
Considering the following change of variables
=+

We have
(, ) = (, )
Differentiating and replacing in (3.73), we obtain a PDE for (, )
=

(, )
4

(3.76)

To obtain boundary conditions for (, ), we will use (3.74)-(3.75)

By (, 0) = 0, we know = then
(, ) = 0

(3.77)

By (, ) = , we know = 0

(, 0) =
4

(3.78)

Integrating (3.78) with respect to from 0 , then integrating with respect to from
to and considering (3.77) and (3.78), we obtain

(, ) = ( ) (, )
4
4

(3.79)

Now, we solve (3.79) with the method of successive approximations. We obtain the
solution to the integral equation

+1

( )
(, ) = ( )
4
! ( + 1)!
=0

We can represent (, ) in terms of the modified Bessel function.

25

(3.80)

(, ) =

1 ()
( )
2

(3.81)

Replacing = + , = . We obtain the Gain Kernel:

(, ) =

1 (( 2 2 ))

(3.82)

( 2 2 )

Considering the following definition of the Bessel Function

2+1
(1) ( )
2
1 () =
(
! + 1)!

(3.83)

=0

And the following property

1 () = 1 ()
We obtain
1 (( 2 2 ))

(, ) =

(3.84)

( 2 2 )

With these five steps, we have obtained a control input for the reaction-diffusion equation
that with the coordinate transformation converts the unstable system into a stable
system.
Summary of control design for the reaction-diffusion equation with Dirichlet
Condition

The system

= +
(0, ) = 0

Controller

(1) =

1 ((1 2 ))

0
1

() = () +
0

Transformation
1

() = ()
0

26

(1 2 )

()

1 (( 2 2 ))
( 2 2 )
1 (( 2 2 ))
( 2 2 )

()

()

 =
(0) = 0

Target system

(1) = 0

We show the simulation results for reaction-diffusion equation without controller and with
controller.

Figure 1. Simulation of the reaction-diffusion equation with = 20

Figure 2. Simulation of the reaction-diffusion equation with controller

In Figure 1, we see that the function without control grows quickly. Also, we note that the
initial condition is rapidly smoothed out even though the equation is unstable. Figure 2
27

shows the system with controller, we observe that the instability is suppressed and the
state converges to zero.

III.2- Reaction-Diffusion Equation with Neumann Condition

In some real problems, the dirichlet condition is not the most appropriate. In this cases,
the natural choice is the Neumann actuation. Thus, we are going to consider the following
system with Neumann condition in the control.

(, ) = (, ) + (, )
(0, ) = 0

(3.85)
(3.86)

(1, ) = ()

(3.87)

For to obtain the controller, we will use the same procedure as in the case of Dirichlet
actuation. The transformation and gain kernel is the same, but the target system and
controller changes by Neumann actuation.
The Volterra integral transformation is:
1

(, ) = (, ) (, )(, )
0

We need to differentiate the transformation with respect to x:

1

(, ) = (, ) (, )() (, )(, )
0

The target system has to have the Neumann boundary condition in x=1

(, ) = (, )

(3.88)

(0, ) = 0

(3.89)

(1, ) = 0

(3.90)

Then, the controller is:

1

(1, ) = (1,1)(1) (1, )(, )

0

We know

(, ) =
2
And using the properties of Bessel functions

28

 (, ) =

2 (( 2 2 ))
( 2 2 )

The controller is
1
2 ((1 2 ))

(1, ) = (1)
()
(1 2 )
2
0

(3.91)

IV.- Backstepping for Reaction-Advection-Diffusion Equation

In this previous section, we presented the method of backstepping for a basic equation.
Taking into account the results obtained, we can extend the method to more complicated
equations, as for example: the reaction-advection-diffusion equation.

IV.1.- Reaction-Advection-Diffusion Equation with constant coefficients

We consider the following system:
(, ) = (, ) + (, ) + (, )

(4.92)

(0, ) = 0

(4.93)

(1, ) = ()

(4.94)

For obtain the controller, we will use the controller for the reaction-diffusion equation. In
the first place, we will eliminate the advection term with a change of variables.

() = () 2

() = () 2

We to calculate the temporal and spatial derivative.

() = () 2

2
() = () 2 () 2 + 2 () 2

Replacing in the equation (3.92)

() 2 = ( () () +

2
2
() + + ) 2
4
2

To obtain the new system without the advection term.

(, ) = (, ) + (
(0, ) = 0

2
)
4

(4.95)
(4.96)

(1, ) = (1) 2 = ()
29

(4.97)

It is similar a reaction-diffusion equation. Then the procedure is the same. The

transformation is:
1

() = () (, )()
0

And the target system is:

(, ) = (, ) (, )

(4.98)

(0, ) = 0

(4.99)

(1, ) = 0

(4.100)

Here the constant c should satisfy the following stability condition:

{

2
, 0}
4

We to replace the transformation in the system (4.98-4.100) and obtain:

(, ) (, ) = (

2
+ ) (, )
4

(, 0) = 0
(, ) =

(4.102)

2
( + )
2
4

Denoted a constant
1
2
= ( + )

4
The system (4.101-4.103) is similar to (3.47-3.49), then the solution is

(, ) =

1 ((1 2 ))
(1 2 )

The controller for the reaction-advection-diffusion is:

1

(1) = 2(1)

1 ((1 2 ))

30

(4.101)

(1 2 )

()

(4.103)

V.-Conclusions

The stability of partial differential equations has no precise general definition as

in ordinary differential equations. For this and the various norms presented (
and 1 ), we cannot establish a general procedure to
demonstrate the stability in PDEs. In this research, we have presented one way
of proving that the system is exponentially stable, by using of a functional and
relating it with the time derivative.

The backstepping method has many applications; this research presents clear
steps of how to apply it to the reaction-diffusion equation. Using these same
steps, we could have worked different variations as applying it to Neumann
boundary conditions or to an equation that considers an advective term.

When applying the method of backstepping to the reaction-diffusion equation with

Dirichlet boundary conditions, we have obtained a control on the boundary. When
this control is implemented in a numerical simulation, we obtain the desired result.
The simulation without control shows that the solution increases rapidly and with
the control implemented, it converges to zero.

Bibliography
[1] Krstic M., Smyshlyaev.A, Boundary Control of PDEs: A course on Backstepping
Designs, Society for Industrial and Applied Mathematics, 2008.

31