A commutative diagram among discrete and continuous Neumann boundary   optimal control problems
  We consider a bounded domain D whose regular boundary consists of the union of two portions F1 and F2. The convergence of a family of continuous Neumann boundary mixed elliptic optimal control problems (Pa), governed by elliptic variational equalities, when the parameter a of the family goes to infinity was studied in Gariboldi - Tarzia, Adv. Diff. Eq. Control Processes, 1 (2008), 113-132, being the control variable the heat flux on the boundary F2. It has been proved that the optimal control problem (Pa) are strongly convergent to another optimal control (P) governed also by an elliptic variational equality with a different boundary condition on the portion of the boundary F1. We consider the discrete approximations (Pha) and (Ph) of the optimal control problems (Pa) and (P) respectively, for each h>0, a>0, through the finite element method with Lagrange's triangles of type 1 with parameter h (the longest side of the triangles). We also discrete the elliptic variational equalities which define the system and their adjoint system states, and the corresponding cost functional of the Neumann boundary optimal control problems (Pa) and (P). The goal of this paper is to study the convergence of this family of discrete Neumann boundary mixed elliptic optimal control problems (Pha) when the parameter a goes to infinity. We prove the convergence of the discrete optimal controls, the discrete system and adjoint system states of the family (Pha) to the corresponding to the discrete Neumann boundary mixed elliptic optimal control problem (Ph) when a goes to infinity, for each h>0, in adequate functional spaces. We also study the convergence when h goes to zero and we obtain a commutative diagram which relates the continuous and discrete Neumann boundary mixed elliptic optimal control problems (Pha), (Pa), (Ph) and (P) by taking the limits h goes to zero and a goes to infinity respectively. 
Domingo A. Tarzia
math.NA