A bang-bang solution with infinitely many switching points for a parabolic boundary control problem with terminal observation

Abstract

We study a parabolic boundary control problem with one spatial dimension, control constraints of box type, and an objective function that measures the $L^2$-distance to a desired terminal state. It is shown that, for a certain choice of the desired state, the considered problem possesses an optimal control that is chattering, i.e., of bang-bang type with infinitely many switching points and a positive objective function value. Whether such a solution is possible has been an open question in the literature. We are able to answer this question in the affirmative by means of Fourier analysis and an auxiliary result on the existence of power series with a certain structure and sign-changing behavior. The latter may also be of independent interest.