<p>It has been pointed out in the work [F. Gozzi et.al., <i>Arch. Ration. Mech. Anal.</i> 163(4) (2002), 295–327] that the existence and uniqueness of viscosity solutions to the first-order Hamilton-Jacobi-Bellman equation (HJBE) associated with the three-dimensional Navier-Stokes equations (NSE) have not been resolved due to the lack of global solvability and continuous dependence results. However, by adding a damping term to NSE, the so-called <i>damped Navier-Stokes equations</i> fulfills the requirement of existence and uniqueness of global strong solutions. In this work, we address this issue in the context of the following two- and three-dimensional convective Brinkman-Forchheimer (CBF) equations (damped NSE) in <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(\mathbb {T}^d,\ d\in \{2,3\}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msup> <mrow> <mi mathvariant="double-struck">T</mi> </mrow> <mi>d</mi> </msup> <mo>,</mo> <mspace width="4pt" /> <mi>d</mi> <mo>∈</mo> <mrow> <mo stretchy="false">{</mo> <mn>2</mn> <mo>,</mo> <mn>3</mn> <mo stretchy="false">}</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation>: <Equation ID="Equ178"> <MediaObject ID="MO1"> <ImageObject Color="BlackWhite" FileRef="MediaObjects/30_2026_1222_Equ178_HTML.png" Format="PNG" Height="87" Rendition="HTML" Resolution="300" Type="Linedraw" Width="1161" /> </MediaObject> </Equation>where <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(\mu ,\alpha ,\beta &gt;0\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>μ</mi> <mo>,</mo> <mi>α</mi> <mo>,</mo> <mi>β</mi> <mo>&gt;</mo> <mn>0</mn> </mrow> </math></EquationSource> </InlineEquation>, <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(r\in [1,\infty )\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>r</mi> <mo>∈</mo> <mo stretchy="false">[</mo> <mn>1</mn> <mo>,</mo> <mi>∞</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation>. We study the global well-posedness of the infinite-dimensional first-order HJBE arising from an optimal control problem for CBF equations. Employing the dynamic programming approach, we prove the existence and uniqueness of viscosity solutions in both two and three-dimensions. We first prove the existence of a viscosity solution to the infinite-dimensional HJBE in the supercritical regime. For spatial dimension <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(d=2\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <mo>=</mo> <mn>2</mn> </mrow> </math></EquationSource> </InlineEquation>, we consider the nonlinearity exponent <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(r\in (3,\infty )\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>r</mi> <mo>∈</mo> <mo stretchy="false">(</mo> <mn>3</mn> <mo>,</mo> <mi>∞</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation>, while for <InlineEquation ID="IEq6"> <EquationSource Format="TEX">\(d=3\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <mo>=</mo> <mn>3</mn> </mrow> </math></EquationSource> </InlineEquation>, due to some technical difficulty, we focus on <InlineEquation ID="IEq7"> <EquationSource Format="TEX">\(r\in (3,5]\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>r</mi> <mo>∈</mo> <mo stretchy="false">(</mo> <mn>3</mn> <mo>,</mo> <mn>5</mn> <mo stretchy="false">]</mo> </mrow> </math></EquationSource> </InlineEquation>. In the case <InlineEquation ID="IEq8"> <EquationSource Format="TEX">\(r=3\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>r</mi> <mo>=</mo> <mn>3</mn> </mrow> </math></EquationSource> </InlineEquation>, we require the condition <InlineEquation ID="IEq9"> <EquationSource Format="TEX">\(2\beta \mu \ge 1\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mn>2</mn> <mi>β</mi> <mi>μ</mi> <mo>≥</mo> <mn>1</mn> </mrow> </math></EquationSource> </InlineEquation> for both <InlineEquation ID="IEq10"> <EquationSource Format="TEX">\(d=2\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <mo>=</mo> <mn>2</mn> </mrow> </math></EquationSource> </InlineEquation> and <InlineEquation ID="IEq11"> <EquationSource Format="TEX">\(d=3\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <mo>=</mo> <mn>3</mn> </mrow> </math></EquationSource> </InlineEquation>. Next, we derive a comparison principle for the HJB equation covering the ranges <InlineEquation ID="IEq12"> <EquationSource Format="TEX">\(r\in (3,\infty )\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>r</mi> <mo>∈</mo> <mo stretchy="false">(</mo> <mn>3</mn> <mo>,</mo> <mi>∞</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> and <InlineEquation ID="IEq13"> <EquationSource Format="TEX">\(r=3\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>r</mi> <mo>=</mo> <mn>3</mn> </mrow> </math></EquationSource> </InlineEquation> with <InlineEquation ID="IEq14"> <EquationSource Format="TEX">\(2\beta \mu \ge 1\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mn>2</mn> <mi>β</mi> <mi>μ</mi> <mo>≥</mo> <mn>1</mn> </mrow> </math></EquationSource> </InlineEquation> in <InlineEquation ID="IEq15"> <EquationSource Format="TEX">\(d\in \{2,3\}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <mo>∈</mo> <mo stretchy="false">{</mo> <mn>2</mn> <mo>,</mo> <mn>3</mn> <mo stretchy="false">}</mo> </mrow> </math></EquationSource> </InlineEquation>. It ensures the uniqueness of the viscosity solution.</p>

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Optimal control of convective Brinkman-Forchheimer equations: dynamic programming equation and viscosity solutions

  • Sagar Gautam,
  • Manil T. Mohan

摘要

It has been pointed out in the work [F. Gozzi et.al., Arch. Ration. Mech. Anal. 163(4) (2002), 295–327] that the existence and uniqueness of viscosity solutions to the first-order Hamilton-Jacobi-Bellman equation (HJBE) associated with the three-dimensional Navier-Stokes equations (NSE) have not been resolved due to the lack of global solvability and continuous dependence results. However, by adding a damping term to NSE, the so-called damped Navier-Stokes equations fulfills the requirement of existence and uniqueness of global strong solutions. In this work, we address this issue in the context of the following two- and three-dimensional convective Brinkman-Forchheimer (CBF) equations (damped NSE) in \(\mathbb {T}^d,\ d\in \{2,3\}\) T d , d { 2 , 3 } : where \(\mu ,\alpha ,\beta >0\) μ , α , β > 0 , \(r\in [1,\infty )\) r [ 1 , ) . We study the global well-posedness of the infinite-dimensional first-order HJBE arising from an optimal control problem for CBF equations. Employing the dynamic programming approach, we prove the existence and uniqueness of viscosity solutions in both two and three-dimensions. We first prove the existence of a viscosity solution to the infinite-dimensional HJBE in the supercritical regime. For spatial dimension \(d=2\) d = 2 , we consider the nonlinearity exponent \(r\in (3,\infty )\) r ( 3 , ) , while for \(d=3\) d = 3 , due to some technical difficulty, we focus on \(r\in (3,5]\) r ( 3 , 5 ] . In the case \(r=3\) r = 3 , we require the condition \(2\beta \mu \ge 1\) 2 β μ 1 for both \(d=2\) d = 2 and \(d=3\) d = 3 . Next, we derive a comparison principle for the HJB equation covering the ranges \(r\in (3,\infty )\) r ( 3 , ) and \(r=3\) r = 3 with \(2\beta \mu \ge 1\) 2 β μ 1 in \(d\in \{2,3\}\) d { 2 , 3 } . It ensures the uniqueness of the viscosity solution.