Optimal control of convective Brinkman-Forchheimer equations: Dynamic programming equation and Viscosity solutions

Abstract

It has been pointed out in the work [F. Gozzi et.al., \emph{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 \emph{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 $\mathbb{T}^d,\ d\in\{2,3\}$: \begin{align*} \frac{\partial\boldsymbol{u}}{\partial t}-\mu \Delta\boldsymbol{u}+(\boldsymbol{u}\cdot\nabla)\boldsymbol{u}+\alpha\boldsymbol{u}+\beta|\boldsymbol{u}|^{r-1}\boldsymbol{u}+\nabla p=\boldsymbol{f}, \ \nabla\cdot\boldsymbol{u}=0, \end{align*} where $\mu,\alpha,\beta>0$, $r\in[1,\infty)$. We first prove the existence of a viscosity solution to the infinite-dimensional HJBE in the supercritical regime. For spatial dimension $d=2$, we consider the nonlinearity exponent $r\in(3,\infty)$, while for $d=3$, due to some technical difficulty, we focus on $r\in(3,5]$. In the case $r=3$, we require the condition $2\beta\mu\geq 1$ for both $d=2$ and $d=3$. Next, we derive a comparison principle for the HJB equation covering the ranges $r\in(3,\infty)$ and $r=3$ with $2\beta\mu\geq 1$ in $d\in\{2,3\}$. It ensures the uniqueness of the viscosity solution.