Professional Documents
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435–468 (2001)
c VSP 2001
Abstract — We consider some inverse extremal problems for the stationary equations
of admixture diffusion in a viscous incompressible fluid under inhomogeneous bound-
ary conditions for the velocity and concentration. We prove theorems on existence
of solutions for the considered inverse problems, derive and analyze the optimality
systems, and also establish conditions of uniqueness of their solutions for concrete ob-
jective functionals. The conditions of solvability of inverse extremal problems for the
stationary Navier – Stokes equations are presented.
INTRODUCTION
Here conventional notations are used (see, e.g., 14, 15, 26). Namely, u, p,
and ϕ are the velocity, the pressure, and the admixture concentration (the
desired functions); ν = const > 0 is the coefficient of kinematic viscosity; λ =
const > 0 is the diffusion coefficient; w0 = const ≥ 0 is the vertical speed of
precipitation of admixture particles under the influence of gravity; κ ≥ 0 is the
value characterizing the speed of the chemical reaction; G = −(0, 0, G) is the
free fall acceleration vector (the axis z of the Cartesian coordinate system is
upwards); f is the volume density of external forces; and f , α, ψ, χ, and g are
some functions. The problem (1.1)–(1.3) with given functions f , f , α, ψ, χ,
and g and given β (this parameter is described below) will be called Problem 1.
Note that (1.1), (1.2) is a system of three nonlinear equations for the desired
values u, p, and ϕ connected with each other in the momentum equation by the
term bϕ ≡ βϕG which describes the buoyancy effect due to the influence of the
admixture concentration on the fluid’s dynamic behaviour. In the case when
β = const > 0, κ = 0, and w0 = 0, relations (1.1)–(1.3) are a boundary-value
problem for the system of mass-transfer equations in the Oberbeck – Bussinesq
approximation [14]. If β = const < 0 and the variable ϕ has the sense of temper-
ature, then (1.1),(1.2) for κ = 0 and w0 = 0 are a system of thermal convection
equations. The extremal problems for the latter model were considered by many
authors, see, e.g., [1, 2, 5–7, 12, 13, 21, 23, 29, 31].
As for the original problem (1.1)–(1.3), a theoretical analysis of direct and
extremal problems for the case where (1.1)-(1.2) describes bioconvection can
be found in [16, 24]. In these papers a special case of the problem (1.1)–(1.3)
was considered with κ = 0, the boundary conditions of the form u = 0 on Γ
and λ∂ϕ/∂n + w0 n3 ϕ = 0 on Γ, and w0 ≤ 0. Here n3 = cos(n, z), where n
is the unit vector of the external normal to Γ. In [24] the authors proved the
existence of a solution to the original boundary-value problem and positiveness
of the concentration. In [16] the existence of a solution to the above-mentioned
problem is also proved and the minimization problem for the functional
1 μ
J(ϕ, ϕ∗ ) = (ϕ − ϕd )2 dΩ + ϕ∗ (1.4)
2 Ω 2
where b = βG. It is known (see, e. g. [37]) that these formulas are continuous
and
c(u, v, w) = −c(u, w, v), c(u, v, v) = 0,
1 1
∀u ∈ H̃ (Ω), div u = 0, v, w ∈ H (Ω), v · w = 0 on Γ, (2.4)
c(u, v, w) ≤ c0 uL4 (Ω) v1 w1 , c1 (u, ϕ, S) ≤ c0 uL4 (Ω) ϕ1 S1. (2.6)
Here c0 is a constant. The forms a and ã are coercive on V and T , respectively.
Therefore the following inequalities hold with some constants α0 > 0 and α1 > 0:
a(v, v) ≥ α0 v21 , ∀v ∈ V , ã(S, S) ≥ α1 S21 , ∀S ∈ T . (2.7)
Moreover, on the pair H01 (Ω) × L20 (Ω) the form b satisfies the so-called “inf-sup”
condition [17, p.81]: there exists a constant c̃ > 0 such that
b(v, q)
sup ≥ c̃q0 , ∀q ∈ L20 (Ω). (2.8)
0=v∈H01 (Ω) v1
440 G. V. Alekseev, E. A. Adomavichus
We divide the input data of Problem 1 into two groups: the group of
fixed data into which we include the invariable coefficients ν, λ, and u0
and functions f , b, κ, and α; and the group of controls into which we in-
clude the functions f , ψ, χ, and g which will play the role of controls. Let
v0 = (ν, λ, w0 , f , b, κ, α) and v = (f, ψ, χ, g). We shall call v a control. Assume
that the control v may vary within some set K and in addition to (i) and (ii)
the following conditions hold:
(iv) f ∈ H −1 (Ω);
|a1 (ϕ, S)| ≤ (λ + λc2Γ αL∞ (ΓN ) + |w0 | + κ)ϕ1S1 , ∀ϕ, S ∈ H 1 (Ω),
∂S
a1 (S, S) ≥ λã(S, S) − w0 , S ≥ (λα1 − |w0 |)S21 = λ∗ S21 , ∀S ∈ T .
∂z
(2.11)
These relations imply that if conditions (i)–(iii) are fulfilled, then the form a1
introduced by formula (2.9) is continuous on H 1 (Ω) × H 1 (Ω) and T -coercive
with the constant λ∗ .
finally use the boundary conditions (1.3). As a result, we obtain the weak for-
mulation of Problem 1: find a triple (u, p, ϕ) ∈ H 1 (Ω) × L20 (Ω) × H 1 (Ω) such
that
cN = 1 + λ−1 2
∗ (λ + λcΓ αL∞ (ΓN ) + w0 + κ + N1 cν g1/2,Γ ),
1, if ψ1/2,ΓD > 0,
κ= (2.16)
0, if ψ1/2,ΓD = 0.
Theorem 2.1. If conditions (i)–(v) are fulfilled, then for every element
v ∈ K there exists a weak solution (u, p, ϕ) of Problem 1 and the following
estimates hold:
2β1 2
Mu (v0 , v) ≡ (1 + κ)Mϕ,δ0 + (1 + κ)(f −1 + Mg ) + cν g1/2,Γ,
α0 ν α0 ν
(2.18)
Mϕ (v0 , v) ≡ (1 + κ)Mϕ,δ0 + (κ/β1 )(f −1 + Mg ), (2.19)
Remark 2.1. In the case where the set K is bounded, the right-hand
sides Mu and Mϕ of the estimates (2.17) are bounded; therefore for every solu-
tion (u, p, ϕ of Problem 1 the inequalities u1 ≤ c < ∞ and ϕ1 ≤ c < ∞
hold true with some constants c and c .
442 G. V. Alekseev, E. A. Adomavichus
takes place in Ω. The problem (2.20) will be called Problem 2; and a pair
(u, p) ∈ H 1 (Ω) × L20 (Ω) such that
will be called its weak solution The solvability of Problem 2 follows from Theo-
rem 2.1, see the next theorem.
Theorem 2.2. Let conditions (i) and (iv) be fulfilled. Then for every
function g ∈ H̃ 1/2 (Γ) there exists a weak solution (u, p) of Problem 2 and the
following estimate holds:
2
u1 ≤ M̃u (ν, f , g) ≡ (f −1 + Mg ) + cν g1/2,Γ . (2.23)
α0 ν
Theorem 2.4. Let conditions (i)–(iii) and (vi) be fulfilled. Then the oper-
ators
(Φ1 , Φ2 , Φ3 ) : X0 → Y0 , (Φ4 , Φ5 ) : H 1 (Ω) → T ∗ × H 1/2 (ΓD ), Φ:X →Y
defined by formulas (2.31), (2.32) realize linear and continuous isomorphisms of
the corresponding spaces.
time the true information about the sources may be unknown. In such cases it
is necessary to solve inverse problems for the model (1.1)–(1.3), which consist
in recovering the parameters of unknown sources using the information about
the state of the environment. For example, we may choose the values ϕd (x)
of the concentration ϕ measured at the points of a set Q ⊂ Ω as information
about the solution. In this case the unknown sources are determined from the
condition ϕ(x) = ϕd (x), x ∈ Q. We may also consider a more general situ-
ation when the unknown sources are determined from a condition of the form
Λϕ(x) = ϕd (x), x ∈ Q, where Λ is some operator. For example, choosing a
surface S from Ω as Q and the derivative ∂ϕ/∂n along the external normal to S
as Λϕ, we obtain an inverse problem of finding the source densities from the
condition ∂ϕ/∂n = χS (x), x ∈ S. Here χS is a given (measured) function on S.
Another type of information is used in extremal inverse problems of ad-
mixture diffusion theory. In these problems a certain objective functional J is
introduced and it is required to minimize it, for example, by a proper choice
of the admixture sources. It should be noted that solution of inverse problems
can be reduced to solution of extremal problems under appropriate choice of
objective functionals. With this in view, we shall study in detail the extremal
problems for the model (1.1)–(1.3), where as possible controls we shall consider
the densities f , ψ, and χ of the volume or boundary admixture sources and also
the function g in the boundary condition for the velocity in (1.3). As was noted
in Section 2, we assume that v ≡ (f, ψ, χ, g) ∈ K ≡ K1 × K2 × K3 × K4 , where
the sets Ki , i = 1, . . . , 4, are defined in (v).
Let J˜ : X ≡ H̃ 1 (Ω) × L20 (Ω) × H 1 (Ω) → R be a weakly lower semicontinuous
functional; and let μi ≥ 0, i = 1, . . . , 4, be some constants. Introduce an
auxiliary functional J : X × K → R by the formula
μ1 μ2 μ3 μ4
J(x, v) = J(x) ˜ + f 2T ∗ + ψ21/2,ΓD + χ2ΓN + g21/2,Γ . (3.1)
2 2 2 2
In addition to condition (v) we suppose that the following conditions hold: (ai ,
i = 1, . . . , 4) μi > 0 and J˜ is bounded below, or μi ≥ 0 and Ki is a bounded
set.
Considering the functional J on weak solutions of Problem 1, we write
the corresponding constraint, which has the form of the weak formulation
(2.12)–(2.14) of Problem 1, as follows:
F (x, v) ≡ F (u, p, ϕ, f, ψ, χ, g) = 0. (3.2)
Here F ≡ (F1 , F2 , F3 , F4 , F5 ) : X ×K → Y is the operator acting by the formulas
F1 (x, v), v
≡ νa(u, v) + c(u, u, v) + b(v, p) − b1 (ϕ, v) − f , v
, ∀v ∈ H01 (Ω),
F2 (x, v), q
≡ b(u, q), ∀q ∈ L20 (Ω), F3 (x, v) ≡ γu − g,
F4 (x, v), S
≡ a1 (ϕ, S) + c1 (u, ϕ, S) − f, S
− (χ, S)ΓN , ∀S ∈ T ,
F5 (x, v) ≡ γ
ϕ − ψ.
ΓD
(3.3)
Let us study the following problem of conditional minimization:
J(x, v) ≡ J(u, p, ϕ, f, ψ, χ, g) → inf, F (x, v) = 0, (x, v) ∈ X × K. (3.4)
Admixture diffusion in viscous fluids 445
where r ∈ L2+ (Ω) is a non-negative weight function. For the physical sence of
the functionals Jk , k = 0, . . . , 5, we refer to [3, 5, 11, 19]. The functional J6
with r = ρQ , where ρQ is the characteristic function of a subdomain Q ⊆ Ω,
describes the amount of the admixture that enters the domain Q in unit time.
This functional is widely applied for solving the problem of optimal location
of plants and factories in the neighborhood of ecologically significant zones.
Detailed statements of the corresponding problems and an effective method of
their solution for linear non-stationary equations of admixture diffusion can be
found in Marchuk’s book [26] and also in [15, 27, 28].
We note that each of the functionals Jk , k = 0, . . . , 5, is non-negative,
bounded below, weakly lower semicontinuous and independent of p. Thus, all
the statements, that will be proved for a weakly lower semicontinuous func-
tional J˜ that is bounded and independent of p , will hold true for each of
J0 , . . . , J5 . Let us introduce a set Zad = {(x, v) ∈ X × K | F (x, v) = 0,
J(x, v) < ∞} of admissible pairs for the problem (3.4).
Conditions (a1 )–(a4 ) and the form of the functional J imply that all the con-
trols vm are bounded by a constant independent of m. Hence, by Theorem 2.1
and Remark 2.1, the following estimates hold:
that
fmk → f ∗ ∈ T ∗ weakly in T ∗ ,
ψmk → ψ∗ ∈ H 1/2 (ΓD ) weakly in H 1/2 (ΓD ),
χmk → χ∗ ∈ L2 (ΓN ) weakly in L2 (ΓN ),
gmk → g ∗ ∈ H̃ 1/2 (Γ) weakly in H 1/2 (Γ),
umk → u∗ ∈ H 1 (Ω) weakly in H 1 (Ω) and strongly in L4 (Ω),
ϕmk → ϕ∗ ∈ H 1 (Ω) weakly in H 1 (Ω) and strongly in L4 (Ω). (3.6)
2
b(umk , q) = 0, ∀q ∈ L0 (Ω), γumk = gmk ,
Pass the the limit in (3.11) for k → ∞. Using the continuity of the form b and
trace operators γ and γ|ΓD , we obtain
∗
The first condition in (3.12) means that div u = 0. Taking this into account
and also using (2.4), (2.5), and (3.7), we easily conclude that for k → ∞
νa(u∗ , v) + c(u∗ , u∗ , v) = f , v
+ b1 (ϕ∗ , v), ∀v ∈ V , (3.12)
∗ ∗ ∗ ∗ ∗
λa1 (ϕ , S) + c1 (u , ϕ , S) = f , S
+ (χ , S)ΓN , ∀S ∈ T . (3.13)
In virtue of the results in [18, p.25], identity (3.13) is valid if and only if there
exists a unique function p∗ ∈ L20 (Ω) such that
Equations (3.12), (3.14), (3.15) verify equality (3.8). Finally, since the func-
tional J is weakly lower semicontinuous on the set X × K, we have
Corollary 3.1. Under the assumptions of Theorem 3.1 there exists at least
one solution of the extremal problem (3.4) for J˜ = Jk , k = 0, . . . , 5.
Corollary 3.2. 1) Let conditions (i)–(v), (a1 )–(a4 ), and the condition r ∈
L2+ (Ω) be fulfilled; and let the component ϕ of a solution (u, p, ϕ) to Problem 1
be nonnegative on the set K. Then the problem (3.4) for J˜ = J6 has a solution
(x, v) ∈ X × K. 2) Let conditions (i)–(v) be fulfilled; let Ki be bounded sets
and μi ≥ 0, i = 1, . . . , 4; and let r ∈ L2+ (Ω). Then there exists at least one
solution (x, v) ∈ X × K to the problem (3.4) for J˜ = J6 .
Theorem 3.2. Let conditions (i)–(iv), (v) for K4 , and (a4 ) hold; let J˜ :
X → R be a weakly lower semicontinuous functional independent of p; and let
the set Zad be nonempty. Then the extremal problem
μ4
˜
J(x, v) ≡ J(x) + g21/2,Γ → inf, F (x, v) = 0, x ∈ X, (3.15)
2
Corollary 3.3. Let conditions (i)–(iv), (v) for K4 , and (a4 ) hold. Then the
problem (3.16) with J˜ = Jk , k = 0, . . . , 5 has at least one solution.
Let us now suppose in addition that
ψ0 = 0 on ΓD , χ0 = 0 on ΓN , f0 = 0 in Ω. (3.16)
Then it follows from Theorem 2.1 that ϕ = 0 and, therefore, only proceeds in
the domain Ω a hydrodynamical process described by Problem 2. In this case
the problem (3.4) becomes a purely hydrodynamical extremal problem
˜ p) + (μ4 /2)g2 F 0 (x, g) = 0,
J(x, g) ≡ J(u, 1/2,Γ → inf,
Theorem 3.3. Let conditions (i), (iv), (v) for K4 , and (a4 ) hold; let J˜ :
X → R be a weakly lower semicontinuous functional independent of p; and let
0
the set Zad be nonempty. Then the extremal problem (3.18) has at least one
solution.
Corollary 3.4. Let conditions (i), (iv), (v) for K4 , and (a4 ) hold. Then for
J˜ = Jk , k = 0, . . . , 3, the extremal problem (3.18) has at least one solution.
We have proved the existence of solutions of the extremal inverse problems.
Our next aim is to study the question of uniqueness of their solutions. The
issue is sufficiently complicated and requires additional techniques that will
be developed in Section 4. We shall justify the application of the Lagrange
multiplier principle to the solution of the general extremal problem (3.4) and
derive the corresponding optimality systems both for an arbitrary differentiable
objective functional and for concrete functionals. Derivation of the optimality
system pursues a double aim. On the one hand, analysis of the optimality
systems allows to reveal new important properties of solutions to the inverse
problem. On the other hand, the uniqueness of a solution to the extremal
inverse problem for a concrete objective functional (for J = J0 ) will be proved
in Section 5 exactly on the base of the properties of the optimality system.
the operator F with respect to x. A trivial analysis shows that the Fréchet
derivative of the operator F : X × K → Y with respect to x at each
point (x̂, v̂) ≡ (û, p̂, ϕ̂, fˆ, ψ̂, χ̂, ĝ) ∈ X × K is a linear continuous operator
Fx (x̂, v̂) ≡ (F1x
(x̂, v̂), F2x
(x̂, v̂), F3x
(x̂, v̂), F4x
(x̂, v̂), F5x (x̂, v̂)) : X → Y de-
fined on elements x ≡ (w, r, τ ) ∈ X by the relations
F1x (x̂, v̂), v
= νa(w, v) + c(û, w, v) + c(w, û, v) + b(v, r) − b1 (τ, v),
∀v ∈ H01 (Ω),
F2x (x̂, v̂)x, q
= b(w, q), ∀q ∈ L20 (Ω),
F3x (x̂, v̂)x = γw,
F4x (x̂, v̂)x, S
= a1 (τ, S) + c1 (û, τ, S) + c1 (w, ϕ̂, S), ∀S ∈ T ,
F5x
(x̂, v̂)x = γ
τ.
ΓD
(4.1)
Denote by F (x̂, K) the image, of the set K, in the space Y under action of
the operator F (x̂, · ) . By (3.3), the operator F is linearly dependent on the
controls, which implies that the set F (x̂, K) is convex in Y for each fixed x̂ ∈ X.
Let y ∗ = (ξ, σ, ζ, η, ζ1 ) ∈ Y ∗ = H01 (Ω) × L20 (Ω) × (H̃ 1/2 (Γ))∗ × T ×
(H 1/2 (ΓD ))∗ . For the functional J we introduce the Lagrangian L : X × K ×
R × Y ∗ → R by the formula
Proof. The proof is based on a theorem from [22, p. 79]. By that theorem,
to prove the existence of the Lagrange multiplier (λ0 , y ∗ ) it suffices to prove
450 G. V. Alekseev, E. A. Adomavichus
the Fredholm property of the operator Fx (x̂, v̂) : X → Y , taking into account
the convexity of the sets K and F (x̂, K) ⊂ Y . Comparing relations (4.1) for
the operator F (x̂, v̂) with relations (2.31) and (2.32) that define the operator
Φ = (Φ1 , Φ2 , Φ3 , Φ4 , Φ5 ) : X → Y , we can see that the following representation
is valid:
Fx (x̂, v̂) = Φ + Φ̂ ≡ Φ + (Φ̂1 , 0, 0, Φ̂4, 0).
Here the operators Φ̂1 : H̃ 1 (Ω) → H −1 (Ω) and Φ̂4 : H̃ 1 (Ω) → T ∗ are defined
by the relations
Φ̂1 (w, r, τ ), v
= c(w, û, v), ∀v ∈ H01 (Ω),
Φ̂4 (w, r, τ ), S
= c1 (w, ϕ̂, S), ∀S ∈ T .
By Theorem 2.4, the operator Φ : X → Y is an isomorphism; and by the esti-
mates (2.6), the operator (Φ̂1 , Φ̂4 ) : L4 (Ω) → H −1 (Ω) × T ∗ is continuous. Since
the space H̃(Ω) is compactly embedded in L4 (Ω) in virtue of the embedding
theorem, therefore, the operator (Φ̂1 , Φ̂4 ) acting from H̃ 1 (Ω) into H −1(Ω) × T ∗
is compact. In this case the operator Fx (x̂, v̂) is a Fredholm operator as a sum
of an isomorphism and a compact operator [32].
Let us consider the minimum principle (4.4). Taking into account the char-
acter of the dependencies of the operator F and functional J on (f, ψ, χ, g), we
rewrite (4.4) in the form of the variational inequality
ζ, g − ĝ
Γ + ζ1 , ψ − ψ̂
ΓD + (χ − χ̂, η)ΓN + f − fˆ, η
T ∗ ×T
≤ λ0 [J(x̂, v) − J(x̂, v̂)], ∀v ∈ K. (4.5)
Taking into account (4.1) and (4.2), we rewrite equation (4.3) in the form
d
∂ ûj
c(w, û, ξ) ≡ wi ξj dΩ
i,j=1 Ω ∂xi
d
∂ ûj
= ξj wi dΩ = (∇û · ξ) · w dΩ,
Ω ∂xi
i,j=1 Ω
ζ, w
Γ = 0, ∀w ∈ H01 (Ω), ζ1 , τ
ΓD = 0, ∀τ ∈ H01 (Ω).
SH l, w
H −1 (Ω)×H01 (Ω) = l, w
(H̃ 1 (Ω))∗ ×H̃ 1 (Ω) ,
∀w ∈ H01 (Ω) ⊂ H̃ 1 (Ω), l ∈ (H̃ 1 (Ω))∗ ,
SH l, S
H −1 (Ω)×H01 (Ω) = l, S
(H 1 (Ω))∗ ×H 1 (Ω) ,
∀S ∈ H01 (Ω) ⊂ H 1 (Ω), l ∈ (H 1 (Ω))∗ .
Using the above operators, we consider the contractions of relations (4.7) and
(4.8) on the spaces H01 (Ω) and H01 (Ω), respectively. Taking into account (4.10),
and (4.11), and the fact that equality (4.9) equivalent to the equation div ξ = 0
in Ω, we conclude that the elements ξ, σ, and η satisfy the equations
−νΔξ − (û · ∇)ξ + ∇û · ξ + ∇σ + η∇ϕ̂ = −λ0 SH Ju (û, v̂) in H −1 (Ω),
div ξ = 0 in Ω, (4.12)
∂η
−λΔη − û · ∇η + w0 + κη − b · ξ = −λ0 SH Jϕ (x̂, v̂) in H −1(Ω). (4.13)
∂z
Theorem 4.2. Let the assumptions of Theorem 4.1 hold and the func-
tional J be independent of p. Then there exist functions ξ ∈ H01 (Ω), σ ∈ L20 (Ω),
ζ ∈ (H̃ 1/2 (Γ))∗ , η ∈ T , and ζ1 ∈ (H 1/2 (ΓD ))∗ and a constant λ0 ≥ 0 which
together with the solution (x̂, v̂) = (û, p̂, ϕ̂, fˆ, ψ̂, χ̂, ĝ) of the extremal prob-
lem (3.4) satisfy equations (4.12) and (4.13), the integral identities (4.7)–(4.9),
and the minimum principle (4.4).
If we assume that ξ, σ, and η have higher smoothness properties, for example,
then from (4.7), (4.8) and (4.12), (4.13) we can obtain “pointwise” boundary
relations for the Lagrange multipliers. Indeed, if conditions (4.14) hold, then
the left-hand sides of (4.12) and (4.13) and, hence, the right-hand sides belong
to the spaces L6/5 (Ω) and L6/5(Ω), respectively. Thus, we can multiply (4.12)
and (4.13) by the functions w ∈ H̃ 1 (Ω) ⊂ L6 (Ω) and τ ∈ H 1 (Ω) ⊂ L6 (Ω),
respectively, integrate them over the domain Ω, and apply the Green formulas
(2.3) and (2.2). Subtracting the obtained relations from (4.7) and (4.8) and
taking into account (2.9), we get
∂ξ
ζ, w
Γ − σn · w dΓ + ν ,w Γ
Γ ∂n
= λ0 SH Ju (x̂, v̂) · w dΩ − λ0 Ju (x̂, v̂), w
(H̃ 1 (Ω))∗ ×H̃ 1 (Ω) ,
Ω
∀w ∈ H̃ 1 (Ω), (4.15)
Admixture diffusion in viscous fluids 453
∂η
ζ1 , τ
ΓD + λ(ατ, η)ΓN − w0 n3 τ η dΓ + λ ,τ Γ
ΓN ∂n
= λ0 SH Jϕ (x̂, v̂)τ dΩ − λ0 Jϕ (x̂, v̂), τ
(H 1 (Ω))∗ ×H 1 (Ω) ,
Ω
∀τ ∈ H 1 (Ω). (4.16)
Further derivation of the boundary relations depends on the form of the func-
tional J.
At first we consider the case when J = J0 , where J0 is defined in (3.5). In
this case J0ϕ = 0 and the derivative J0u (x̂, v̂) : H̃ 1 (Ω) → R is given by the
formula
J0u (x̂, v̂), w
(H̃ 1 (Ω))∗ ×H̃ 1 (Ω) = ∇û : ∇w dΩ = a(û, w), ∀w ∈ H̃ 1 (Ω).
Ω
(4.17)
Assuming in addition to (4.14) that û ∈ H 1 (Δ, Ω) and ϕ̂ ∈ H 1 (Δ, Ω) and using
the Green formula (2.3), from (4.17) we derive
SH J0u (x̂, v̂), w
(H̃ 1 (Ω))∗ ×H 1 (Ω) = − Δû · w dΩ, ∀w ∈ H01 (Ω),
Ω
which yields SH J0u (x̂, v̂) = −Δû ∈ L2 (Ω). Using the last fact and applying
once more the Green formula (2.3), we come to the relation
∂ û
SH J0u (x̂, v̂)·w dΩ ≡− Δû·w dΩ = a(û, w)− , w Γ, ∀w ∈ H̃ 1 (Ω).
Ω Ω ∂n
As a result, relations (4.12), (4.13), (4.15), and (4.16) take the form
When the test function w runs through the space H̃ 1 (Ω) its trace γw runs
through the whole of the space H̃ 1/2 (Γ). Taking this into account, from (4.20)
we obtain the following expression for the Lagrange multiplier ζ:
∂ξ ∂ û
ζ = σn − ν − λ0 in (H̃ 1/2 (Γ))∗ . (4.22)
∂n ∂n
λ
+ αη − w0 n3 η = 0 in H −1/2 (ΓN ),
∂n ΓN
∂η
ζ1 = −λ
in H −1/2 (ΓD ). (4.23)
∂n ΓD
For given functions û and ϕ̂, relations (4.18), (4.19), (4.22), and (4.23) together
with the conditions
ξ = 0 on Γ, η=0 on ΓD (4.24)
constitiute a closed system of equations (the second part of the optimality sys-
tem for the functional J0 ) with respect to the Lagrange multipliers ξ, σ, ζ,
η, ζ1 .
Analogous arguments for the functional J4 result in the relations
λ
+ αη − w0 n3 η = −λ0
in H −1/2 (ΓN ),
∂n ΓN ∂n ΓN
∂η ∂ ϕ̂
ζ1 = − λ + λ0
in H −1/2 (ΓD ), (4.27)
∂n ∂n ΓD
∂ξ
ζ = σn − ν in (H̃ 1/2 (Γ))∗ , (4.28)
∂n
which together with (4.24) constitute the second part of the optimality system.
At last, for the functional J5 or J6 the second part of the optimality system is
determined by relations (4.25), (4.23), (4.28), (4.24), and
∂η
−λΔη − û · ∇η + w0 + κη − b · ξ = −λ0 r(ϕ̂ − ϕd ) in Ω (4.29)
∂z
or
∂η
−λΔη − û · ∇η + w0 + κη − b · ξ = −λ0 r in Ω. (4.30)
∂z
The optimality systems for the rest of the functionals in (3.5) can be found
in [3].
for (û, p̂, ϕ̂, fˆ, ψ̂, χ̂, ĝ) and the Lagrange multiplier (ξ, σ, ζ, η, ζ1 ). The last iden-
tities are linear analogues of identities (4.7) and (4.8). Further transformation
of the system (4.34), (4.35) by the above scheme leads to the linear differential
equations
Really, setting in (4.34) w = v ∈ H01 (Ω) and attaching relations (4.9), in virtue
of the assumption Ju (x̂, v̂) = 0 we obtain the following problem with respect
to ξ and σ:
Application of this scheme to the case of the functional J0 leads to the same
boundary relations (4.22)–(4.24) as in the nonlinear case and to the following
linear differential equations with respect to ξ, σ, and η:
However, for the functional J5 (it is independent of u) the second part of the
optimality system is determined by the relations (4.38) and
∂η
−λΔη − u0 · ∇η + w0 + κη = −λ0 r(ϕ̂ − ϕd ) in Ω,
∂z
η = 0 on ΓD , (4.42)
∂η
λ
+ αη − w0 n3 η = 0 in H −1/2 (ΓN ),
∂n ΓN
∂η
ζ1 = −λ
in H −1/2 (ΓD ), (4.43)
∂n ΓD
Theorem 4.3. Let conditions (i) and (iv) hold; let K4 ⊂ H̃ 1/2(Γ) be
a convex nonempty set; let (x̂, ĝ) ∈ X0 × K4 be an element on which the
local minimum in the problem (3.18) is reached, and let J(x, · ) : K4 → R
be a convex functional for each point x ∈ X0 . moreover, we assume that
the function x → Jx (x, g) with values in X0∗ belongs to the class C 0 at the
point x̂ for every element g ∈ K4 . Then there exists a nonzero multiplier
(λ0 , y ∗ ) = (λ0 , ξ, σ, ζ) ∈ R+ × Y0∗ such that the following Euler – Lagrange
equation is valid:
Here [Fx (x̂, v̂)]∗ : Y ∗ → X ∗ is the operator conjugate to the operator Fx (x̂, v̂) :
X → Y in (4.1).
We shall prove below the regularity of the Lagrange multiplier under the
assumption that a fixed element v0 = (ν, λ, w0 , f , b, κ, α) and the controls v ∈ K
satisfy the condition
1 1 β
N Mu (v0 , v) + N1 Mϕ (v0 , v) < 1, ∀v ∈ K, (5.2)
α0 ν α0 ν λ∗
which provides the uniqueness of the solution to Problem 1 in virtue of The-
orem 2.3. Here the constants Mu (v0 , v) and Mϕ (v0 , v) are defined by rela-
tions (2.18), (2.19). To prove the regularity it is sufficient to prove that equa-
tion (5.1) or, which is the same, the system (4.7)–(4.9) has only the trivial solu-
tion y ∗ = (ξ, σ, ζ, η, ζ1 ) for λ0 = 0. Assume the contrary, i. e., that there exists
a nontrivial solution (ξ, σ, ζ, η, ζ1 ) of the system (4.7)–(4.9) for λ0 = 0, where
the elements x̂ = (û, p̂, ϕ̂) and v̂ are connected by the relation F (x̂, v̂) = 0.
Then we set in this system w = ξ, r = σ, and τ = η and use the conditions
ξ = 0 on Γ and η = 0 on ΓD and the relations c(û, ξ, ξ) = 0, c1 (û, η, η) = 0,
and b(ξ, σ) = 0, which follow from (2.4), (2.5), and (4.9). As a result, we arrive
at the equalities
Using the coerciveness inequalities (2.7) and (2.11) and relations (2.10),
from (5.3) we obtain the inequalities
α0 νξ21 ≤ N û1 ξ21 + N1 ξ1 ϕ̂1 η1 , λ∗ η21 ≤ β1 η1 ξ1 . (5.4)
From the second inequality in (5.4) we get η1 ≤ (β1 /λ∗ )ξ1 . Then the first
inequality yeilds
β1
α0 νξ21 ≤ N û1 + N1 ϕ̂1 ξ21 . (5.5)
λ∗
Since the elements û, p̂, and ϕ̂ are connected by the relation F (x̂, v̂) = 0,
therefore, the estimates (2.17) are valid for û and ϕ̂. These estimates and (5.2)
imply
β1 β1
N û1 + N1 ϕ̂1 ≤ N Mu (v0 , v) + N1 Mϕ (v0 , v) < α0 ν. (5.6)
λ∗ λ∗
From (5.4)–(5.6) we obtain ξ = 0 and η = 0, which together with (4.7) and (4.8)
for λ0 = 0 yeilds
b(w, σ) + ζ, w
Γ = 0, ∀w ∈ H̃ 1 (Ω), ζ1 , τ
ΓD = 0, ∀τ ∈ H 1 (Ω).
Using the arbitrariness of the functions w ∈ H̃ 1 (Ω) and τ ∈ H 1 (Ω) and the
inf-sup property (2.8) of the form b, we conclude that σ = 0, ζ = 0, and ζ1 = 0,
which contradicts the nontriviality of the element (ξ, σ, ζ, η, ζ1 ).
460 G. V. Alekseev, E. A. Adomavichus
The uniqueness of the regular multiplier (1, y ∗ ) satisfying the system (4.7)–
(4.9) for λ0 = 1, under the natural condition F (x̂, v̂) = 0 on the elements x̂
and v̂, follows from the absence of non-trivial solutions of the homogeneous for
(λ0 = 0) problem (4.7)–(4.9) and its Fredholm property (see Theorem 4.1). Let
us formulate the results obtained.
Theorem 5.1. Let the assumptions of Theorem 4.1 and condition (5.2)
hold. Then: 1) the homogeneous equation (5.1) has only trivial solution; 2) ev-
ery nontrivial Lagrange multiplier satisfying (4.3) is regular, i. e., has the form
(1, y ∗ ); 3) equation (4.3) with λ0 = 1 has unique solution y ∗ .
Corollary 5.1. Under the assumptions of Theorem 5.1 the Lagrange mul-
tiplier for the problem (3.4) which satisfies relations (4.3) and (4.4) exists, is
regular, and is determined uniquely.
Another corollary of Theorem 5.1 is the following result for the prob-
lem (3.18).
Then: 1) the equation [Fx0 (û, p̂, ĝ)]∗ y ∗ = 0 with x = (u, p), which is an equation
for the element y ∗ = (ξ, σ, ζ) ∈ Y0∗ and which is equivalent to the identities
has only trivial solution; 2) every nontrivial Lagrange multiplier which satis-
fies (4.46) is regular, i. e., has the form (1, y ∗ ); 3) equation (4.46) with λ0 = 1
has unique solution y ∗ = (ξ, σ, ζ).
Here Γ0 is a part of the boundary Γ with meas Γ0 > 0, and g0 ∈ γ|Γ0 (H̃ 1 (Γ)) is
a given function. In virtue of the Friedrichs – Poincare inequality the following
estimate is valid:
g = g1 − g2 , u = u 1 − u2 , p = p 1 − p2 , ϕ = ϕ1 − ϕ2 , ξ = ξ1 − ξ2 ,
σ = σ1 − σ2 , ζ = ζ1 − ζ2 , η = η1 − η2 , ζ1 = ζ11 − ζ12 (5.16)
462 G. V. Alekseev, E. A. Adomavichus
Let us subtract equations (5.12) and (5.13) written for the multiplier (1, y1∗ )
ons written for (1, y2∗ ). Setting w = u, r = p, and τ = ϕ and using the
notations (5.16), we get
− ζ, g
Γ ≡ − ζ, g1 − g2
Γ ≤ 0. (5.24)
Subtracting (5.20) from (5.22) and (5.23) from (5.21) and then subtracting
the obtained results one from the other, in virtue of inequality (5.24) we get the
relation
Write the conjugated system (5.12), (5.13) for the values ξi , σi , ζi , ηi , ζ1i
for u = ui , ϕ = ϕi , i = 1, 2, and then set w = ξi , r = σi , and τ = ηi in it.
Reasoning as in derivation of (5.3), we obtain
Using the coerciveness inequalities (2.7) and (2.11), relations (2.10), and the
estimate |a(ui , ξi )| ≤ ui 1 ξi 1 , we deduce from (5.27) and (5.28) that
α0 νξi 21 ≤ N ξi 21 ui 1 + N1 ξi 1 ϕi 1 ηi 1 + ui 1 ξi 1 , (5.29)
λ∗ ηi 21 ≤ β1 ηi 1 ξi 1 , i = 1, 2. (5.30)
Taking into account the a priori estimates (5.15) for ui and ϕi , from (5.32) we
obtain the inequality
α0 ν − N Mu0 + (β1 /λ∗ )N1 Mϕ0 ξi 21 ≤ Mu0 ξi 1 , i = 1, 2. (5.33)
The expression in the square brackets on the left-hand side of (5.33) is positive
in virtue of (5.10). Dividing by it, we obtain the following estimate for ξi :
Mu0
ξi 1 ≤ , i = 1, 2. (5.34)
α0 ν − [N Mu0 + (β1 /λ∗ )N1 Mϕ0 ]
a1 (ϕ, ϕ) + c1 (u, ϕ2 , ϕ) = 0,
ϕ21 ≤ (N1 /λ∗ )u1 ϕ2 1 ϕ1 ≤ (N1 /λ∗ )Mϕ0 u1 ϕ1
or
ϕ1 ≤ (N1 /λ∗ )Mϕ0 u1 . (5.35)
Using (2.10), the estimates (5.31), (5.34), (5.35), and the estimates (5.8) for
u ∈ H̃ 1 (Ω, Γ0 ), we get
|c(u,u, ξ1 + ξ2 ) + c1 (u, ϕ, η1 + η2 )|
≤ N u21 (ξ1 1 + ξ2 1 ) + N1 u1ϕ1 (η1 1 + η2 1 )
≤ N u1 + N1 (β1 /λ∗ )ϕ1 u1(ξ1 1 + ξ2 1 )
1 N 2
1
2Mu0
≤ ∗ N + β1 Mϕ0 |u|21 . (5.36)
α0 λ∗ α0 ν − [N Mu0 + (β1 /λ∗ )N1 Mϕ0 ]
464 G. V. Alekseev, E. A. Adomavichus
It follows from (5.36) that (5.26) is necessarily valid if the initial data of the
problem (5.9) and, in particular, the elements f0 , ψ0 , and χ0 and the set K4
are such that the following condition holds:
1 N 2
1 0
2Mu0
∗ N + β 1 M < 1,
α0 λ∗ ϕ
α0 ν − [N Mu + (β1 /λ∗ )N1 Mϕ0 ]
0
1 1 β1 2 N 2
1
N Mu0 + N1 Mϕ0 + ∗ Mu0 N + β1 Mϕ0 < 1. (5.37)
α0 ν α0 ν λ∗ α0 α0 ν λ∗
Obviously, if condition (5.37) holds, then the initial data of the problem (5.9)
will a fortiori satisfy condition (5.10). This means that if condition (5.37)
is fulfilled and hence condition (5.10) is so, then the extremal problem (5.9)
has unique solution (u, p, ϕ, g), to which by Theorem 5.1, there corresponds a
unique solution (ξ, σ, ζ, η, ζ1 ) of the problem (5.12), (5.13). The last together
with Theorem 2.3 means the uniqueness of a solution to the optimality system
for the problem (5.9), which consists of relations (2.12)–(2.14), the conjugate
system (5.12), (5.13), and the variational inequality (5.14). Let us formulate
the obtained results.
Theorem 5.4. Let conditions (i) and (iv)hold; the set K4 be defined by
formula (5.7); and the following condition hold:
1 2
+ ∗ N M̃u0 < 1, M̃u0 = sup M̃u (ν, f , g).
α0 ν α0 α0 ν g∈K4
Then the problem (5.38) has unique solution (u, p, g) ∈ H̃ 1 (Ω) × L20 (Ω) × K4 .
Admixture diffusion in viscous fluids 465
CONCLUSION
In the present paper we have investigated the inverse extremal problems for
the differential equations of mass-transfer which describe admixture diffusion
within the framework of the Oberbeck – Boussinesq model with inhomogeneous
boundary conditions for the velocity and concentration. Assuming the fulfill-
ment of certain conditions on the input data, we have proved the solvability
of the inverse problems in question, substantiated the application of the La-
grange multiplier principle, and derived the optimality system. The optimality
system was derived at first for an arbitrary differentiable objective functional
and then was specified for concrete objective functionals. In the general case it
contains ten nonlinear differential equations connected with each other by the
coefficients, boundary conditions, and variational inequalities for determination
of the densities of unknown admixture sources. Basing on the properties of
the optimality system, we have obtained sufficient conditions on the input data
which provide the regularity of the Lagrange multiplier and the uniqueness of
solution of the extremal inverse problem for ones objective functionals. Using
the constructed theory, we have proved the solvability and uniqueness of the
extremal inverse problems for the stationary Navier – Stokes equations.
In this paper we have also derived the optimality system for the linearized
model of admixture transfer. The system contains ten linear differential equa-
tions with respect to the initial and conjugate states together with the corre-
sponding boundary relations and variational inequalities for controls. In the
case when an objective functional does not depend on the velocity, the opti-
mality system can be simplified to a system of two scalar differential equations
for the concentration and the correspond Lagrange multiplier η. Moreover, if
the objective functional depends linearly on the concentration, as, for example,
in the problem of location of plants near ecologically significant zones, which
was considered in [15, 26], then for finding a solution to the original extremal
problem it is sufficient to solve the conjugate (elliptic boundary-value) prob-
lem for η and to determine the desired controls from the variational inequality.
Then the desired minimum is determined by an explicit formula analogous to
the corresponding formula in [26]. Thus, in this case it is not necessary to solve
the original direct problem, which essentially simplifies solution of the extremal
problem.
In the general case the optimality system is nonlinear, and its numerical
investigation involves considerable difficulties and requires development of ef-
fective numerical algorithms. The authors intend to consider this question in a
separate paper.
466 G. V. Alekseev, E. A. Adomavichus
Acknowledgement
The authors express their gratitude to N. N. Frolova and D. A. Tereshko for
useful discussions of our work.
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