1. Introduction and Formulation of the Boundary Value Problem
In recent years, the theory of control of hydrodynamic, thermal and electromagnetic fields in liquid media has been intensively developed. One of the goals of the theory is to establish the most effective mechanisms for controlling physical fields in continuous media. Mathematical modeling of this type of problem includes three components: a goal, control parameters used to achieve the desired goal, and constraints that must be satisfied by the state of the system and controls under consideration. The role of constraints is usually played by the equations of the continuum model under consideration: hydrodynamics, magnetic hydrodynamics (MHD), heat and mass transfer, electromagnetism, etc., together with boundary and initial conditions, while the desired goal is achieved by minimizing certain cost functionals.
In hydrodynamics, the problem of reducing drag forces in a viscous fluid has always been a topical problem (see Gad-el-Hak [
1]). In thermal convection, the problems of controlling the flow regime of a viscous heat-conducting fluid by means of various control actions, for example, heat sources, as well as the problems of minimizing temperature gradients or maximum temperatures in certain parts of the flow region are of interest (see Alifanov [
2]). In engineering ecology, control problems arose when solving the urgent problem of environmental protection from anthropogenic impact (see Marchuk [
3]).
In magnetic hydrodynamics, control problems have an important applied significance. Historically, the problems of controlling MHD flows arose first in metallurgy and foundry production when developing optimal technologies for non-contact electromagnetic stirring of molten metals [
4,
5], as well as in the nuclear industry when creating efficient liquid-metal cooling systems for nuclear power units [
6,
7]. Then, to the need to solve control problems led the problems arising in the creation of installations for industrial crystal growth by melting and dissolution methods [
8,
9] and the development of new submarine engines (see Convert [
10]).
When solving the mentioned problems of magnetic hydrodynamics, the main attention was paid to the applied aspects of the developed theory. To a lesser extent, theoretical issues concerning the proof of solvability, existence and stability of solutions to the control problems for MHD models under consideration have been investigated. The present paper fills this gap. Its goal is to develop a mathematical apparatus for solving control problems for a stationary magnetohydrodynamics-Boussinesq model considered in the bounded domain
of the space
with boundary
consisting of two parts
and
. The mentioned system is described by the following relations:
describing the motion of a viscous heat-conducting and electrically conducting fluid.
The usual designations for this model are used here (see the textbook by Shercliff [
11]):
and
are vectors of velocity and magnetic field strength,
,
, where
is the vector of electric field strength,
P is pressure,
is fluid density,
T is temperature,
,
,
and
are constant coefficients of kinematic viscosity, magnetic viscosity, electrical conductivity and thermal diffusivity,
, where
is a vacuum magnetic permeability,
is a relative magnetic permeability,
is the free-fall acceleration vector,
is the bulk density of external forces,
f is the volumetric density of heat sources,
is the vector of volume density of outward currents,
b is the coefficient of thermal expansion,
and
,
are functions defined on
,
,
. The summand
makes sense of the buoyancy force in the Boussinesq approximation. With this in mind, below we will refer to the model (
1)–(
3) as the MHD-Boussinesq model or the MHDB model for brevity, and to the problem (
1)–(
5) itself as Problem 1. All quantities included in (
1)–(
5) are considered dimensional with all equations written in the SI unit system.
Theoretical analysis of control problems for MHDB models of a heat-conducting fluid is associated with a number of difficulties. The main difficulty is caused by the nonlinearity of the Navier–Stokes equations included in any MHDB model. As a consequence, the control problems are in general non-convex and multi-extremal. Another difficulty comes from the “multidisciplinarity” of MHDB models, which include, in addition to hydrodynamic processes, convective and diffusive heat transport processes as well as electromagnetic phenomena. Even though the behavior of each of the above processes separately is studied in detail, the study of their total interaction presents significant difficulties due to the nonlinearity of MHDB models.
In case
, the problem (
1)–(
5) is split into two problems: one of them, described by relations (
1), (
2), (
4) at
, is a boundary value problem for the stationary MHD model of a viscous non-thermal fluid. Its solvability is proved in Alekseev [
12] in the case of
, and in Alekseev [
13] in the case when the vector
in (
4) is tangential (see also the book by Alekseev ([
14], Chapter 6), where, in addition, the corresponding control problems are studied).
In Villamizar-Roa [
15] very weak solutions of MHD equations are investigated. The papers by Gunzburger et al. and Schotzau, respectively, refs. [
16,
17] are devoted to the development of numerical algorithms for solving boundary value problems for stationary MHD equations. The articles by Gunzburger et al. and Ravindran, respectively, refs. [
18,
19,
20] study control problems for MHD models. In Refs. [
21,
22,
23,
24,
25,
26,
27,
28] control problems for stationary or nonstationary MHD models are investigated.
A number of papers are devoted to the study of solvability of boundary value (and control) problems for MHD Equations (
1) and (
2) at
considered under boundary conditions different from those in (
4). Let us mention among them the papers [
29,
30,
31] considered under the so-called non-standard boundary conditions for velocity or pressure, as well as the papers by Meir and Alekseev et al., respectively, refs. [
32,
33,
34] considered under mixed boundary conditions for the magnetic field. The papers [
35,
36,
37,
38,
39,
40,
41,
42,
43] are devoted to the study of the solvability of boundary value and control problems for stationary or nonstationary MHD-Boussinesq models. The well-posedness of free boundary problems in non-relativistic and relativistic ideal compressible magnetohydrodynamics is studied in [
44,
45]. The papers [
46,
47,
48,
49,
50,
51,
52,
53,
54,
55,
56,
57] are devoted to the study of the solvability of control problems for close heat and mass transfer models.
We emphasize that control problems for MHDB flows of electrically and thermally conducting liquids have played an important applied role in the development of optimal technologies for the electromagnetic stirring of liquid metals in metallurgy [
4,
5], in the development of efficient cooling mechanisms for nuclear reactors [
6,
7], in the development of efficient crystal growth methods [
8,
9] and in the design of submarine engines (see Convert [
10]).
In papers by Alekseev [
34,
42] an original approach to the study of boundary value problems for the MHD equations of viscous incompressible fluid was proposed. The use of this approach allowed us to obtain results on the solvability of boundary value problems under weakened conditions on the smoothness of boundary data for the magnetic field. The same idea proved useful when studying control problems for the MHD model (see Alekseev [
58]). Its application allowed us to develop in Alekseev [
58] an effective mathematical apparatus for the study of multiparameter control problems for the MHD model with minimal requirements for the smoothness of the boundary controls. Their role is played by the normal and tangential components of the magnetic field determined on different parts of the boundary of the flow region. The use of this theory allowed us to prove the uniqueness and stability of optimal solutions in the practically important case when boundary controls can be chosen from classes of integrable functions with squares instead of the commonly used trace spaces.
We also mention papers [
59,
60,
61,
62,
63,
64,
65,
66,
67,
68] which touch upon issues close to the subject of our paper from fields of electromagnetism, acoustics, nonlinear diffusion, engineering mechanics, viscoelasticity.
The present work continues to develop the direction started in the previous papers by Alekseev [
34,
42,
58]. Its goal is to develop the mathematical apparatus for the study of control problems for the MHD-Boussinesq model of a viscous heat-conducting fluid and to apply the developed apparatus to prove the solvability of the control problems under consideration and to derive unique stability estimates of optimal solutions for certain control problems.
In view of the above, the present paper is organized as follows.
Section 2 defines the function spaces and provides some additional facts that will be further used when developing the optimal control theory for the MHDB model under study.
Section 3 presents Lemma 4 about the existence of liftings of all three main components (velocity, magnetic field, and temperature) of the solution of the boundary value problem under consideration. In addition, results on the existence and uniqueness of the solution of the boundary value problem and of its generalized linear analog are given. In
Section 4, the main optimal control problem is formulated, its solvability is proved, an optimality system describing the necessary first-order optimality conditions is derived, and its properties are discussed. In
Section 5 additional properties of optimal solutions are established based on the analysis of the optimality system. In
Section 6, we prove the local uniqueness and stability of solutions to certain control problems for hydrodynamic and temperature cost functionals. Finally,
Section 7 and
Section 8 contain a discussion and brief summary of the results obtained in the paper.
2. Functional Spaces and Supporting Information
As usual, when studying the solvability of boundary value and control problems for models of MHD, we will use the function spaces , , and , , where D represents the domain or its subset Q, or the boundary or some part of . Respective spaces of vector-functions will be denoted by . By , or the scalar product, norm or semi-norm in or will be denoted, respectively. Scalar products and norms in or in are denoted by , or by and , respectively. We make the following assumptions on and on the partition of the boundary :
Hypothesis 1. Ω is a bounded domain in with boundary , and the open parts and of the boundary Γ satisfy the conditions: , , .
Hypothesis 2. Ω is a domain in with boundary Γ consisting of connected components , and there exist non-intersecting manifolds , such that the domain is simply connected and Lipschitzian.
The numbers
and
included in Hypothesis 2 are called by the first and second Betti numbers, respectively. Thus
if and only if the boundary
is connected while
if and only if
is a simply connected domain. Typical examples of domains
are shown in
Figure 1.
Figure 1a shows a simply connected domain
with connected boundary
(it corresponds to the case
and
).
Figure 1b shows a simply connected domain
with non-connected boundary
(
and
).
Figure 1c shows a multi-connected toroidal domain
with connected boundary
(
and
). In general,
indicates the number of surfaces (or cuts)
that need to be carried out in the domain
in order to make it simply connected. Thus, in
Figure 1c, the cross-section of the torus is chosen as the mentioned section
.
Figure 1d shows a domain
having the form of a hollow cylinder with connected boundary
(
and
). From a physical point of view,
Figure 1d demonstrates a schematic (simplified) illustration of a component part of a coaxial induction MHD generator with boundaries
and
(see the book by Vatazhin et al. [
69]).
Let us consider the following subspaces of the space
:
The latter space is Hilbertian with the Hilbert norm
Here, l is a dimensional coefficient having dimension and the value is equal to 1, denotes the SI dimension of length defined in meters (see below for details on the dimensions of the main parameters).
Let us define two subspaces of harmonic vectors in
:
The spaces
and
are finite-dimensional (see, e.g., Alekseev ([
14], Chapter 6) and paper by Valli [
70]), and
,
, where the numbers
and
are defined in Hypothesis 2.
Let
be the space of infinitely differentiable finite functions in
,
is the completion of
in
. The following is presumed:
,
,
,
,
,
,
,
,
. Spaces
,
,
,
,
,
and
are Hilbertian with norm
. Along with spaces
,
,
,
,
,
,
and
we will use dual of them spaces
,
,
,
,
,
,
and
(see the book by Alekseev ([
14], Sections 4.1 and 6.1) for more details on the properties of these spaces). Let us put
By
or
we denote the trace operators acting from the space
to the trace space
or to the trace space
of functions defined on the segment
. It is well known that the above operators are continuous and have continuous right inverse operators
and
. For any function
, the function
is often called the standard continuation (or replenishment) into
of the boundary function
. For this function the following estimate is valid:
Along with the trace operators
and
we will also use the continuous normal trace operator
which puts in correspondence to each vector
its normal trace
. The above operator is continuous and has a continuous right inverse
, and the next estimate is valid:
One can read more about its properties in the books, respectively, by Alekseev ([
14], Chapter 1) and by Girault et al. ([
71], Chapter 1).
In the future, we will use the following Green’s formulas (see [
14,
71] for more details):
We define a series of bilinear forms associated with summands in the model Equations (
1) and (
2):
We will use below the following inequalities:
Here,
is a positive constant depending on
and on
, and
is a positive constant depending on
and on
p at
. The inequalities (
15) and (
16) are consequences of Sobolev’s embedding theorem, according to which the space
is embedded into
continuously at
and compactly at
.
In addition, we will use a number of properties of the bilinear and trilinear forms under consideration. Let us formulate them in the form of the following Lemma 1 (details of the proof can be found in the books [
14,
71]).
Lemma 1. If Hypothesises 1 and 2 are satisfied, there are positive constants , , , β, , , , , , , , , , , , , depending on Ω such that the following relations hold: Here, is the constant included to (24) at , . The main role in the study of Problem 1 will be played, along with spaces
,
,
,
,
,
,
,
and
, by the following function spaces
as well as dual of
and
spaces
and
. The spaces
and
are Hilbert spaces with norms, respectively:
The spaces
and
are Hilbert spaces with a Hilbert norm
where the parameter
was defined in (
4). The goal of introducing the multiplier
into the norm (
36) is to equalize the dimensions of both summands
and
in the right-hand side of (
36) (see Alekseev ([
14], p. 283)).
In order to prove this fact we will assume that the norms
and
of a function
u in
and in
and seminorm
in
are defined as follows:
Here,
l is the dimensional factor of dimension
whose value is equal to 1 (see Formula (
6)). Using (
37) it is easy to verify that the dimensions of
and
are related to the dimension
of
u by formulas
We recall also (see, e.g., Alekseev ([
14], Chapters 2, 6)) that
Here, and below , , , and denote the SI dimensions of time, mass, temperature and current expressed in units of second, kilogram, kelvin and ampere, respectively.
Using (
21)–(
25), (
26), (
37) and (
38) one can easily derive that
In particular, from (
39) follows that
Let us note that the spaces
(or
),
,
,
and
defined above will play the role of solution spaces, respectively, for velocity, magnetic field, temperature, electric field and pressure, while the spaces
(or
),
and
will serve as the corresponding test function spaces for velocity, magnetic field and temperature, respectively. We also remark that the space
transforms at
to the space:
which plays the role of the solution space for the magnetic field
in Alekseev [
13]. It is clear that the following chain of embeddings is valid:
Along with the inequality (
25) we will also use a more general inequality
where each of the spaces
and
coincides with one of the spaces
or
at
.
Let us put
and define bilinear forms:
where
is a given function,
is the magnetic viscosity. By virtue of (
21)–(
23) and (
32), the form
is continuous on
and coercive on
, and the form
a is continuous on
and coercive on
. This means that
Let the bilinear continuous form
satisfies the following “
-smallness” condition on
:
Let us consider for arbitrary elements
and
variational problems consisting in finding such elements
and
that
The following two lemmas are proved using (
44)–(
46) and the Lax–Milgram theorem.
Lemma 2. Let, under Hypothesises 1 and 2, the conditions , be satisfied. Then: (1) the bilinear form in (47) is continuous and coercive on with constant ; (2) for the problem (47) has a unique solution for any and the following estimate holds: ; (3) for any function there exists a unique solution to the problem (47) and for this solution the next estimate is valid:where is the norm of the trace operator defined in (9). Proof of Lemma 2. Assertion (1) is a consequence of the inequalities (
44) and of the identity
for all
following from (
20). Assertion (2), in which the solution
T and the test function
S are chosen from the same space
, is a direct consequence of the statement (1) and of the Lax–Milgram theorem. To prove the assertion (3) of Lemma 2, the solution
T of the problem (
47) should be represented as
, where
is the standard continuation of the function
inside the domain
, and
is the new unknown function. Subsequent substituting the above representation into (
47) leads to the homogeneous analog of the problem (
47) with respect to
corresponding to the case
. In this case, the estimate (
49) is a consequence of Assertion 2 applied to the above homogeneous analog. □
According to a similar scheme, one can prove the following:
Lemma 3. Let the bilinear continuous forms a and satisfy the conditions (45) and (46) when Hypothesises 1 and 2 are satisfied. Then: (1) the bilinear form is continuous and coercive on ; (2) the problem (48) has a unique solution for any element and the estimate is valid. 3. Solvability of Problem 1 and of Its Linear Analogue
Let us recall that our goal is to analyze the solvability, uniqueness and stability of solutions of the control problems for the MHDB model under consideration. Our analysis will be based on the theory of smooth-convex extremum problems in Hilbert spaces. As applied to models of hydrodynamics and magnetic hydrodynamics, this theory is based on the use of a weak formulation of the boundary value problem under consideration as a conditional constraint for the main state and for quantities that play the role of controls in the control problems under study. Therefore, we begin this section with the formulation and proof of some facts concerning the existence and uniqueness of the weak solution of Problem 1 and of its generalized linear analog.
In addition to Hypothesises 1 and 2, we assume that the following hypothesises are satisfied:
Hypothesis 3. , , , , ;
Hypothesis 4. ;
Hypothesis 5. , , , , .
Let us define functionals
and
by the formulas
It follows from Hypothesises 3–5 and (
22), (
29), (
30), (
31), that
and that
Following the variational method of investigating boundary value problems, we will define a weak formulation of Problem 1. To this end, we multiply the first equation in (
1) by the function
, the first equation in (
2) by
where
, and integrate over
. Using the Green’s formulas (
11)–(
13), the equation
in (
2) for the electric field
and the identity
for
,
and
, we obtain, taking into account the notations of
Section 2, that
Adding (
52) and (
53), we have
Similarly, let us multiply the Equation (
3) by
and integrate over
. Using Green’s formula (
11), we obtain
As a result, we obtained a weak formulation of Problem 1. It consists in finding the quadruple
,
, satisfying the identities (
54), (
55) and the relations
The identity (
54) does not contain the electric field
. Nevertheless, arguing as in Alekseev [
42], the field
can be recovered from the quadruple
satisfying (
54), such that the Equations (
2) are satisfied almost everywhere in
, and the first equation in (
1) and the Equation (
3) are satisfied in the sense of generalized functions. This allows us to set correctly the following definition.
Definition 1. The weak solution of Problem 1 is any quadruple , satisfying (54)–(56). Let the above quadruple
be a solution to the problem (
54)–(
56). Considering the restriction of the identity (
54) to the space
, we conclude that the triple
satisfies the identity
It is well known that the presence of inhomogeneous boundary conditions, such as the boundary conditions in (
4) and (
5) for Problem 1, significantly complicates its theoretical analysis. The standard method of investigating this type of problem is based on the use of so-called liftings, i.e., certain extensions inside the domain of
of boundary data having special properties. In our case, the existence of liftings is provided by the following Lemma (see details of its proof in [
13,
72,
73]).
Lemma 4. Let Hypothesises 1 and 2 be satisfied. Then:
(1) For any function and any number , there exists such a vector (velocity lifting) satisfying the following relations: Here, is a constant depending on the parameter and the domain Ω.
(2) For any function , , there exists a unique function (magnetic lifting) , where , such that Here, is a constant depending on s and Γ, but independent of a boundary function q.
(3) There exists a family of continuous non-decreasing functions with , , depending on the parameter and of the domain Ω such that for any function there is a function (temperature lifting) that Now, we are able to formulate the following existence theorem for the weak solution to Problem 1.
Theorem 1. When Hypothesises 1–5 are satisfied, there is a weak solution to Problem 1, where , and the following estimates are valid for this solution: Here, , , , and are continuous non-decreasing functions of the following norms: , , , , , , , , and . If, in addition, the data , , f, , , q, , ψ, χ and α are small (or the coefficients , and λ are large) in the sense that the following conditions are fulfilled:where the constants , , , , , , and are defined in Lemma 1, then the weak solution is unique. Proof of Theorem 1. In the case where
and
and hence the temperature is sought in the space
and the magnetic component
is sought in the space
defined in (
40), Theorem 1 is proved in Alekseev [
36]. The idea of the proof is to look for the components
and
of the weak solution in the form
Here,
and
are the hydrodynamic and magnetic liftings defined in Lemma 4, and
and
are the new unknown functions that we are looking for. Subsequent substitution of the relations (
64) into (
55)–(
57) leads to a nonlinear system with respect to the quadruple
depending on the parameter
. Then, using the lifting properties and Schauder fixed-point theorem, we prove that for small values of the parameter
the obtained system has at least one solution (
)
.
Moreover, for a given solution (
), we derive estimates of norms
,
,
and
via the data. From these estimates, in turn, we based on the representation (
64) derive estimates of the form (
61) for the quadruple
, which is the desired weak solution of Problem 1 at
and
.
The existence of the solution of Problem 1 in the case when and is an arbitrary number is proved by a similar scheme using, in addition to hydrodynamic and magnetic liftings, the temperature lifting introduced in Lemma 4. Using this lifting the temperature T is sought in the form , where is the new function. □
Along with the nonlinear Problem 1, we will consider a generalized linear analogue of Problem 1, which consists in finding the quadruple
from the next linear relations:
Here, in addition to the known functions , , , f, , q, , , , , the following given functions are added: “velocity” , “magnetic field strength” and function satisfying the conditions:
Hypothesis 6. , , ;
Hypothesis 7. .
In fact, we have somewhat generalized the linear analog of Problem 1 by replacing the solenoidality condition
with the more general condition
. Furthermore, the elements
and
below (in this Section) will denote arbitrary functionals in general, not necessarily coinciding with the functionals
and
l defined in (
50). The corresponding weak formulation of the problem (
65)–(
68) is to find a quadruple
from the conditions
The linearization of Problem 1 that we use has two features. The first feature is that (
71) is a
- and
p-independent problem for
T with a bilinear form in the left-hand side of (
71) which is coercive on
, when the condition on
in Hypothesis 3 and the condition on
in Hypothesis 6 are satisfied. Therefore, by Lemma 2, its solution
exists, is unique, and the next estimate for it holds:
The second feature is that the problem (
69), (
70) for a given function
is a weak formulation of the linear MHD model studied in the case when
in Alekseev [
13]. The summands
and
obtained by linearizing the summand (
) corresponding to the Maxwell advective term
in the first equation of (
1), and the summand
from (
52) corresponding to the Lorentzian force
in (
2), sum to annihilate at
. This together with (
17) entails the coercivity on the space
of the bilinear with respect to
and
form, standing in the left-hand side of (
69). The latter gives the key to proving the existence and uniqueness of the solution
of the problem (
69), (
70) (for given
).
The above features allow us to easily prove the solvability of the general linear MHDB problem (
69)–(
71), to derive the corresponding estimates of the solution and to establish the isomorphism of the linear operator corresponding to the above problem. The latter will play an important role in the study of control problems and, in particular, when deriving the optimality system. To prove the above facts, we introduce linear operators
which are defined by the formulas
It follows from the properties of the bilinear and trilinear forms underlying the defined operators that the operators
A,
B,
,
and
are continuous, and the operators
A and
are, moreover, coercive on the spaces
and
, respectively. Reasoning further, as in Alekseev [
13], we easily show that the problem (
69)–(
71) has a unique solution
, that depends continuously on the initial data. This forms the content of the following lemma.
Lemma 5. When Hypothesises 1, 2 and 6 are satisfied, the problem (69)–(71) for any septenary has a unique solution where , and the following estimates are valid: Here, , , and are continuous non-decreasing functions of norms , , , , , and .
Supposing that
let us introduce the operator
, where
By virtue of Lemma 5 the following result holds.
Theorem 2. If Hypothesises 1, 2 and 6 are satisfied, the operator defined in (73),(74), realizes the isomorphism of the spaces X and Y. 4. Formulation and Analysis of Control Problems
Let us proceed to the formulation of control problems for the MHD model under consideration. For this purpose, first of all, it is necessary to decide on the choice of possible controls, i.e., those functions included in the set (, , f, , , q, , , , ) of the initial data of Problem 1 that can be changed in the process of solving the control problem in order to achieve its goals. In accordance with the MHD model used by us, which takes into account three main physical processes: hydrodynamic, thermal, and electromagnetic, it is convenient to categorize all possible controls into three classes: hydrodynamic, thermal and electromagnetic.
It is usual to choose the boundary vector
as the hydrodynamic type control. As a temperature type control, we will choose two boundary functions
and
included in the boundary conditions for the temperature
T in (
5). Finally, we choose as electromagnetic type controls the function
q included in the boundary condition for the magnetic field
in (
4). About the physical meaning of choosing the above functions as controls, see, e.g., Alekseev ([
14], Sections 2, 3 and 6).
We will assume that the group of fixed data consists of , , f, and , while the group of controls consists of and , which can change in some sets , , and . Besides, the function (exterior current density) will play a special role in the sense that below we will study the stability of solutions of the control problems under consideration with respect to small perturbations of both the cost functional under minimization and of the function (in the norm of ).
More precisely, we denote by the weakly semi-continuous from below functional, by —the non-negative constants, , and assume in addition to Hypothesises 1–4 that the following take place:
Hypothesis 8. , , , are non-empty closed convex sets, ;
Hypothesis 9. , and are bounded sets or and the functional I is bounded from below, .
Let us put
,
,
,
and define the functional
under minimization by the formula
Let us write the weak formulation (
54)–(
56) of Problem 1 as
Here,
describes the operator acting according to
When writing the boundary value problem (
54)–(
56) in the equivalent form (
76), (
77), we considered that the system (
1)–(
5) contains eleven relations that are used in the formation of all six components
,
,
,
,
and
of the operator
F, as given in (
77).
Let us set the following control problem:
We will consider the following functionals as cost functionals:
Here, , , , , are given functions.
By
we denote the set of admissible pairs for the problem (
78).
Theorem 3. Suppose that Hypothesises 1–4, 8 and 9 are satisfied, the functional is weakly semi-continuous from below on X and . Then there exists at least one solution to the control problem (78). Proof of Theorem 3. We denote by
,
,
,
,
,
,
,
,
the minimizing sequence for which
By virtue of Hypothesises 8 and 9 and Theorem 1, the next estimates for the controls
and for corresponding solutions
,
,
,
of Problem 1 are fulfilled
Here, and below
, … are constants independent of
m. From (
80), (
81) it follows that there exist weak limits
,
,
,
,
,
,
,
of some subsequences of sequences
,
,
,
,
,
,
,
. Taking this into account, we can suppose that for
the following limit transitions are valid:
Since , then from the continuity of the trace operator it follows that , so that , where , .
Using the continuity of the operator
in
and the continuity of the trace operators
at
and
, we similarly show that
It remains to prove that the elements
and
satisfy the relations
and
, which by virtue of (
77) are equivalent to the identities
and
For this purpose, we note that for each
the quadruple (
,
,
,
) satisfies the relations
,
and
,
equivalent to identities:
and
It follows from (
82) that all linear summands in identities (
86) and (
87) pass as
to the corresponding linear summands in (
84) and (
85).
Arguing as in Alekseev ([
14], Section 4), or as in Alekseev [
58], we show that the nonlinear hydrothermodynamic summands
and
tend, respectively, to
and
as
, whereas the nonlinear magnetohydrodynamic summand
tends to
when
. This means that
,
,
,
. Finally, considering the weak semi-continuity from below of the functional
I on
X, we conclude that
,
. □
It should be noted that each of the functionals
defined in (
79) is weakly semi-continuous from below. Taking into account these facts and Theorem 3, we have the following corollary.
Corollary 1. Suppose that Hypothesises 1–4 and 8 are satisfied, and, in addition, or and are bounded sets at . Then there exists at least one solution to the problem (78) for , . The next stage of our study consists in justifying the application of the principle of Lagrange indefinite multipliers to the problem (
75). For this purpose, we use the extremum principle in smooth-convex conditional minimization problems (see the books by Ioffe et al. and Fursikov, respectively, refs. [
74,
75], and also the book by Alekseev ([
14], Appendix 1)).
Let us first introduce dual spaces
and
of the products
X and
Y defined in (
73). Let us denote by
the Fréchet derivative of
F on the state
at a point
. By
we denote the conjugate of
an operator uniquely defined by
by the relation
In accordance with the general theory of extremum problems (see the book by Ioffe [
74]), let us introduce the element
, which we will refer to below as an adjoint state, and the Lagrangian
, where
, by formula
In (
88),
is a non-negative dimensionless multiplier, while
is a dimensional parameter whose value is 1 so that the following relations for the dimensions
and
are satisfied
As in the case of Formula (
36) in
Section 2, the sense of introduction of the parameter
into (
88) is to equalize the dimensions of all summands in the right-hand side of (
88), as well as to synchronize below the dimensions of magnetohydrodynamic and temperature variables of both main and adjoint states. It is easy to check, in particular, that all summands of the identity obtained after multiplication by
of identity (
55) for
T have the same dimension as all summands in the magnetohydrodynamic identity (
54).
From the Formula (
88) it follows that if conditions (
89) are satisfied, the dimensions of all Lagrangian multipliers
are determined by the dimension of the value
of functional
J, i.e., in essence, by the dimension of parameter
in the expression (
75). Below we will always choose the dimension of
such that the following relations hold:
Accounting for (
90), we will refer below to the components
, and
as adjoint velocity, temperature, magnetic field and pressure. The following theorem gives sufficient conditions on the initial problem data to ensure the Fredholm property of the operator
.
Theorem 4. When Hypothesises 1–4, 8 and 9 are satisfied, the operator is Fredholm for any pair .
Proof of Theorem 4. To prove the Fredholm property, it is enough to calculate the Fréchet derivative at
of the operator
defined in (
77). Standard reasoning shows that at any point
the mentioned Frechet derivative is a linear continuous operator
, putting in correspondence to each element
the element
, where
From (
91) we conclude that
Here, the operators
and
were introduced in (
74), and the operators
and
are defined by the formulas
By virtue of Theorem 2, the operator
is an isomorphism, and from (
24)–(
27) and (
41) it follows that the operator
is continuous from
to
, and hence it is compact from
in
. This is equivalent to the Fredholm property of
. □
The following theorem provides a justification of the validity of the Lagrange principle for the control problem (
78).
Theorem 5. Suppose that if Hypothesises 1–4, 8 and 9 hold, the element is the point of local minimum for problem (78), and the functional I is continuously differentiable with respect to at the point for any element and convex with respect to u for every point . Then there exists a nonzero Lagrange multiplier for which the Euler–Lagrange equation has the formis valid that is equivalent to identitiesand the minimum principle is satisfied, which has the form of inequality Proof of Theorem 5 Let us use the extremum principle in smooth-convex conditional minimization problems (see Ioffe et al. and Fursikov, respectively, refs. [
74,
75], and also Alekseev ([
14], Appendix 1)). It is easy to see that the set
is a convex set in
Y. Therefore, the statement of Theorem 5 follows from the Fredholm property of the operator
. □
Let us turn to the inequalities (
62), (
63), which ensure the uniqueness of the solution of Problem 1. It is clear that for fixed elements
,
,
f,
and
, the right-hand sides
,
,
and
included in the inequalities (
62), (
63) depend on the control
and on the element
. The following theorem establishes sufficient conditions on the problem data to ensure the regularity of the Lagrange multiplier.
Theorem 6. Let the conditions of Theorem 5 and the inequalities (62), (63) be satisfied for all and . Then, every nontrivial Lagrange multiplier satisfying (93)–(95) is regular, i.e., it has the form and, moreover, it is defined in a unique way. Proof of Theorem 6. To prove the regularity of the Lagrange multiplier, it is enough to prove that for any pair
,
, connected by the relation
, the system (
93)–(
95) at
has only a trivial solution. Suppose the opposite, i.e., that there exists at least one nontrivial solution
of the system (
93)–(
95) at
. Then, assuming
,
,
,
, we arrive at the equality
Using (
24), (
25), (
27), (
28), (
41) and the estimates (
61) for the quadriple
, we deduce that
From Lemma 2 applied to the first relation in (
98), it follows that
. Taking into account this estimate and the inequalities (
99), from (
97) we arrive at the following inequality
We deduce from (
98), (
100), considering (
62), (
63), that
,
, and
. Substituting
and
into (
93), (
94), we obtain
From the second identity in (
101) it follows that
in
. Setting
in (
101), we have
for all
. It follows from this fact that
in
. Assuming
in the first identity in (
101), we easily deduce that
,
in
.
As a result, we shown that . This implies the regularity of the Lagrange multiplier, i.e., that . In turn, the uniqueness of the Lagrange multiplier follows from the Fredholm property of the linear operator . □
Below we need the partial derivatives of the Lagrangian
over all the controls. A simple analysis shows that
The inequality (
96) means that the quadruple
is the minimizer of the functional
on the convex closed set
. From (
102) then it appears that the following variational inequalities are fulfilled:
The relations (
93)–(
95) together with the minimum principle (
96), which is equivalent to the variational inequalities (
103)–(
106) with respect to controls
,
,
and
, and the operator constraint (
76) constitute an optimality system. From the conditions
,
,
and (
95) it follows that the multipliers
adjoint of
have the following properties:
5. Additional Properties of Optimal Solutions
The next step in our study is to derive additional properties of optimal solutions, which we will need below when deriving the stability estimates. One such property is an important inequality for the difference between the solution
of the problem (
78) and the solution
of the perturbed problem
It is obtained from (
78) by replacing the functional
I in (
75) with a close functional
and the function
by a close function
. By Theorem 1, for quadruples
,
, the following estimates hold:
We assume that the following conditions hold:
To make conditions (
110) more illustrative and to simplify the further presentation let us define the parameters
They are close to the following dimensionless parameters, which are widely used in hydrodynamics (see the textbook by Shercliff [
11]): the Reynolds number Re, the magnetic Reynolds number Rm, the Raley number Ra, the Hartman number Ha and the magnetic Prandtl number Pm. We emphasize that parameters
,
,
,
and
are dimensionless. To prove this fact, it is enough to know the dimensions of parameters
,
,
,
,
,
and also the dimensions of
,
and
included in (
110). Their dimensions were given in (
39).
Using (
39), we can easily prove that all the parameters
,
,
,
and
defined in (
111) are dimensionless. We emphasize that parameters
and
are related by the relation
. Therefore, we can rewrite conditions (
110) in a simpler form containing only four dimensionless parameters
,
,
and
:
We denote by
,
, the Lagrange multipliers corresponding to solutions
and
of the problems (
78) and (
108), respectively, (these multipliers are uniquely determined under conditions (
112)). By definition, they satisfy identities
Here, we changed the notations as
,
. Let us define the following differences:
Now, reasoning as in Alekseev [
58], we derive an important inequality for differences (
116), which will be used in
Section 6 to prove the stability estimates for optimal solutions. While deriving the mentioned inequality we will use some ideas and results from Alekseev et al. [
23], which we sketch here for the reader’s convenience.
Firstly, we subtract relations (
54)–(
56), written for
,
,
,
,
,
, from (
54)–(
56) written for
,
,
,
,
,
. Using (
116), we obtain
Then, let us substitute
into the inequality (
103) written at
,
, and then substitute
into (
103) written at
,
. We obtain
Adding these inequalities, we obtain the relation
Using the same scheme, from (
104)–(
106) we derive the inequalities
Further, we subtract identities (
113)–(
115) for
from (
113)–(
115) for
and set
. Adding up the obtained results and using relations
,
,
we obtain
Now, we set
,
in (
117) and
in (
118). We obtain
Finally, we add (
123) to (
124) and subtract the obtained result from (
122). Using (
120), (
121) and identities
we obtain the inequality
It is this inequality that will play an important role in
Section 6 in the derivation of local uniqueness and stability of optimal solutions. Let us formulate the obtained result as the following theorem.
Theorem 7. Let under conditions of Theorem 3 for cost functionals I and and under conditions (112), pairs , , , , , , , and , , , , , , , be solutions to the problems (78) and (108), respectively. Let , , , , , , , be the adjoint states corresponding to these solutions. Then for the differences , , T, p, , q, ψ, χ and defined in (116), the relation (125) holds. Now, we consider the problem (
117)–(
119) with respect to differences
,
,
and
in which differences
,
,
,
and
together with functions
,
,
and
play the role of data.
Below we will need estimates for norms of the differences
,
,
T and
p via norms of the differences
,
q,
,
and
. In order to derive these estimates we represent the differences
,
and
in the form
Here,
and
are liftings of the differences
and
q while
,
and
are certain functions, respectively. It should be noted that the mentioned liftings satisfy conditions (
58), (
59). As to
we will use the standard continuation
for which the estimate (
9) holds. We remind that the following estimates are valid for
,
and
:
We set in (
117), (
118) the following:
Taking into account (
128) the relation (
117) takes the form
while (
118) transforms to
Using (
23), (
27), (
31), (
32) and the estimates (
127), we have consistently
Moreover, it follows from Lemma 2 that
Taking this into account, from (
130) we arrive at the inequality
It follows from it and from the third estimate in (
127) that
Considering (
131), we have
Using estimates (
21), (
22), (
24), (
25), (
28), (
41), estimates (
109), and setting
one can obtain from (
129) that
Applying Young’s inequality of one of the following types to the summands in (
134):
for
or
or
or
, we consistently derive
By a similar scheme, using the first inequality in (
135) at
, we derive
Using the above inequalities, we conclude that
Taking into account (
136)–(
142), from (
134) we obtain that
It follows from (
110) that
Using (
145), from (
143) and (
144) we derive that
Here, for brevity we introduced the notations
From (
146) we further deduce that
It follows from (
149) and (
150) that
The last estimate can be rewritten as
Taking into account that
,
, from (
151), (
152) we deduce, using the estimates in (
127) for
and
that
Here,
and
are dimensional, in general case, constants defined by formulas:
It is easy to check that each summand in the right-hand side of (
153) has the same dimension equal to
, coinciding with the dimension of the left-hand side of (
153). Similarly, each summand in the right-hand side of (
154) has the same dimension equal to
, coinciding with the dimension of the left-hand side of (
154). Moreover, a simple analysis shows that quantities
,
,
defined in (
155) and quantities
,
,
defined in (
156) are dimensionless and, furthermore, the following quantities are dimensionless:
i.e.,
,
.
As for coefficients
,
and
,
defined in (
155) and (
156), they can be represented as
Substituting (
158) into (
153) and (
154) and estimating from above the dimensionless multipliers in the obtained expressions, we arrive at the following final estimates for
and
:
We conclude this Section by deriving estimates similar to (
159) and (
160) for differences
and
. To derive the estimate for
, we will use the estimate (
131) for
containing
, and the estimate (
151) for
. Using (
131), (
151) and the estimates in (
127) for
and
, we derive
Note, that each summand in the right-hand side of (
162) has the same dimension equal to
, coinciding with the dimension of the left-hand side of (
162).
Analysis of Formula (
163) shows that each of coefficients
,
,
,
in (
163) is the product of some dimensionless multiplier by one of the coefficients
,
,
,
. With this in mind, substituting expressions (
163) for coefficients
,
,
,
into (
162) and estimating the mentioned dimensionless multipliers from above, we arrive at the following final estimate for
:
Based on (
117), we now derive a similar estimate for the difference
. In view of inf-sup condition (
26) for the function
p and for any (small enough) number
, there exists a function
,
such that
Setting
,
in (
117), we obtain
Using the previous estimate (
166) for
and (
21), (
23)–(
25), from (
167) we deduce that
Dividing (
168) by
and using estimates (
159), (
160) and (
164) we obtain
Taking into account (
159), (
160) and (
164) we obtain the following estimate:
Here,
is a dimensionless constant defined by
6. Analysis of Uniqueness and Stability for Solutions to Control Problems
In this section, using properties of optimal solutions established in
Section 5 and, in particular, the inequality (
125) and estimates (
159), (
160), (
164), (
170), we will derive stability estimates of optimal solutions for two cost functionals belonging to the set (
79) of possible cost functionals. We begin with a consideration of the case when
in (
78), i.e., we consider the control problem
Here, as usual,
,
. Denote by
(
,
,
,
,
,
,
,
) a solution to problem (
172) that corresponds to the pair of functions
and
. By
(
,
,
,
,
,
,
,
), we denote a solution to problem (
172) that corresponds to another pair of functions
and
.
We define dimensionless parameters
(Reynolds number for the data
) and
by
where
l is a dimensional constant defined in
Section 2, and define constants
a,
,
b and nonnegative function
by formulas
In (
175)
,
and
are dimensionless constants defined in (
161) and (
165).
Remark 1. A simple analysis shows that Thus, the function φ given by (176) is defined correctly in terms of dimensions. We assume that the data for the problem (
172) or parameters
,
,
,
and
are such that the following condition with some sufficiently small
takes place:
Lemma 6. Let, under Hypothesises 1–3 and 8 and (112), (177), a pair (, , , , , , , ) be a solution to problem (172) corresponding to given pair and , , where is an arbitrary nonempty open subset. Then the following estimate for holds: Proof of Lemma 6. Setting
, in addition to (
116), we have that
,
,
, but
In view of (
179), identities (
113)–(
115) for adjoint states
,
,
,
,
,
,
,
, corresponding to solutions
,
,
,
,
and the main inequality (
125) for differences
,
,
T,
p,
,
q,
,
,
defined in (
116), take the form
Firstly, we estimate adjoint state variables
,
and
via
. To this end, we set
,
in (
180) and
in (
181). Using (
18) and conditions
in
,
,
,
we obtain
Taking into account estimates (
21)–(
25), (
109) and (
111), (
37), (
173), we have
Using (
23) and (
28) we derive successfully from (
184) that
In virtue of (
185)–(
188) and (
145), we infer from (
183) that
where
. Using (
111), (
185) and (
186) we conclude from (
191) that
Besides, from (
22), (
174) and (
192) it follows that
Taking into account (
194), (
195) from (
182) we arrive at
Omitting the nonpositive term
, we derive from (
196) that
Solving the quadratic with respect to
inequality (
197) we have
Since , , , Lemma 6 is proved. □
If
and
the estimate (
178) has the sense of stability estimate in
norm for the component
of the solution
,
,
,
,
,
,
,
of problem (
172) with respect to small disturbances of function
in the norm of
. Additionally, if
and
we conclude from (
178) that
in
Q. This together with (
196) yields that
,
,
,
. In turn, it follows from this fact and (
159), (
160), (
164) and (
170) that
,
,
and
in
. The latter is equivalent to the uniqueness of the solution of (
172).
Using (
178) we are now able to obtain stability estimates for all differences
and
p even in situation where
, i.e.,
Q is only a part of
. To this end, we consider inequality (
196). By (
197), (
198) we deduce from (
196) that
where
is defined in (
178). From (
159), (
160), (
164), (
170) and (
199), we arrive at
Let us describe the obtained result as the following theorem:
Theorem 8. Let parameters , , a, γ, b and function be defined by (173)–(176) and let assumptions of Lemma 6 be fulfilled. Then, the stability estimates (200)–(205) for problem (172) hold where . Now, we consider the case when
in (
78), i.e., we consider the control problem
Again we denote by
(
,
,
,
,
,
,
,
) a solution to problem (
206) that corresponds to the pair
and
. By
(
,
,
,
,
,
,
,
), we denote a solution to problem (
206) that corresponds to another pair
and
.
We define constants
,
,
a,
b and nonnegative function
by
Here,
,
,
are dimensionless constants defined in (
161), (
165).
Remark 2. A simple analysis shows that This means that the function φ specified in (209) is defined correctly in terms of dimensions. We assume that the data for the problem (
206) or parameters
,
,
,
and
are such that the following condition with some sufficiently small
takes place:
Lemma 7. Let, under Hypothesises 1–3 and 8 and (112), (210), a pair (, , , , , , , ) be a solution to the problem (206) corresponding to given pair and , , where is an arbitrary nonempty open subset. Then, the following estimate for holds: Proof of Lemma 7. Setting
, in addition to (
116), we have that
,
,
, but
In view of (
212), identities (
113)–(
115) for adjoint states
,
, corresponding to solutions
, and the main inequality (
125) for differences
,
,
T,
p,
,
q,
,
,
defined in (
116), take the form
Firstly, we estimate adjoint state variables
,
and
via
. To this end, we set
,
in (
213) and
in (
214). Using (
18) and conditions
in
,
,
,
we obtain
Using (
37) we easily derive that
where
is defined in (
207).
Using (
23), (
28) and (
218) we derive successfully from (
217) that
From (
221), arguing as in derivation of the estimates (
192), (
193), we derive the following estimates:
Besides, from (
22), (
207) and (
223) it follows that
Taking into account (
225), (
226) from (
215) we arrive at
Omitting the nonpositive term
, we derive from (
227) that
Solving the quadratic inequality (
228) we have
Since , , , Lemma 7 is proved. □
If
and
, the estimate (
211) has the sense of stability estimate in
norm for the component
of the solution
,
,
,
,
,
,
,
of problem (
206) with respect to small disturbances of function
in the norm of
. Additionally, if
and
we conclude from (
229) that
in
Q. This equality and (
227) yield that
,
,
,
. From this fact and (
159), (
160), (
164) and (
170) follows that
,
,
and
in
. The latter is equivalent to the uniqueness of the solution to the problem (
206).
It remains to prove the stability estimates for differences
,
,
and
, which are analogous to estimates (
200)–(
205). To this end, we turn to the inequality (
227). Using (
228), (
229) one can easily deduce from (
227) that
where
is defined in (
211). From (
159), (
160), (
164), (
170) and (
230), we come to the required stability estimates which formally coincide with estimates (
200)–(
205). Let us describe the obtained result as the following theorem where one should set
.
Theorem 9. Let parameters a, b, and function be defined by relations (207)–(209) and let assumptions of Lemma 7 be fulfilled. Then, the stability estimates (200)–(205) for problem (206) hold where . The uniqueness and stability estimates of the solution of the control problem (
75) can be investigated according to a similar scheme in the case when the functional
is replaced by one of the other functionals
in (
79) at
. The authors leave the study of these cases to the reader.
7. Discussion
In this paper we have continued to develop the direction started in our previous works and developed a mathematical apparatus for the study of control problems for a more complex MHD-Boussinesq model, which takes into account the influence of temperature and electromagnetic effects on the motion of electro- and heat-conducting fluid in three-dimensional bounded domains. The development of the mentioned mathematical apparatus was accompanied by certain difficulties caused by the complexity of the considered mathematical MHD-Boussinesq model (
1)–(
3). To simplify the process of investigation of the control problems under consideration for model (
1)–(
3), we used the scheme of investigation of control problems for stationary MHD models developed in previous works. This scheme consists of the following six steps (see Alekseev [
14]).
- (1)
Statement of the main problem (
1)–(
5).
- (2)
Proof of the existence of the weak solution of the problem (
1)–(
5) and its reduction to the operator formulation.
- (3)
Formulation of the general control problem and proof of its solvability.
- (4)
The derivation of the necessary conditions of optimality in the form of the Euler–Lagrange equation for the adjoint state and the minimum principle for the controls.
- (5)
Establishing additional properties of optimal solutions.
- (6)
Derivation of stability estimates of solutions for concrete control problems.
We emphasize that this scheme was developed to study control problems for the classical MHD model, which is described by relations (
1), (
2) when
. But this scheme is also applicable for the study of control problems for the MHD-Boussinesq model (
1)–(
3) considered in this paper, as well as for other hydrodynamic models of continuum mechanics. We stress that the described scheme is also useful for potential readers of this paper.
We note that the main result obtained by us is the stability estimates of optimal solutions of control problems (
172) and (
206) having the form (
200)–(
205). They are given in the formulations of Theorems 8 and 9 in
Section 6. Analysis of these estimates shows that small perturbations of the input data in the form of the cost functional
or
and the density of outward currents
lead to small perturbations of the solutions of the corresponding control problems (
172) or (
206). Moreover, in the case when perturbations are absent, i.e.,
or
and
, the right-hand sides of estimates (
200)–(
205), and hence the left-hand sides, vanish. The latter means the uniqueness of the solution of the control problems (
172) and (
206). Thus, taking into account Theorem 3 and Corollary 1 about the existence of solutions to problems (
172) and (
206), we conclude, in turn, that the control problems (
172) and (
206) are correctly posed.
But it should be noted that we proved the stability and correctness of the control problems under study using a number of conditions, in particular, using conditions (
112), (
177), which have the sense of conditions of smallness of the input data. Therefore, we have proved local uniqueness and stability theorems for the solutions of the control problems (
172) and (
206), which are specifics of the nonlinear model (
1)–(
3) under consideration. We emphasize that similar conditions of smallness of the input data were used in Alekseev [
58] when proving the correctness of the control problems for the classical MHD model (
1), (
2) at
.