Kolmogorov equations for 2D stochastic convective Brinkman-Forchheimer equations: Analysis and Applications
Fuente:
arXiv
Salvato in:
| Autori principali: | , |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2024
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866929651734020096 |
|---|---|
| author | Gautam, Sagar Mohan, Manil T. |
| author_facet | Gautam, Sagar Mohan, Manil T. |
| contents | In this work, we consider the following 2D stochastic convective Brinkman-Forchheimer (SCBF) equations in a bounded smooth domain $\mathcal{O}$:
\begin{align*}
\mathrm{d}\boldsymbol{u}+\left[-μΔ\boldsymbol{u}+(\boldsymbol{u}\cdot\nabla)\boldsymbol{u}+α\boldsymbol{u}+β|\boldsymbol{u}|^{r-1}\boldsymbol{u}+\nabla p\right]\mathrm{d}t=\sqrt{\mathrm{Q}}\mathrm{W}, \ \nabla\cdot\boldsymbol{u}=0,
\end{align*}
where $μ,α,β>0$, $r\in\{1,2,3\}$, $\mathrm{Q}$ is a non-negative operator of trace class, $\mathrm{W}$ is a cylindrical Wiener process in a Hilbert space $\mathbb{H}$. Under the following assumption on the viscosity co-efficient $μ$ and the Darcy co-efficient $α$: for some positive constant $γ_1$,
\begin{equation*}
μ(μ+α)^2>γ_1\max\{4\mathrm{Tr}(\mathrm{Q}),\mathrm{Tr}(\mathrm{A}^{2δ}\mathrm{Q})\},
\end{equation*}
where $\mathrm{A}$ is the Stokes operator and $δ\in(0,\frac{1}{2})$, our primary goal is to solve the corresponding Kolmogorov equation in the space $\mathbb{L}^2(\mathbb{H};η),$ where $η$ is the unique invariant measure associated with 2D SCBF equations. Then, we establish the well-known ``carré du champs'' identity. Some sharp estimates on the derivatives of the solution constitute the key component of the proofs. We take into consideration two control problems from the application point of view. The first is an infinite horizon control problem for which we establish the existence of a solution for the Hamilton-Jacobi-Bellman equation associated with it. Finally, by exploiting $m$-accretive theory, we demonstrate the existence of a unique solution for an obstacle problem associated with the Kolmogorov operator corresponding to the stopping-time problem for 2D SCBF equations. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_20948 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Kolmogorov equations for 2D stochastic convective Brinkman-Forchheimer equations: Analysis and Applications Gautam, Sagar Mohan, Manil T. Optimization and Control In this work, we consider the following 2D stochastic convective Brinkman-Forchheimer (SCBF) equations in a bounded smooth domain $\mathcal{O}$: \begin{align*} \mathrm{d}\boldsymbol{u}+\left[-μΔ\boldsymbol{u}+(\boldsymbol{u}\cdot\nabla)\boldsymbol{u}+α\boldsymbol{u}+β|\boldsymbol{u}|^{r-1}\boldsymbol{u}+\nabla p\right]\mathrm{d}t=\sqrt{\mathrm{Q}}\mathrm{W}, \ \nabla\cdot\boldsymbol{u}=0, \end{align*} where $μ,α,β>0$, $r\in\{1,2,3\}$, $\mathrm{Q}$ is a non-negative operator of trace class, $\mathrm{W}$ is a cylindrical Wiener process in a Hilbert space $\mathbb{H}$. Under the following assumption on the viscosity co-efficient $μ$ and the Darcy co-efficient $α$: for some positive constant $γ_1$, \begin{equation*} μ(μ+α)^2>γ_1\max\{4\mathrm{Tr}(\mathrm{Q}),\mathrm{Tr}(\mathrm{A}^{2δ}\mathrm{Q})\}, \end{equation*} where $\mathrm{A}$ is the Stokes operator and $δ\in(0,\frac{1}{2})$, our primary goal is to solve the corresponding Kolmogorov equation in the space $\mathbb{L}^2(\mathbb{H};η),$ where $η$ is the unique invariant measure associated with 2D SCBF equations. Then, we establish the well-known ``carré du champs'' identity. Some sharp estimates on the derivatives of the solution constitute the key component of the proofs. We take into consideration two control problems from the application point of view. The first is an infinite horizon control problem for which we establish the existence of a solution for the Hamilton-Jacobi-Bellman equation associated with it. Finally, by exploiting $m$-accretive theory, we demonstrate the existence of a unique solution for an obstacle problem associated with the Kolmogorov operator corresponding to the stopping-time problem for 2D SCBF equations. |
| title | Kolmogorov equations for 2D stochastic convective Brinkman-Forchheimer equations: Analysis and Applications |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2412.20948 |