1. Introduction
One very interesting feature of living organisms is their interaction with the environment in which they reside. Frequently, the form of interaction involves the movement of living organisms generated by an external stimulus, the response to such stimulus is called
taxis. The process which leads to taxis it is divided into three steps [
1]: First, the cell detects the extracellular signal by specific receptors on its surface then, the cell processes the signal and, finally, the cell alters its motile behavior. There exist different types of taxis, which depend on the nature of the stimulus (see, for instance, [
2]), one of them is
chemotaxis.
The chemotaxis phenomenon is understood as the movement of living organisms induced by the presence of certain chemical substances. In 1970, Keller and Segel [
3] proposed a mathematical model that describes the chemotactic aggregation of cellular slime molds which move preferentially towards relatively high concentrations of a chemical secreted by the amoebae themselves. Such phenomenon is called
chemo-attraction. In contrast, the phenomenon is called
chemo-repulsion, if a region of high chemical concentration generate a repulsive effect on the organisms. The most classical model in the framework of chemotactic movements is the Keller-Segel system [
3,
4], which is given by the following system of partial differential equations:
where
,
, is a bounded domain with smooth boundary
,
is a time interval with
,
is the time-space region, and
denotes the outward unit normal vector to
. The unknowns are the cell density
and a chemical concentration
. The cell flux and chemical are given respectively by
and
, where
and
are real constants. Therefore, the cells perform a biased random walk in the direction of the chemical gradient, and the chemical diffuses (it is produced by the cells, and it degrades) [
5]. The term
models the transport of cells; if
towards the higher concentrations of chemical (chemo-attraction) and if
towards the lower concentrations of chemical (chemo-repulsion). The term
models the consumption-production rate of the chemical, where
is a real parameter which measures the self-degradation of the chemical, and the function
is the cells production term, which is nonnegative when
.
In this paper we study a bilinear optimal control problem related to the parabolic-elliptic system associated to problem (
1), considering nonlinear chemical signal production and a proliferation/degradation coefficient acting on a control subdomain
. Specifically, we consider a bounded domain
with smooth boundary
and a time interval
, with
. Then, we study an optimal control problem related to the following coupled system of partial differential equations in the time-space region
:
where
is the control subdomain,
f denotes a bilinear control that acts on the subdomain
and
is the characteristic function of
. The control lies in a nonempty, closed and convex set
. We observe that, in the subdomain
, where
the we inject chemical substance and, where
we extract chemical substance; thus, we can see the control
f as proliferation/degradation coefficient acting on the subregion
. The term,
, for
, is the nonlinear chemical signal production term.
The system (
2) is completed with the initial condition
and the Neumann boundary conditions
Studies on the existence of solutions related to system (
2)-(
4) can be consulted in [
6,
7,
8,
9,
10,
11,
12,
13,
14,
15]. In particular, the case when
and
has been analyzed by Mock in [
6,
7], in which the author proved the existence and uniqueness of global-in-time classical solutions and that the respective solutions are uniformly bounded and converge an exponential rate to steady-state. The parabolic-parabolic system related to problem (
2)-(
4) has been studied in [
8,
9,
10,
11,
12,
13,
14]. In [
8,
9] considering linear production and
has been studied, where Ciéslak et al. [
8] proved the existence and uniqueness of smooth classical solutions in two-dimensional domains, as well as, the existence of weak solutions in spaces of dimension 3 and 4. In [
9], the author delimits his analysis to a
n-dimensional convex domain (
) and changes the chemotactic term
by
, where
is an adequate smooth function. With this modification, the author proved the existence of a unique global-in-time classical solution and that the pair solution
converges to
, as
t goes to
∞. Moreover, in [
10,
11], the authors proved, for a quadratic production term (
), the existence of weak solutions in 3D domains and global-in-time strong solutions assuming a regularity criteria in 1D and 2D domains; furthermore, they analyzed some numerical schemes to approximate the weak solutions. In [
12], for
and
, the authors proved the existence and uniqueness of strong solutions in 2D domains, and deduced that the solution
does not blow-up at finite time. The same authors in [
13] extend the results obtained in [
12] to 3D domains, and proved the existence of weak solutions and established a regularity criterion to get global-in-time strong solutions. In [
14], consider, in a two-dimensional domain, the nonlinear case for
and
and proved the existence and uniqueness of strong solutions. The existence and uniqueness of strong solutions for problem (
2)-(
4), considering
and
, has been proved by Ancoma-Huarachi et al. [
15]. For the stationary case and linear production term, we can refer to recent study developed by Lorca et al. [
16].
In the context of the optimal control problems related to chemotaxis system, we can refer to [
12,
13,
14,
16,
17,
18,
19,
20,
21,
22] in all these works it proved the existence of at least one global optimal solution and derived an optimality system, in particular obtain first-order necessary optimality conditions. In [
19] it studied an optimal control problem with state equations drive by a chemoattractive-Navier-Stokes evolution system in 3D domains where stated first-order necessary optimality conditions, using that the state is differentiable with respect to the control. Rodríguez-Bellido et al. [
20] analyzed a distributed optimal control problem related to a stationary chemotaxis model coupled with the Navier-Stokes equations. Also, they derived an optimality system through a penalty method, because the relation control-to-state is multivalued. In [
22] consider a 2D chemotaxis model with logistic source and proved the existence of weak solutions for the dynamical equation, the solvability of the optimal control problem and derive an optimality system using a generic result on the existence of Lagrange multipliers. The works [
12,
13,
14] are dedicated to study control problems related to chemo-repulsion models and considered the parabolic-parabolic system associated with problem (
2)-(
4). In [
12], the authors explored a bilinear optimal control problem in 2D domains, and proved the existence of global optimal solutions and derived an optimality system. The same authors in [
13] studied the 3D version of [
12]. Guillén-González et al. [
14] extended the results of [
13] for superlinear production term; that is, for
. Recently, in [
16] a bilinear optimal control problem related to a stationary version system of (
2)-(
4) has been studied for
n-dimensional domains, with
. In this work the authors proved the existence of global optimal solutions and derived first-order necessary optimality conditions for local optimal solutions. As far as we known, optimal control problems related with system (
2)-(
4) has not been considered in the literature.
The paper is organized as follows: In
Section 2 we fix some notations, introduce the function spaces which will be used through the work, give the concept of strong solutions of problem (
2)-(
4), present a result concerning to the existence and uniqueness of global-in-time strong solutions of (
2)-(
4), and establish two regularity (parabolic and elliptic) results for heat-Neumann problem that will used to achieve our results. Finally, in
Section 3 we analyze the bilinear optimal control problem and obtain the several important results, which includes the existence of global optimal solutions, the derivation of the an optimality system for a local optimal solution, via a result on existence of Lagrange multipliers in Banach spaces, and obtain some extra regularity properties of the Lagrange multipliers.
2. Preliminaries
In this section we establish some notations, definitions and preliminaries results that will be used throughout this work. We will use the classical Lebesgue spaces , for , with norm denoted by . In particular, for , the -norm and the respective -inner product will be denoted by and . Moreover, we use the Sobolev spaces , with norm denoted by . When , we denote by and the respective norm by . Also, we will use the space , for , with nor denoted by . Moreover, if X is a Banach space, we will denote by the space of functions that are integrable in the Bochner sense, and its norm will be denoted by . For simplicity, we will denote and its norm by . Also, denotes the space of continuous functions , where X is a Banach space, and its respective norm by . The topological dual space of a Banach space X will be denoted by , and the respective duality for a pair X and by or simply by unless this leads ambiguity. Finally, as usual, the different letters denote positive constants independent of , but its value may change from line to line.
We are interested in studying a bilinear optimal control problem related with the strong solutions of problem (
2)-(
4). The following definition establishes the concept of strong solutions of system (
2)-(
4), more details can be consulted in [
15].
Definition 1.
(Strong solutions) Let , for , with a.e. in Ω. A pair is called strong solution of system (2)-(4) in , if , a.e. in Q,
the pair satisfies pointwisely a.e. the system
and the initial and boundary conditions (3) and (4) are satisfied, respectively.
Some properties that can be extracted directly from system (
2)-(
4) and that are key to obtaining the existence of strong solutions are the following:
System (
2)-(
4) is conservative in
u. Integrating (
2)
in the spatial variable we have
Integrating (
2)
in
we have
Now, we present a result related to the existence and uniqueness of strong solutions to problem (
2)-(
4). This result is valid only when
. For this reason, we restrict our analysis to
(se [
15], for more details).
Theorem 1.
(Strong solutions [15, Theorem 2.7]) Assume that . Let with in Ω and for . Suppose that there exists a constant such that is small enough satisfying
where is a constant. Then there exists a unique strong solution of system (1)-(2) in sense of Definition 1. Moreover, there exists a positive constant such that
Remark 1. The constant , given in Theorem 1, is mainly related to the Sobolev embeddings for , and and the continuous injection .
Throughout this paper, we frequently use the following equivalent norms in the spaces
and
(see, for instance, [
23]):
and the classical 2D interpolation inequality
Moreover, we will apply the following results concerning to parabolic and elliptic regularity for the heat-Neumann problem:
Theorem 2.
(Parabolic-regularity [25, Theorem 10.22]) Let be a bounded domain in , , and , for with . Then, there exists a unique strong solution u of problem
Moreover, there exists a constant such that
Here, the space for and for .
Theorem 3.
(Elliptic-regularity [26, Theorem 2.4.2.7]) Let be a bounded domain in , , and , with . Then the elliptic system
admits a unique solution u in the class . Moreover, there exists a positive constant such that
3. The Bilinear Optimal Control Problem
This section is dedicated to the study of a bilinear optimal control problem related with the strong solutions of system (
2)-(
4). Firstly, we establish the statement of the bilinear control problem under analysis. Indeed, we assume that the controls set is
which is a nonempty, closed and convex subset of
, where
, for
, is the open ball
where
and
are the constants given in (
9) (see Theorem 1 above) and
is the control domain. We consider the initial data
with
and the function
that describes a bilinear control acting on the chemical equation (
2)
.
Furthermore, we consider the Banach spaces
the functional
defined by
and the operator
, where
, for
, are defined at each point
by
In the functional
J, defined in (
15), the pair
represents the desired states and the nonnegative real numbers
and
measure the cost of the states
and the control
f, respectively. These real numbers are nonzero simultaneously. The functional
J describes the deviation of the cell density
u from a cell density
and the deviation of the chemical concentration
v from a desired chemical
, plus the cost of the control measured in the
-norm.
Then, taking
we formulate the following bilinear optimal control problem:
notice that
is a closed and convex set and that the functional
J is weakly lower-semicontinuous on
S. The set of the admissible solutions of control problem (
17) is given by
which, by virtue of Theorem 1, is a nonempty set.
We are interested in proving the existence of global optimal solutions to problem (
17) and derive the so-called first-order necessary optimality conditions for any local optimal solution of control problem (
17). In the following definitions we present the concepts of global optimal solutions and local optimal solutions of problem (
17), respectively.
Definition 2.
(Global optimal solutions) An element is called a global optimal solution of control problem (17) if
Definition 3.
(Local optimal solutions) We say that a triplet is a local optimal solution of problem (17), if there exists such that for any satisfying
one has that .
3.1. Existence of Optimal Solutions
In this subsection we will prove the existence of at least one global optimal solution
for control problem (
17). Specifically, we will prove the following result:
Theorem 4. (Existence of global optimal solutions) Consider the assumptions of Theorem 1. Then, the optimal control problem (17) has at least one global optimal solution .
Proof. Since
(hence, in particular,
), from Theorem 1 we deduce that the admissible set
is nonempty. Moreover, considering that the functional
J is bounded from below, we deduce that there exists a minimizing sequence
such that
Now, from the definition of
J and that the control set
is bounded in
, we have that the sequence
On the other hand, by definition of the admissible set
, for each
, the triplet
satisfies system (
2)-(
4). Thus, from estimate (
9) we conclude that there exists a positive constant
C, independent of
m, such that
Therefore, from (
19)-(
20) and the fact that the control set
is a closed and convex subset of
; then, by Mazur lemma (see [
24]), is weakly closed in
, we deduce that there exists a limit element
and a subsequence of
, which, for simplicity, is still denoted by
, such that the following convergences hold, as
:
In particular, following the arguments given in [
14], we have that
converges strongly to
in
, which implies that
Furthermore, from (
21)
, (
21)
, the Aubin-Lions lemma (see [
27, Theorem 5.1]) and [
28, Corollary 4] we have
Therefore, considering the convergences (
21)-(
23) and following a standard argument (see, for instance, [
14]), we can pass to the limit in system (
2)-(
4) writing by
, as
m goes to
∞; and thus, we deduce that
is a solution of (
2)-(
4). Consequently, the triplet
belongs to
and
Also, taking into account that the cost functional
J is weakly lower semi-continuous on
, we have
which together with (
24) implies (
18). Therefore, the triplet
is a global optimal solution of problem (
17). □
3.2. Optimality System
In this subsection we will obtain first-order necessary optimality conditions and derive an optimality system for a local optimal solution
of control problem (
17), using a generic result on the existence of Lagrange multipliers in Banach spaces. This result, concerning on the existence of Lagrange multipliers, has been established by Zowe and Kurcyusz in 1979 (see [
29]).
The following results related to the differentiability of the functional J and the operator R can be easily deduced.
Lemma 1.
The functional is Fréchet-differentiable and the Fréchet derivative of J at the point in the direction is given by
Lemma 2.
The operator , defined in (16), is continuously Fréchet-differentiable and its Fréchet derivative at the point , in the direction , is the linear and continuous operator defined by
By adapting the abstract sense given in [
29], we have the following definition:
Definition 4.
An admissible element is a regular point for the optimal control problem (17) if for each triplet there exists such that
Here, is the conical hull of in .
Our aim is to prove the existence of Lagrange multipliers, which is guaranteed if a local optimal solution of control problem (
17) is a regular point. The following result goes in that direction.
Proposition 1. Suppose that the assumptions of Theorem 4 hold. If , then is a regular point for the optimal control problem (17).
Proof. Let
be a fixed element and
. Notice that 0 belongs to the conical hull
; hence it is suffices to prove the existence of a pair
such that
Now, we define the linear operator
, where
is the solution of the problem
endowed with the respective initial and boundary conditions (
28)
and (
28)
. The
weakly spaces and
are defined as follows:
Following [
15] we can prove easily that operator
S is well-defined from
to
and completely continuous from
onto itself (see [
15, Lemma 3.2]). Also, from [
15, Lemma 3.1] we have that the space
is compactly embedded in
.
On the other hand, we consider the set
The set
is bounded in
, independently of the parameter
. Indeed, let
and
(the case
is clear). Then, since operator
S is well-defined from
to
, we deduce that
and satisfies point-wisely a.e. in
Q the following problem:
endowed with corresponding initial and boundary conditions. Then, testing (
30)
by
U and considering that
, we have
Now, we will bound the terms on the right-hand side of (
31). Applying the Hölder and young inequality and taking into account the 2D interpolation inequality (
13) and that
, we can obtain
where
is arbitrary. Then, replacing (
32)-(35) in (
31) and adding to both sides
in order to complete the
-norm, we obtain
Also, testing equation (
30)
by
we have
Thus, working in a similar way as we did to obtain the estimate (
36), we arrive at
Here, the positive constant is given by the Sobolev embedding , for . This injection is necessary to estimate the terms and . Indeed, from the Hölder inequality we have the estimate , with . Thus, using that , we have that there exists a constant such that ; consequently, we deduce that . Similarly, we can obtain that .
Now, adding inequalities (
36) and (
38), and choosing
suitably we can obtain the following estimate
which implies
From assumption (
9) given in Theorem 1 we deduce that
; thus, we conclude that
. Hence, from (
39) and Gronwall lemma we have that
U is bounded in
. Moreover, integrating (
39) in
we obtain that
.
It remains to prove that the pair
is bounded in
. Indeed, notice that due to
, from Sobolev embeddings we deduce that
for any
. Also, since
we have
, and since
, we obtain that
belongs to
for any
. Moreover, using that
(in particular, from Sobolev embeddings,
),
, we deduce that
Therefore, applying Theorem 3 (for
) we conclude that
for any time
, satisfies the elliptic problem
and the following estimate holds
where
is a constant given by the Sobolev injection
. Thus, we have
Moreover, from Theorem 1 we deduce that
; hence, from (
40) we conclude that
Since
, after integrating (
41) in time, we deduce
.
On the other hand, testing (
28)
by
we have
and working in a similar way as we did to obtain the estimate (
36), we can obtain
where
is arbitrary and
is chosen in such a way that
. Also, integrating the
U-equation (
28)
in the spatial variable we obtain
which implies the following inequalities
Adding estimates (
42)-(44) and taking into account the equivalent norms given in (
11)-(12) we deduce that
which, for
suitably, implies
Then, from (
45), Gronwall lemma and taking into account that
(hence
, for any
, and
), we conclude that
; thus, using that
,
and
, we deduce that
. Then,
Therefore, .
Consequently, we deduce that the operator
S and the set
satisfy the conditions of the Leray-Schauder fixed-point theorem. Thus, there exists a pair
such that
, which is a solution of system (
28). Moreover, using a classical comparison argument we can deduce the uniqueness of solution of problem (
28). □
We are now in a position to prove the existence of Lagrange multipliers for optimal control problem (
17).
Theorem 5.
Suppose that assumptions of Theorem 4 hold. Let be a local optimal solution of the control problem (17). Then, there exists a triplet of the Lagrange multipliers such that for all one has
Proof. From Proposition 1 we have that
is a regular point. Then, from [
29, Theorem 3.1] we deduce that there exist Lagrange multipliers
such that the following variational inequality holds
for all
. Therefore, inequality (
46) follows from (
25), (
26) and (
47). □
From Theorem 5 we can derive an optimality system for the control problem (
17), for this purpose we will consider the following linear subspace of
:
The choice of the space permit us to focus our analysis on the Lagrange multipliers and .
Corollary 1.
Under assumptions of Theorem 2. Let be a local optimal solution of control problem (17). Then, the Lagrange multipliers , provided by Theorem 5, satisfy the following variational formulation
and the optimality condition
Proof. Notice that
is a vector space. Hence, (
49) can be obtained by taking
into (
46). Similarly, taking
in (
46) we deduce (50). Finally, taking
in (
46) we obtain
which implies
Therefore, choosing
in (
52) we deduce inequality (
51). □
Finally, we will derive an optimality system for a local optimal solution
of control problem (
17). Firstly, we must improve the regularity of the Lagrange multipliers obtained in Theorem 5. The following result goes in that direction.
Theorem 6.
Suppose that assumptions of Theorem 4 hold. Let be a local optimal solution of control problem (17). If and are small enough such that
where C, and are positive constants which depend on . Then the Lagrange multipliers , provided by Theorem 5, have the following strong regularity:
Proof. Notice that the pair of functions
, obtained in Theorem 5, corresponds with the concept of very weak solution of the following adjoint system
Thus, first we will analyze the regularity of the solutions of problem (
55) and then we will improve the regularity of the pair of the Lagrange multipliers
. Indeed, let
, with
, and
. Then, system (
55) is equivalent to the following forward problem
Since system (
56) is a linear problem, we argue in a formal sense, proving that any regular enough solution is bounded in the space
(a rigorous proof can be performed using the Leray-Schauder fixed point theorem, similar to what was done for the proof of Proposition 1).
Testing (
56)
by
and applying the Hölder, and Young inequalities and taking into account the 2D interpolation inequality (
13) for the
-norm, we can obtain the following estimate
where
is arbitrary. Similarly, testing the
-equation (
56) by
we can arrive at
where
is arbitrary and the constant
is given by the Sobolev embedding
for
.
Now, summing estimates (
57) and (
58) and then adding
on both sides of the resulting inequality, with the aim of completing the
-norm, it is possible to obtain
Thus, choosing
suitably in the lats inequality, we can obtain
Notice that assumption (
53) implies that
. Hence, from (
59), Gronwall lemma and taking into account that the terms
are integrable in time, we deduce that
. Similarly, integrating in time (
59), for
, we have that
Now, using that
(in particular
, for any
, and
) and that
, we deduce that
Hence, applying Theorem 2 to (
56)
(for
), we deduce that
, which implies that
. Moreover, using that
, for any
, and
, we deduce that
, for any
. Thus,
for any
and any time
. Then, applying elliptic regularity to (
56), for
, (see Theorem 3) we conclude that
and satisfies the estimate
where
is a constante given by the embedding
. Thus, we obtain
From assumption (
53) we deduce that
; then, from (
60) we have
Therefore, integrating (
61) in time we conclude that
for any
. Moreover, following and classical comparison argument we can deduce the uniqueness of the pair
solving the adjoint system (
55).
It remains to prove that the pair of Lagrange multipliers, provided by Theorem 5, have the strong regularity (
54). Indeed, let
the unique solution of adjoint problem (
55) and
the unique solution of the linear problem (
28) with data
and
. We recall that
; that is,
, thus
make sense. Then, it suffices to identify
with
in order to prove that
satisfies the regularity (
54). Now, writing (
55) for
instead of
, then testing the first equation by
U and the second by
V, after integrating by parts, we can obtain
Taking the difference between (
49) and (
62) and between (50) and (63), and summing the respective equalities, we deduce
Thus, considering that the pair
is the unique solution of system (
28) for
and
, from (
64) we conclude that
Therefore,
. Consequently, the Lagrange multiplier
, provided by Theorem 5, have the strong regularity (
54). □
Theorem 6 allow us derive an optimality system for the control problem (
17).
Corollary 2.
Under conditions of Theorem 6. Let be a local optimal solution of optimal control problem (17). Then the pair of Lagrange multipliers satisfies the following optimality system