Robust Control Problems Associated with the Multilayer Quasi-Geostrophic Equations of the Ocean

In this article we study some robust control problems associated with the multilayer quasi-geostrophic equations of the ocean and related to data assimilation in oceanography. We prove the existence and uniqueness of solutions using a general framework given in [6].     

On strong solutions of the multi-layer quasi-geostrophic equations of the ocean

In this article, we study the multi-layer quasi-geostrophic equations of the ocean. The existence of strong solutions is proved. We also prove the existence of a maximal attractor in L²(Ω)$L^2\left(\Omega \right)$ and we derive estimates of its Hausdorff and fractal dimensions in terms of the data. Our estimates rely on a new formulation that we introduce for the multi-layer quasi-geostrophic equation of the ocean, which replaces the nonhomogeneous boundary conditions (and the nonlocal constraint) on the stream-function by a simple homogeneous Dirichlet boundary condition. This work improves the results given in [C. Bernier, Existence of attractor for the quasi-geostrophic approximation of the Navier–Stokes equations and estimate of its dimension, Adv. Math. Sci. Appl. 4 (2) (1994) 465–489].     

Attractors for the multilayer quasi-geostrophic equations of the ocean with delays

In this article, we study the multilayer quasi-geostrophic equations of the ocean with delays. We prove the existence of an attractor using the theory of pullback attractors.     

Neumann-Type Boundary Conditions for Hamilton-Jacobi Equations in Smooth Domains

Neumann or oblique derivative boundary conditions for viscosity solutions of Hamilton-Jacobi equations are considered. As developed by P.L. Lions, such boundary conditions are naturally associated with optimal control problems for which the state equations employ "Skorokhod" or reflection dynamics to ensure that the state remains in a prescribed set, assumed here to have a smooth boundary. We develop connections between the standard formulation of viscosity boundary conditions and an alternative formulation using a naturally occurring discontinuous Hamiltonian which incorporates the reflection dynamics directly. (This avoids the dependence of such equivalence on existence and uniqueness results, which may not be available in some applications.) At points of differentiability, equivalent conditions for the boundary conditions are given in terms of the Hamiltonian and the geometry of the state trajectories using optimal controls.     

Ergodic BSDEs and related PDEs with Neumann boundary conditions

We study a new class of ergodic backward stochastic differential equations (EBSDEs for short) which is linked with semi-linear Neumann type boundary value problems related to ergodic phenomena. The particularity of these problems is that the ergodic constant appears in Neumann boundary conditions. We study the existence and uniqueness of solutions to EBSDEs and the link with partial differential equations. Then we apply these results to optimal ergodic control problems.     

Gevrey regularity for a class of dissipative equations with applications to decay

In this paper, following the techniques of Foias and Temam, we establish Gevrey class regularity of solutions to a class of dissipative equations with a general quadratic nonlinearity and a general dissipation including fractional Laplacian. The initial data is taken to be in Besov type spaces defined via “caloric extension”. We apply our result to the Navier–Stokes equations, the surface quasi-geostrophic equations, the Kuramoto–Sivashinsky equation and the barotropic quasi-geostrophic equation. Consideration of initial data in critical regularity spaces allow us to obtain generalizations of existing results on the higher order temporal decay of solutions to the Navier–Stokes equations. In the 3D case, we extend the class of initial data where such decay holds while in 2D we provide a new class for such decay. Similar decay result, and uniform analyticity band on the attractor, is also proven for the sub-critical 2D surface quasi-geostrophic equation.     

Nonlocal maximum principles for active scalars

Active scalars appear in many problems of fluid dynamics. The most common examples of active scalar equations are 2D Euler, Burgers, and 2D surface quasi-geostrophic equations. Many questions about regularity and properties of solutions of these equations remain open. We develop the idea of nonlocal maximum principle introduced in Kiselev, Nazarov and Volberg (2007) [19], formulating a more general criterion and providing new applications. The most interesting application is finite time regularization of weak solutions in the supercritical regime.     

Nonlinear systems arising from nonisothermal, non-Newtonian Hele-Shaw flows in the presence of body forces and sources

In this paper, we give a formal derivation of several systems of equations for injection moulding. This is done starting from the basic equations for nonisothermal, non-Newtonian flows in a three-dimensional domain. We derive systems for both (T⁰, p⁰) and (T¹, p¹) in the presence of body forces and sources. We find that body forces and sources have a nonlinear effect on the systems. We also derive a nonlinear “Darcy law”. Our formulation includes not only the pressure gradient, but also body forces and sources, which play the role of a nonlinearity. Later, we prove the existence of weak solutions to certain boundary value problems and initial-boundary value problems associated with the resulting equations for (T⁰,p⁰) but in a more general mathematical setting.     

Global existence for some transport equations with nonlocal velocity

In this paper, we study transport equations with nonlocal velocity fields with rough initial data. We address the global existence of weak solutions of a one dimensional model of the surface quasi-geostrophic equation and the incompressible porous media equation, and one dimensional and n dimensional models of the dissipative quasi-geostrophic equations and the dissipative incompressible porous media equation.     

New efficient numerical procedures for solving stochastic variational problems with a priori maximum pointwise error estimates

In a previous paper we gave a new formulation and derived the Euler equations and other necessary conditions to solve strong, pathwise, stochastic variational problems with trajectories driven by Brownian motion. Thus, unlike current methods which minimize the control over deterministic functionals (the expected value), we find the control which gives the critical point solution of random functionals of a Brownian path and then, if we choose, find the expected value.This increase in information is balanced by the fact that our methods are anticipative while current methods are not. However, our methods are more directly connected to the theory and meaningful examples of deterministic variational theory and provide better means of solution for free and constrained problems. In addition, examples indicate that there are methods to obtain nonanticipative solutions from our equations although the anticipative optimal cost function has smaller expected value.In this paper we give new, efficient numerical methods to find the solution of these problems in the quadratic case. Of interest is that our numerical solution has a maximal, a priori, pointwise error of O(h3/2) where h is the node size. We believe our results are unique for any theory of stochastic control and that our methods of proof involve new and sophisticated ideas for strong solutions which extend previous deterministic results by the first author where the error was O(h²).We note that, although our solutions are given in terms of stochastic differential equations, we are not using the now standard numerical methods for stochastic differential equations. Instead we find an approximation to the critical point solution of the variational problem using relations derived from setting to zero the directional derivative of the cost functional in the direction of simple test functions.Our results are even more significant than they first appear because we can reformulate stochastic control problems or constrained calculus of variations problems in the unconstrained, stochastic calculus of variations formulation of this paper. This will allow us to find efficient and accurate numerical solutions for general constrained, stochastic optimization problems. This is not yet being done, even in the deterministic case, except by the first author.     

Cauchy problem for quasiparabolic factorized differential equations with variable domains of smoothed operators

We prove existence, uniqueness, and stability theorems for strong solutions of Cauchy problems for quasiparabolic factorized operator-differential equations with variable domains. For the first time, we derive a recursion formula for strong solutions of Cauchy problems, where recursion goes over the number of operator-differential factors in these equations. We prove the well-posed solvability (in the strong sense) for new mixed problems for partial differential equations with time-dependent coefficients in the boundary conditions.     

Application and Implementation of Incorporating Local Boundary Conditions into Nonlocal Problems

We study nonlocal equations from the area of peridynamics, an instance of nonlocal wave equation, and nonlocal diffusion on bounded domains whose governing equations contain a convolution operator based on integrals. We generalize the notion of convolution to accommodate local boundary conditions. On a bounded domain, the classical operator with local boundary conditions has a purely discrete spectrum, and hence, provides a Hilbert basis. We define an abstract convolution operator using this Hilbert basis, thereby automatically satisfying local boundary conditions. The main goal in this paper is twofold: apply the concept of abstract convolution operator to nonlocal problems and carry out a numerical study of the resulting operators. We study the corresponding initial value problems with prominent boundary conditions such as periodic, antiperiodic, Neumann, and Dirichlet. To connect to the standard convolution, we give an integral representation of the abstract convolution operator. For discretization, we use a weak formulation based on a Galerkin projection and use piecewise polynomials on each element which allows discontinuities of the approximate solution at the element borders. We study convergence order of solutions with respect to polynomial order and observe optimal convergence. We depict the solutions for each boundary condition.     

Gevrey regularity for the supercritical quasi-geostrophic equation

In this paper, following the techniques of Foias and Temam, we establish suitable Gevrey class regularity of solutions to the supercritical quasi-geostrophic equations in the whole space, with initial data in “critical” Sobolev spaces. Moreover, the Gevrey class that we obtain is “near optimal” and as a corollary, we obtain temporal decay rates of higher order Sobolev norms of the solutions. Unlike the Navier–Stokes or the subcritical quasi-geostrophic equations, the low dissipation poses a difficulty in establishing Gevrey regularity. A new commutator estimate in Gevrey classes, involving the dyadic Littlewood–Paley operators, is established that allow us to exploit the cancellation properties of the equation and circumvent this difficulty.     

A Conservative Formulation and a Numerical Algorithm for the Double-Gyre Nonlinear Shallow-Water Model

We present a conservative formulation and a numerical algorithm for the reduced-gravity shallow-water equations on a beta plane, subjected to a constant wind forcing that leads to the formation of double-gyre circulation in a closed ocean basin. The novelty of the paper is that we reformulate the governing equations into a nonlinear hyperbolic conservation law plus source terms. A second-order fractional-step algorithm is used to solve the reformulated equations. In the first step of the fractional-step algorithm, we solve the homogeneous hyperbolic shallow-water equations by the wave-propagation finite volume method. The resulting intermediate solution is then used as the initial condition for the initial-boundary value problem in the second step. As a result, the proposed method is not sensitive to the choice of viscosity and gives high-resolution results for coarse grids, as long as the Rossby deformation radius is resolved. We discuss the boundary conditions in each step, when no-slip boundary conditions are imposed to the problem. We validate the algorithm by a periodic flow on an $f$-plane with exact solutions. The order-of-accuracy for the proposed algorithm is tested numerically. We illustrate a quasi-steady-state solution of the double-gyre model via the height anomaly and the contour of stream function for the formation of double-gyre circulation in a closed basin. Our calculations are highly consistent with the results reported in the literature. Finally, we present an application, in which the double-gyre model is coupled with the advection equation for modeling transport of a pollutant in a closed ocean basin.     

Equations for the Missing Boundary Values in the Hamiltonian Formulation of Optimal Control Problems

Partial differential equations for the unknown final state and initial costate arising in the Hamiltonian formulation of regular optimal control problems with a quadratic final penalty are found. It is shown that the missing boundary conditions for Hamilton’s canonical ordinary differential equations satisfy a system of first-order quasilinear vector partial differential equations (PDEs), when the functional dependence of the H-optimal control in phase-space variables is explicitly known. Their solutions are computed in the context of nonlinear systems with ℝ ⁿ -valued states. No special restrictions are imposed on the form of the Lagrangian cost term. Having calculated the initial values of the costates, the optimal control can then be constructed from on-line integration of the corresponding 2n-dimensional Hamilton ordinary differential equations (ODEs). The off-line procedure requires finding two auxiliary n×n matrices that generalize those appearing in the solution of the differential Riccati equation (DRE) associated with the linear-quadratic regulator (LQR) problem. In all equations, the independent variables are the finite time-horizon duration T and the final-penalty matrix coefficient S, so their solutions give information on a whole two-parameter family of control problems, which can be used for design purposes. The mathematical treatment takes advantage from the symplectic structure of the Hamiltonian formalism, which allows one to reformulate Bellman’s conjectures concerning the “invariant-embedding” methodology for two-point boundary-value problems. Results for LQR problems are tested against solutions of the associated differential Riccati equation, and the attributes of the two approaches are illustrated and discussed. Also, nonlinear problems are numerically solved and compared against those obtained by using shooting techniques.     

Dirichlet Boundary Control of Semilinear Parabolic Equations Part 1: Problems with No State Constraints

This paper is concerned with distributed and Dirichlet boundary controls of semilinear parabolic equations, in the presence of pointwise state constraints. The paper is divided into two parts. In the first part we define solutions of the state equation as the limit of a sequence of solutions for equations with Robin boundary conditions. We establish Taylor expansions for solutions of the state equation with respect to perturbations of boundary control (Theorem 5.2). For problems with no state constraints, we prove three decoupled Pontryagin's principles, one for the distributed control, one for the boundary control, and the last one for the control in the initial condition (Theorem 2.1). Tools and results of Part 1 are used in the second part to derive Pontryagin's principles for problems with pointwise state constraints. Accepted 12 July 2001. Online publication 21 December 2001.     

Solutions of quasi-geostrophic turbulence in multi-layered configurations

We consider quasi-geostrophic (QG) models in two- and three-layers that are useful in theoretical studies of planetary atmospheres and oceans. In these models, the streamfunctions are given by (1+2) partial differential systems of evolution equations. A two-layer QG model, in a simplified version, is dependent exclusively on the Rossby radius of deformation. However, the f-plane QG point vortex model contains factors such as the density, thickness of each layer, the Coriolis parameter, and the constant of gravitational acceleration, and this two-layered model admits a lesser number of Lie point symmetries, as compared to the simplified model. Finally, we study a three-layer oceanography QG model of special interest, which includes asymmetric wind curl forcing or Ekman pumping, that drives double-gyre ocean circulation. In three-layers, we obtain solutions pertaining to the wind-driven doublegyre ocean flow for a range of physically relevant features, such as lateral friction and the analogue parameters of the f-plane QG model. Zero-order invariants are used to reduce the partial differential systems to ordinary differential systems. We determine conservation laws for these QG systems via multiplier methods.     

New benchmark solutions for free vibration of clamped rectangular thick plates and their variants

It is of significance to explore benchmark analytic free vibration solutions of rectangular thick plates without two parallel simply supported edges, because the classic analytic methods are usually invalid for the problems of this category. The main challenge is to find the solutions meeting both the governing higher order partial differential equations (PDEs) and boundary conditions of the plates, i.e., to analytically solve associated complex boundary value problems of PDEs. In this letter, we extend a novel symplectic superposition method to the free vibration problems of clamped rectangular thick plates, with the analytic frequency solutions obtained by a brief set of equations. It is found that the analytic solutions of clamped plates can simply reduce to their variants with any combinations of clamped and simply supported edges via an easy relaxation of boundary conditions. The new results yielded in this letter are not only useful for rapid design of thick plate structures but also provide reliable benchmarks for checking the validity of other new solution methods.     

On the Behaviors of Solutions Near Possible Blow-Up Time in the Incompressible Euler and Related Equations

We study behaviors of scalar quantities near the possible blow-up time, which is made of smooth solutions of the Euler equations, Navier–Stokes equations and the surface quasi-geostrophic equations. Integrating the dynamical equations of the scaling invariant norms, we derive the possible blow-up behaviors of the above quantities, from which we obtain new type of blow-up criteria and some necessary conditions for the finite time blow-up.