Exponential inequalities for exit times for two dimensional stochastic tidal dynamics equations

Author(s):  
Manil T. Mohan
2020 ◽  
Vol 26 ◽  
pp. 109
Author(s):  
Manil T. Mohan

In this work, we consider the controlled two dimensional tidal dynamics equations in bounded domains. A distributed optimal control problem is formulated as the minimization of a suitable cost functional subject to the controlled 2D tidal dynamics equations. The existence of an optimal control is shown and the dynamic programming method for the optimal control of 2D tidal dynamics system is also described. We show that the feedback control can be obtained from the solution of an infinite dimensional Hamilton-Jacobi equation. The non-differentiability and lack of smoothness of the value function forced us to use the method of viscosity solutions to obtain a solution of the infinite dimensional Hamilton-Jacobi equation. The Bellman principle of optimality for the value function is also obtained. We show that a viscosity solution to the Hamilton-Jacobi equation can be used to derive the Pontryagin maximum principle, which give us the first order necessary conditions of optimality. Finally, we characterize the optimal control using the adjoint variable.


Water ◽  
2021 ◽  
Vol 13 (19) ◽  
pp. 2670
Author(s):  
Fuqiang Lu ◽  
Milan Konecny ◽  
Min Chen ◽  
Tomas Reznik

Ocean modeling and simulation are important for understanding the dynamic processes in the geophysical system, and the simulation of tidal dynamics is of great significance for understanding the dynamic evolution of the ocean. However, there are some problems in existing simulations, including lack of specific standards to produce a desirable discrete spherical mesh for global ocean modelling. Many global ocean numerical models based on conventional longitude-latitude (LL) coordinates suffer from the “pole problem” in regions adjacent to the North Pole due to the convergence of meridians, which seriously hinders global ocean simulations. In this paper, a new longitude-latitude spherical grid coupled with rotated coordinate mapping is proposed to overcome the problem. In the design of the numerical model, for spatial approximation, the finite volume method on staggered C grid is proposed to solve the two-dimensional tidal wave equations for the global ocean. For temporal integration, the third-order Adams-Bashforth method is used to explicitly extrapolate the value on the next time interval half layer, and then the fourth-order implicit Adams-Moulton method is used to correct the water level. Finally, the constructed model is used to simulate the dynamics of two-dimensional tidal waves in the global ocean, and the co-tidal maps of two major diurnal tide and semidiurnal tide components are shown. The results demonstrate that the proposed model can support the simulation of tidal dynamics in the global ocean, especially for the Arctic Ocean.


2014 ◽  
Vol 15 (01) ◽  
pp. 1550001 ◽  
Author(s):  
Yuri Bakhtin

We give a new proof of the vanishing noise limit theorem for exit times of one-dimensional diffusions conditioned on exiting through a point separated from the starting point by a potential wall. We also prove a scaling limit for exit location in a model two-dimensional situation.


1966 ◽  
Vol 24 ◽  
pp. 118-119
Author(s):  
Th. Schmidt-Kaler

I should like to give you a very condensed progress report on some spectrophotometric measurements of objective-prism spectra made in collaboration with H. Leicher at Bonn. The procedure used is almost completely automatic. The measurements are made with the help of a semi-automatic fully digitized registering microphotometer constructed by Hög-Hamburg. The reductions are carried out with the aid of a number of interconnected programmes written for the computer IBM 7090, beginning with the output of the photometer in the form of punched cards and ending with the printing-out of the final two-dimensional classifications.


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