Strong Solvability of a Variational Data Assimilation Problem for the Primitive Equations of Large-Scale Atmosphere and Ocean Dynamics

For the primitive equations of large-scale atmosphere and ocean dynamics, we study the problem of determining by means of a variational data assimilation algorithm initial conditions that generate strong solutions which minimize the distance to a given set of time-distributed observations. We suggest a modification of the adjoint algorithm whose novel elements is to use norms in the variational cost functional that reflects the $$H^1$$ H 1 -regularity of strong solutions of the primitive equations. For such a cost functional, we prove the existence of minima and a first-order adjoint condition for strong solutions that provides the basis for computing these minima. We prove the local convergence of a gradient-based descent algorithm to optimal initial conditions using the second-order adjoint primitive equations. The algorithmic modifications due to the $$H^1$$ H 1 -norms are straightforwardly to implement into a variational algorithm that employs the standard $$L^2$$ L 2 -metrics.

An Analytic and Numerical Investigation of a Differential Game

In this paper we present an appropriate singular, zero-sum, linear-quadratic differential game. One of the main features of this game is that the weight matrix of the minimizer’s control cost in the cost functional is singular. Due to this singularity, the game cannot be solved either by applying the Isaacs MinMax principle, or the Bellman–Isaacs equation approach. As an application, we introduced an interception differential game with an appropriate regularized cost functional and developed an appropriate dual representation. By developing the variational derivatives of this regularized cost functional, we apply Popov’s approximation method and show how the numerical results coincide with the dual representation.

Time-inconsistent stochastic optimal control problems and backward stochastic Volterra integral equations

An optimal control problem is considered for a stochastic differential equation with the cost functional determined by a backward stochastic Volterra integral equation (BSVIE, for short). This kind of cost functional can cover the general discounting (including exponential and non-exponential) situation with a recursive feature. It is known that such a problem is time-inconsistent in general. Therefore, instead of finding a global optimal control, we look for a time-consistent locally near optimal equilibrium strategy. With the idea of multi-person differential games, a family of approximate equilibrium strategies is constructed associated with partitions of the time intervals. By sending the mesh size of the time interval partition to zero, an equilibrium Hamilton--Jacobi--Bellman (HJB, for short) equation is derived, through which the equilibrium valued function and an equilibrium strategy are obtained. Under certain conditions, a verification theorem is proved and the well-posedness of the equilibrium HJB is established. As a sort of Feynman-Kac formula for the equilibrium HJB equation, a new class of BSVIEs (containing the diagonal values $Z(r,r)$ of $Z(\cd\,,\cd)$) is naturally introduced and the well-posedness of such kind of equations is briefly discussed.

Comparison Principle for Hamilton-Jacobi-Bellman Equations via a Bootstrapping Procedure

We study the well-posedness of Hamilton–Jacobi–Bellman equations on subsets of $${\mathbb {R}}^d$$ R d in a context without boundary conditions. The Hamiltonian is given as the supremum over two parts: an internal Hamiltonian depending on an external control variable and a cost functional penalizing the control. The key feature in this paper is that the control function can be unbounded and discontinuous. This way we can treat functionals that appear e.g. in the Donsker–Varadhan theory of large deviations for occupation-time measures. To allow for this flexibility, we assume that the internal Hamiltonian and cost functional have controlled growth, and that they satisfy an equi-continuity estimate uniformly over compact sets in the space of controls. In addition to establishing the comparison principle for the Hamilton–Jacobi–Bellman equation, we also prove existence, the viscosity solution being the value function with exponentially discounted running costs. As an application, we verify the conditions on the internal Hamiltonian and cost functional in two examples.

Regional Control for Spatially Structured Mosquito Borne Epidemics

This paper is a continuation of a previous paper by the first two authors to appear in the same IWR Special Issue for Scientific Computing. We are concerned with an optimal regional control problem for spatially structured vector borne epidemic system, considering malaria as a case study. A conceptual reduced mathematical model of malaria had been presented consisting of a two-component reaction-diffusion system. Three actions (controls) had been included: killing mosquitoes, treating the infected humans and reducing the contact rate mosquitoes-humans. The problem which is faced concerns the optimal choice of the region of intervention, by introducing a cost functional which takes into account the total cost of the damages produced by the disease, of the controls and of the intervention in a certain subdomain, for a finite time horizon case. A gradient algorithm had been proposed for the search of a minimal value of the cost functional, with respect to both the control parameters and the region of intervention. The scope of the present paper concerns the numerical implementation of such an algorithm. The level set method has played a major role for the mathematical description of the subregion of intervention. The outcomes of a series of numerical simulations are reported, under a variety of parameter scenarios.

OptiDose: Computing the Individualized Optimal Drug Dosing Regimen Using Optimal Control

Providing the optimal dosing strategy of a drug for an individual patient is an important task in pharmaceutical sciences and daily clinical application. We developed and validated an optimal dosing algorithm (OptiDose) that computes the optimal individualized dosing regimen for pharmacokinetic–pharmacodynamic models in substantially different scenarios with various routes of administration by solving an optimal control problem. The aim is to compute a control that brings the underlying system as closely as possible to a desired reference function by minimizing a cost functional. In pharmacokinetic–pharmacodynamic modeling, the controls are the administered doses and the reference function can be the disease progression. Drug administration at certain time points provides a finite number of discrete controls, the drug doses, determining the drug concentration and its effect on the disease progression. Consequently, rewriting the cost functional gives a finite-dimensional optimal control problem depending only on the doses. Adjoint techniques allow to compute the gradient of the cost functional efficiently. This admits to solve the optimal control problem with robust algorithms such as quasi-Newton methods from finite-dimensional optimization. OptiDose is applied to three relevant but substantially different pharmacokinetic–pharmacodynamic examples.

An optimization approach for flow simulations in poro-fractured media with complex geometries

A new discretization approach is presented for the simulation of flow in complex poro-fractured media described by means of the Discrete Fracture and Matrix Model. The method is based on the numerical optimization of a properly defined cost-functional and allows to solve the problem without any constraint on mesh generation, thus overcoming one of the main complexities related to efficient and effective simulations in realistic DFMs.