Selected Topics in PDEs

Chekroun, Mickaël D., and Honghu Liu. 2020. “Optimal management of harvested population at the edge of extinction.” Advances in Nonlinear Biological Systems: Modeling and Optimal Control, J. Kotas (Ed.)., 11: 35-72. AIMS Applied Mathematics Book series. ISBN-10 : 1-60133-025-1, ISBN-13 : 978-1-60133-025-3. arXiv version Abstract

Optimal control of harvested population at the edge of extinction in an unprotected area, is considered. The underlying population dynamics is governed by a Kolmogorov-Petrovsky-Piskunov equation with a harvesting term and space-dependent coefficients while the control consists of transporting individuals from a natural reserve. The nonlinear optimal control problem is approximated by means of a Galerkin scheme. Convergence result about the optimal controlled solutions and error estimates between the corresponding optimal controls, are derived. For certain parameter regimes, nearly optimal solutions are calculated from a simple logistic ordinary differential equation (ODE) with a harvesting term, obtained as a Galerkin approximation of the original partial differential equation (PDE) model. A critical allowable fraction of the reserve's population is inferred from the reduced logistic ODE with a harvesting term. This estimate obtained from the reduced model allows us to distinguish sharply between survival and extinction for the full PDE itself, and thus to declare whether a control strategy leads to success or failure for the corresponding rescue operation while ensuring survival in the reserve's population. In dynamical terms, this result illustrates that although continuous dependence on the forcing may hold on finite-time intervals, a high sensitivity in the system's response may occur in the asymptotic time. We believe that this work, by its generality, establishes bridges interesting to explore between optimal control problems of ODEs with a harvesting term and their PDE counterpart.


Chekroun, Mickaël D., Youngjoon Hong, and Roger Temam. 2020. “Enriched numerical scheme for singularly perturbed barotropic quasi-geostrophic equations.” Journal of Computational Physics 416: 109493. Publisher's Version Abstract

Singularly perturbed barotropic Quasi-Geostrophic (QG) models are considered. A boundary layer analysis is presented and the convergence of solutions is studied. Based on the rigorous analysis of the underlying boundary layer problems, an enriched spectral method (ESM) is proposed to solve the QG models. It consists of adding to the Legendre basis functions, analytically-determined boundary layer elements called “correctors," with the aim of capturing most of the complex behavior occurring near the boundary with such elements. Through detailed numerical experiments, it is shown that high-accuracy is often reached by the ESM scheme with only a relatively low number N of basis functions, when compared to approximations based on spectral elements which typically display non-physical oscillations throughout the physical domain, for such values of N. The key to success relies on our analytically-based boundary layer elements, which, due to their highly nonlinear nature, are able to capture most of the steep gradients occurring in the problem’s solution, near the boundary. Our numerical results include multi-dimensional as well as time-dependent problems.

Cao, Yining, Mickaël D. Chekroun, Roger Temam, and Aimin Huang. 2019. “Mathematical analysis of the Jin-Neelin model of El Nino-Southern-Oscillation.” Chinese Annals of Mathematics, Series B 40 (1): 1–38. Publisher's Version Abstract


The Jin-Neelin model for the El Niño–Southern Oscillation (ENSO for short) is considered for which the authors establish existence and uniqueness of global solutions in time over an unbounded channel domain. The result is proved for initial data and forcing that are sufficiently small. The smallness conditions involve in particular key physical parameters of the model such as those that control the travel time of the equatorial waves and the strength of feedback due to vertical-shear currents and upwelling; central mechanisms in ENSO dynamics.

From the mathematical view point, the system appears as the coupling of a linear shallow water system and a nonlinear heat equation. Because of the very different nature of the two components of the system, the authors find it convenient to prove the existence of solution by semi-discretization in time and utilization of a fractional step scheme. The main idea consists of handling the coupling between the oceanic and temperature components by dividing the time interval into small sub-intervals of length k and on each sub-interval to solve successively the oceanic component, using the temperature T calculated on the previous sub-interval, to then solve the sea-surface temperature (SST for short) equation on the current sub-interval. The passage to the limit as k tends to zero is ensured via a priori estimates derived under the aforementioned smallness conditions.


Chekroun, Mickaël D., Axel Kröner, and Honghu Liu. 2017. “Galerkin approximations of nonlinear optimal control problems in Hilbert spaces.” Electronic Journal of Differential Equations 2017 (189): 1-40. Publisher's version Abstract

Nonlinear optimal control problems in Hilbert spaces are considered for which we derive approximation theorems for Galerkin approximations. Approximation theorems are available in the literature. The originality of our approach
relies on the identification of a set of natural assumptions that allows us to deal with a broad class of nonlinear evolution equations and cost functionals for which we derive convergence of the value functions associated with the optimal control problem of the Galerkin approximations. This convergence result holds for a broad class of nonlinear control strategies as well. In particular, we show that the framework applies to the optimal control of semilinear heat equations posed on a general compact manifold without boundary.   The framework is then shown to apply to geoengineering and mitigation of greenhouse gas emissions formulated here in terms of optimal control of energy balance climate models posed on the sphere S2.  

A.Bousquet,, M. D. Chekroun, Y. Hong, R. Temam, and J. Tribbia. 2015. “Numerical simulations of the humid atmosphere above a mountain.” Mathematics of Climate and Weather Forecasting 1 (1): 96-126. Publisher's Version Abstract

New avenues are explored for the numerical study of the two dimensional inviscid hydrostatic primitive equations of the atmosphere with humidity and saturation, in presence of topography and subject to physically plausible boundary conditions for the system of equations. Flows above a mountain are classically treated by the so-called method of terrain following coordinate system. We avoid this discretization method which induces errors in the discretization of tangential derivatives near the topography. Instead we implement a first order finite volume method for the spatial discretization using the initial coordinates x and p. A compatibility condition similar to that related to the condition of incompressibility for the Navier- Stokes equations, is introduced. In that respect, a version of the projection method is considered to enforce the compatibility condition on the horizontal velocity field, which comes from the boundary conditions. For the spatial discretization, a modified Godunov type method that exploits the discrete finite-volume derivatives by using the so-called Taylor Series Expansion Scheme (TSES), is then designed to solve the equations. We report on numerical experiments using realistic parameters. Finally, the effects of a random small-scale forcing on the velocity equation is numerically investigated.

Roques, Lionel, Mickaël D. Chekroun, Michel Cristofol, Samuel Soubeyrand, and Michael Ghil. 2014. “Parameter estimation for energy balance models with memory.” Proceedings of the Royal Society of London A: Mathematical, Physical and Engineering Sciences 470 (2169). The Royal Society. Publisher's Version Abstract
We study parameter estimation for one-dimensional energy balance models with memory (EBMMs) given localized and noisy temperature measurements. Our results apply to a wide range of nonlinear, parabolic partial differential equations with integral memory terms. First, we show that a space-dependent parameter can be determined uniquely everywhere in the PDE’s domain of definition D, using only temperature information in a small subdomain E⊂D. This result is valid only when the data correspond to exact measurements of the temperature. We propose a method for estimating a model parameter of the EBMM using more realistic, error-contaminated temperature data derived, for example, from ice cores or marine-sediment cores. Our approach is based on a so-called mechanistic-statistical model that combines a deterministic EBMM with a statistical model of the observation process. Estimating a parameter in this setting is especially challenging, because the observation process induces a strong loss of information. Aside from the noise contained in past temperature measurements, an additional error is induced by the age-dating method, whose accuracy tends to decrease with a sample’s remoteness in time. Using a Bayesian approach, we show that obtaining an accurate parameter estimate is still possible in certain cases.
Chekroun, Mickaël D., and Nathan E. Glatt-Holtz. 2012. “Invariant Measures for Dissipative Dynamical Systems: Abstract Results and Applications.” Communications in Mathematical Physics 316 (3): 723–761. Publisher's Version Abstract
In this work we study certain invariant measures that can be associated to the time averaged observation of a broad class of dissipative semigroups via the notion of a generalized Banach limit. Consider an arbitrary complete separable metric space X which is acted on by any continuous semigroup \S(t)\ t ≥ 0. Suppose that \S(t)\ t ≥ 0 possesses a global attractor \$\$\\backslashmathcal\A\\\$\$ . We show that, for any generalized Banach limit LIM T → ∞ and any probability distribution of initial conditions \$\$\\backslashmathfrak\m\\_0\\$\$ , that there exists an invariant probability measure \$\$\\backslashmathfrak\m\\\$\$ , whose support is contained in \$\$\\backslashmathcal\A\\\$\$ , such that \$\$\backslashint\_\X\ \backslashvarphi(x) \\backslashrm d\\backslashmathfrak\m\(x) = \backslashunderset\t \backslashrightarrow \backslashinfty\\\backslashrm LIM\\backslashfrac\1\\T\ \backslashint\_0^T \backslashint\_X \backslashvarphi(S(t) x) \\backslashrm d\\backslashmathfrak\m\\_0(x) \\backslashrm d\t,\$\$ for all observables $\phi$ living in a suitable function space of continuous mappings on X.
Roques, Lionel, and M. D. Chekroun. 2010. “Does reaction-diffusion support the duality of fragmentation effect?” Ecological Complexity 7 (1): 100 - 106. Publisher's Version Abstract

There is a gap between single-species model predictions, and empirical studies, regarding the effect of habitat fragmentation per se, i.e., a process involving the breaking apart of habitat without loss of habitat. Empirical works indicate that fragmentation can have positive as well as negative effects, whereas, traditionally, single-species models predict a negative effect of fragmentation. Within the class of reaction-diffusion models, studies almost unanimously predict such a detrimental effect. In this paper, considering a single-species reaction-diffusion model with a removal – or similarly harvesting – term, in two dimensions, we find both positive and negative effects of fragmentation of the reserves, i.e., the protected regions where no removal occurs. Fragmented reserves lead to higher population sizes for time-constant removal terms. On the other hand, when the removal term is proportional to the population density, higher population sizes are obtained on aggregated reserves, but maximum yields are attained on fragmented configurations, and for intermediate harvesting intensities.

Roques, L., and M. D. Chekroun. 2007. “On Population resilience to external perturbations.” SIAM Journal on Applied Mathematics 68 (1): 133—153. Publisher's Version Abstract
We study a spatially explicit harvesting model in periodic or bounded environments. The model is governed by a parabolic equation with a spatially dependent nonlinearity of Kolmogorov–Petrovsky–Piskunov type, and a negative external forcing term $-\delta$. Using sub- and supersolution methods and the characterization of the first eigenvalue of some linear elliptic operators, we obtain existence and nonexistence results as well as results on the number of stationary solutions. We also characterize the asymptotic behavior of the evolution equation as a function of the forcing term amplitude. In particular, we define two critical values $\delta^*$ and $\delta_2$ such that, if $\delta$ is smaller than $\delta^*$, the population density converges to a “significant" state, which is everywhere above a certain small threshold, whereas if $\delta$ is larger than $\delta_2$, the population density converges to a “remnant" state, everywhere below this small threshold. Our results are shown to be useful for studying the relationships between environmental fragmentation and maximum sustainable yield from populations. We present numerical results in the case of stochastic environments.
Mickaël D. Chekroun, Lionel J. Roques. 2006. “Models of population dynamics under the influence of external perturbations: mathematical results.” Comptes Rendus Mathématique 750 (5): 291-382. Publisher's Version Abstract
Abstract In this note, we describe the stationary equilibria and the asymptotic behaviour of an heterogeneous logistic reaction-diffusion equation under the influence of autonomous or time-periodic forcing terms. We show that the study of the asymptotic behaviour in the time-periodic forcing case can be reduced to the autonomous one, the last one being described in function of the size' of the external perturbation. Our results can be interpreted in terms of maximal sustainable yields from populations. We briefly discuss this last aspect through a numerical computation. To cite this article: M.D. Chekroun, L.J. Roques, C. R. Acad. Sci. Paris, Ser. I 343 (2006). Résumé Cette Note a pour objet lʼétude des états stationnaires et du comportement asymptotique dʼéquations de réaction-diffusion avec coefficients hétérogènes en espace, auxquelles nous ajoutons un terme de perturbation stationnaire ou périodique en temps. Nos résultats peuvent sʼinterpreter en termes de prélèvement maximal supportable par une population. Nous soulignons cet aspect à lʼaide dʼun calcul numérique. Pour citer cet article : M.D. Chekroun, L.J. Roques, C. R. Acad. Sci. Paris, Ser. I 343 (2006).