 Adjoint equations for Boussinesq scalar mixing

For a smooth incompressible direct trajectory with total velocity field $\mathbf{U}$ and active scalar $\Theta$, the negative-constraint Lagrangian function in constrained optimization convention givesThe transpose term is the formal adjoint of $\delta \mathbf{u}\cdot \nabla \mathbf{U}$; the two couplings transpose scalar transport by advection and buoyancy. For terminal cost $\int \Theta (T{)}^2$, the terminal data are ${\mathbf{u}}^{†}(T)=0$, ${\theta }^{†}(T)=2\Theta (T)$. They are integrated backward along the stored direct trajectory. No-slip boundary conditions and Dirichlet boundary conditions for the adjoint velocity and homogeneous Neumann boundary conditions for the adjoint scalar remove the spatial boundary terms.