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We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…

Optimization and Control · Mathematics 2025-06-24 Václav E. Beneš , Georgy Gaitsgori , Ioannis Karatzas

This article presents some controllability and stabilization results for a system of two coupled linear Schr\"odinger equations in the one-dimensional case where the state components are interacting through the Kirchhoff boundary…

Analysis of PDEs · Mathematics 2024-03-21 K. Bhandari , R. de A. Capistrano-Filho , S. Majumdar , T. Y. Tanaka

We consider the bilinear Schroedinger equation on a bounded one-dimensional domain and we provide explicit times such that the global exact controllability is verified. In addition, we show how to construct controls for the global…

Mathematical Physics · Physics 2019-05-03 Alessandro Duca

In this paper, we present a null controllability result for a class of stochastic semi-discrete parabolic equations. For this purpose, an observability estimate is established for backward stochastic semi-discrete parabolic equations, with…

Optimization and Control · Mathematics 2024-02-21 Qingmei Zhao

In this paper we present a constructive method to control the bilinear Schr\"odinger equation via two controls. The method is based on adiabatic techniques and works if the spectrum of the Hamiltonian admits eigenvalue intersections, and if…

Optimization and Control · Mathematics 2011-02-16 Ugo Boscain , Francesca Chittaro , Paolo Mason , Mario Sigalotti

We consider a linear Korteweg-de Vries equation on a bounded domain with a left Dirichlet boundary control.The controllability to the trajectories of such a system was proved in the last decade by using Carleman estimates.Here, we go a step…

Analysis of PDEs · Mathematics 2018-04-18 Ivonne Rivas , Philippe Martin , Lionel Rosier , Pierre Rouchon

We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…

Probability · Mathematics 2008-12-20 Seid Bahlali

A dual control problem is presented for the optimal stochastic control of a system governed by partial differential equations. Relationships between the optimal values of the original and the dual problems are investigated and two duality…

Optimization and Control · Mathematics 2017-05-03 Shinji Tanimoto

We study the problem of optimally managing an inventory with unknown demand trend. Our formulation leads to a stochastic control problem under partial observation, in which a Brownian motion with non-observable drift can be singularly…

Optimization and Control · Mathematics 2022-11-28 Salvatore Federico , Giorgio Ferrari , Neofytos Rodosthenous

This paper studies the internal control of the Korteweg-de Vries-Burgers (KdVB) equation on a bounded domain. The diffusion coefficient is time-dependent and the boundary conditions are mixed in the sense that homogeneous Dirichlet and…

Optimization and Control · Mathematics 2020-02-03 Eduardo Cerpa , Cristhian Montoya , Bingyu Zhang

We analyze a bilinear optimal control problem for the Stokes--Brinkman equations: the control variable enters the state equations as a coefficient. In two- and three-dimensional Lipschitz domains, we perform a complete continuous analysis…

Numerical Analysis · Mathematics 2025-10-22 Alejandro Allendes , Gilberto Campaña , Enrique Otarola

In this article, we consider a stochastic linear quadratic control problem with partial observation. A near optimal control in the weak formulation is characterized. The main features of this paper are the presence of the control in the…

Optimization and Control · Mathematics 2026-02-27 Jingrui Sun , Jiaqiang Wen , Jie Xiong , Wen Xu

We study controllability of $d$-dimensional defocusing cubic Schroedinger equation under periodic boundary conditions. The control is applied additively, via a source term, which is a linear combination of few complex exponentials (modes)…

Optimization and Control · Mathematics 2011-11-16 Andrey Sarychev

We establish the null controllability for linear stochastic fourth order parabolic equations. Utilizing the duality argument, the null controllability is reduced to the observability for backward fourth order stochastic parabolic equations,…

Optimization and Control · Mathematics 2022-06-07 Qi Lü , Yu Wang

We consider a 1D linear Schr{\"o}dinger equation, on a bounded interval, with Dirichlet boundary conditions and bilinear control. We study its controllability around the ground state when the linearized system is not controllable. More…

Analysis of PDEs · Mathematics 2024-05-29 Mégane Bournissou

The goal of this article is to present a local exact controllability result for the 2 and 3-dimensional compressible Navier-Stokes equations on a constant target trajectory when the controls act on the whole boundary. Our study is then…

Analysis of PDEs · Mathematics 2015-12-22 Sylvain Ervedoza , Olivier Glass , Sergio Guerrero

We study the optimal control formulation for stochastic nonlinear Schrodinger equation (SNLSE) on a finite graph. By viewing the SNLSE as a stochastic Wasserstein Hamiltonian flow on density manifold, we show the global existence of a…

Optimization and Control · Mathematics 2022-09-13 Jianbo Cui , Shu Liu , Haomin Zhou

This article is concerned with stochastic control problems for backward doubly stochastic differential equations of mean-field type, where the coefficient functions depend on the joint distribution of the state process and the control…

Probability · Mathematics 2022-05-26 Jian Song , Meng Wang

We consider a control problem constrained by the unsteady stochastic Stokes equations with nonhomogeneous boundary conditions in connected and bounded domains. In this paper, controls are defined inside the domain as well as on the…

Optimization and Control · Mathematics 2018-09-05 Peter Benner , Christoph Trautwein

This review examines classical and recent results on controllability and inverse problems for hyperbolic and dispersive equations with dynamic boundary conditions. We aim to illustrate the applicability of Carleman estimates to establish…

Optimization and Control · Mathematics 2025-05-22 S. E. Chorfi , L. Maniar , R. Morales