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Controlled one-dimensional diffusion processes, with infinitesimal variance (instead of the infinitesimal mean) depending on the control variable, are considered in an interval located on the positive half-line. The process is controlled…

Probability · Mathematics 2007-05-23 Mario Lefebvre

This paper is addressed to studying the exact controllability for stochastic Schr\"{o}dinger equations by two controls. One is a boundary control in the drift term and the other is an internal control in the diffusion term. By means of the…

Optimization and Control · Mathematics 2013-04-29 Qi Lu

We develop a linear systems theory that coincides with the existing theories for continuous and discrete dynamical systems, but that also extends to linear systems defined on nonuniform time domains. The approach here is based on…

Optimization and Control · Mathematics 2009-03-03 John M. Davis , Ian A. Gravagne , Billy J. Jackson , Robert J. Marks

This work addresses controllability properties for some systems of partial differential equations in which the main feature is the coupling through nonlocal integral terms. In the first part, we study a nonlinear parabolic-elliptic system…

Analysis of PDEs · Mathematics 2023-12-07 Kuntal Bhandari , Víctor Hernández-Santamaría

The chaotic diffusion for particles moving in a time dependent potential well is described by using two different procedures: (i) via direct evolution of the mapping describing the dynamics and ; (ii) by the solution of the diffusion…

Statistical Mechanics · Physics 2020-08-26 Edson D. Leonel , Celia Mayumi Kuwana , Makoto Yoshida , Juliano Antonio de Oliveira

Fractional control systems with the Caputo derivative are considered. The modified controllability Gramian and the minimum energy optimal control problem are investigated. Construction of minimizing steering controls for the modified energy…

Optimization and Control · Mathematics 2010-09-15 Dorota Mozyrska , Delfim F. M. Torres

This paper considers the problem of controlled invariance of involutive regular distribution, both for smooth and real analytic cases. After a review of some existing work, a precise formulation of the problem of local and global controlled…

Optimization and Control · Mathematics 2021-11-18 Qianqian Xia

The motion of contaminant particles through complex environments such as fractured rocks or porous sediments is often characterized by anomalous diffusion: the spread of the transported quantity is found to grow sublinearly in time due to…

Statistical Mechanics · Physics 2009-11-13 M. Marseguerra , A. Zoia

In this article, we prove a local controllability result for a general class of 1D partial differential equations on the interval $(0,1)$. The PDEs we consider take the form $\partial_t^N y=\zeta_M \partial_{x}^{M}y+f(x , y , \partial_{x}…

Analysis of PDEs · Mathematics 2025-02-07 Camille Laurent , Ivonne Rivas , Lionel Rosier

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

Both the shortest and the longest blowup time for a controlled system are considered. Existence result and maximum principle for optimal triple are established. Thanks to some monotonicity of the controlled system, some kinds of "the front…

Optimization and Control · Mathematics 2013-11-19 Hongwei Lou , Weihan Wang

We consider the homogenization for time-fractional diffusion equations in a periodic structure and we derive the homogenized time-fractional diffusion equation. Then we discuss the determination of the constant diffusion coefficient by…

Analysis of PDEs · Mathematics 2023-03-06 Atsushi Kawamoto , Manabu Machida , Masahiro Yamamoto

Anomalous short- and long-time self-diffusion of non-overlapping fractal particles on a percolation cluster with spreading dimension $1.67(2)$ is studied by dynamic Monte Carlo simulations. As reported in Phys. Rev. Lett. 115, 097801…

Computational Physics · Physics 2020-10-08 Marco Heinen

We introduce a novel technique to find the asymptotic time behaviour of deterministic systems exhibiting anomalous diffusion. The procedure is tested for various classes of simple but physically relevant 1-D maps and possible relevance of…

chao-dyn · Physics 2009-10-22 Roberto Artuso , Giulio Casati , Roberto Lombardi

In this article, we study the existence of insensitizing controls for a nonlinear reaction-diffusion equation with dynamic boundary conditions. Here, we have a partially unknown data of the system, and the problem consists in finding…

Optimization and Control · Mathematics 2024-07-16 Mauricio C. Santos , Nicolás Carreño , Roberto Morales

This paper is addressed to studying the exact controllability for stochastic transport equations by two controls: one is a boundary control imposed on the drift term and the other is an internal control imposed on the diffusion term. By…

Optimization and Control · Mathematics 2013-10-22 Qi Lü

We study controllability and observability concepts of tempered fractional linear systems in the Caputo sense. First, we formulate a solution for the class of tempered systems under investigation by means of the Laplace transform method.…

Optimization and Control · Mathematics 2024-12-11 Ilyasse Lamrani , Hanaa Zitane , Delfim F. M. Torres

In this paper, we are concerned with the stochastic time-fractional diffusion-wave equations in a Hilbert space. The main objective of this paper is to establish properties of the stochastic weak solutions of the initial-boundary value…

Analysis of PDEs · Mathematics 2023-06-28 Matti Lassas , Zhiyuan Li , Zhidong Zhang

We consider optimal control problems for diffusion processes, where the objective functional is defined by a time-consistent dynamic risk measure. We focus on coherent risk measures defined by $g$-evaluations. For such problems, we…

Optimization and Control · Mathematics 2016-08-22 Andrzej Ruszczynski , Jianing Yao

We consider the integral definition of the fractional Laplacian and analyze a linear-quadratic optimal control problem for the so-called fractional heat equation; control constraints are also considered. We derive existence and uniqueness…

Optimization and Control · Mathematics 2020-06-24 Christian Glusa , Enrique Otarola