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The purpose of this paper is to establish the first and second order necessary conditions for stochastic optimal controls in infinite dimensions. The control system is governed by a stochastic evolution equation, in which both drift and…

Optimization and Control · Mathematics 2018-12-27 Hélène Frankowska , Xu Zhang

We prove boundary controllability results for wave equations (with lower-order terms) on Lorentzian manifolds with time-dependent geometry satisfying suitable curvature bounds. The main ingredient is a novel global Carleman estimate on…

Analysis of PDEs · Mathematics 2024-09-20 Vaibhav Kumar Jena , Arick Shao

We consider a control system describing the interaction of water waves with a partially immersed rigid body constraint to move only in the vertical direction. The fluid is modeled by the shallow water equations. The control signal is a…

Analysis of PDEs · Mathematics 2021-08-12 Pei Su , Marius Tucsnak

We propose a spectral collocation method to approximate the exact boundary control of the wave equation in a square domain. The idea is to introduce a suitable approximate control problem that we solve in the finite-dimensional space of…

Numerical Analysis · Mathematics 2023-04-17 Somia Boumimez , Carlos Castro

In recent years, controllability problems for dispersive systems have been extensively studied. This work is dedicated to proving a new type of controllability for a dispersive fifth order equation that models water waves, what we will now…

Analysis of PDEs · Mathematics 2021-08-09 Roberto de A. Capistrano Filho , Luan S. de Sousa

In this paper, we deal with the boundary controllability and boundary stabilizability of the 1D wave equation in non-cylindrical domain of the form ($\alpha (t)<x<\beta (t)$). By using the characteristics method, we prove under a natural…

Analysis of PDEs · Mathematics 2020-07-02 Mokhtari Yacine

In this paper we explore several novel notions of exact controllability for mean-field linear controlled stochastic differential equations (SDEs). A key feature of our study is that the noise coefficient is not required to be of full rank.…

Optimization and Control · Mathematics 2025-03-19 Dan Goreac , Juan Li , Xinru Zhang

In this paper we study exact boundary controllability for a linear wave equation with strong and weak interior degeneration of the coefficient in the principle part of the elliptic operator. The objective is to provide a well-posedness…

Optimization and Control · Mathematics 2022-01-05 Peter I. Kogut , Olha P. Kupenko , Günter Leugering

An extended quadratic function is a quadratic function plus the indicator function of an affine set, that is, a quadratic function with embedded linear equality constraints. We show that, under some technical conditions, random convex…

Optimization and Control · Mathematics 2018-11-02 Shane Barratt , Stephen Boyd

This work is concerned with the distributed controllability of the one-dimensional wave equation over non-cylindrical domains. The controllability in that case has been obtained in [Castro-Cindea-Munch, Controllability of the linear…

Optimization and Control · Mathematics 2019-11-05 Arthur Bottois , Nicolae Cindea , Arnaud Munch

We study the problem of pathwise stochastic optimal control, where the optimization is performed for each fixed realisation of the driving noise, by phrasing the problem in terms of the optimal control of rough differential equations. We…

Probability · Mathematics 2019-06-13 Andrew L. Allan , Samuel N. Cohen

A general maximum principle is proved for optimal controls of abstract semilinear stochastic evolution equations. The control variable, as well as linear unbounded operators, acts in both drift and diffusion terms, and the control set need…

Optimization and Control · Mathematics 2013-12-30 Kai Du , Qingxin Meng

In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we…

Optimization and Control · Mathematics 2008-12-20 Seid Bahlali

We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled backward stochastic differential equation. Under appropriate…

Probability · Mathematics 2009-02-17 Rainer Buckdahn , Boubakeur Labed , Catherine Rainer , Lazhar Tamer

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

In this paper, we introduce a novel concept called the Graph Geometric Control Condition (GGCC). It turns out to be a simple, geometric rewriting of many of the frameworks in which the controllability of PDEs on graphs has been studied. We…

Optimization and Control · Mathematics 2025-07-25 Kaïs Ammari , Alessandro Duca , Romain Joly , Kévin Le Balc'h

We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Johannes Teutsch , Sebastian Kerz , Dirk Wollherr , Marion Leibold

We give a boundary observability result for a $1$d wave equation with a potential. We then deduce with a Schauder fixed-point argument the existence of a Neumann boundary control for a semi-linear wave equation $\partial_{tt}y -…

Optimization and Control · Mathematics 2024-09-12 Sue Claret

We establish new Carleman estimates for the wave equation, which we then apply to derive novel observability inequalities for a general class of linear wave equations. The main features of these inequalities are that (a) they apply to a…

Analysis of PDEs · Mathematics 2020-01-15 Arick Shao
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