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This article gives an overview of the developments in controlled diffusion processes, emphasizing key results regarding existence of optimal controls and their characterization via dynamic programming for a variety of cost criteria and…

Probability · Mathematics 2007-05-23 Vivek S. Borkar

This paper represents a new perspective in understanding the controllability of the Korteweg-de Vries (KdV) equation on unbounded domains. By studying the equation on both the right and left half-line with a single control input, we show…

Analysis of PDEs · Mathematics 2026-05-19 Roberto de A. Capistrano-Filho , Fernando Gallego

In this note we analyse the propagation of a small density perturbation in a one-dimensional compressible fluid by means of fractional calculus modelling, replacing thus the ordinary time derivative with the Caputo fractional derivative in…

Analysis of PDEs · Mathematics 2014-03-06 Roberto Garra , Federico Polito

Distributed-order fractional non-local operators have been introduced and studied by Caputo at the end of the 20th century. They generalize fractional order derivatives/integrals in the sense that such operators are defined by a weighted…

Optimization and Control · Mathematics 2020-10-27 Faical Ndairou , Delfim F. M. Torres

In this paper, we establish a strong maximum principle for fractional diffusion equations with multiple Caputo derivatives in time, and investigate a related inverse problem of practical importance. Exploiting the solution properties and…

Analysis of PDEs · Mathematics 2019-04-12 Yikan Liu

We propose and analyze a new discretization technique for a linear-quadratic optimal control problem involving the fractional powers of a symmetric and uniformly elliptic second oder operator; control constraints are considered. Since these…

Numerical Analysis · Mathematics 2016-07-08 Enrique Otarola

This papers shows the convergence of optimal control problems where the constraint function is discretised by a particle method. In particular, we investigate the viscous Burgers equation in the whole space $\mathbb R$ by using…

Optimization and Control · Mathematics 2013-10-01 Jan Marburger , Rene Pinnau

We begin with a treatment of the Caputo time-fractional diffusion equation, by using the Laplace transform, to obtain a Volterra intego-differential equation where we may examine the weakly singular nature of this convolution…

Numerical Analysis · Mathematics 2020-01-27 Wesley Davis , Richard Noren , Ke Shi

The inverse problem of determining the right-hand side of the subdiffusion equation with the fractional Caputo derivative is considered. The right-hand side of the equation has the form $f(x)g(t)$ and the unknown is function $f(x)$. The…

Analysis of PDEs · Mathematics 2023-02-28 Ravshan Ashurov , Shakarova Marjona

We consider a terminal control problem for processes governed by a nonlinear system of fractional ODEs. In order to show existence of the control, we first consider the linear counterpart of the system and reprove a number of classical…

Optimization and Control · Mathematics 2022-12-27 Maja Jolić , Sanja Konjik , Darko Mitrović

The Caputo time-derivative is usually defined pointwise for well-behaved functions, say, for continuously differentiable functions. Accordingly, in the theory of the partial fractional differential equations with the Caputo derivatives, the…

Analysis of PDEs · Mathematics 2014-11-27 Rudolf Gorenflo , Yuri Luchko , Masahiro Yamamoto

The long time behavior and detailed convergence analysis of Langevin equations has received increased attention over the last years. Difficulties arise from a lack of coercivity, usually termed hypocoercivity, of the underlying kinetic…

Optimization and Control · Mathematics 2025-01-08 Tobias Breiten , Karl Kunisch

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

Problem of time-optimal control of linear systems with fractional dynamics is treated in the paper from the convex-analytic standpoint. A linear system of fractional differential equations involving Riemann--Liouville derivatives is…

Optimization and Control · Mathematics 2020-07-02 Ivan Matychyn

Diffusion-based planning, learning, and control methods present a promising branch of powerful and expressive decision-making solutions. Given the growing interest, such methods have undergone numerous refinements over the past years.…

Machine Learning · Computer Science 2025-02-19 Dom Huh , Prasant Mohapatra

We examine the fractional derivative of composite functions and present a generalization of the product and chain rules for the Caputo fractional derivative. These results are especially important for physical and biological systems that…

Classical Analysis and ODEs · Mathematics 2019-01-10 Gavriil Shchedrin , Nathanael C. Smith , Anastasia Gladkina , Lincoln D. Carr

Direct and inverse source problems of a fractional diffusion equation with regularized Caputo-like counterpart hyper-Bessel operator are considered. Solutions to these problems are constructed based on appropriate eigenfunction expansion…

Analysis of PDEs · Mathematics 2016-11-22 Fatma Al-Musalhi , Nasser Al-Salti , Erkinjon Karimov

The aim of this work is to give a broad panorama of the control properties of fractional diffusive models from a numerical analysis and simulation perspective. We do this by surveying several research results we obtained in the last years,…

Analysis of PDEs · Mathematics 2021-10-19 Umberto Biccari , Mahamadi Warma , Enrique Zuazua

An implicit finite difference method with non-uniform timesteps for solving the fractional diffusion equation in the Caputo form is proposed. The method allows one to build adaptive methods where the size of the timesteps is adjusted to the…

Numerical Analysis · Mathematics 2024-06-28 Santos B. Yuste , Joaquín Quintana-Murillo

We consider a class of nonlinear fractional equations having the Caputo fractional derivative of the time variable $t$, the fractional order of the self-adjoint positive definite unbounded operator in a Hilbert space and a singular…

Analysis of PDEs · Mathematics 2020-02-18 Nguyen Minh Dien , Erkan Nane , Dang Duc Trong