Related papers: Frequency theorem and inertial manifolds for neutr…
This paper mainly establishes the finite-horizon stochastic bounded real lemma, and then solves the $H_{\infty}$ control problem for discrete-time stochastic linear systems defined on the separable Hilbert spaces, thereby unifying the…
Quantum systems with constraints are often considered in modern theoretical physcics. All realistic field models based on the idea of gauge symmetry are of this type. A partial case of constraints being linear in coordinate and momenta…
We consider noisy non-synchronous discrete observations of a continuous semimartingale with random volatility. Functional stable central limit theorems are established under high-frequency asymptotics in three setups: one-dimensional for…
In a separable Hilbert space, we study the minimization problem of a convex smooth function with Lipschitz continuous gradient whose evaluations are corrupted by random noise. To this end, we associate a stochastic inertial system that…
Stability of linear systems with uncertain bounded time-varying delays is studied under assumption that the nominal delay values are not equal to zero. An input-output approach to stability of such systems is known to be based on the bound…
Motivated by various applications, this article develops the notion of boundary control for Maxwell's equations in the frequency domain. Surface curl is shown to be the appropriate regularization in order for the optimal control problem to…
In this paper, we study the frequency response of uncertain systems using Kharitonov stability theory on first order complex polynomial set. For an interval transfer function, we show that the minimal real part of the frequency response at…
We extend Peng's maximum principle to the case of stochastic delay differential equations of mean-field type. More precisely, the coefficients of our control problem depend on the state, on the past trajectory and on its expected value.…
We introduce a nonlocal control condition and the notion of approximate controllability for fractional order quasilinear control inclusions. Approximate controllability of a fractional control nonlocal delay quasilinear functional…
We study asymptotically compact nonautonomous dynamical systems given by abstract cocycles in Banach spaces. Our main assumptions are given by a squeezing property in a quadratic cone field (given by a family of indefinite quadratic…
We introduce a new geometric-analytic functional that we analyse in the context of free discontinuity problems. Its main feature is that the geometric term (the length of the jump set) appears with negative sign. This is motivated by…
This letter addresses optimal controller design for periodic linear time-varying systems under unknown-but-bounded disturbances. We introduce differential Lyapunov-type equations to describe time-varying inescapable ellipsoids and define an…
Noise-induced dynamics of a prototypical bistable system with delayed feedback is studied theoretically and numerically. For small noise and magnitude of the feedback, the problem is reduced to the analysis of the two-state model with…
In this paper we study the controllability results of impulsive neutral stochastic functional differential equations with infinite delay driven by fractional Brownian motion in a real separable Hilbert space. The controllability results are…
For a control system two major issues can be considered: the stabilizability with respect to a given target, and the minimization of an integral functional (while the trajectories reach this target). Here we consider a problem where…
We develop a new variational formulation of the inverse Stefan problem, where information on the heat flux on the fixed boundary is missing and must be found along with the temperature and free boundary. We employ optimal control framework,…
This paper addresses an open problem in the area of linear quadratic optimal control. We consider the regular, infinite-horizon, stability-modulo-a-subspace, indefinite linear quadratic problem under the assumption that the dynamics are…
We investigate the quantitative unique continuation properties of solutions to second-order elliptic equations with lower-order terms. In particular, we establish quantitative forms of the strong unique continuation property for solutions…
We develop an extension of the fast method of angles for hyperbolicity verification in chaotic systems with an arbitrary number of time-delay feedback loops. The adopted method is based on the theory of covariant Lyapunov vectors and…
This paper is a contribution to the old problem of representing a signal in the coordinates of time and frequency. As the starting point, we abandon Gabor's complex extension and re-evaluate fundamental principles of time-frequency…