Related papers: On the Approximation of Operator-Valued Riccati Eq…
An algebraic Riccati equation for linear operators is studied, which arises in systems theory. For the case that all involved operators are unbounded, the existence of infinitely many selfadjoint solutions is shown. To this end, invariant…
This paper introduces a quasi-interpolation operator for scalar- and vector-valued finite element spaces constructed on affine, shape-regular meshes with some continuity across mesh interfaces.This operator gives optimal estimates of the…
We consider the data-driven approximation of the Koopman operator for stochastic differential equations on reproducing kernel Hilbert spaces (RKHS). Our focus is on the estimation error if the data are collected from long-term ergodic…
A representation theorem for non-semibounded Hermitian quadratic forms in terms of a (non-semibounded) self-adjoint operator is proven. The main assumptions are closability of the Hermitian quadratic form, the direct integral structure of…
We approximate functions defined on smooth bounded domains by elements of the eigenspaces of the Laplacian or the Stokes operator in such a way that the approximations are bounded and converge in both Sobolev and Lebesgue spaces. We prove…
We study a linear-quadratic optimal control problem involving a parabolic equation with fractional diffusion and Caputo fractional time derivative of orders $s \in (0,1)$ and $\gamma \in (0,1]$, respectively. The spatial fractional…
This paper is concerned with the numerical minimization of energy functionals in Hilbert spaces involving convex constraints coinciding with a semi-norm for a subspace. The optimization is realized by alternating minimizations of the…
This paper focuses on the discrete-time backward stochastic linear quadratic (BSLQ) optimal control problem with nonhomogeneous system terms and cost function cross terms. The terminal constraint of such systems distinguishes it from…
Let $\Delta_{\Omega_\varepsilon}$ be the Dirichlet Laplacian in the domain $\Omega_\varepsilon:=\Omega\setminus\left(\cup_i D_{i \varepsilon}\right)$. Here $\Omega\subset\mathbb{R}^n$ and $\{D_{i \varepsilon}\}_{i}$ is a family of tiny…
This article concerns the basic understanding of parabolic final value problems, and a large class of such problems is proved to be well posed. The clarification is obtained via explicit Hilbert spaces that characterise the possible data,…
In this paper we study variational inequalities in a real Hilbert space, which are governed by a strongly monotone and Lipschitz continuous operator $F$ over a closed and convex set $C$. We assume that the set $C$ can be outerly…
In this article, we present a method for approximating affine processes on the cone of positive Hilbert-Schmidt operators using matrix-valued affine processes. By leveraging results from the theory on affine processes with values in the…
We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in…
We give a rank characterization of the solution set of algebraic Riccati inequality (ARI) for both controllable and uncontrollable systems. Assuming an existence of a solution of the corresponding algebraic Riccati equation (ARE), we…
We consider quantum dynamics for which the strict adiabatic approximation fails but which do not escape too far from the adiabatic limit. To treat these systems we introduce a generalisation of the time dependent wave operator theory which…
Quasidiagonal operators on a Hilbert space are a large and important class (containing all self-adjoint operators for instance). They are also perfectly suited for study via the finite section method (a particular Galerkin method). Indeed,…
In this paper, the author derives an $O(h^4)$-superconvergence for the piecewise linear Ritz-Galerkin finite element approximations for the second order elliptic equation $-\nabla \cdot(A\nabla u)= f$ equipped with Dirichlet boundary…
This paper deals with some reachability issues for piecewise linear switched systems with time-dependent coefficients and multiplicative noise. Namely, it aims at characterizing data that are almost reachable at some fixed time T > 0…
In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…
We investigate convergence properties of discrete-time semigroup quantum dynamics, including asymptotic stability, probability and speed of convergence to pure states and subspaces. These properties are of interest in both the analysis of…