Related papers: Observability inequalities for the backward stocha…
The method to design exponentially stable adaptive observers is proposed for linear time-invariant systems parameterized by unknown physical parameters. Unlike existing adaptive solutions, the system state-space matrices A, B are not…
We detail and extend the results of [Milman {\it et al.}, Phys. Rev. Lett. {\bf 99}, 130405 (2007)] on Bell-type inequalities based on correlations between measurements of continuous observables performed on trapped molecular systems. We…
In many stochastic models, the observables of interest are naturally encoded in double transforms (e.g., Laplace transforms) that couple spatial and temporal variables. Notably, the double transform often provides the only analytically…
We investigate a backward anisotropic stochastic parabolic equation with general dynamic boundary conditions, where the drift involves both $\mathbb{L}^2$ and $\mathbb{H}^{-1}$ bulk--surface terms. We first establish the well-posedness of…
Given a linear control system in a Hilbert space with a bounded control operator, we establish a characterization of exponential stabilizability in terms of an observability inequality. Such dual characterizations are well known for exact…
The paper deals with the controllability of a degenerate beam equation. In particular, we assume that the left end of the beam is fixed, while a suitable control $f$ acts on the right end of it. As a first step we prove the existence of a…
The goal of this paper is to analyze control properties of the parabolic equation with variable coefficients in the principal part and with a singular inverse-square potential:\,$\partial_tu(x,t)-{\rm div}(p(x)\nabla…
The Energy-Dissipation Principle provides a variational tool for the analysis of parabolic evolution problems: solutions are characterized as so-called null-minimizers of a global functional on entire trajectories. This variational…
Backward Stochastic Differential Equations (BSDEs) have been widely employed in various areas of social and natural sciences, such as the pricing and hedging of financial derivatives, stochastic optimal control problems, optimal stopping…
We find new quantitative estimates on the space-time analyticity of solutions to linear parabolic equations with time-independent coefficients and apply them to obtain observability inequalities for its solutions over measurable sets.
Observers are well known in control theory. Originally designed to estimate the hidden states of dynamical systems given some measurements, the observers scope has been recently extended to the estimation of some unknowns, for systems…
This article is devoted to the study of null controllability for evolution equations that incorporate both memory and delay effects. The problem is particularly challenging due to the presence of memory integrals and delayed states, which…
We address a class of backward stochastic differential equations on a bounded interval, where the driving noise is a marked, or multivariate, point process. Assuming that the jump times are totally inaccessible and a technical condition…
We introduce a framework for studying pathwise time regularity and numerical approximation of $L^0$-valued stochastic evolution equations. At the core of our framework are two Burkholder--Davis--Gundy type inequalities accommodating It\^o…
A stochastic telegraph equation is defined by adding a random inhomogeneity to the classical (second order linear hyperbolic) telegraph differential equation. The inhomogeneities we consider are proportional to the two-dimensional white…
We consider the observability problem for non-autonomous evolution systems (i.e., the operators governing the system depend on time). We introduce an averaged Hautus condition and prove that for skew-adjoint operators it characterizes exact…
We consider a class of stochastic gradient optimization schemes. Assuming that the objective function is strongly convex, we prove weak error estimates which are uniform in time for the error between the solution of the numerical scheme,…
The experiments with broadband down-converted light clearly show inequality of forward and reversed processes in optics.
We want to prove a Harnack type inequality for solutions of strongly degenerate parabolic, or elliptic-parabolic, equations. To do that, we first define a De Giorgi class of order $p = 2$ that contains the solutions of evolution equations…
We consider linear one-dimensional parabolic equations with space dependent coefficients that are only measurable and that may be degenerate or singular.Considering generalized Robin-Neumann boundary conditions at both extremities, we prove…