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Scalar conservation laws sit at the intersection between being simple enough to study analytically, while being complex enough to exhibit a wide range of nonlinear phenomena. We introduce a novel stochastic perturbation of scalar…

偏微分方程分析 · 数学 2025-10-30 Ulrik S. Fjordholm , Magnus C. Ørke

The Error-in-Variables model of system identification/control involves nontrivial input and measurement corruption of observed data, resulting in generically nonconvex optimization problems. This paper performs full-state-feedback…

最优化与控制 · 数学 2024-05-21 Jared Miller , Tianyu Dai , Mario Sznaier

We present sufficient conditions for the exact controllability in projection of the linear Schr{\"o}dinger equations in the case where the spectrum of the free Hamiltonian is pure point. We consider the general case in which the Hamiltonian…

最优化与控制 · 数学 2024-04-15 Thomas Chambrion , Nabile Boussaid , Marco Caponigro

We investigate full Lipschitzian and full H\"olderian stability for a class of control problems governed by semilinear elliptic partial differential equations, where all the cost functional, the state equation, and the admissible control…

最优化与控制 · 数学 2017-11-10 Nguyen Thanh Qui , Daniel Wachsmuth

We prove a large deviation principle for stochastic differential equations driven by semimartingales, with additive controls. Conditions are given in terms of characteristics of driven semimartingales, so that if the noise-control pairs…

概率论 · 数学 2024-08-13 Qiao Huang , Wei Wei , Jinqiao Duan

This paper investigates full stability properties for \emph{variational Nash equilibriums} of a system of parametric nonconvex optimal control problems governed by semilinear elliptic partial differential equations. We first obtain some new…

最优化与控制 · 数学 2020-02-21 Nguyen Thanh Qui , Daniel Wachsmuth

Semilinear parabolic systems with bi-linear nonlinearities cover a lot of applications and their optimal control leads to relatively simple optimality conditions. An example is the incompressible Navier-Stokes system for homogeneous fluids,…

偏微分方程分析 · 数学 2021-08-31 Tomáš Roubíček

In this work we consider a class of stochastic parabolic equations with singular space depending potential, random driving force and random initial condition. For the analysis of these equations we combine the chaos expansion method from…

偏微分方程分析 · 数学 2021-09-15 Snežana Gordić , Tijana Levajković , Ljubica Oparnica

We study the null controllability for a degenerate/singular wave equation with drift in non divergence form. In particular, considering a control localized on the non degenerate boundary point, we provide some conditions for the boundary…

偏微分方程分析 · 数学 2024-07-10 Genni Fragnelli , Dimitri Mugnai , Amine Sbai

This paper analyzes the discretization of a Neumann boundary control problem with a stochastic parabolic equation, where an additive noise occurs in the Neumann boundary condition. The convergence is established for general filtrations, and…

最优化与控制 · 数学 2022-09-07 Qin Zhou , Binjie Li

A class of parametric optimal control problems governed by semilinear parabolic equations with mixed pointwise constraints is investigated. The perturbations appear in the objective functional, the state equation and in mixed pointwise…

最优化与控制 · 数学 2024-02-06 Huynh Khanh

This paper concerns with the hierarchical control of the semilinear parabolic equations with interior degeneracy. By a Stackelberg-Nash strategy, we consider the linear and semilinear system with one leader and two followers. First, for any…

最优化与控制 · 数学 2023-10-31 Hang Gao , Wei Yang , Muming Zhang

In this paper, we obtain the exact controllability for a refined stochastic wave equation with three controls by establishing a novel Carleman estimate for a backward hyperbolic-like operator. Compared with the known result, the novelty of…

最优化与控制 · 数学 2023-09-21 Zhonghua Liao , Qi Lü

This paper deals with a stochastic optimal feedback control problem for the controlled stochastic partial differential equations. More precisely, we establish the existence of stochastic optimal feedback control for the controlled…

概率论 · 数学 2025-01-07 Gaofeng Zong

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…

概率论 · 数学 2016-02-19 El Hassan Lakhel

We study a control problem governed by a semilinear parabolic equation. The control is a measure that acts as the kernel of a possibly nonlocal time delay term and the functional includes a non-differentiable term with the measure-norm of…

最优化与控制 · 数学 2019-01-25 Eduardo Casas , Mariano Mateos , Fredi Tröltzsch

A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in space and a stochastic trigonometric method for the temporal…

数值分析 · 数学 2015-11-26 Rikard Anton , David Cohen , Stig Larsson , Xiaojie Wang

In this paper, we study the null controllability for parabolic SPDEs involving both the state and the gradient of the state. To start with, an improved global Carleman estimate for linear forward (resp. backward) parabolic SPDEs with…

最优化与控制 · 数学 2025-10-14 Lei Zhang , Fan Xu , Bin Liu

We investigate the internal controllability of the wave equation with structural damping on the one dimensional torus. We assume that the control is acting on a moving point or on a moving small interval with a constant velocity. We prove…

最优化与控制 · 数学 2011-11-22 Philippe Martin , Lionel Rosier , Pierre Rouchon

We consider the problem of estimating stochastic volatility for a class of second-order parabolic stochastic PDEs. Assuming that the solution is observed at a high temporal frequency, we use limit theorems for multipower variations and…

统计理论 · 数学 2020-06-02 Carsten Chong
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