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A class of optimal control problems of hybrid nature governed by semilinear parabolic equations is considered. These problems involve the optimization of switching times at which the dynamics, the integral cost, and the bounds on the…

最优化与控制 · 数学 2016-11-30 Sébastien Court , Karl Kunisch , Laurent Pfeiffer

Infinite-dimensional linear port-Hamiltonian systems on a one-dimensional spatial domain with full boundary control and without internal damping are studied. This class of systems includes models of beams and waves as well as the transport…

最优化与控制 · 数学 2019-05-17 Birgit Jacob , Julia T. Kaiser

In this paper, we establish a small time large deviation principles for the quasilinear parabolic stochastic partial differential equations with multiplicative noise, which are neither monotone nor locally monotone.

概率论 · 数学 2019-11-21 Rangrang Zhang

We present a stochastic numerical method for solving fully non-linear free boundary problems of parabolic type and provide a rate of convergence under reasonable conditions on the non-linearity.

数值分析 · 数学 2013-11-11 Erhan Bayraktar , Arash Fahim

This work is concerned with existence of weak solutions to discon- tinuous stochastic differential equations driven by multiplicative Gaus- sian noise and sliding mode control dynamics generated by stochastic differential equations with…

最优化与控制 · 数学 2015-04-27 Viorel Barbu , Stefano Bonaccorsi , Luciano Tubaro

We consider parabolic stochastic partial differential equations driven by white noise in time. We prove exponential convergence of the transition probabilities towards a unique invariant measure under suitable conditions. These conditions…

概率论 · 数学 2007-05-23 Martin Hairer

This paper is devoted to the controllability of linear systems of two coupled parabolic equations when the coupling involves a space dependent first order term. This system is set on an bounded interval, and the first equation is controlled…

偏微分方程分析 · 数学 2017-01-20 Michel Duprez

In this paper we study the exact null-controllability property for a class of controlled PDMP of switch type with switch-dependent, piecewise linear dynamics and multiplicative jumps. First, we show that exact null-controllability induces a…

最优化与控制 · 数学 2016-10-07 Dan Goreac

We study fully nonlinear singularly perturbed parabolic equations and their limits. We show that solutions are uniformly Lipschitz continuous in space and H\"{o}lder continuous in time. For the limiting free boundary problem, we analyse the…

偏微分方程分析 · 数学 2018-04-26 Gleydson C. Ricarte , Rafayel Teymurazyan , José Miguel Urbano

We propose a two-point flux approximation finite-volume scheme for a stochastic non-linear parabolic equation with a multiplicative noise. The time discretization is implicit except for the stochastic noise term in order to be compatible…

数值分析 · 数学 2023-03-24 Caroline Bauzet , Flore Nabet , Kerstin Schmitz , Aleksandra Zimmermann

We consider systems of parabolic equations coupled in zero order terms in a star-like or a tree-like shape, with an internal control acting in only one of the equations. We obtain local exact controllability to the stationary solutions of…

偏微分方程分析 · 数学 2021-12-03 Catalin-George Lefter , Elena-Alexandra Melnig

We prove the large deviation principle for the law of the solutions to a class of parabolic semilinear stochastic partial differential equations driven by multiplicative noise, in $C\big([0,T]:L^\rho(D)\big)$, where $D\subset {\mathbb R}^d$…

概率论 · 数学 2020-10-28 Leila Setayeshgar

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…

偏微分方程分析 · 数学 2015-09-03 Philippe Martin , Lionel Rosier , Pierre Rouchon

The aim of this notes is to give a concise introduction to control theory for systems governed by stochastic partial differential equations. We shall mainly focus on controllability and optimal control problems for these systems. For the…

最优化与控制 · 数学 2021-01-27 Qi Lü , Xu Zhang

This work is concerned with existence and uniqueness of solutions to the reflection problem for linear parabolic equation with multiplicative Gaussian noise.

经典分析与常微分方程 · 数学 2011-04-26 Viorel Barbu

In this paper, we obtain a null controllability result for a coupled fourth order parabolic system based on the Stackelberg-Nash strategies. For this purpose, we first prove the existence and uniqueness of Nash equilibrium pair of the…

最优化与控制 · 数学 2024-01-22 Yating Li , Muming Zhang

A stochastic transport linear equation (STLE) with multiplicative space-time dependent noise is studied. It is shown that, under suitable assumptions on the noise, a multiplicative renormalization leads to convergence of the solutions of…

概率论 · 数学 2019-11-27 Lucio Galeati

In this paper we study the boundary controllability for a system of two coupled degenerate/singular parabolic equations with a control acting on only one equation. We analyze both approximate and null boundary controllability properties.…

最优化与控制 · 数学 2021-04-02 Brahim Allal , Abdelkarim Hajjaj , Jawad Salhi , Amine Sbai

In this article, we study the control aspects of the one-dimensional compressible Navier-Stokes equations with Maxwell's law linearized around a constant steady state with zero velocity. We consider the linearized system with Dirichlet…

偏微分方程分析 · 数学 2022-10-24 Sakil Ahamed , Debanjana Mitra

The main objective of this paper is to establish the null controllability for the fourth order semilinear parabolic equations with the nonlinearities involving the state and its gradient up to second order. First of all, based on optimal…

最优化与控制 · 数学 2022-11-03 Bo You , F. Li