相关论文: A method of solvable functions for solution of pur…

A method based on order completion for solving general equations is presented. In particular, this method can be used for solving large classes of nonlinear systems of PDEs, with possibly associated initial and/or boundary value problems.

This paper is about a method for solving infinite series in closed form by using inverse and forward Laplace transforms. The resulting integral is to be solved instead. The method is extended by parametrizing the series. A further Laplace…

We propose a function-learning methodology with a control-theoretical foundation. We parametrise the approximating function as the solution to a control system on a reproducing-kernel Hilbert space, and propose several methods to find the…

We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…

We study the controllability of the multidimensional wave equation in a bounded domain with Dirichlet boundary condition, in which the support of the control is allowed to change over time. The exact controllability is reduced to the proof…

In this paper, we present a novel penalty approach for the numerical solution of continuously controlled HJB equations and HJB obstacle problems. Our results include estimates of the penalisation error for a class of penalty terms, and we…

We generalize the Maximum Principle for free end point optimal control problems involving sweeping systems derived in [9] to cover the case where the end point is constrained to take values in a certain set. As in [9], an ingenious smooth…

We are interested in the determination of the reachable states for the boundary control of the one-dimensional heat equation. We consider either one or two boundary controls. We show that reachable states associated with square integrable…

For linear infinite systems the approximate controllability problem by control constraints is considered. Controllability conditions represented via system parameters are obtained. Partial differential control systems and control systems…

We suggest an adaptive version of a partial linearization method for composite optimization problems. The goal function is the sum of a smooth function and a non necessary smooth convex separable function, whereas the feasible set is the…

For one class of boundary value problem depending on small parameter for which numerical methods for their solution are actually inapplicable, procedure of limiting problem acquisition which is much easier and which solution as much as…

We consider applications of the Boundary Control (BC) method to generalized spectral estimation problems and to inverse source problems. We derive the equations of the BC method for this problems and show that solvability of this equations…

We consider the integration of two-dimensional, piecewise constant functions with respect to copulas. By drawing a connection to linear assignment problems, we can give optimal upper and lower bounds for such integrals and construct the…

We provide a necessary and sufficient condition for a rough control driving a differential equation to be reconstructable, to some order, from observing the resulting controlled evolution. Physical examples and applications in stochastic…

An algorithm is proposed, analyzed, and tested for solving continuous nonlinear-equality-constrained optimization problems where the objective and constraint functions are defined by expectations or averages over large, finite numbers of…

The paper introduces a limit version of multiple stopping options such that the holder selects dynamically a weight function that control the distribution of the payments (benefits) over time. In applications for commodities and energy…

The control function approach allows the researcher to identify various causal effects of interest. While powerful, it requires a strong invertibility assumption in the selection process, which limits its applicability. This paper expands…

Let $f(\mathbf x)$ be a non-singular quadratic form with sufficiently many mixed terms and $t$ an integer. For a sequence of weights $\mathcal A$ we study the number of weighted solutions to $f(\mathbf x) = t$. In particular, we give…

We develop a numerical method for solving a system of nonlinear integral equations involving two integral terms: at the current time t, one integral is taken from 0 to t, and a different integral is taken from t to infinity. We prove the…

We consider optimal control problems involving two constraint sets: one comprised of linear ordinary differential equations with the initial and terminal states specified and the other defined by the control variables constrained by simple…