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相关论文: Well-posedness of Stochastic Port-Hamiltonian Syst…

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We provide an introduction to infinite-dimensional port-Hamiltonian systems. As this research field is quite rich, we restrict ourselves to the class of infinite-dimensional linear port-Hamiltonian systems on a one-dimensional spatial…

偏微分方程分析 · 数学 2023-08-04 Birgit Jacob , Hans Zwart

We consider networks of infinite-dimensional port-Hamiltonian systems $\mathfrak{S}_i$ on one-dimensional spatial domains. These subsystems of port-Hamiltonian type are interconnected via boundary control and observation and are allowed to…

偏微分方程分析 · 数学 2020-07-14 Björn Augner

We characterize the well-posedness of a class of infinite-dimensional port-Hamiltonian systems with boundary control and observation. This class includes in particular the Euler-Bernoulli beam equations and more generally 1D linear…

偏微分方程分析 · 数学 2025-07-11 Bouchra Elghazi , Birgit Jacob , Hans Zwart

In this paper, we give easily verifiable sufficient conditions for two classes of perturbed linear, passive PDE systems to be well-posed, and we provide an energy inequality for the perturbed systems. Our conditions are in terms of…

最优化与控制 · 数学 2019-11-19 Mikael Kurula

The results of the author and Gess [27] develop a robust well-posedness theory for a broad class of conservative stochastic PDEs, with both probabilistically stationary and non-stationary Stratonovich noise, and with irregular noise…

概率论 · 数学 2025-04-28 Benjamin Fehrman

Stochastic infinite-dimensional port-Hamiltonian systems (SPHSs) with multiplicative Gaussian white noise are considered. In this article we extend the notion of Dirac structure for deterministic distributed parameter port-Hamiltonian…

最优化与控制 · 数学 2022-10-13 François Lamoline , Anthony Hastir

We establish well-posedness results for non-autonomous semilinear input-output systems, the central assumption being the scattering-passivity of the considered semilinear system. We consider both systems with distributed control and…

偏微分方程分析 · 数学 2021-01-15 Jochen Schmid

In the present work we formally extend the theory of port-Hamiltonian systems to include random perturbations. In particular, suitably choosing the space of flow and effort variables we will show how several elements coming from possibly…

概率论 · 数学 2022-05-12 Francesco Cordoni , Luca Di Persio , Riccardo Muradore

We generalize the concept "well-posed linear system" to stochastic linear control systems and study some basic properties of such kind systems. Under our generalized definition, we show the well-posedness of the stochastic heat equation and…

最优化与控制 · 数学 2015-07-07 Qi Lu

In this article we study a class of hyperbolic partial differential equations of order one on the semi-axis. The so-called port-Hamiltonian systems cover for instance the wave equation and the transport equation, but also networks of the…

泛函分析 · 数学 2020-05-26 Birgit Jacob , Sven-Ake Wegner

A stochastic PDE, describing mesoscopic fluctuations in systems of weakly interacting inertial particles of finite volume, is proposed and analysed in any finite dimension $d\in\mathbb{N}$. It is a regularised and inertial version of the…

偏微分方程分析 · 数学 2021-02-10 Federico Cornalba , Tony Shardlow , Johannes Zimmer

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

Stability and stabilization of linear port-Hamiltonian systems on infinite-dimensional spaces are investigated. This class is general enough to include models of beams and waves as well as transport and Schr\"odinger equations with boundary…

偏微分方程分析 · 数学 2016-04-26 Björn Augner , Birgit Jacob

Consider stochastic partial differential equations (SPDEs) with fully local monotone coefficients in a Gelfand triple $V\subseteq H \subseteq V^*$: \begin{align*} \left\{ \begin{aligned} dX(t) & = A(t,X(t))dt + B(t,X(t))dW(t), \quad t\in…

概率论 · 数学 2025-08-07 Michael Röckner , Shijie Shang , Tusheng Zhang

We study a novel general class of multidimensional type-I backward stochastic Volterra integral equations. Toward this goal, we introduce an infinite dimensional system of standard backward SDEs and establish its well-posedness, and we show…

概率论 · 数学 2020-08-05 Camilo Hernández , Dylan Possamaï

We consider a port-Hamiltonian system on a spatial domain $\Omega \subseteq \mathbb{R}^n$ that is bounded with Lipschitz boundary. We show that there is a boundary triple associated to this system. Hence, we can characterize all boundary…

泛函分析 · 数学 2023-01-12 Nathanael Skrepek

We study the well-posedness and stability of an impedance passive infinite-dimensional linear system under nonlinear feedback of the form $u(t)=\phi(v(t)-y(t))$, where $\phi$ is a monotone function. Our first main result introduces…

最优化与控制 · 数学 2025-06-19 Anthony Hastir , Lassi Paunonen

In this paper, we investigate the well-posedness of the martingale problem associated to non-linear stochastic differential equations (SDEs) in the sense of McKean-Vlasov under mild assumptions on the coefficients as well as classical…

经典分析与常微分方程 · 数学 2021-04-23 Paul-Eric Chaudru de Raynal , Noufel Frikha

The well-posedness and exponential ergodicity are proved for stochastic Hamiltonian systems containing a singular drift term which is locally integrable in the component with noise. As an application, the well-posedness and uniform…

概率论 · 数学 2023-05-02 Panpan Ren , Martin Grothaus , Feng-Yu Wang

The paper studies the well-posedness and optimal error estimates of spectral finite element approximations for the boundary value problems of semi-linear elliptic SPDEs driven by white or colored Gaussian noises. The noise term is…

数值分析 · 数学 2020-06-08 Yanzhao Cao , Jialin Hong , Zhihui Liu
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