ISSN:
2156-8472
eISSN:
2156-8499
Mathematical Control & Related Fields
2012 , Volume 2 , Issue 3
A special issue
Dedicated to Professor
Helmut Maurer on the occasion of his 65th birthday
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2012, 2(3): 217-246
doi: 10.3934/mcrf.2012.2.217
+[Abstract](261)
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Abstract:
This paper deals with the numerical computation of distributed null controls for semi-linear 1D heat equations, in the sublinear and slightly superlinear cases. Under sharp growth assumptions, the existence of controls has been obtained in [Fernandez-Cara $\&$ Zuazua, Null and approximate controllability for weakly blowing up semi-linear heat equation, 2000] via a fixed point reformulation; see also [Barbu, Exact controllability of the superlinear heat equation, 2000]. More precisely, Carleman estimates and Kakutani's Theorem together ensure the existence of solutions to fixed points for an equivalent fixed point reformulated problem. A nontrivial difficulty appears when we want to extract from the associated Picard iterates a convergent (sub)sequence. In this paper, we introduce and analyze a least squares reformulation of the problem; we show that this strategy leads to an effective and constructive way to compute fixed points. We also formulate and apply a Newton-Raphson algorithm in this context. Several numerical experiments that make it possible to test and compare these methods are performed.
This paper deals with the numerical computation of distributed null controls for semi-linear 1D heat equations, in the sublinear and slightly superlinear cases. Under sharp growth assumptions, the existence of controls has been obtained in [Fernandez-Cara $\&$ Zuazua, Null and approximate controllability for weakly blowing up semi-linear heat equation, 2000] via a fixed point reformulation; see also [Barbu, Exact controllability of the superlinear heat equation, 2000]. More precisely, Carleman estimates and Kakutani's Theorem together ensure the existence of solutions to fixed points for an equivalent fixed point reformulated problem. A nontrivial difficulty appears when we want to extract from the associated Picard iterates a convergent (sub)sequence. In this paper, we introduce and analyze a least squares reformulation of the problem; we show that this strategy leads to an effective and constructive way to compute fixed points. We also formulate and apply a Newton-Raphson algorithm in this context. Several numerical experiments that make it possible to test and compare these methods are performed.
2012, 2(3): 247-270
doi: 10.3934/mcrf.2012.2.247
+[Abstract](217)
+[PDF](519.2KB)
Abstract:
We study controllability of $d$-dimensional defocusing cubic Schroe-din-ger equation under periodic boundary conditions. The control is applied additively, via a source term, which is a linear combination of few complex exponentials (modes) with time-variant coefficients - controls. We manage to prove that controlling $2^d$ modes one can achieve controllability of the equation in each finite-dimensional projection of the evolution space $H^{s}(\mathbb{T}^d), \ s>d/2$, as well as approximate controllability in $H^{s}(\mathbb{T}^d)$. We also present a negative result regarding exact controllability of cubic Schroedinger equation via a finite-dimensional source term.
We study controllability of $d$-dimensional defocusing cubic Schroe-din-ger equation under periodic boundary conditions. The control is applied additively, via a source term, which is a linear combination of few complex exponentials (modes) with time-variant coefficients - controls. We manage to prove that controlling $2^d$ modes one can achieve controllability of the equation in each finite-dimensional projection of the evolution space $H^{s}(\mathbb{T}^d), \ s>d/2$, as well as approximate controllability in $H^{s}(\mathbb{T}^d)$. We also present a negative result regarding exact controllability of cubic Schroedinger equation via a finite-dimensional source term.
2012, 2(3): 271-329
doi: 10.3934/mcrf.2012.2.271
+[Abstract](346)
+[PDF](637.9KB)
Abstract:
A general time-inconsistent optimal control problem is considered for stochastic differential equations with deterministic coefficients. Under suitable conditions, a Hamilton-Jacobi-Bellman type equation is derived for the equilibrium value function of the problem. Well-posedness such an equation is studied, and time-consistent equilibrium strategies are constructed. As special cases, the linear-quadratic problem and a generalized Merton's portfolio problem are investigated.
A general time-inconsistent optimal control problem is considered for stochastic differential equations with deterministic coefficients. Under suitable conditions, a Hamilton-Jacobi-Bellman type equation is derived for the equilibrium value function of the problem. Well-posedness such an equation is studied, and time-consistent equilibrium strategies are constructed. As special cases, the linear-quadratic problem and a generalized Merton's portfolio problem are investigated.
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