Download or read book Measure Valued Solutions for Nonlinear Evolution Equations on Banach Spaces and Their Optimal Control written by N. U. Ahmed and published by Springer Nature. This book was released on 2023-09-12 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers the first comprehensive presentation of measure-valued solutions for nonlinear deterministic and stochastic evolution equations on infinite dimensional Banach spaces. Unlike traditional solutions, measure-valued solutions allow for a much broader class of abstract evolution equations to be addressed, providing a broader approach. The book presents extensive results on the existence of measure-valued solutions for differential equations that have no solutions in the usual sense. It covers a range of topics, including evolution equations with continuous/discontinuous vector fields, neutral evolution equations subject to vector measures as impulsive forces, stochastic evolution equations, and optimal control of evolution equations. The optimal control problems considered cover the existence of solutions, necessary conditions of optimality, and more, significantly complementing the existing literature. This book will be of great interest to researchers in functional analysis, partial differential equations, dynamic systems and their optimal control, and their applications, advancing previous research and providing a foundation for further exploration of the field.
Download or read book Nonlinear Evolution Equations And Infinite Dimensional Dynamical Systems Proceedings Of The Conference written by Tatsien Li and published by World Scientific. This book was released on 1997-01-04 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains 30 research papers presenting the recent development and trend on the following subjects: nonlinear hyperbolic equations (systems); nonlinear parabolic equations (systems); infinite-dimensional dynamical systems; applications (free boundary problems, phase transitions, etc.).
Download or read book Control and Estimation of Distributed Parameter Systems written by W. Desch and published by Springer Science & Business Media. This book was released on 1998-03-24 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: Consisting of 23 refereed contributions, this volume offers a broad and diverse view of current research in control and estimation of partial differential equations. Topics addressed include, but are not limited to - control and stability of hyperbolic systems related to elasticity, linear and nonlinear; - control and identification of nonlinear parabolic systems; - exact and approximate controllability, and observability; - Pontryagin's maximum principle and dynamic programming in PDE; and - numerics pertinent to optimal and suboptimal control problems. This volume is primarily geared toward control theorists seeking information on the latest developments in their area of expertise. It may also serve as a stimulating reader to any researcher who wants to gain an impression of activities at the forefront of a vigorously expanding area in applied mathematics.
Download or read book Optimal Control Theory for Infinite Dimensional Systems written by Xungjing Li and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: Infinite dimensional systems can be used to describe many phenomena in the real world. As is well known, heat conduction, properties of elastic plastic material, fluid dynamics, diffusion-reaction processes, etc., all lie within this area. The object that we are studying (temperature, displace ment, concentration, velocity, etc.) is usually referred to as the state. We are interested in the case where the state satisfies proper differential equa tions that are derived from certain physical laws, such as Newton's law, Fourier's law etc. The space in which the state exists is called the state space, and the equation that the state satisfies is called the state equation. By an infinite dimensional system we mean one whose corresponding state space is infinite dimensional. In particular, we are interested in the case where the state equation is one of the following types: partial differential equation, functional differential equation, integro-differential equation, or abstract evolution equation. The case in which the state equation is being a stochastic differential equation is also an infinite dimensional problem, but we will not discuss such a case in this book.
Download or read book Stochastic Optimal Control in Infinite Dimension written by Giorgio Fabbri and published by Springer. This book was released on 2017-06-22 with total page 928 pages. Available in PDF, EPUB and Kindle. Book excerpt: Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in infinite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs, and in PDEs in infinite dimension. Readers from other fields who want to learn the basic theory will also find it useful. The prerequisites are: standard functional analysis, the theory of semigroups of operators and its use in the study of PDEs, some knowledge of the dynamic programming approach to stochastic optimal control problems in finite dimension, and the basics of stochastic analysis and stochastic equations in infinite-dimensional spaces.
Download or read book Dynamic Systems and Applications written by and published by . This book was released on 2007 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Glasnik Matemati ki written by and published by . This book was released on 1992 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Discrete Fractional Calculus written by Christopher Goodrich and published by Springer. This book was released on 2016-02-09 with total page 565 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text provides the first comprehensive treatment of the discrete fractional calculus. Experienced researchers will find the text useful as a reference for discrete fractional calculus and topics of current interest. Students who are interested in learning about discrete fractional calculus will find this text to provide a useful starting point. Several exercises are offered at the end of each chapter and select answers have been provided at the end of the book. The presentation of the content is designed to give ample flexibility for potential use in a myriad of courses and for independent study. The novel approach taken by the authors includes a simultaneous treatment of the fractional- and integer-order difference calculus (on a variety of time scales, including both the usual forward and backwards difference operators). The reader will acquire a solid foundation in the classical topics of the discrete calculus while being introduced to exciting recent developments, bringing them to the frontiers of the subject. Most chapters may be covered or omitted, depending upon the background of the student. For example, the text may be used as a primary reference in an introductory course for difference equations which also includes discrete fractional calculus. Chapters 1—2 provide a basic introduction to the delta calculus including fractional calculus on the set of integers. For courses where students already have background in elementary real analysis, Chapters 1—2 may be covered quickly and readers may then skip to Chapters 6—7 which present some basic results in fractional boundary value problems (FBVPs). Chapters 6—7 in conjunction with some of the current literature listed in the Bibliography can provide a basis for a seminar in the current theory of FBVPs. For a two-semester course, Chapters 1—5 may be covered in depth, providing a very thorough introduction to both the discrete fractional calculus as well as the integer-order calculus.
Download or read book Infinite Dimensional Optimization and Control Theory written by Hector O. Fattorini and published by Cambridge University Press. This book was released on 1999-03-28 with total page 828 pages. Available in PDF, EPUB and Kindle. Book excerpt: Treats optimal problems for systems described by ODEs and PDEs, using an approach that unifies finite and infinite dimensional nonlinear programming.
Download or read book Time Optimal Control of Evolution Equations written by Gengsheng Wang and published by Springer. This book was released on 2018-08-22 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph develops a framework for time-optimal control problems, focusing on minimal and maximal time-optimal controls for linear-controlled evolution equations. Its use in optimal control provides a welcome update to Fattorini’s work on time-optimal and norm-optimal control problems. By discussing the best way of representing various control problems and equivalence among them, this systematic study gives readers the tools they need to solve practical problems in control. After introducing preliminaries in functional analysis, evolution equations, and controllability and observability estimates, the authors present their time-optimal control framework, which consists of four elements: a controlled system, a control constraint set, a starting set, and an ending set. From there, they use their framework to address areas of recent development in time-optimal control, including the existence of admissible controls and optimal controls, Pontryagin’s maximum principle for optimal controls, the equivalence of different optimal control problems, and bang-bang properties. This monograph will appeal to researchers and graduate students in time-optimal control theory, as well as related areas of controllability and dynamic programming. For ease of reference, the text itself is self-contained on the topic of time-optimal control. Frequent examples throughout clarify the applications of theorems and definitions, although experience with functional analysis and differential equations will be useful.
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1992 with total page 1572 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Generalized Functionals of Brownian Motion and Their Applications written by Nasir Uddin Ahmed and published by World Scientific. This book was released on 2012 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: This invaluable research monograph presents a unified and fascinating theory of generalized functionals of Brownian motion and other fundamental processes such as fractional Brownian motion and Levy process OCo covering the classical WienerOCoIto class including the generalized functionals of Hida as special cases, among others. It presents a thorough and comprehensive treatment of the WienerOCoSobolev spaces and their duals, as well as Malliavin calculus with their applications. The presentation is lucid and logical, and is based on a solid foundation of analysis and topology. The monograph develops the notions of compactness and weak compactness on these abstract Fock spaces and their duals, clearly demonstrating their nontrivial applications to stochastic differential equations in finite and infinite dimensional Hilbert spaces, optimization and optimal control problems. Readers will find the book an interesting and easy read as materials are presented in a systematic manner with a complete analysis of classical and generalized functionals of scalar Brownian motion, Gaussian random fields and their vector versions in the increasing order of generality. It starts with abstract Fourier analysis on the Wiener measure space where a striking similarity of the celebrated RieszOCoFischer theorem for separable Hilbert spaces and the space of WienerOCoIto functionals is drawn out, thus providing a clear insight into the subject.
Download or read book General Pontryagin Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions written by Qi Lü and published by Springer. This book was released on 2014-06-02 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one of the three milestones in modern control theory. The corresponding theory is by now well-developed in the deterministic infinite dimensional setting and for the stochastic differential equations. However, very little is known about the same problem but for controlled stochastic (infinite dimensional) evolution equations when the diffusion term contains the control variables and the control domains are allowed to be non-convex. Indeed, it is one of the longstanding unsolved problems in stochastic control theory to establish the Pontryagin type maximum principle for this kind of general control systems: this book aims to give a solution to this problem. This book will be useful for both beginners and experts who are interested in optimal control theory for stochastic evolution equations.
Download or read book Integro Differential Equations written by Mouffak Benchohra and published by Walter de Gruyter GmbH & Co KG. This book was released on 2024-08-19 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book delves into semilinear evolution equations, impulsive differential equations, and integro-differential equations with different types of delay. The main objective is to investigate the existence of solutions and explore their approximate controllability, complete controllability, and attractivity. The study involves boundary conditions, nonlocal conditions, and impulsive conditions. The analysis presented in this book goes beyond traditional solutions and encompasses the study of solutions that are asymptotically almost automorphic and integro-differential equations with impulsive effects in both bounded and unbounded domains. The book also contains applications to nuclear physics, elementary particle physics, chemical engineering, and economics. This book is intended for researchers and professionals in the field of mathematics, physics and industrial engineering, as well as advanced graduate students.
Download or read book Metrical Almost Periodicity and Applications to Integro Differential Equations written by Marko Kostić and published by Walter de Gruyter GmbH & Co KG. This book was released on 2023-06-06 with total page 561 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of almost periodic functions is a very active field of research for scholars. This research monograph analyzes various classes of multi-dimensional metrically almost periodic type functions with values in complex Banach spaces. We provide many applications of our theoretical results to the abstract Volterra integro-differential inclusions in Banach spaces.
Download or read book Stochastic Differential Equations Backward SDEs Partial Differential Equations written by Etienne Pardoux and published by Springer. This book was released on 2014-06-24 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt: This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics. It pays special attention to the relations between SDEs/BSDEs and second order PDEs under minimal regularity assumptions, and also extends those results to equations with multivalued coefficients. The authors present in particular the theory of reflected SDEs in the above mentioned framework and include exercises at the end of each chapter. Stochastic calculus and stochastic differential equations (SDEs) were first introduced by K. Itô in the 1940s, in order to construct the path of diffusion processes (which are continuous time Markov processes with continuous trajectories taking their values in a finite dimensional vector space or manifold), which had been studied from a more analytic point of view by Kolmogorov in the 1930s. Since then, this topic has become an important subject of Mathematics and Applied Mathematics, because of its mathematical richness and its importance for applications in many areas of Physics, Biology, Economics and Finance, where random processes play an increasingly important role. One important aspect is the connection between diffusion processes and linear partial differential equations of second order, which is in particular the basis for Monte Carlo numerical methods for linear PDEs. Since the pioneering work of Peng and Pardoux in the early 1990s, a new type of SDEs called backward stochastic differential equations (BSDEs) has emerged. The two main reasons why this new class of equations is important are the connection between BSDEs and semilinear PDEs, and the fact that BSDEs constitute a natural generalization of the famous Black and Scholes model from Mathematical Finance, and thus offer a natural mathematical framework for the formulation of many new models in Finance.
Download or read book Functional Calculus written by Kamal Shah and published by BoD – Books on Demand. This book was released on 2020-06-17 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt: The aim of this book is to present a broad overview of the theory and applications related to functional calculus. The book is based on two main subject areas: matrix calculus and applications of Hilbert spaces. Determinantal representations of the core inverse and its generalizations, new series formulas for matrix exponential series, results on fixed point theory, and chaotic graph operations and their fundamental group are contained under the umbrella of matrix calculus. In addition, numerical analysis of boundary value problems of fractional differential equations are also considered here. In addition, reproducing kernel Hilbert spaces, spectral theory as an application of Hilbert spaces, and an analysis of PM10 fluctuations and optimal control are all contained in the applications of Hilbert spaces. The concept of this book covers topics that will be of interest not only for students but also for researchers and professors in this field of mathematics. The authors of each chapter convey a strong emphasis on theoretical foundations in this book.
