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Displaying 181 –
200 of
215
In this paper we study the frequency and time domain behaviour of a heat exchanger network system. The system is governed by hyperbolic partial differential equations. Both the control operator and the observation operator are unbounded but admissible. Using the theory of symmetric hyperbolic systems, we prove exponential stability of the underlying semigroup for the heat exchanger network. Applying the recent theory of well-posed infinite-dimensional linear systems, we prove that the system is...
In this paper we study the frequency and
time domain behaviour of a heat exchanger network system.
The system is governed by hyperbolic partial differential
equations. Both the control operator and the observation
operator are unbounded but admissible. Using the theory
of symmetric hyperbolic systems, we prove exponential
stability of the underlying semigroup for the heat exchanger
network. Applying the recent theory of well-posed
infinite-dimensional linear systems, we prove that the
system...
In this paper we study asymptotic behaviour of distributed parameter systems governed by partial differential equations (abbreviated to PDE). We first review some recently developed results on the stability analysis of PDE systems by Lyapunov’s second method. On constructing Lyapunov functionals we prove next an asymptotic exponential stability result for a class of symmetric hyperbolic PDE systems. Then we apply the result to establish exponential stability of various chemical engineering processes...
In this paper we study asymptotic behaviour of distributed parameter systems governed
by partial differential equations (abbreviated to PDE). We first review some recently developed results
on the stability analysis of PDE systems by Lyapunov's second method. On constructing Lyapunov functionals
we prove next an asymptotic exponential stability result for a class of symmetric hyperbolic PDE
systems. Then we apply the result to establish exponential stability of various chemical engineering
processes...
In this paper, we discuss exponential stability for nonlinear systems with sampled-data-based event-triggered schemes. First, a framework is proposed to analyze exponential stability for nonlinear systems under some different triggering conditions. Based on these results, output feedback exponential stabilization is investigated for a class of inherently nonlinear systems under a kind of event-triggered strategies. Finally, the rationality of the theoretical work is verified by numerical simulations....
In this paper, the stability of a Timoshenko beam with time delays
in the boundary input is studied. The system is fixed at the left
end, and at the other end there are feedback controllers, in which
time delays exist. We prove that this closed loop system is
well-posed. By the complete spectral analysis, we show that there is
a sequence of eigenvectors and generalized eigenvectors of the
system
operator that forms a Riesz basis for the state Hilbert space.
Hence the system satisfies the spectrum...
In this paper, the stability of a Timoshenko beam with time delays
in the boundary input is studied. The system is fixed at the left
end, and at the other end there are feedback controllers, in which
time delays exist. We prove that this closed loop system is
well-posed. By the complete spectral analysis, we show that there is
a sequence of eigenvectors and generalized eigenvectors of the
system
operator that forms a Riesz basis for the state Hilbert space.
Hence the system satisfies the spectrum...
Exponential stabilization of nonlinear driftless affine control systems
is addressed with the concern of achieving robustness with respect to
imperfect knowledge of the system's control vector fields.
In order to satisfy this robustness requirement, and inspired by
Bennani and Rouchon [1] where the same issue was first addressed, we consider a
control strategy which consists in applying
periodically updated open-loop controls that are continuous
with respect to state initial conditions. These...
We deal with pricing and hedging for a payment process. We investigate a Black-Scholes financial market with stochastic coefficients and a stream of liabilities with claims occurring at random times, continuously over the duration of the contract and at the terminal time. The random times of the claims are generated by a random measure with a stochastic intensity of jumps. The claims are written on the asset traded in the financial market and on the non-tradeable source of risk driven by the random...
Currently displaying 181 –
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215