Controlling the dynamics of Burgers equation with a high-order nonlinearity.
Controlling the stochastic sensitivity in thermochemical systems under incomplete information
Complex dynamic regimes connected with the noise-induced mixed-mode oscillations in the thermochemical model of flow reactor are studied. It is revealed that the underlying reason of such excitability is in the high stochastic sensitivity of the equilibrium. The problem of stabilization of the excitable equilibrium regimes is investigated. We develop the control approach using feedback regulators which reduce the stochastic sensitivity and keep the randomly forced system near the stable equilibrium....
Controllo a struttura variabile per equazioni di evoluzione in spazi di Banach
Controls insensitizing the norm of the solution of a semilinear heat equation in unbounded domains
Controls insensitizing the norm of the solution of a semilinear heat equation in unbounded domains
We consider a semilinear heat equation in an unbounded domain Ω with partially known initial data. The insensitizing problem consists in finding a control function such that some functional of the state is locally insensitive to the perturbations of these initial data. For bounded domains Bodart and Fabre proved the existence of insensitizing controls of the norm of the observation of the solution in an open subset of the domain. In this paper we prove similar results when Ω is unbounded. We consider...
Control-theoretic properties of structural acoustic models with thermal effects, II. Trace regularity results
We consider a structural acoustic problem with the flexible wall modeled by a thermoelastic plate, subject to Dirichlet boundary control in the thermal component. We establish sharp regularity results for the traces of the thermal variable on the boundary in case the system is supplemented with clamped mechanical boundary conditions. These regularity estimates are most crucial for validity of the optimal control theory developed by Acquistapace et al. [Adv. Differential Equations, 2005], which ensures...
Convergence analysis for principal component flows
A common framework for analyzing the global convergence of several flows for principal component analysis is developed. It is shown that flows proposed by Brockett, Oja, Xu and others are all gradient flows and the global convergence of these flows to single equilibrium points is established. The signature of the Hessian at each critical point is determined.
Convergence model of interest rates of CKLS type
This paper deals with convergence model of interest rates, which explains the evolution of interest rate in connection with the adoption of Euro currency. Its dynamics is described by two stochastic differential equations – the domestic and the European short rate. Bond prices are then solutions to partial differential equations. For the special case with constant volatilities closed form solutions for bond prices are known. Substituting its constant volatilities by instantaneous volatilities we...
Convergence of a two-grid algorithm for the control of the wave equation
We analyze the problem of boundary observability of the finite-difference space semidiscretizations of the 2-d wave equation in the square. We prove the uniform (with respect to the meshsize) boundary observability for the solutions obtained by the two-grid preconditioner introduced by Glowinski [9]. Our method uses previously known uniform observability inequalities for low frequency solutions and a dyadic spectral time decomposition. As a consequence we prove the convergence of the two-grid algorithm...
Convergence of nonautonomous evolutionary algorithm.
Convergence of optimal strategies in a discrete time market with finite horizon
A discrete-time financial market model with finite time horizon is considered, together with a sequence of investors whose preferences are described by a convergent sequence of strictly increasing and strictly concave utility functions. Existence of unique optimal consumption-investment strategies as well as their convergence to the limit strategy is shown.
Convergence of optimal strategies under proportional transaction costs
A discrete-time financial market model with finite time horizon and transaction costs is considered, with a sequence of investors whose preferences are described by a convergent sequence of strictly increasing and strictly concave utility functions. Proportional costs are approximated by strictly convex costs. Existence of the optimal consumption-investment strategies is obtained, as well as convergence of the value functions and convergence of subsequences of optimal strategies.
Convergence of the boundary control for the wave equation in domains with holes of critical size.
Convergence rate of the solutions of singularly perturbed time-optimal control problems
Convergence rates for the approximations of the solutions to algebraic Riccati Equations with unbounded coefficients: case of analytic semigroups.
Convex functionals with good asymptotic behavior on a subset.
Convexity of the set of fixed points generated by some control systems.
Convolutional codes and frequency responses.
Cooperation of model predictive control with steady-state economic optimisation
Cooperative attitude control of multiple rigid bodies with multiple time-varying delays and dynamically changing topologies.