Controllo a struttura variabile per equazioni di evoluzione in spazi di Banach
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...
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...
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.
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...
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...
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.
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.
Traditional traffic control systems based on traffic light have achieved a great success in reducing the average delay of vehicles or in improving the traffic capacity. The main idea of these systems is based on the optimization of the cycle time, the phase sequence, and the phase duration. The right-of-ways are assigned to vehicles of one or several movements for a specific time. With the emergence of cooperative driving, an innovative traffic control concept, Autonomous Intersection Management...