We show exact null-controllability for two models of non-classical, parabolic partial differential equations with distributed control: (i) second-order structurally damped equations, except for a limit case, where exact null controllability fails; and (ii) thermo-elastic equations with hinged boundary conditions. In both cases, the problem is solved by duality.
The liner parabolic equation ∂y ∂t − 1 2 Δy + F · ∇ y = 1 x1d4aa; 0 u with Neumann boundary condition on a convex open domain x1d4aa; ⊂ ℝd with smooth boundary is exactly null controllable on each finite interval if 𝒪0is an open subset of x1d4aa; which contains a suitable neighbourhood of the recession cone of x1d4aa; . Here,F : ℝd → ℝd is a bounded, C1-continuous function, and F = ∇g, where g is convex and coercive.
In this paper equivalent conditions for exact observability of diagonal systems with a one-dimensional output operator are given. One of these equivalent conditions is the conjecture of Russell and Weiss (1994). The other conditions are given in terms of the eigenvalues and the Fourier coefficients of the system data.
We give sufficient conditions for the existence of integral solutions for a class of neutral functional differential inclusions. The assumptions on the generator are reduced by considering nondensely defined Hille-Yosida operators. Existence and controllability results are established by combining the theory of addmissible multivalued contractions and Frigon's fixed point theorem. These results are applied to a neutral partial differential inclusion with diffusion.
This paper is concerned with the existence and approximate controllability for impulsive fractional-order stochastic infinite delay integro-differential equations in Hilbert space. By using Krasnoselskii's fixed point theorem with stochastic analysis theory, we derive a new set of sufficient conditions for the approximate controllability of impulsive fractional stochastic system under the assumption that the corresponding linear system is approximately controllable. Finally, an example is provided...
The problem of the existence and determination of the set of Metzler matrices for given stable polynomials is formulated and solved. Necessary and sufficient conditions are established for the existence of the set of Metzler matrices for given stable polynomials. A procedure for finding the set of Metzler matrices for given stable polynomials is proposed and illustrated with numerical examples.
We consider the Cauchy problem in ℝd for a class of semilinear parabolic partial differential equations that arises in some stochastic control problems. We assume that the coefficients are unbounded and locally Lipschitz, not necessarily differentiable, with continuous data and local uniform ellipticity. We construct a classical solution by approximation with linear parabolic equations. The linear equations involved can not be solved with the traditional...
A necessary and sufficient condition for the existence of pole and zero structures in a proper rational matrix equation is developed. This condition provides a new interpretation of sufficient conditions which ensure decentralized stabilizability of an expanded system. A numerical example illustrate the theoretical results.
The paper is motivated by the study of interesting models from economics and the natural sciences where the underlying randomness contains jumps. Stochastic differential equations with Poisson jumps have become very popular in modeling the phenomena arising in the field of financial mathematics, where the jump processes are widely used to describe the asset and commodity price dynamics. This paper addresses the issue of approximate controllability of impulsive fractional stochastic differential...
In this paper, we study ϕ-Laplacian problems for differential inclusions with Dirichlet boundary conditions. We prove the existence of solutions under both convexity and nonconvexity conditions on the multi-valued right-hand side. The nonlinearity satisfies either a Nagumo-type growth condition or an integrably boundedness one. The proofs rely on the Bonhnenblust-Karlin fixed point theorem and the Bressan-Colombo selection theorem respectively. Two applications to a problem from control theory are...
This paper is concerned with the exponential filter design problem for stochastic Markovian jump systems with time-varying delays, where the time-varying delays include not only discrete delays but also distributed delays. First of all, by choosing a modified Lyapunov-Krasovskii functional and employing the property of conditional mathematical expectation, a novel delay-dependent approach is developed to deal with the mean-square exponential stability problem and control problem. Then, a mean-square...
We analyze stability for switched systems which are composed of both continuous-time and discrete-time subsystems. By considering a Lie algebra generated by all subsystem matrices, we show that if all subsystems are Hurwitz/Schur stable and this Lie algebra is solvable, then there is a common quadratic Lyapunov function for all subsystems and thus the switched system is exponentially stable under arbitrary switching. When not all subsystems are stable and the same Lie algebra is solvable, we show...
Predictive Functional Control (PFC), belonging to the family of predictive control techniques, has been demonstrated as a powerful algorithm for controlling process plants. The input/output PFC formulation has been a particularly attractive paradigm for industrial processes, with a combination of simplicity and effectiveness. Though its use of a lag plus delay ARX/ARMAX model is justified in many applications, there exists a range of process types which may present difficulties, leading to chattering...