Stabilization of stochastic parabolic equations with boundary-noise and boundary-control

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Stochastic Equations with Boundary Noise

We study the wellposedness and pathwise regularity of semilinear non-autonomous parabolic evolution equations with boundary and interior noise in an Lp setting. We obtain existence and uniqueness of mild and weak solutions. The boundary noise term is reformulated as a perturbation of a stochastic evolution equation with values in extrapolation spaces.

متن کامل

Output-feedback Stabilization and Control Optimization for Parabolic Equations with Neumann Boundary Control

Both of feedback stabilization and optimal control problems are analyzed for a parabolic partial differential equation with Neumann boundary control. This PDE serves as a model of heat exchangers in a conducting rod. First, we explicitly construct an output-feedback operator which exponentially stabilizes the abstract control system representing the model. Second, we derive a controller which, ...

متن کامل

Robust Boundary Conditions for Stochastic Incompletely Parabolic Systems of Equations

We study an incompletely parabolic system in three space dimensions with stochastic boundary and initial data. We show how the variance of the solution can be manipulated by the boundary conditions, while keeping the mean value of the solution unaffected. Estimates of the variance of the solution is presented both analytically and numerically. We exemplify the technique by applying it to an inc...

متن کامل

Optimal Control of a Stochastic Heat Equation with Boundary-noise and Boundary-control

We are here concerned with an optimal control problem for a state equation of parabolic type on a bounded real interval, which for convenience we take equal to [0, π]. We stress the fact that we consider Neumann boundary conditions in which the derivative of the unknown is equal to the sum of the control and of a white noise in time, namely:  ∂y ∂s (s, ξ) = ∂2y ∂ξ2 (s, ξ) + f(s, y(s, ξ)...

متن کامل

Stochastic Partial Differential Equations with Dirichlet White-noise Boundary Conditions

– The paper is devoted to one-dimensional nonlinear stochastic partial differential equations of parabolic type with non homogeneous Dirichlet boundary conditions of white-noise type. We formulate a set of conditions that a random field must satisfy to solve the equation. We show that a unique solution exists and that we can write it in terms of the stochastic kernel related to the problem. Thi...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Mathematical Analysis and Applications

سال: 2017

ISSN: 0022-247X

DOI: 10.1016/j.jmaa.2016.12.047