This paper is concerned with the optimal control of a class of distributed systems described by first order, quasilinear hyperbolic partial differential equations. In particular, this paper investigates an optimal control problem of a flow recirculation system; namely, a closed-circuit wind tunnel. The flow recirculation is modeled by the Euler equations with boundary conditions prescribing flo...

in this paper, a new smooth second order sliding mode control is proposed. this algorithm is a modified form of super twisting algorithm. the super twisting guarantees the asymptotic stability, but the finite time stability of proposed method is proved with introducing a new particular lyapunov function. the proposed algorithm which is able to control nonlinear systems with matched structured u...

where η is a N(0, 1) random variable independent of B and L denotes the convergence in law. This result has been first proved in [3] by using the method of moments. In [4] we gave a simple proof based on Clark-Ocone formula and an asymptotic version of Knight’s theorem (see Revuz and Yor [9], Theorem (2.3), page 524). Another simple proof of this result with the techniques of stochastic analysi...

We study convergence of a boundary integral method for 3D interfacial flow with surface tension when the fluid velocity is given by Darcy’s Law. The method is closely related to a previous method developed and implemented by Ambrose, Siegel, and Tlupova, in which one of the main ideas is the use of an isothermal parameterization of the free surface. We prove convergence by proving consistency a...