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Full-Text Articles in Physical Sciences and Mathematics
Some Results Of Backward Itô Formula, Guiseppe Da Prato, Jose-Luis Menaldi, Luciano Tubaro
Some Results Of Backward Itô Formula, Guiseppe Da Prato, Jose-Luis Menaldi, Luciano Tubaro
Mathematics Faculty Research Publications
We use the notion of backward integration, with respect to a general Lévy process, to treat, in a simpler and unifying way, various classical topics as: Girsanov theorem, rst order partial differential equations, the Liouville (or Lyapunov) equations and the stochastic characteristic method.
A Distributed Parabolic Control With Mixed Boundary Conditions, Jose-Luis Menaldi, Domingo Alberto Tarzia
A Distributed Parabolic Control With Mixed Boundary Conditions, Jose-Luis Menaldi, Domingo Alberto Tarzia
Mathematics Faculty Research Publications
We study the asymptotic behavior of an optimal distributed control problem where the state is given by the heat equation with mixed boundary conditions. The parameter α intervenes in the Robin boundary condition and it represents the heat transfer coefficient on a portion Γ1 of the boundary of a given regular n-dimensional domain. For each α, the distributed parabolic control problem optimizes the internal energy g. It is proven that the optimal control ĝα with optimal state uĝαα and optimal adjoint state pĝαα are convergent as α → 1 …