一类完全非线性椭圆型方程粘性解的比较原理

讨论一类带有非局部积分项的完全非线性椭圆型方程半连续粘性解的比较原理，这类方程源自带跳跃的扩散过程，在随机控制，金融数学中有广泛而重要的应用。     

关于动态规划方程受约束粘性解的比较定理

证明了与随机控制问题有关的动态规划方程粘性解的比较定理 .该定理对研究一类随机金融控制问题起着重要的作用     

关于动态规划方程受约束粘性解的比较定理

证明了与随机控制问题有关的动态规划方程粘性解的比较定理，该定理对研究一类随机金融控制问题起着重要的作用。     

奇异Hamilton-Jacobi-Bellman方程粘性解的存在唯一性

研究系数在边界点有奇性的一类Hamilt on- Jacobi- Bellman (HJB)方程的粘性解的存在唯一性问题及解的渐近估计,这类问题包括波动系数振荡或爆破的情况.奇异HJB方程在随机最优控制和金融数学等许多领域都有重要的应用,包括金融数学中的随机利率模型.应用粘性上下解理论建立了一类奇异HJB方程的比较原理,给出了粘性解存在唯一性的条件.     

跳扩散模型中具有成比例交易费的最优投资消费模型

研究在跳扩散模型中一类最优投资消费问题．假定市场由无风险债券和一种风险股票构成且具有成比例的交易费,在限制卖空股票和借款的条件下,证明了该问题的值函数为相应HJB方程惟一的带状态空间约束的粘性解．     

一类广义KdV－Burgers型方程的初边值问题

本文研究了一类带三阶粘性项的广义ＫｄＶ－Ｂｕｒｇｅｒｓ型方程的初边值问题．运用Ｇａｌｅｒｋｉｎ逼近方法，结合能量估计，得到了问题整体解的存在性，正则性，唯一性和稳定性等结果．并在一定条件下讨论了问题的解的渐近行为和“爆破”现象．     

一类广义KdV—Burgers型方程的初边值问题

本文研究了一类带三阶粘性项的广义ＫｄＶ－Ｂｕｒｇｅｒｓ型方程的初边值问题，运用Ｇａｌｅｒｋｉｎ逼近方法，结合能量估计，得到了问题整体解的存在性，正则性，唯一性和稳定性等结果，并在一定条件下讨论了问题的解的渐边行为和“爆破”现象。     

一类随机最优控制问题的单调控制解

讨论了一类可允许控制策略满足单调非降条件的随机最优控制问题,给出了值函数v(t,x,y,)满足一类受梯度限制的Hamilton-Jacobi-Bellman(HJB)方程:max{Lv(t,x,y), v(t,x,y)/ y}=0,其中Lv(t,x,y)= v/ t b(t,x,y,) v/ x 1/2σ2(t,x,y) 2v/ x2 f(t,x,y).借助粘性解的思想,定义了该类HJB方程的粘性解并在此意义下证明了v(t,x,y)是唯一粘性解,这类方程在随机控制,金融数学等领域内有重要应用.     

一类高阶Camassa-Holm型方程整体弱解的存在性北大核心CSCD

使用粘性近似方法研究了一类高阶Camasa-Holm型方程.推出了该类方程粘性解的高阶可积性估计及其空间导数的上界估计,从而证明了该类方程整体弱解的存在性.     

偶数维空间耗散波动方程解的衰减估计

研究偶数维空间带粘性的波动方程柯西问题解的逐点估计.通过对格林函数的精细分析,得到解的大时间状态.解呈现出惠更斯现象.     

Hilbert空间中具无界控制的无限时区线性二次最优控制问题

本文研究了Hilbert空间中一类由解析半群支配的具无界控制的无限时区线性二次最优控制问题,其中指标中的控制项加权算子要求强制而状态项加权算子可允许为不定号.在指数能稳条件下,证明了任意的最优控制及其最优轨线必定连续,建立了正实引理作为此问题唯一可解的充要条件,并用代数Riccati方程的解给出了最优控制的闭环综合。     

On the efficiency of optimal grid synthesis in optimal control problems with fixed terminal time

In the paper, we consider nonlinear optimal control problems with the Bolza functional and with fixed terminal time. We suggest a construction of optimal grid synthesis. For each initial state of the control system, we obtain an estimate for the difference between the optimal result and the value of the functional on the trajectory generated by the suggested grid positional control. The considered feedback control constructions and the estimates of their efficiency are based on a backward dynamic programming procedure. We also use necessary and sufficient optimality conditions in terms of characteristics of the Bellman equation and the sub-differential of the minimax viscosity solution of this equation in the Cauchy problem specified for the fixed terminal time. The results are illustrated by the numerical solution of a nonlinear optimal control problem.     

Necessary Optimality Conditions for Some Control Problems of Elliptic Equations with Venttsel Boundary Conditions

In this paper we derive a necessary optimality condition for a local optimal solution of some control problems. These optimal control problems are governed by a semi-linear Vettsel boundary value problem of a linear elliptic equation. The control is applied to the state equation via the boundary and a functional of the control together with the solution of the state equation under such a control will be minimized. A constraint on the solution of the state equation is also considered.     

On the approximate solution of time-optimal control problems

In this paper we are concerned with the approximate solution of time-optimal control problems in a nonreflexive Banach SpaceE by sequences of similar problems in Banach spacesE _n which are assumed to approximateE in a fairly general sense. The problems under consideration are such that the solution operator of the associated evolution equation is a strongly continuous holomorphic contraction semigroup and the class of controls is taken from the dual of the Phillips adjoint space with respect to the infinitesimal generator of that semigroup. The main object is to establish convergence of optimal controls, transition times and corresponding trajectories of the approximating control problems which can be done by means of some results from the theory of approximation of semigroups of operators. Finally, these abstract convergence results will be applied to time-optimal control problems arising from heat transfer and diffusion processes.Research supported in part by the Deutsche Forschungsgemeinschaft (DFG)     

Viscosity solutions for the dynamic programming equations

In a previous paper the author has introduced a new notion of a (generalized) viscosity solution for Hamilton-Jacobi equations with an unbounded nonlinear term. It is proved here that the minimal time function (resp. the optimal value function) for time optimal control problems (resp. optimal control problems) governed by evolution equations is a (generalized) viscosity solution for the Bellman equation (resp. the dynamic programming equation). It is also proved that the Neumann problem in convex domains may be viewed as a Hamilton-Jacobi equation with a suitable unbounded nonlinear term.     

An Infinite Horizon Linear Quadratic Problem with Unbounded Controls in Hilbert Space

An infinite horizon linear quadratic optimal control problem for analytic semigroup with unbounded control in Hilbert space is considered. The state weight operator is allowed to be indefinite while the control weight operator is coercive. Under the exponential stabilization condition, it is proved that any optimal control and its optimal trajectory are continuous. The positive real lemma as a necessary and sufficient condition for the unique solvability of this problem is established. The closed-loop synthesis of optimal control is given via the solution to the algebraic Riccati equation. This work is partially supported by the National Key Project of China, the National Nature Science Foundation of China No. 19901030, NSF of the Chinese State Education Ministry and Lab. of Math. for Nonlinear Sciences at Fudan University     

On a Strongly Damped Wave Equation for the Flame Front

In two-dimensional free-interface problems, the front dynamics can be modeled by single parabolic equations such as the Kuramoto-Sivashinsky equation （K-S）. However, away from the stability threshold, the structure of the front equation may be more involved. In this paper, a generalized K-S equation, a nonlinear wave equation with a strong damping operator, is considered. As a consequence, the associated semigroup turns out to be analytic. Asymptotic convergence to K-S is shown, while numerical results illustrate the dynamics.     

A Simplified Viscosity Splitting Method for Solving the Initial Boundary Value Problems of Navier-Stokes Equation

Based on the approximation of the linear operator semigroup, this paper proposes a simplified viscosity splitting method for solving the initial boundary value problems of the N-S equation. Some stability and convergence estimates of the method are proved. In particular, the mechanism of Chorin's method is explained and justified by the splitting method.     

图像修复中BSCB模型的粘性分析

考虑图像修复中BSCB方程和变形的BSCB方程组的粘性问题.运用半群理论,得到粘性BSCB方程光滑解的存在唯一性.此外,利用粘性消失方法还得到:当粘性系数ν→0时,粘性变形的BSCB方程组的解在经典意义下收敛到变形的BSCB方程组的解.     

On Aronsson Equation and Deterministic Optimal Control

When Hamiltonians are nonsmooth, we define viscosity solutions of the Aronsson equation and prove that value functions of the corresponding deterministic optimal control problems are solutions if they are bilateral viscosity solutions of the Hamilton-Jacobi-Bellman equation. We characterize such a property in several ways, in particular it follows that a value function which is an absolute minimizer is a bilateral viscosity solution of the HJB equation and these two properties are often equivalent. We also determine that bilateral solutions of HJB equations are unique among absolute minimizers with prescribed boundary conditions. This research was partially supported by MIUR-Prin project “Metodi di viscosità, metrici e di teoria del controllo in equazioni alle derivate parziali nonlineari”.