Fourier regularization method of a sideways heat equation for determining surface heat flux

We consider a non-standard inverse heat conduction problem in a quarter plane which appears in some applied subjects. We want to know the surface heat flux in a body from a measured temperature history at a fixed location inside the body. This is an exponentially ill-posed problem in the sense that the solution (if it exists) does not depend continuously on the data. A Fourier regularization method together with order optimal logarithmic stability estimates is given. A numerical example shows that the theoretical results are valid.     

Optimal control of the heat equation in an inhomogeneous body

In this paper we consider a heat flow in an inhomogeneous body without internal source. There exists special initial and boundary conditions in this system and we intend to find a convenient coefficient of heat conduction for this body so that body cool off as much as possible after definite time. We consider this problem in a general form as an optimal control problem which coefficient of heat conduction is optimal function. Then we replace this problem by another in which we seek to minimize a linear form over a subset of the product of two measures space defined by linear equalities. Then we construct an approximately optimal control.     

Optimal recovery of solutions of the generalized heat equation in the unit ball from inaccurate data

We consider the problem of optimal recovery of solutions of the generalized heat equation in the unit ball. Information is given at two time instances, but inaccurate. The solution is to be constructed at some intermediate time. We provide the optimal error and present an algorithm which achieves this error level.     

Finite-dimensional controller design for semilinear parabolic systems

This paper considers the stabilization of steady-state solutions of a semilinear parabolic system using finite-dimensional feedback controllers with support in an arbitrary open subset and which are active in one equation only. It is shown that such a controller, with dimension given by the largest algebraic multiplicity of the unstable eigenvalues of the linearized system, exponentially stabilizes the steady-state solution. An optimal design methodology for these types of controllers, which is based on the finite element approximation of the semilinear parabolic system, is introduced and illustrated by numerical simulation examples.     

Optimal harvesting policy for general stochastic Logistic population model

We consider some optimal harvesting policies for a general stochastic Logistic population model. For two management objectives, that are maximum sustainable yield and the maximum retained profits, the optimal harvesting policies are obtained. Meanwhile, the optimal harvest effort, the maximum of expectation of sustainable yield (or retained profits) and the corresponding variance are given.     

Optimal harvesting policy for stochastic Logistic population model

In this paper, we consider some optimal harvesting policies for single population models, in which the harvest effort and the intrinsic growth rate are disturbed by environment noises. We choose the maximum sustainable yield and the maximum retained profits as two management objectives, and obtain the optimal harvesting policies, respectively. For the two objectives, we give the optimal harvest effort that maximizes the sustainable yield (or retained profits), the maximum of expectation of sustainable yield (or retained profits) and the corresponding variance. Their explicit expressions are determined by the coefficients of equation and the disturbance intensity.     

Adaptive control of systems containing uncertain functions and unknown functions with uncertain bounds

We consider dynamical systems containing uncertain elements due to imperfect knowledge about the model and the input. Since these uncertainties may result in unstable behavior, we seek controllers which guarantee that all possible responses of the system are uniformly bounded and approach a desired response. Toward that end, we present a class of adaptive controllers.     

Benchmark and mean-variance problems for insurers

We consider the classical Cramér-Lundberg model with dynamic proportional reinsurance and solve the problem of finding the optimal reinsurance strategy which minimizes the expected quadratic distance of the risk reserve to a given benchmark. This result is extended to a mean-variance problem.     

An Infinite-Dimensional Fractional Linear Quadratic Regulator Problem

We consider a controlled linear stochastic infinite-dimensional differential equation with an additive fractional Brownian motion as noise input. An optimal closed-loop control is determined in the case of complete state information and a quadratic goal functional.     

Sharp regularity theory for thermo-elastic mixed problems 1

We give a sharp (optimal) regularity theory of thermo-elastic mixed problems. Our approach is by P.D.E. methods and applies to any space dimension and, in principle, to any set of boundary conditions. We consider two sets of boundary conditions: hinged and clamped B.C. The original coupled P.D.E. system is split into two suitable uncoupled P.D.E. equations: a Kirchoff mixed problem and a heat equation, whose delicate, optimal regularity is available in the literature. Ultimately, the original problem with boundary non-homogeneous term is reduced to the same problem, however, with homogeneou B.C. and a known ‘right-hand term’ in the equation, which is easier to analyze.     

Optimal Control via Asynchronous Communication Channels

The paper is directed toward the development of a new chapter of control theory that deals with networked systems in which control and communication issues are combined together and in which the delays and limitations of the communication channels between sensors, actuators, and controllers are taken into account. We consider a situation where a single decision maker receives the sensor data and at the same time controls many linear discrete-time partially-observed subsystems perturbed by white noises via randomly delayed communication channels with finite capacities. Neither these delays nor their statistics are known in advance, but each message transmitted is equipped with a time stamp indicating the beginning time of the transfer. Under certain assumptions, a finite-horizon linear-quadratic optimal control problem is solved.     

Optimal proportional reinsurance and investment with transaction costs, I: Maximizing the terminal wealth

We consider a problem of optimal reinsurance and investment with multiple risky assets for an insurance company whose surplus is governed by a linear diffusion. The insurance company’s risk can be reduced through reinsurance, while in addition the company invests its surplus in a financial market with one risk-free asset and n risky assets. In this paper, we consider the transaction costs when investing in the risky assets. Also, we use Conditional Value-at-Risk (CVaR) to control the whole risk. We consider the optimization problem of maximizing the expected exponential utility of terminal wealth and solve it by using the corresponding Hamilton-Jacobi-Bellman (HJB) equation. Explicit expression for the optimal value function and the corresponding optimal strategies are obtained.     

On the Dirichlet problem for a nonlinear elastic beam equation

Using a direct variational approach with no global growth conditions on the nonlinear term, we consider the existence of solutions and their dependence on a functional parameter for the fourth order Dirichlet problem connected with the elastic beam equation. We investigate also the existence of an optimal process for such an optimal control problem in which the dynamics is described by the beam equation.     

An Irrotational and Incompressible Flow Around a Body in Space

We consider the problem of an irrotational and incompressible flow around a body in space. The basic existence is proved by formulating the problem into a variational problem. We also show that the solution is unique, and the maximum speed is attained on the body's boundary.     

Optimization for nonlinear hyperbolic equations without the uniqueness theorem for a solution of the boundary-value problem

We consider the optimal control problem for a system governed by a nonlinear hyperbolic equation without any constraints on the parameter of nonlinearity. No uniqueness theorem is established for a solution to this problem. The control-state mapping of this system is not Gateaux differentiable. We study an approximate solution of the optimal control problem by means of the penalty method.     

Analysis of the coupling of BEM, FEM and mixed-FEM for a two-dimensional fluid–solid interaction problem

In this paper we consider a fluid–solid interaction problem posed in the plane. We employ a mixed variational formulation in the obstacle, in which the Cauchy stress tensor and the rotation are the only unknowns. This new mixed formulation is coupled, through suitable transmission conditions on the wet interface, with a Helmholtz equation satisfied by the pressure of the fluid in the unbounded domain. We use a traditional primal variational formulation in this part of the domain and incorporate the far field information through boundary integral equations. We approximate the resulting weak formulation by a Galerkin scheme based on PEERS in the solid and on a FEM-BEM approach in the fluid part. We show that our scheme is uniquely solvable and convergent, and then provide optimal error estimates. Finally, we illustrate our analysis with some computational experiments.     

Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy

In this paper, we consider an optimal financing and dividend control problem of an insurance company. The management of the insurance company controls the dividends payout, equity issuance and the excess-of-loss reinsurance policy. In our model, the dividends are assumed to be paid out continuously, which is of interest from the perspective of financial modeling. The objective is to find the strategy which maximizes the expected present values of the dividends payout minus the equity issuance up to the time of ruin. We solve the optimal control problem and identify the optimal strategy by constructing two categories of suboptimal control problems.     

Control of systems with aftereffect in scales of linear controllers with respect to the type of feedback

For control systems with deviating argument, we consider basic problems of qualitative control theory such as problems of stabilization and modal control in scales of linear controllers with respect to the type of feedback, from the simplest difference controllers to integral controllers of general form. We analyze the results obtained in this direction. Special attention is paid to the stabilization of two-dimensional systems by feedback in the form of difference controllers. For the case in which the construction of a difference controller is impossible or too difficult, an integral feedback is used. Unlike the well-known Krasovskii-Osipov method for the construction of integral feedback in delay systems, the suggested method is based on the Paley-Wiener theorem for entire functions of exponential type.     

Optimal control of differential quasivariational inequalities with applications in contact mechanics

We consider a differential quasivariational inequality for which we state and prove the continuous dependence of the solution with respect to the data. This convergence result allows us to prove the existence of at least one optimal pair for an associated control problem. Finally, we illustrate our abstract results in the study of a free boundary problem which describes the equilibrium of a viscoelastic body in frictionless contact with a foundation made of a rigid body covered by a rigid-elastic layer.     

Optimal time-decay rates of the Boltzmann equation

We consider the optimal time-convergence rates of the global solution to the Cauchy problem for the Boltzmann equation in R3.We show that the global solution tends to the global Maxwellian at the optimal time-decay rate(1+t)-3/4,where the macroscopic density,momentum and energy decay at the optimal rate(1+t)-3/4 and the microscopic part decays at the optimal rate(1+t)-5/4.We also show that the solution tends to the Maxwellian at the optimal time-decay rate(1+t).5/4 in the case of the macroscopic part of the initial data is zero,where the macroscopic density,momentum and energy decay at the optimal rate(1+t)-5/4 and the microscopic part decays at the optimal rate(1+t)-7/4.These convergence rates are shown to be optimal for the Boltzmann equation.