Insensitizing controls for a class of nonlinear Ginzburg-Landau equations

This paper shows the existence of insensitizing controls for a class of nonlinear complex Ginzburg-Landau equations with homogeneous Dirichlet boundary conditions and arbitrarily located internal controller. When the nonlinearity in the equation satisfies a suitable superlinear growth condition at infinity, the existence of insensitizing controls for the corresponding semilinear Ginzburg-Landau equation is proved. Meanwhile, if the nonlinearity in the equation is only a smooth function without any additional growth condition, a local result on insensitizing controls is obtained. As usual, the problem of insensitizing controls is transformed into a suitable controllability problem for a coupled system governed by a semilinear complex Ginzburg-Landau equation and a linear one through one control. The key is to establish an observability inequality for a coupled linear Ginzburg-Landau system with one observer.     

Some results on the controllability of forward stochastic heat equations with control on the drift

In this paper, we establish the null/approximate controllability for forward stochastic heat equations with control on the drift. The null controllability is obtained by a time iteration method and an observability estimate on partial sums of eigenfunctions for elliptic operators. As a consequence of the null controllability, we obtain the observability estimate for backward stochastic heat equations, which leads to a unique continuation property for backward stochastic heat equations, and hence the desired approximate controllability for forward stochastic heat equations. It deserves to point out that one needs to introduce a little stronger assumption on the controller for the approximate controllability of forward stochastic heat equations than that for the null controllability. This is a new phenomenon arising in the study of the controllability problem for stochastic heat equations.     

Insensitizing controls for a class of quasilinear parabolic equations

This paper is addressed to showing the existence of insensitizing controls for a class of quasilinear parabolic equations with homogeneous Dirichlet boundary conditions. As usual, this insensitizing problem is reduced to a nonstandard null controllability problem of some nonlinear cascade system governed by a quasilinear parabolic equation and a linear parabolic equation. Nevertheless, in order to solve the later quasilinear controllability problem by the fixed point technique, we need to establish the null controllability of the linearized cascade parabolic system in the framework of classical solutions. The key point is to find the desired control function in a Hölder space for given data with certain regularities.     

Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability

In this paper we study the existence of the optimal (minimizing) control for a tracking problem, as well as a quadratic cost problem subject to linear stochastic evolution equations with unbounded coefficients in the drift. The backward differential Riccati equation (BDRE) associated with these problems (see [2], for finite dimensional stochastic equations or [21], for infinite dimensional equations with bounded coefficients) is in general different from the conventional BDRE (see [10], [18]). Under stabilizability and uniform observability conditions and assuming that the control weight-costs are uniformly positive, we establish that BDRE has a unique, uniformly positive, bounded on ℝ ₊ and stabilizing solution. Using this result we find the optimal control and the optimal cost. It is known [18] that uniform observability does not imply detectability and consequently our results are different from those obtained under detectability conditions (see [10]).      

Carleman inequality for backward stochastic parabolic equations with general coefficients

In this Note, we present a Carleman inequality for linear backward stochastic parabolic equations (BSPEs) with general coefficients, and its applications in the observability of BSPEs, and in the null controllability of forward stochastic parabolic equations with general coefficients. To cite this article: S. Tang, X. Zhang, C. R. Acad. Sci. Paris, Ser. I 339 (2004).     

Carleman estimates for the one-dimensional heat equation with a discontinuous coefficient and applications to controllability and an inverse problem

We study the observability and some of its consequences (controllability, identification of diffusion coefficients) for one-dimensional heat equations with discontinuous coefficients (piecewise C¹). The observability, for a linear equation, is obtained by a Carleman-type estimate. This kind of observability inequality yields controllability results for a semi-linear equation as well as a stability result for the identification of the diffusion coefficient.     

Insensitizing controls for the parabolic equation with equivalued surface boundary conditions

This paper is devoted to the study of the existence of insensitizing controls for the parabolic equation with equivalued surface boundary conditions. The insensitizing problem consists in finding a control function such that some energy functional of the equation is locally insensitive to a perturbation of the initial data. As usual, this problem can be reduced to a partially null controllability problem for a cascade system of two parabolic equations with equivalued surface boundary conditions. Compared the problems with usual boundary conditions, in the present case we need to derive a new global Carleman estimate, for which, in particular one needs to construct a new weight function to match the equivalued surface boundary conditions.     

Exact controllability for stochastic Schrödinger equations

This paper is addressed to studying the exact controllability of stochastic Schrödinger equations by two controls. One is a boundary control and the other is an internal control in the diffusion term. By means of the duality argument, the control problem is converted into an observability problem for backward stochastic Schrödinger equations, and the desired observability estimate is obtained by a global Carleman estimate. At last, we give a result about the lack of exact controllability, which shows that the action of two controls is necessary.     

Small time and semiclassical asymptotics for stochastic heat equations driven by Lévy noise

The paper is devoted to the study of stochastic heat equations driven by Lévy noise. Applying the WKB method, we obtain multiplicative small time and semiclassical asymptotics for the Green functions and for solutions of the Cauchy problem for the heat equation under some natural additional assumptions on their coefficients. The first step in this construction consists in solving the corresponding stochastic Hamilton-Jacobi equations which constitute the "classical part" of the semiclassical approximation. In its turn, the corresponding Hamilton-Jacobi equations can be solved via solutions of the corresponding Hamiltonian systems, which gives rise to the method of stochastic characteristics. The relevant theory of stochastic Hamiltonian systems and stochastic Hamilton-Jacobi equations was developed in our previous papers. Here we put the final rung on the ladder: stochastic Hamiltonian systems, stochastic Hamilton-Jacobi equations, stochastic heat equations.     

Controllability and observability of a heat equation with hyperbolic memory kernel

The exact controllability and observability for a heat equation with hyperbolic memory kernel in anisotropic and nonhomogeneous media are considered. Due to the appearance of such a kind of memory, the speed of propagation for solutions to the heat equation is finite and the corresponding controllability property has a certain nature similar to hyperbolic equations, and is significantly different from that of the usual parabolic equations. By means of Carleman estimate, we establish a positive controllability and observability result under some geometric condition. On the other hand, by a careful construction of highly concentrated approximate solutions to hyperbolic equations with memory, we present a negative controllability and observability result when the geometric condition is not satisfied.     

Sharp Observability Estimates for a System of Two Coupled Nonconservative Hyperbolic Equations

We consider a system of two coupled nonconservative wave equations. For this system, we prove several observability estimates. Those observability estimates are sharp in the sense that they lead by duality to the controllability (exact or approximate) of the coupled system with a single control acting through one of the equations only while keeping the same controllability time as for a single equation. Existing results in the literature either require two controls, or in the case of a single control, they have a controllability time that blows up as the coupling parameter goes to zero. Our proofs rely on: (i) Carleman estimates, (ii) energy estimates and (iii) localizing arguments. The results obtained complement and improve, in some sense, earlier results while at the same time providing new uniqueness results.     

Insensitizing controls for a nonlinear parabolic equation with a nonlinear term involving the state and the gradient in unbounded domains

In this paper, we consider the existence of insensitizing control for a semilinear heat equation involving gradient terms in unbounded domain Ω. In this case, we prove the existence of controls insensitizing the L²-norm of the observation of the solution in an open subset of the domain. The proofs of the main results in this paper involve such inequalities and rely on the study of these linear problems and appropriate fixed point arguments.     

Ergodic BSDEs under weak dissipative assumptions

In this paper we study ergodic backward stochastic differential equations (EBSDEs) dropping the strong dissipativity assumption needed in Fuhrman et al. (2009) [12]. In other words we do not need to require the uniform exponential decay of the difference of two solutions of the underlying forward equation, which, on the contrary, is assumed to be non-degenerate.We show the existence of solutions by the use of coupling estimates for a non-degenerate forward stochastic differential equation with bounded measurable nonlinearity. Moreover we prove the uniqueness of “Markovian” solutions by exploiting the recurrence of the same class of forward equations.Applications are then given for the optimal ergodic control of stochastic partial differential equations and to the associated ergodic Hamilton-Jacobi-Bellman equations.     

On the existence of solution to one–dimensional forward–backward sdes

In this paper, we study the existence of the solution to one-dimensional forward–backward stochastic differential equations with neither the smooth condition nor the monotonicity condition for the coefficients. Under the nondegeneracy condition for the forward equation, we prove the existence of the solution to one-dimensional forward–backward stochastic differential equations. And we apply this result to establish the existence of the viscosity solution to a certain one-dimensional quasilinear parabolic partial differential equation     

The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces

We consider a forward-backward system of stochastic evolution equations in a Hilbert space. Under nondegeneracy assumptions on the diffusion coefficient (that may be nonconstant) we prove an analogue of the well-known Bismut-Elworthy formula. Next, we consider a nonlinear version of the Kolmogorov equation, i.e. a deterministic quasilinear equation associated to the system according to Pardoux, E and Peng, S. (1992). "Backward stochastic differential equations and quasilinear parabolic partial differential equations". In: Rozowskii, B.L., Sowers, R.B. (Eds.), Stochastic Partial Differential Equations and Their Applications , Lecture Notes in Control Inf. Sci., Vol. 176, pp. 200-217. Springer: Berlin. The Bismut-Elworthy formula is applied to prove smoothing effect, i.e. to prove existence and uniqueness of a solution which is differentiable with respect to the space variable, even if the initial datum and (some) coefficients of the equation are not. The results are then applied to the Hamilton-Jacobi-Bellman equation of stochastic optimal control. This way we are able to characterize optimal controls by feedback laws for a class of infinite-dimensional control systems, including in particular the stochastic heat equation with state-dependent diffusion coefficient.     

Stability of Timoshenko systems with thermal coupling on the bending moment

The Timoshenko system is a distinguished coupled pair of differential equations arising in mathematical elasticity. In the case of constant coefficients, if a damping is added in only one of its equations, it is well‐known that exponential stability holds if and only if the wave speeds of both equations are equal. In the present paper we study both non‐homogeneous and homogeneous thermoelastic problems where the model's coefficients are non‐constant and constants, respectively. Our main stability results are proved by means of a unified approach that combines local estimates of the resolvent equation in the semigroup framework with a recent control‐observability analysis for static systems. Therefore, our results complement all those on the linear case provided in [22], by extending the methodology employed in [4] to the case of Timoshenko systems with thermal coupling on the bending moment.     

Bang-bang property for time optimal control of semilinear heat equation

This paper studies the bang-bang property for time optimal controls governed by semilinear heat equation in a bounded domain with control acting locally in a subset. Also, we present the null controllability cost for semilinear heat equation and an observability estimate from a positive measurable set in time for the linear heat equation with potential.     

Interior controllability of semi-linear degenerate wave equations

In this paper, we prove the existence of interior controls for one-dimensional semi-linear degenerate wave equations. By using a duality argument, we reduce the problem to an observability estimate for the linear degenerate wave equation. First, the unique continuation for the degenerate wave equation is established. By means of this, and the multiplier method, we obtain the observability estimate.     

Sur l'existence de solutions d'équations différentielles stochastiques progréssives rétrogrades couplées

Nonlinear BSDEs were first introduced by Pardoux and Peng, 1990, Adapted solutions of backward stochastic differential equations, Systems and Control Letters, 14, 51–61, who proved the existence and uniqueness of a solution under suitable assumptions on the coefficient. Fully coupled forward–backward stochastic differential equations and their connection with PDE have been studied intensively by Pardoux and Tang, 1999, Forward–backward stochastic differential equations and quasilinear parabolic PDE's, Probability Theory and Related Fields, 114, 123–150; Antonelli and Hamadène, 2006, Existence of the solutions of backward–forward SDE's with continuous monotone coefficients, Statistics and Probability Letters, 76, 1559–1569; Hamadème, 1998, Backward–forward SDE's and stochastic differential games, Stochastic Processes and their Applications, 77, 1–15; Delarue, 2002, On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case, Stochastic Processes and Their Applications, 99, 209–286, amongst others.

Unfortunately, most existence or uniqueness results on solutions of forward–backward stochastic differential equations need regularity assumptions. The coefficients are required to be at least continuous which is somehow too strong in some applications. To the best of our knowledge, our work is the first to prove existence of a solution of a forward–backward stochastic differential equation with discontinuous coefficients and degenerate diffusion coefficient where, moreover, the terminal condition is not necessary bounded.

The aim of this work is to find a solution of a certain class of forward–backward stochastic differential equations on an arbitrary finite time interval. To do so, we assume some appropriate monotonicity condition on the generator and drift coefficients of the equation.

The present paper is motivated by the attempt to remove the classical condition on continuity of coefficients, without any assumption as to the non-degeneracy of the diffusion coefficient in the forward equation.

The main idea behind this work is the approximating lemma for increasing coefficients and the comparison theorem. Our approach is inspired by recent work of Boufoussi and Ouknine, 2003, On a SDE driven by a fractional brownian motion and with monotone drift, Electronic Communications in Probability, 8, 122–134; combined with that of Antonelli and Hamadène, 2006, Existence of the solutions of backward–forward SDE's with continuous monotone coefficients, Statistics and Probability Letters, 76, 1559–1569. Pursuing this idea, we adopt a one-dimensional framework for the forward and backward equations and we assume a monotonicity property both for the drift and for the generator coefficient.

At the end of the paper we give some extensions of our result.     

Simultaneous observability and stabilization of some uncoupled wave equations

We consider uncoupled wave equations with different speed of propagation in a bounded domain. Using a combination of the Bardos–Lebeau–Rauch observability result for a single wave equation and a new unique continuation result for uncoupled wave equations, we prove an observability estimate for that system. Applying Lions? Hilbert uniqueness method (HUM), one may derive simultaneous exact controllability results for the uncoupled system; the controls being locally distributed, with their supports satisfying the geometric control condition of Bardos, Lebeau and Rauch. Afterwards, we discuss the related simultaneous stabilization problem; this latter problem is solved by a combination of the new observability inequality, and a result of Haraux establishing an equivalence between observability and stabilization for second order evolution equations with bounded damping operators. Our observability and stabilization results generalize to higher space dimensions some earlier results of Haraux established in the one-dimensional setting.