Solving quantum stochastic differential equations with unbounded coefficients

We demonstrate a method for obtaining strong solutions to the right Hudson-Parthasarathy quantum stochastic differential equation

     

Riccati equations with unbounded coefficients

Summary We give some results on the operator Riccati equation arising in linear quadratic optimal control problems. Our theory covers boundary control as well as pointwise control problems.This work was carried out while this author was a visiting professor of C.N.R. at the Scuola Formale Superiore.     

Study of functional-differential equations with unbounded operator coefficients

Functional-differential and integro-differential equations with the principal part being an abstract hyperbolic equation perturbed by terms with unbounded variable operator coefficients multiplying variable delays are studied. Additionally, Volterra integral operators are considered. For the equations under study, the well-posedness of initial value problems in Sobolev spaces of vector functions is proved. In the autonomous case, spectral analysis of the operator functions that are the symbols of the indicated equations is performed.     

On quantum stochastic differential equations with unbounded coefficients

Summary We prove an existence, uniqueness and unitarity theorem for quantum stochastic differential equations with unbounded coefficients which satisfy an analyticity condition on a common dense invariant domain. This result, applied to the quantum harmonic oscillator, gives a rigorous meaning to a large class of stochastic differential equations that have been considered formally in quantum probability.     

Degenerate riccati equations with unbounded coefficients arising in transport theory

Of concern is the degenerate Riccati equation of the form TR+RT=TA+TBR+RTC+RTDR (?). This models a certain transport equation in the half-space. Our first result will concern a unique, positive solution of the operator equation SR+RT=K in a anach space equipped with a cone structure. We then proceed to prove existence of positive solutions for (?) on an L¹ space of σ-finite measure and a Banach space X, respectively, under different assumptions. Some estimates of the solution with respect to certain norms are obtained.     

Well-posed solvability of functional-differential equations with unbounded operator coefficients

We study functional-differential equations with unbounded variable operator coefficients and variable delays in a Hilbert space. We prove the well-posed solvability of initial-boundary value problems for the above-mentioned equations in Sobolev spaces of vector functions on the positive half-line.     

Stochastic partial differential equations with unbounded and degenerate coefficients

In this article, using DiPerna-Lions theory (DiPerna and Lions, 1989) [1], we investigate linear second order stochastic partial differential equations with unbounded and degenerate non-smooth coefficients, and obtain several conditions for existence and uniqueness. Moreover, we also prove the L¹-integrability and a general maximal principle for generalized solutions of SPDEs. As applications, we study nonlinear filtering problem and also obtain the existence and uniqueness of generalized solutions for a degenerate nonlinear SPDE.     

Solving second-order differential equations with variable coefficients

A method is developed in which an analytical solution is obtained for certain classes of second-order differential equations with variable coefficients. By the use of transformations and by repeated iterated integration, a desired solution is obtained. This alternative method represents a different way to acquire a solution from classic power series techniques and other approaches. It is, at times, more involved than traditional methods.     

Stochastic partial differential equations with unbounded coefficients and applications i

The present paper is the first instalment of a three-part study of stochastic partial differentia! equations (SPDEs) having unbounded coefficients. In this paper we prove existence and uniqueness theorems for a large class of parabolic SPDEs (having unbounded data), including a class of systems of SPDEs     

Filtering and controal of stochastic differential equations with unbounded coefficients

We consider a stochastic evolution equation with unbounded control and noise operators which can describe parabolic equations with boundary or pointwise control and noise, Associated with this we take an observation process with unbounded operator which may correspond to boundary or pointwise observation. We examine all possible combinations of control, noise and observation. We first solve the filtering problem and then consider quadratic control problems     

Dirichlet problem for a divergence form elliptic equation with unbounded coefficients in an unbounded domain

We prove existence and uniqueness of the solution of the Dirichlet problem for a class of elliptic equations in divergence form with discontinuous and unbounded coefficients in unbounded domains. Entrata in Redazione il 22 aprile 1999.     

Boundary control of semilinear elliptic equations with discontinuous leading coefficients and unbounded controls

We consider optimal control problems governed by semilinear elliptic equations with pointwise constraints on the state variable. The main difference with previous papers is that we consider nonlinear boundary conditions, elliptic operators with discontinuous leading coefficients and unbounded controls. We can deal with problems with integral control constraints and the control may be a coefficient of order zero in the equation. We derive optimality conditions by means of a new Lagrange multiplier theorem in Banach spaces.     

Fredholm differential operators with unbounded coefficients

We prove that a first-order linear differential operator G with unbounded operator coefficients is Fredholm on spaces of functions on with values in a reflexive Banach space if and only if the corresponding strongly continuous evolution family has exponential dichotomies on both and and a pair of the ranges of the dichotomy projections is Fredholm, and that the Fredholm index of G is equal to the Fredholm index of the pair. The operator G is the generator of the evolution semigroup associated with the evolution family. In the case when the evolution family is the propagator of a well-posed differential equation u′(t)=A(t)u(t) with, generally, unbounded operators , the operator G is a closure of the operator . Thus, this paper provides a complete infinite-dimensional generalization of well-known finite-dimensional results by Palmer, and by Ben-Artzi and Gohberg.     

On the solvability of a system of forward-backward linear equations with unbounded operator coefficients

An estimate of the norm of the Lagrange interpolation operator in the multidimensional weighted Sobolev space is obtained. It is shown that, under a certain choice of the sequence of multi-indices, the interpolating polynomials converge to the interpolated function and the rate of convergence is of the order of the best approximation of this function by algebraic polynomials in this space.     

Uniform convergence of sequences of solutions of two-dimensional linear elliptic equations with unbounded coefficients

This paper deals with the behavior of two-dimensional linear elliptic equations with unbounded (and possibly infinite) coefficients. We prove the uniform convergence of the solutions by truncating the coefficients and using a pointwise estimate of the solutions combined with a two-dimensional capacitary estimate. We give two applications of this result: the continuity of the solutions of two-dimensional linear elliptic equations by a constructive approach, and the density of the continuous functions in the domain of the Γ-limit of equicoercive diffusion energies in dimension two. We also build two counter-examples which show that the previous results cannot be extended to dimension three.     

Global solutions for operator Riccati equations with unbounded coefficients: A non-linear semigroup approach

Let X be a Banach space of real-valued functions on [0, 1] and let ?(X) be the space of bounded linear operators on X. We are interested in solutions R:(0, ∞) → ?(X) for the operator Riccati equation where T is an unbounded multiplication operator in X and the B_i(t)'s are bounded linear integral operators on X. This equation arises in transport theory as the result of an invariant embedding of the Boltzmann equation. Solutions which are of physical interest are those that take on values in the space of bounded linear operators on L¹(0, 1). Conditions on X, R(0), T, and the coefficients are found such that the theory of non-linear semigroups may be used to prove global existence of strong solutions in ?(X) that also satisfy R(t) ? ?(L¹(0,1)) for all t ≥ 0.     

On the rapidly decreasing solutions for some systems of differential equations with unbounded coefficients

In this paper we continue the study of solvability of the non-homogeneous system of linear differential equations