Hilbert Space Methods and Linear Parabolic Differential Equations

Author(s):  
Eberhard Zeidler
2005 ◽  
Vol 2005 (2) ◽  
pp. 167-173 ◽  
Author(s):  
Khairia El-Said El-Nadi

We consider some stochastic difference partial differential equations of the form du(x,t,c)=L(x,t,D)u(x,t,c)dt+M(x,t,D)u(x,t−a,c)dw(t), where L(x,t,D) is a linear uniformly elliptic partial differential operator of the second order, M(x,t,D) is a linear partial differential operator of the first order, and w(t) is a Weiner process. The existence and uniqueness of the solution of suitable mixed problems are studied for the considered equation. Some properties are also studied. A more general stochastic problem is considered in a Hilbert space and the results concerning stochastic partial differential equations are obtained as applications.


2021 ◽  
Vol 20 ◽  
pp. 66-78
Author(s):  
Raheam Al-Saphory ◽  
Ahlam Y Al-Shaya

This paper is aimed at investigating and introducing the main results regarding the concept of Regional Boundary Gradient Strategic Sensors (RBGS-sensors  the in Diffusion Distributed Parameter Systems (DDP-Systems  . Hence, such a method is characterized by Parabolic Differential Equations (PDEs  in which the behavior of the dynamic is created by a Semigroup ( of Strongly Continuous type (SCSG  in a Hilbert Space (HS) . Additionally , the grantee conditions which ensure the description for such sensors are given respectively to together with the Regional Boundary Gradient Observability (RBG-Observability  can be studied and achieved . Finally , the results gotten are applied to different situations with altered sensors positions are undertaken and examined.


1988 ◽  
Vol 110 (1-2) ◽  
pp. 125-133
Author(s):  
Takao Nambu

SynopsisWe study the output stabilisation for a class of linear parabolic differential equations in a Hilbert space by means of feedback controls. The output is given as a finite number of linear functionals. Stabilisationof the state, of course, implies stabilisation of the output. In the present paper, however, we give a sufficient condition (an algebraic condition on the above functionals) for the output stabilisation, which is weakerin some sense than that for the state stabilisation.


2021 ◽  
Vol 0 (0) ◽  
Author(s):  
A. Bakka ◽  
S. Hajji ◽  
D. Kiouach

Abstract By means of the Banach fixed point principle, we establish some sufficient conditions ensuring the existence of the global attracting sets of neutral stochastic functional integrodifferential equations with finite delay driven by a fractional Brownian motion (fBm) with Hurst parameter H ∈ ( 1 2 , 1 ) {H\in(\frac{1}{2},1)} in a Hilbert space.


Mathematics ◽  
2021 ◽  
Vol 9 (13) ◽  
pp. 1467
Author(s):  
Muminjon Tukhtasinov ◽  
Gafurjan Ibragimov ◽  
Sarvinoz Kuchkarova ◽  
Risman Mat Hasim

A pursuit differential game described by an infinite system of 2-systems is studied in Hilbert space l2. Geometric constraints are imposed on control parameters of pursuer and evader. The purpose of pursuer is to bring the state of the system to the origin of the Hilbert space l2 and the evader tries to prevent this. Differential game is completed if the state of the system reaches the origin of l2. The problem is to find a guaranteed pursuit and evasion times. We give an equation for the guaranteed pursuit time and propose an explicit strategy for the pursuer. Additionally, a guaranteed evasion time is found.


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