scholarly journals First and second order optimality conditions for the control of Fokker-Planck equations

2021 ◽  
Vol 27 ◽  
pp. 15
Author(s):  
M. Soledad Aronna ◽  
Fredi Tröltzsch
Keyword(s):  
Control Variable ◽  
Sufficient Conditions ◽  
Planck Equation ◽  
Second Order ◽  
Optimal Controls ◽  
Main Emphasis ◽  
The Cost ◽  
Necessary And Sufficient ◽  
Fokker Planck Equations ◽  
Fokker Planck

In this article we study an optimal control problem subject to the Fokker-Planck equation ∂tρ − ν∆ρ − div(ρB[u]) = 0 The control variable u is time-dependent and possibly multidimensional, and the function B depends on the space variable and the control. The cost functional is of tracking type and includes a quadratic regularization term on the control. For this problem, we prove existence of optimal controls and first order necessary conditions. Main emphasis is placed on second order necessary and sufficient conditions.

scholarly journals On an optimal control problem involving second order hyperbolic systems with boundary controls

1983 ◽  
Vol 27 (1) ◽  
pp. 139-148 ◽  
Author(s):  
K.G. Choo ◽  
K.L. Teo ◽  
Z.S. Wu
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Hyperbolic Systems ◽  
Sufficient Conditions ◽  
Second Order ◽  
Optimal Controls ◽  
Convergence Properties ◽  
Boundary Controls ◽  
Necessary And Sufficient

In this paper, we consider an optimal control problem involving second-order hyperbolic systems with boundary controls. Necessary and sufficient conditions are derived and a result on the existence of optimal controls is obtained. Also, a computational algorithm which generated minimizing sequences of controls is devised and the convergence properties of the algorithm are investigated.

Inventory optimization considering the vehicle capacity and specifics of cash flows at rental storage sites

2020 ◽  
pp. 77-90
Author(s):  
V.D. Gerami ◽  
I.G. Shidlovskii
Keyword(s):  
Supply Chain ◽  
Inventory Management ◽  
Sufficient Conditions ◽  
Cash Flows ◽  
Management Systems ◽  
Cargo Capacity ◽  
Special Modification ◽  
The Cost ◽  
Necessary And Sufficient ◽  
Vehicle Capacity

The article presents a special modification of the EOQ formula and its application to the accounting of the cargo capacity factor for the relevant procedures for optimizing deliveries when renting storage facilities. The specified development will allow managers to take into account the following process specifics in the format of a simulated supply chain when managing inventory. First of all, it will allow considering the most important factor of cargo capacity when optimizing stocks. Moreover, this formula will make it possible to find the optimal strategy for the supply of goods if, also, it is necessary to take into account the combined effect of several factors necessary for practice, which will undoubtedly affect decision-making procedures. Here we are talking about the need for additional consideration of the following essential attributes of the simulated cash flow of the supply chain: 1) time value of money; 2) deferral of payment of the cost of the order; 3) pre-agreed allowable delays in the receipt of revenue from goods sold. Developed analysis and optimization procedures have been implemented to models of this type that are interesting and important for a business. This — inventory management systems, the format of which is related to the special concept of efficient supply. We are talking about models where the presence of the specified delays for the outgoing cash flows allows you to pay for the order and the corresponding costs of the supply chain from the corresponding revenue on the re-order interval. Accordingly, the necessary and sufficient conditions are established based on which managers will be able to identify models of the specified type. The purpose of the article is to draw the attention of managers to real opportunities to improve the efficiency of inventory management systems by taking into account these factors for a simulated supply chain.

scholarly journals Second-order impulsive differential systems with mixed and several delays

2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Shyam Sundar Santra ◽  
Apurba Ghosh ◽  
Omar Bazighifan ◽  
Khaled Mohamed Khedher ◽  
Taher A. Nofal
Keyword(s):  
Differential Equations ◽  
Sufficient Conditions ◽  
Impulsive Differential Equations ◽  
Oscillation Theory ◽  
Second Order ◽  
Neutral Delay ◽  
Differential Systems ◽  
Impulsive Differential Systems ◽  
Several Delays ◽  
Necessary And Sufficient

AbstractIn this work, we present new necessary and sufficient conditions for the oscillation of a class of second-order neutral delay impulsive differential equations. Our oscillation results complement, simplify and improve recent results on oscillation theory of this type of nonlinear neutral impulsive differential equations that appear in the literature. An example is provided to illustrate the value of the main results.

Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise

2016 ◽  
Vol 17 (05) ◽  
pp. 1750033 ◽  
Author(s):  
Xu Sun ◽  
Xiaofan Li ◽  
Yayun Zheng
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Probability Density ◽  
Lévy Processes ◽  
Planck Equation ◽  
Levy Processes ◽  
Stochastic Dynamical Systems ◽  
Non Gaussian ◽  
Fokker Planck Equations ◽  
Fokker Planck

Marcus stochastic differential equations (SDEs) often are appropriate models for stochastic dynamical systems driven by non-Gaussian Lévy processes and have wide applications in engineering and physical sciences. The probability density of the solution to an SDE offers complete statistical information on the underlying stochastic process. Explicit formula for the Fokker–Planck equation, the governing equation for the probability density, is well-known when the SDE is driven by a Brownian motion. In this paper, we address the open question of finding the Fokker–Planck equations for Marcus SDEs in arbitrary dimensions driven by non-Gaussian Lévy processes. The equations are given in a simple form that facilitates theoretical analysis and numerical computation. Several examples are presented to illustrate how the theoretical results can be applied to obtain Fokker–Planck equations for Marcus SDEs driven by Lévy processes.

The Fokker–Planck equation for the time-changed fractional Ornstein–Uhlenbeck stochastic process

2021 ◽  
pp. 1-26
Author(s):  
Giacomo Ascione ◽  
Yuliya Mishura ◽  
Enrica Pirozzi
Keyword(s):  
Mild Solutions ◽  
Sufficient Conditions ◽  
Planck Equation ◽  
Strong Solutions ◽  
Uniqueness Result ◽  
Uhlenbeck Process ◽  
Weak Maximum Principle ◽  
Fokker Planck Equation ◽  
Ornstein Uhlenbeck Process ◽  
Fokker Planck

In this paper, we study some properties of the generalized Fokker–Planck equation induced by the time-changed fractional Ornstein–Uhlenbeck process. First of all, we exploit some sufficient conditions to show that a mild solution of such equation is actually a classical solution. Then, we discuss an isolation result for mild solutions. Finally, we prove the weak maximum principle for strong solutions of the aforementioned equation and then a uniqueness result.

Non-Maxwellian kinetic equations modeling the dynamics of wealth distribution

2020 ◽  
Vol 30 (04) ◽  
pp. 685-725 ◽  
Author(s):  
Giulia Furioli ◽  
Ada Pulvirenti ◽  
Elide Terraneo ◽  
Giuseppe Toscani
Keyword(s):  
Steady State ◽  
Wealth Distribution ◽  
Kinetic Equations ◽  
Planck Equation ◽  
Logarithmic Sobolev Inequality ◽  
One Dimensional ◽  
Distribution Of Wealth ◽  
Multi Agent ◽  
Fokker Planck Equations ◽  
Fokker Planck

We introduce a class of new one-dimensional linear Fokker–Planck-type equations describing the dynamics of the distribution of wealth in a multi-agent society. The equations are obtained, via a standard limiting procedure, by introducing an economically relevant variant to the kinetic model introduced in 2005 by Cordier, Pareschi and Toscani according to previous studies by Bouchaud and Mézard. The steady state of wealth predicted by these new Fokker–Planck equations remains unchanged with respect to the steady state of the original Fokker–Planck equation. However, unlike the original equation, it is proven by a new logarithmic Sobolev inequality with weight and classical entropy methods that the solution converges exponentially fast to equilibrium.

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