scholarly journals Observability estimate and state observation problems for stochastic hyperbolic equations

2013 ◽  
Vol 29 (9) ◽  
pp. 095011 ◽  
Author(s):  
Qi Lü
2020 ◽  
Vol 26 ◽  
pp. 79
Author(s):  
Qi Lü ◽  
Zhongqi Yin

In this paper, we solve a local state observation problem for stochastic hyperbolic equations without boundary conditions, which is reduced to a local unique continuation property for these equations. This result is proved by a global Carleman estimate. As far as we know, this is the first result in this topic.


2016 ◽  
Vol 22 (4) ◽  
pp. 1382-1411 ◽  
Author(s):  
Xiaoyu Fu ◽  
Xu Liu ◽  
Qi Lü ◽  
Xu Zhang

Games ◽  
2021 ◽  
Vol 12 (1) ◽  
pp. 23
Author(s):  
Alexander Arguchintsev ◽  
Vasilisa Poplevko

This paper deals with an optimal control problem for a linear system of first-order hyperbolic equations with a function on the right-hand side determined from controlled bilinear ordinary differential equations. These ordinary differential equations are linear with respect to state functions with controlled coefficients. Such problems arise in the simulation of some processes of chemical technology and population dynamics. Normally, general optimal control methods are used for these problems because of bilinear ordinary differential equations. In this paper, the problem is reduced to an optimal control problem for a system of ordinary differential equations. The reduction is based on non-classic exact increment formulas for the cost-functional. This treatment allows to use a number of efficient optimal control methods for the problem. An example illustrates the approach.


Mathematics ◽  
2021 ◽  
Vol 9 (13) ◽  
pp. 1483
Author(s):  
Shanqin Chen

Weighted essentially non-oscillatory (WENO) methods are especially efficient for numerically solving nonlinear hyperbolic equations. In order to achieve strong stability and large time-steps, strong stability preserving (SSP) integrating factor (IF) methods were designed in the literature, but the methods there were only for one-dimensional (1D) problems that have a stiff linear component and a non-stiff nonlinear component. In this paper, we extend WENO methods with large time-stepping SSP integrating factor Runge–Kutta time discretization to solve general nonlinear two-dimensional (2D) problems by a splitting method. How to evaluate the matrix exponential operator efficiently is a tremendous challenge when we apply IF temporal discretization for PDEs on high spatial dimensions. In this work, the matrix exponential computation is approximated through the Krylov subspace projection method. Numerical examples are shown to demonstrate the accuracy and large time-step size of the present method.


2008 ◽  
Vol 15 (3) ◽  
pp. 555-569
Author(s):  
Tariel Kiguradze

Abstract In the rectangle Ω = [0, a] × [0, b] the nonlinear hyperbolic equation 𝑢(2,2) = 𝑓(𝑥, 𝑦, 𝑢) with the continuous right-hand side 𝑓 : Ω × ℝ → ℝ is considered. Unimprovable in a sense sufficient conditions of solvability of Dirichlet, Dirichlet–Nicoletti and Nicoletti boundary value problems are established.


Author(s):  
Yong Xiao ◽  
Yonggang Zeng ◽  
Yun Zhao ◽  
Yuxin Lu ◽  
Weibin Lin

The traditional distribution network lacks real-time topology information, which makes the implementation of smart grid complicated. The smart grid needs to monitor and dispatch the grid to maintain the economic and safe operation of the system. In this paper, we propose a topology detection algorithm of the distribution network based on adaptive state observer. Based on the transient dynamic model of the distribution network, the line states of the distribution network are regarded as unknown parameters, a virtual adaptive state observation network is built, and the topology can be inferred by the changes of adaptive state parameters. Finally, the effectiveness of our algorithm is verified by the MATLAB simulation experiments.


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