Initial state estimation from limited observations of the heat equation in metric graphs

2022 ◽  
Author(s):  
Satoru Iwasaki

Abstract This paper deals with initial state estimation problems of the heat equation in equilateral metric graphs being admitted to have cycles. Particularly, we are concerned with suitable placements of observation points in order to uniquely determine the initial state from observation data. We give a necessary and sufficient condition for suitable placements of observation points, and such suitable placements are determined from transition matrices of metric graphs. From numerical simulations, we confirm effectiveness of a necessary and sufficient condition.

1980 ◽  
Vol 12 (01) ◽  
pp. 59-80 ◽  
Author(s):  
Erik A. Van Doorn

A birth–death process {x(t): t ≥ 0} with state space the set of non-negative integers is said to be stochastically increasing (decreasing) on the interval (t 1, t 2) if Pr {x(t) > i} is increasing (decreasing) with t on (t 1, t 2) for all i = 0, 1, 2, ···. We study the problem of finding a necessary and sufficient condition for a birth–death process with general initial state probabilities to be stochastically monotone on an interval. Concrete results are obtained when the initial distribution vector of the process is a unit vector. Fundamental in the analysis, and of independent interest, is the concept of dual birth–death processes.


2021 ◽  
Vol 11 (2) ◽  
pp. 596
Author(s):  
Mei Zhang ◽  
Boutaïeb Dahhou ◽  
Ze-tao Li

In this paper, the invertibility of an interconnected system that consists of two dynamic subsystems was studied. It can be viewed as the distinguishability of the impacts of local input on the final global output, that is to say, whether the input at the local level can be recovered uniquely under a given output at the global level and initial state. The interconnected system constitutes two dynamic subsystems connected in a cascade manner. In order to guarantee the invertibility of the studied system, a necessary and sufficient condition was established. On the condition that both individual subsystems are invertible, the invertibility of the global system can be guaranteed. In order to recover the local input which generates a given global output, an algorithm was proposed for the studied interconnected system. Numerical examples were considered to confirm the effectiveness and robustness of the proposed algorithm.


2021 ◽  
Author(s):  
Jinxing Zhang ◽  
Jiandong Zhu ◽  
Xiaodi Li

Abstract In this paper, a generalized high-dimensional Kuramoto model with directed graphs is investigated. A necessary and sufficient condition for equilibria is given and the synchronization is proved under weaker directed graph conditions and more general initial state constrains. Finally, an example is given to validate the theoretical results.


1980 ◽  
Vol 12 (1) ◽  
pp. 59-80 ◽  
Author(s):  
Erik A. Van Doorn

A birth–death process {x(t): t ≥ 0} with state space the set of non-negative integers is said to be stochastically increasing (decreasing) on the interval (t1, t2) if Pr {x(t) > i} is increasing (decreasing) with t on (t1, t2) for all i = 0, 1, 2, ···. We study the problem of finding a necessary and sufficient condition for a birth–death process with general initial state probabilities to be stochastically monotone on an interval. Concrete results are obtained when the initial distribution vector of the process is a unit vector. Fundamental in the analysis, and of independent interest, is the concept of dual birth–death processes.


2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Chulan Zeng

<p style='text-indent:20px;'>In this paper, we investigate the pointwise time analyticity of three differential equations. They are the biharmonic heat equation, the heat equation with potentials and some nonlinear heat equations with power nonlinearity of order <inline-formula><tex-math id="M1">\begin{document}$ p $\end{document}</tex-math></inline-formula>. The potentials include all the nonnegative ones. For the first two equations, we prove if <inline-formula><tex-math id="M2">\begin{document}$ u $\end{document}</tex-math></inline-formula> satisfies some growth conditions in <inline-formula><tex-math id="M3">\begin{document}$ (x,t)\in \mathrm{M}\times [0,1] $\end{document}</tex-math></inline-formula>, then <inline-formula><tex-math id="M4">\begin{document}$ u $\end{document}</tex-math></inline-formula> is analytic in time <inline-formula><tex-math id="M5">\begin{document}$ (0,1] $\end{document}</tex-math></inline-formula>. Here <inline-formula><tex-math id="M6">\begin{document}$ \mathrm{M} $\end{document}</tex-math></inline-formula> is <inline-formula><tex-math id="M7">\begin{document}$ R^d $\end{document}</tex-math></inline-formula> or a complete noncompact manifold with Ricci curvature bounded from below by a constant. Then we obtain a necessary and sufficient condition such that <inline-formula><tex-math id="M8">\begin{document}$ u(x,t) $\end{document}</tex-math></inline-formula> is analytic in time at <inline-formula><tex-math id="M9">\begin{document}$ t = 0 $\end{document}</tex-math></inline-formula>. Applying this method, we also obtain a necessary and sufficient condition for the solvability of the backward equations, which is ill-posed in general.</p><p style='text-indent:20px;'>For the nonlinear heat equation with power nonlinearity of order <inline-formula><tex-math id="M10">\begin{document}$ p $\end{document}</tex-math></inline-formula>, we prove that a solution is analytic in time <inline-formula><tex-math id="M11">\begin{document}$ t\in (0,1] $\end{document}</tex-math></inline-formula> if it is bounded in <inline-formula><tex-math id="M12">\begin{document}$ \mathrm{M}\times[0,1] $\end{document}</tex-math></inline-formula> and <inline-formula><tex-math id="M13">\begin{document}$ p $\end{document}</tex-math></inline-formula> is a positive integer. In addition, we investigate the case when <inline-formula><tex-math id="M14">\begin{document}$ p $\end{document}</tex-math></inline-formula> is a rational number with a stronger assumption <inline-formula><tex-math id="M15">\begin{document}$ 0&lt;C_3 \leq |u(x,t)| \leq C_4 $\end{document}</tex-math></inline-formula>. It is also shown that a solution may not be analytic in time if it is allowed to be <inline-formula><tex-math id="M16">\begin{document}$ 0 $\end{document}</tex-math></inline-formula>. As a lemma, we obtain an estimate of <inline-formula><tex-math id="M17">\begin{document}$ \partial_t^k \Gamma(x,t;y) $\end{document}</tex-math></inline-formula> where <inline-formula><tex-math id="M18">\begin{document}$ \Gamma(x,t;y) $\end{document}</tex-math></inline-formula> is the heat kernel on a manifold, with an explicit estimation of the coefficients.</p><p style='text-indent:20px;'>An interesting point is that a solution may be analytic in time even if it is not smooth in the space variable <inline-formula><tex-math id="M19">\begin{document}$ x $\end{document}</tex-math></inline-formula>, implying that the analyticity of space and time can be independent. Besides, for general manifolds, space analyticity may not hold since it requires certain bounds on curvature and its derivatives.</p>


Author(s):  
Meryem Slaoui ◽  
C. A. Tudor

We analyze the solution to the linear stochastic heat equation driven by a multiparameter Hermite process of order [Formula: see text]. This solution is an element of the [Formula: see text]th Wiener chaos. We discuss various properties of the solution, such as the necessary and sufficient condition for its existence, self-similarity, [Formula: see text]-variation and regularity of its sample paths. We will also focus on the probability distribution of the solution, which is non-Gaussian when [Formula: see text].


2014 ◽  
Vol 90 (3) ◽  
pp. 476-485
Author(s):  
NEIL A. WATSON

AbstractWe show that the null limit hypothesis, in the definition of a barrier, can be relaxed for normal boundary points that satisfy a mild additional condition. We also give a simple necessary and sufficient condition for the regularity of semi-singular boundary points.


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