Boundary stabilization and disturbance rejection for an unstable time fractional diffusion-wave equation

In this paper, we study boundary stabilization and disturbance rejection problem for an unstable time fractional diffusion-wave equation with Caputo time fractional derivative. For the case of no boundary external disturbance, both state feedback control and output feedback control via Neumann boundary actuation are proposed by the classical backstepping method. It is proved that the state feedback makes the closed-loop system Mittag-Leffler stable and the output feedback makes the closed-loop system asymptotically stable. When there is boundary external disturbance, we propose a disturbance estimator constructed by two infinite dimensional auxiliary systems to recover the external disturbance. A novel control law is then designed to compensate for the external disturbance in real time, and rigorous mathematical proofs are presented to show that the resulting closed-loop system is Mittag-Leffler stable and the states of all subsystems involved are uniformly bounded. As a result, we completely resolve, from a theoretical perspective, two long-standing unsolved mathematical control problems raised in [Nonlinear Dynam., 38(2004), 339-354] where all results were verified by simulations only.

Formulation and properties of a divergence used to compare probability measures without absolute continuity

This paper develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and exploit a representation as an infimum convolution of optimal transport cost and relative entropy. Also included are examples of computation and approximation of the divergence, and the demonstration of properties that are useful when one quantifies model uncertainty.

A uniform bound on costs of controlling semilinear heat equations on a sequence of increasing domains and its application

In this paper, we first prove a uniform upper bound on costs of null controls for semilinear heat equations with globally Lipschitz nonlinearity on a sequence of increasing domains, where the controls are acted on an equidistributed set that spreads out in the whole Euclidean space R N . As an application, we then show the exact null-controllability for this semilinear heat equation in R N . The main novelty here is that the upper bound on costs of null controls for such kind of equations in large but bounded domains can be made uniformly with respect to the sizes of domains under consideration. The latter is crucial when one uses a suitable approximation argument to derive the global null-controllability for the semilinear heat equation in R N . This allows us to overcome the well-known problem of the lack of compactness embedding arising in the study of null-controllability for nonlinear PDEs in generally unbounded domains.

Constrained stochastic LQ control on infinite time horizon with regime switching

This paper is concerned with a stochastic linear-quadratic (LQ) optimal control problem on infinite time horizon, with regime switching, random coefficients, and cone control constraint. To tackle the problem, two new extended stochastic Riccati equations (ESREs) on infinite time horizon are introduced. The existence of the nonnegative solutions, in both standard and singular cases, is proved through a sequence of ESREs on finite time horizon. Based on this result and some approximation techniques, we obtain the optimal state feedback control and optimal value for the stochastic LQ problem explicitly. Finally, we apply these results to solve a lifetime portfolio selection problem of tracking a given wealth level with regime switching and portfolio constraint.

Where to place a spherical obstacle so as to maximize the first nonzero Steklov eigenvalue

We prove that among all doubly connected domains of R n of the form B 1 \ B 2 , where B 1 and B 2 are open balls of fixed radii such that B 2 ⊂ B 1 , the first non-trivial Steklov eigenvalue achieves its maximal value uniquely when the balls are concentric. Furthermore, we show that the ideas of our proof also apply to a mixed boundary conditions eigenvalue problem found in literature.

A novel [[EQUATION]] approach to shape optimisation with Lipschitz domains

This article introduces a novel method for the implementation of shape optimisation with Lipschitz domains. We propose to use the shape derivative to determine deformation fields which represent steepest descent directions of the shape functional in the $W^{1,\infty}-$ topology. The idea of our approach is demonstrated for shape optimisation of $n$-dimensional star-shaped domains, which we represent as functions defined on the unit $(n-1)$-sphere. In this setting we provide the specific form of the shape derivative and prove the existence of solutions to the underlying shape optimisation problem. Moreover, we show the existence of a direction of steepest descent in the $W^{1,\infty}-$ topology. We also note that shape optimisation in this context is closely related to the $\infty-$Laplacian, and to optimal transport, where we highlight the latter in the numerics section. We present several numerical experiments illustrating that our approach seems to be superior over existing Hilbert space methods, in particular in developing optimal shapes with corners.

Lp-asymptotic stability of 1D damped wave equations with localized and linear damping

<p>In this paper, we study the L^p-asymptotic stability of the one dimensional linear damped<br />wave equation with Dirichlet boundary conditions in <math xmlns="http://www.w3.org/1998/Math/MathML"><mo>[</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>]</mo></math>, with <math xmlns="http://www.w3.org/1998/Math/MathML"><mi>p</mi><mo>&#8712;</mo><mo>(</mo><mn>1</mn><mo>,</mo><mo>&#8734;</mo><mo>)</mo></math>. The damping<br />term is assumed to be linear and localized&nbsp; to an arbitrary open sub-interval of <math xmlns="http://www.w3.org/1998/Math/MathML"><mo>[</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>]</mo></math>. We prove that the&nbsp;<br />semi-group <math xmlns="http://www.w3.org/1998/Math/MathML"><msub><mi>S</mi><mi>p</mi></msub><mo>(</mo><mi>t</mi><msub><mo>)</mo><mrow><mi>t</mi><mo>&#8805;</mo><mn>0</mn></mrow></msub></math> associated with the previous equation is well-posed and exponentially stable.<br />The proof relies on the multiplier method and depends on whether <math xmlns="http://www.w3.org/1998/Math/MathML"><mi>p</mi><mo>&#8805;</mo><mn>2</mn></math>&nbsp;or <math xmlns="http://www.w3.org/1998/Math/MathML"><mn>1</mn><mo>&#60;</mo><mi>p</mi><mo>&#60;</mo><mn>2</mn></math>.</p>

A spherical rearrangement proof of the stability of a Riesz-type inequality and an application to an isoperimetric type problem

We prove the stability of the ball as global minimizer of an attractive shape functional under volume constraint, by means of mass transportation arguments. The stability exponent is $1/2$ and it is sharp. Moreover, we use such stability result together with the quantitative (possibly fractional) isoperimetric inequality to prove that the ball is a global minimizer of a shape functional involving both an attractive and a repulsive term with a sufficiently large fixed volume and with a suitable (possibly fractional) perimeter penalization.

Lower semi-continuity for $\mathcal A$-quasiconvex functionals under convex restrictions

We show weak lower semi-continuity of functionals assuming the new notion of a ``convexly constrained'' $\mathcal A$-quasiconvex integrand. We assume $\mathcal A$-quasiconvexity only for functions defined on a set $K$ which is convex. Assuming this and sufficient integrability of the sequence we show that the functional is still (sequentially) weakly lower semi-continuous along weakly convergent ``convexly constrained'' $\mathcal A$-free sequences. In a motivating example, the integrand is $-\det^{\frac{1}{d-1}}$ and the convex constraint is positive semi-definiteness of a matrix field.

On the induced geometry on surfaces in 3D contact sub-Riemannian manifolds

Given a surface S in a 3D contact sub-Riemannian manifold M , we investigate the metric structure induced on S by M , in the sense of length spaces. First, we define a coefficient [[EQUATION]] at characteristic points that determines locally the characteristic foliation of S . Next, we identify some global conditions for the induced distance to be finite. In particular, we prove that the induced distance is finite for surfaces with the topology of a sphere embedded in a tight coorientable distribution, with isolated characteristic points.