On recovering parabolic diffusions from their time-averages
MetadataShow full item record
The paper study a possibility to recover a parabolic diffusion from its time-average when the values at the initial time are unknown. This problem can be reformulated as a new boundary value problem where a Cauchy condition is replaced by a prescribed time-average of the solution. It is shown that this new problem is well-posed. The paper establishes existence, uniqueness, and a regularity of the solution for this new problem and its modifications, including problems with singled out terminal values.
Showing items related by title, author, creator and subject.
Chai, Qinqin (2013)In this thesis, we develop new computational methods for three classes of dynamic optimization problems: (i) A parameter identification problem for a general nonlinear time-delay system; (ii) an optimal control problem ...
Li, Bin (2011)In this thesis, we consider several types of optimal control problems with constraints on the state and control variables. These problems have many engineering applications. Our aim is to develop efficient numerical methods ...
Loxton, Ryan Christopher (2010)In this thesis, we develop numerical methods for solving five nonstandard optimal control problems. The main idea of each method is to reformulate the optimal control problem as, or approximate it by, a nonlinear programming ...