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THE CONTROLLABILITY OF FOKKER--PLANCK EQUATIONS WITH REFLECTING BOUNDARY CONDITIONS AND CONTROLLERS IN DIFFUSION TERM.

Authors :
BARBU, VIOREL
Source :
SIAM Journal on Control & Optimization. 2021, Vol. 59 Issue 1, p709-726. 18p.
Publication Year :
2021

Abstract

One proves the exact controllability of the Fokker--Planck equation pt -- 1/2 Δ(up} -- div(bp) = 0,p(0) = ρ0,p(T) = p1,on aboundeddomain O with reflecting conditions on the boundary O. In particular, the exact controllability of stochastic differential equations with reflection to O is derived, and it is achieved by a nonlinear multivalued feedbac k controller u = Φ(., p), which steers p0 in p1 in a sufficiently large time T. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03630129
Volume :
59
Issue :
1
Database :
Academic Search Index
Journal :
SIAM Journal on Control & Optimization
Publication Type :
Academic Journal
Accession number :
149212168
Full Text :
https://doi.org/10.1137/20M1350625