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