Exact controllability for stochastic transport equations

DOI10.1137/130910373MaRDI QIDQ5494881zbMATH OpenOpenAlexFDO

Authors Qi Lü

Publication date 30 July 2014

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1304.0146

zbMATH Keywords

Carleman estimateexact controllabilityobservabilitystochastic transport equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Controllability (93B05) Observability (93B07) Optimal stochastic control (93E20)

Abstract: This paper is addressed to studying the exact controllability for stochastic transport equations by two controls: one is a boundary control imposed on the drift term and the other is an internal control imposed on the diffusion term. By means of the duality argument, this controllability problem can be reduced to an observability problem for backward stochastic transport equations, and the desired observability estimate is obtained by a new global Carleman estimate. Also, we present some results about the lack of exact controllability, which show that the action of two controls is necessary. To some extent, this indicates that the controllability problems for stochastic PDEs differ from their deterministic counterpart.

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Cited in

(31)

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• A weighted identity for stochastic partial differential operators and its applications
• Exact controllability of linear stochastic differential equations and related problems
• Observability estimates and null controllability for forward and backward linear stochastic Kuramoto-Sivashinsky equations
• A numerical method for a backward problem of a linear stochastic Kuramoto-Sivashinsky equation
• Boundary control for transport equations
• The cost of null controllability for a backward stochastic degenerate parabolic equation in the vanishing viscosity limit
• Exact Controllability for a Refined Stochastic Wave Equation
• Control theory of stochastic distributed parameter systems: recent progress and open problems
• Null controllability for one-dimensional stochastic heat equations with mixed Dirichlet-dynamic boundary conditions
• LQ optimal control of first-order hyperbolic PDE systems with final state constraints
• Exact controllability for a refined stochastic plate equation
• Null controllability for stochastic parabolic equations with Robin boundary conditions
• Null controllability for stochastic parabolic equations coupled by first and zero order terms
• A backward problem for stochastic Kuramoto-Sivashinsky equation: conditional stability and numerical solution
• New global Carleman estimates and null controllability for forward/backward semilinear parabolic SPDEs

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