Estimation And Control Problems For Stochastic Partial Differential Equations PDF Download
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Author | : Pavel S. Knopov |
Publisher | : Springer Science & Business Media |
Total Pages | : 191 |
Release | : 2013-09-17 |
Genre | : Mathematics |
ISBN | : 1461482860 |
Download Estimation and Control Problems for Stochastic Partial Differential Equations Book in PDF, ePub and Kindle
Focusing on research surrounding aspects of insufficiently studied problems of estimation and optimal control of random fields, this book exposes some important aspects of those fields for systems modeled by stochastic partial differential equations. It contains many results of interest to specialists in both the theory of random fields and optimal control theory who use modern mathematical tools for resolving specific applied problems, and presents research that has not previously been covered. More generally, this book is intended for scientists, graduate, and post-graduates specializing in probability theory and mathematical statistics. The models presented describe many processes in turbulence theory, fluid mechanics, hydrology, astronomy, and meteorology, and are widely used in pattern recognition theory and parameter identification of stochastic systems. Therefore, this book may also be useful to applied mathematicians who use probability and statistical methods in the selection of useful signals subject to noise, hypothesis distinguishing, distributed parameter systems optimal control, and more. Material presented in this monograph can be used for education courses on the estimation and control theory of random fields.
Author | : Qi Lü |
Publisher | : Springer Nature |
Total Pages | : 592 |
Release | : 2021-10-19 |
Genre | : Science |
ISBN | : 3030823318 |
Download Mathematical Control Theory for Stochastic Partial Differential Equations Book in PDF, ePub and Kindle
This is the first book to systematically present control theory for stochastic distributed parameter systems, a comparatively new branch of mathematical control theory. The new phenomena and difficulties arising in the study of controllability and optimal control problems for this type of system are explained in detail. Interestingly enough, one has to develop new mathematical tools to solve some problems in this field, such as the global Carleman estimate for stochastic partial differential equations and the stochastic transposition method for backward stochastic evolution equations. In a certain sense, the stochastic distributed parameter control system is the most general control system in the context of classical physics. Accordingly, studying this field may also yield valuable insights into quantum control systems. A basic grasp of functional analysis, partial differential equations, and control theory for deterministic systems is the only prerequisite for reading this book.
Author | : Baasansuren Jadamba |
Publisher | : CRC Press |
Total Pages | : 394 |
Release | : 2021-12-15 |
Genre | : Computers |
ISBN | : 1000511723 |
Download Deterministic and Stochastic Optimal Control and Inverse Problems Book in PDF, ePub and Kindle
Inverse problems of identifying parameters and initial/boundary conditions in deterministic and stochastic partial differential equations constitute a vibrant and emerging research area that has found numerous applications. A related problem of paramount importance is the optimal control problem for stochastic differential equations. This edited volume comprises invited contributions from world-renowned researchers in the subject of control and inverse problems. There are several contributions on optimal control and inverse problems covering different aspects of the theory, numerical methods, and applications. Besides a unified presentation of the most recent and relevant developments, this volume also presents some survey articles to make the material self-contained. To maintain the highest level of scientific quality, all manuscripts have been thoroughly reviewed.
Author | : Jaya P. N. Bishwal |
Publisher | : Springer |
Total Pages | : 271 |
Release | : 2007-09-26 |
Genre | : Mathematics |
ISBN | : 3540744487 |
Download Parameter Estimation in Stochastic Differential Equations Book in PDF, ePub and Kindle
Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modeling complex phenomena. The subject has attracted researchers from several areas of mathematics. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods.
Author | : Hanfu Chen |
Publisher | : John Wiley & Sons |
Total Pages | : 400 |
Release | : 1985 |
Genre | : Mathematics |
ISBN | : |
Download Recursive Estimation and Control for Stochastic Systems Book in PDF, ePub and Kindle
This self-contained reference for statisticians and engineers in system and control theory, analyzes the effect of convergent recursive estimation algorithms and stochastic approximation on the dependent noise case and the classic independent case. It discusses control and adaptive control problems related to recursive estimation, and introduces the combined probabilistic and differential equation method of data analysis.
Author | : Jason L. Speyer |
Publisher | : SIAM |
Total Pages | : 392 |
Release | : 2008-01-01 |
Genre | : Mathematics |
ISBN | : 0898718597 |
Download Stochastic Processes, Estimation, and Control Book in PDF, ePub and Kindle
Uncertainty and risk are integral to engineering because real systems have inherent ambiguities that arise naturally or due to our inability to model complex physics. The authors discuss probability theory, stochastic processes, estimation, and stochastic control strategies and show how probability can be used to model uncertainty in control and estimation problems. The material is practical and rich in research opportunities.
Author | : Wendell Fleming |
Publisher | : Springer Science & Business Media |
Total Pages | : 601 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 1461387620 |
Download Stochastic Differential Systems, Stochastic Control Theory and Applications Book in PDF, ePub and Kindle
This IMA Volume in Mathematics and its Applications STOCHASTIC DIFFERENTIAL SYSTEMS, STOCHASTIC CONTROL THEORY AND APPLICATIONS is the proceedings of a workshop which was an integral part of the 1986-87 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS. We are grateful to the Scientific Committee: Daniel Stroock (Chairman) WendeIl Flerning Theodore Harris Pierre-Louis Lions Steven Orey George Papanicolaou for planning and implementing an exciting and stimulating year-long program. We es pecially thank WendeIl Fleming and Pierre-Louis Lions for organizing an interesting and productive workshop in an area in which mathematics is beginning to make significant contributions to real-world problems. George R. Seil Hans Weinberger PREFACE This volume is the Proceedings of a Workshop on Stochastic Differential Systems, Stochastic Control Theory, and Applications held at IMA June 9-19,1986. The Workshop Program Commit tee consisted of W.H. Fleming and P.-L. Lions (co-chairmen), J. Baras, B. Hajek, J.M. Harrison, and H. Sussmann. The Workshop emphasized topics in the following four areas. (1) Mathematical theory of stochastic differential systems, stochastic control and nonlinear filtering for Markov diffusion processes. Connections with partial differential equations. (2) Applications of stochastic differential system theory, in engineering and management sci ence. Adaptive control of Markov processes. Advanced computational methods in stochas tic control and nonlinear filtering. (3) Stochastic scheduling, queueing networks, and related topics. Flow control, multiarm bandit problems, applications to problems of computer networks and scheduling of complex manufacturing operations.
Author | : Imre Csiszar |
Publisher | : Springer Science & Business Media |
Total Pages | : 358 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 1461219809 |
Download Stochastic Differential and Difference Equations Book in PDF, ePub and Kindle
Author | : A.K. Aziz |
Publisher | : Academic Press |
Total Pages | : 289 |
Release | : 2014-05-10 |
Genre | : Technology & Engineering |
ISBN | : 1483216306 |
Download Control Theory of Systems Governed by Partial Differential Equations Book in PDF, ePub and Kindle
Control Theory of Systems Governed by Partial Differential Equations covers the proceedings of the 1976 Conference by the same title, held at the Naval Surface Weapons Center, Silver Spring, Maryland. The purpose of this conference is to examine the control theory of partial differential equations and its application. This text is divided into five chapters that primarily focus on tutorial lecture series on the theory of optimal control of distributed systems. It describes the many manifestations of the theory and its applications appearing in the other chapters. This work also presents the principles of the duality and asymptotic methods in control theory, including the variational principle for the heat equation. A chapter highlights systems that are not of the linear quadratic type. This chapter also explores the control of free surfaces and the geometrical control variables. The last chapter provides a summary of the features and applications of the numerical approximation of problems of optimal control. This book will prove useful to mathematicians, engineers, and researchers.
Author | : Peter Benner |
Publisher | : Springer |
Total Pages | : 503 |
Release | : 2017-09-05 |
Genre | : Mathematics |
ISBN | : 3319587862 |
Download Model Reduction of Parametrized Systems Book in PDF, ePub and Kindle
The special volume offers a global guide to new concepts and approaches concerning the following topics: reduced basis methods, proper orthogonal decomposition, proper generalized decomposition, approximation theory related to model reduction, learning theory and compressed sensing, stochastic and high-dimensional problems, system-theoretic methods, nonlinear model reduction, reduction of coupled problems/multiphysics, optimization and optimal control, state estimation and control, reduced order models and domain decomposition methods, Krylov-subspace and interpolatory methods, and applications to real industrial and complex problems. The book represents the state of the art in the development of reduced order methods. It contains contributions from internationally respected experts, guaranteeing a wide range of expertise and topics. Further, it reflects an important effor t, carried out over the last 12 years, to build a growing research community in this field. Though not a textbook, some of the chapters can be used as reference materials or lecture notes for classes and tutorials (doctoral schools, master classes).