Carleman estimates and controllability of linear stochastic heat equations

被引:81
作者
Barbu, V [1 ]
Rascanu, A
Tessitore, G
机构
[1] Univ Alexandru Ioan Cuza, Fac Matemat, Iasi 6600, Romania
[2] Univ Parma, Dipartimento Matemat, I-43100 Parma, Italy
关键词
stochastic PDEs; controllability; backward stochastic equations; Carleman estimates;
D O I
10.1007/s00245-002-0757-z
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This work is concerned with Carleman inequalities and controllability properties for the following stochastic linear heat equation (with Dirichlet boundary conditions in the bounded domain D subset of R-d and multiplicative noise): {d(t)y(u) - Deltay(u) + ay(u)dt = f dt + 1(D0)u dt + bydbeta(t) in ]0, T] x D, y(u) = 0 on ]0,T] x partial derivativeD, y(u)(0) = y(0) in D, and for corresponding backward dual equation: {d(t)p(nu) + Deltap(nu)dt - ap(nu)dt + bk(nu)dt = 1(D0)nudt + k(nu)dbeta(t) in [0,T[ x D, p(nu) = 0 on [0,T[ x partial derivativeD, p(nu)(T) = eta in D. We prove the null controllability of the backward euation and obtain partial results for the controllability of the forward equation.
引用
收藏
页码:97 / 120
页数:24
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