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Start Over Creator Balachandran, Krishnan

1. Controllability of semilinear stochastic integrodifferential systems

Creator:
Balachandran, Krishnan, Karthikeyan, Shanmugasundaram, and Kim, Jeong-Hoon
Format:
bez média and svazek
Type:
model:article and TEXT
Subject:
controllability, approximate controllability, stochastic integrodifferential system, and Picard iteration
Language:
English
Description:
In this paper we study the approximate and complete controllability of stochastic integrodifferential system in finite dimensional spaces. Sufficient conditions are established for each of these types of controllability. The results are obtained by using the Picard iteration technique.
Rights:
http://creativecommons.org/publicdomain/mark/1.0/ and policy:public

2. Null controllability of a nonlinear diffusion system in reactor dynamics

Creator:
Sakthivel, Kumarasamy, Balachandran, Krishnan, Park, Jong-Yeoul, and Devipriya, Ganeshan
Format:
bez média and svazek
Type:
model:article and TEXT
Subject:
controllability, observability, and parabolic integrodifferential equation
Language:
English
Description:
In this paper, we prove the exact null controllability of certain diffusion system by rewriting it as an equivalent nonlinear parabolic integrodifferential equation with variable coefficients in a bounded interval of R with a distributed control acting on a subinterval. We first prove a global null controllability result of an associated linearized integrodifferential equation by establishing a suitable observability estimate for adjoint system with appropriate assumptions on the coefficients. Then this result is successfully used with some estimates for parabolic equation in Lk spaces together with classical fixed point theorem, to prove the null controllability of the nonlinear model.
Rights:
http://creativecommons.org/publicdomain/mark/1.0/ and policy:public

3. On exact null controllability of Black-Scholes equation

Creator:
Sakthivel, Kumarasamy, Balachandran, Krishnan, Sowrirajan, Rangarajan, and Kim, Jeong-Hoon
Format:
bez média and svazek
Type:
model:article and TEXT
Subject:
Black-Scholes equation, volatility, controllability, observability, and Carleman estimates
Language:
English
Description:
In this paper we discuss the exact null controllability of linear as well as nonlinear Black-Scholes equation when both the stock volatility and risk-free interest rate influence the stock price but they are not known with certainty while the control is distributed over a subdomain. The proof of the linear problem relies on a Carleman estimate and observability inequality for its own dual problem and that of the nonlinear one relies on the infinite dimensional Kakutani fixed point theorem with L2 topology.
Rights:
http://creativecommons.org/publicdomain/mark/1.0/ and policy:public