In this paper a control problem for a controlled linear stochastic equation in a Hilbert space and an exponential quadratic cost functional of the state and the control is formulated and solved. The stochastic equation can model a variety of stochastic partial differential equations with the control restricted to the boundary or to discrete points in the domain. The solution method does not req...

in this paper, a new fractional sub-equation method is proposed for finding exact solutions of fractional partial differential equations (fpdes) in the sense of modified riemann-liouville derivative. with the aid of symbolic computation, we choose the space-time fractional zakharov-kuznetsov-benjamin-bona-mahony (zkbbm) equation in mathematical physics with a source to illustrate the validity a...

This paper studies the properties of solutions of the Riccati equation arising from the quadratic optimal control problem of the general damped second order system. Using the semigroup theory, we establish the weak differential characterization of the Riccati equation for a general class of the second order distributed systems with arbitrary damping terms.

In this paper we study the half-linear differential equation ( r(t)Φp(x ′) ) ′ + c(t)Φp(x) = 0, where Φp(x) = |x|p−2x, p > 1. Using modified Riccati technique and suitable local estimates for terms in modified Riccati equation we derive new characterization of principal solution and new nonoscillation criteria.

in this paper rationalized haar (rh) functions method is applied to approximate the numerical solution of the fractional volterra integro-differential equations (fvides). the fractional derivatives are described in caputo sense. the properties of rh functions are presented, and the operational matrix of the fractional integration together with the product operational matrix are used to reduce t...

although there are many methods for image denoising, but partial differential equation (pde) based denoising attracted much attention in the field of medical image processing such as magnetic resonance imaging (mri). the main advantage of pde-based denoising approach is laid in its ability to smooth image in a nonlinear way, which effectively removes the noise, as well as preserving edge throug...

A numerical method for Riccati equation is presented in this work. The method is based on the replacement of unknown functions through a truncated series of hybrid of block-pulse functions and Chebyshev polynomials. The operational matrices of derivative and product of hybrid functions are presented. These matrices together with the tau method are then utilized to transform the differential equ...

For differential games of fixed duration of linear dynamical systems with nonquadratic payoff functionals, it is proved that the value and the optimal strategies as saddle point exist whenever the associated pseudo-Riccati equation has a regular solution P(t,x). Then the closed-loop optimal strategies are given by u(t) = −R−1B∗P(t,x(t)), v(t) = −S−1C∗P(t,x(t)). For differential game problems of...