Instrumental variable methods for identifying partial differential equation models of distributed parameter systems

In Chapter 5, we study the local and the global stability of the traveling wave- front to the diffusive competition model (1.3.4) in a weighted functional space.. For the

Analysis of pde’s, nonlinear parabolic partial integro-differential equa- tion, short-time existence, fixed point methods, local and stochastic volatility models, calibration

Many different ap- proaches were developed to deal with open-loop black- box model identification, whether they are non parametric, using Volterra series approach [11],

(22b) In this section it is shown why such a linear regression cannot lead to statistically optimal (unbiased and mini- mal variance) estimates when the model structure is an

The continuous space-time LPV-PDE model is firstly proposed to be rewritten as a multi-input single-output linear time-space invariant model and an iterative optimization is

In this paper we consider the problem of viscosity solution of integro-partial differential equa- tion(IPDE in short) via the solution of backward stochastic differential

In this paper, we prove existence, uniqueness and regularity for a class of stochastic partial differential equations with a fractional Laplacian driven by a space-time white noise

Indeed, using a partial differential equation model of the vibrations of an inclined cable with sag, we are interested in studying the application of H ∞ - robust feedback control