1,721,084 research outputs found
Optimal control of stochastic FitzHugh-Nagumo equation
Get PDFThis paper is concerned with existence and uniqueness of solution for the the optimal control problem governed by the stochastic FitzHugh-Nagumo equation driven by a Gaussian noise. First order conditions of optimality are also obtained
Gheorghe Moroșanu - On the occasion of his 70th birthday
Get PDFGheorghe Moro¸sanu was born on April 30, 1950, in Darabani, Boto¸sani County, Romania. After a 12-year period of education, from primary to high school (1957-1969), in 1969, Gheorghe Moro¸sanu started studying Mathematics at ”Alexandru Ioan Cuza” University in Ia¸si, Romania. In 1981, under the joint supervision of Adolf Haimovici and Viorel Barbu, he obtained his Ph.D. in Mathematics with a dissertation entitled Qualitative Problems for Nonlinear Differential Equations of Accretive Type in Banach Spaces
Going Beyond Counting First Authors in Author Co-citation Analysis
Get PDFThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Controllability and stabilization of parabolic equations
No full textThis monograph presents controllability and stabilization methods in control theory that solve parabolic boundary value problems. Starting from foundational questions on Carleman inequalities for linear parabolic equations, the author addresses the controllability of parabolic equations on a variety of domains and the spectral decomposition technique for representing them. This method is, in fact, designed for use in a wider class of parabolic systems that include the heat and diffusion equations. Later chapters develop another process that employs stabilizing feedback controllers with a finite number of unstable modes, with special attention given to its use in the boundary stabilization of Navier–Stokes equations for the motion of viscous fluid. In turn, these applied methods are used to explore related topics like the exact controllability of stochastic parabolic equations with linear multiplicative noise. Intended for graduate students and researchers working on control problems involving nonlinear differential equations, Controllability and Stabilization of Parabolic Equations is the distillation of years of lectures and research. With a minimum of preliminaries, the book leaps into its applications for control theory with both concrete examples and accessible solutions to problems in stabilization and controllability that are still areas of current research.
Variations on the Author
Get PDF“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Get PDFWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
The internal stabilization by noise of the linearized Navier-Stokes equation
No full textOne shows that the linearized Navier-Stokes equation in
, around an unstable equilibrium
solution is exponentially stabilizable in probability by an
internal noise controller , , where are
independent Brownian motions in a probability space and
is a system of functions on with
support in an arbitrary open subset . The
stochastic control input is found in feedback
form. One constructs also a tangential boundary noise controller
which exponentially stabilizes in probability the equilibrium
solution
A variational approach to nonlinear stochastic differential equations with linear multiplicative noise
No full textOne introduces a new concept of generalized solution for nonlinear infinite dimensional stochastic differential equations of subgradient type driven by linear multiplicative Wiener processes. This is defined as solution of a stochastic convex optimization problem derived from the Brezis-Ekeland variational principle. Under specific conditions on nonlinearity, one proves the existence and uniqueness of a variational solution which is also a strong solution in some significant situations. Applications to the existence of stochastic total variational flow and to stochastic parabolic equations with mild nonlinearity are given
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