Optimal actuator location of the minimum norm controls for stochastic heat equations

Donghui Yang; Jie Zhong

doi:10.3934/mcrf.2018046

Article Contents

2018, Volume 8, Issue 3&4: 1081-1095. Doi: 10.3934/mcrf.2018046

This issue Previous Article Time-inconsistent recursive zero-sum stochastic differential games Next Article Quantitative unique continuation for the heat equation with Coulomb potentials

Optimal actuator location of the minimum norm controls for stochastic heat equations

Donghui Yang^1, and
Jie Zhong^2, ,

1.
School of Mathematics and Statistics, School of Information Science and Engineering, Central South University, Changsha 410075, China
2.
Department of Mathematics, California State University, Los Angeles, Los Angeles, CA 90032, USA

* Corresponding author: Jie Zhong (jiezhongmath@gmail.com)
* Corresponding author: Jie Zhong (jiezhongmath@gmail.com)

Dedicated to Professor Jiongmin Yong on the Occasion of His 60th Birthday

Received: September 2017

Revised: February 2018

Published: September 2018

The first author is supported in part by the National Natural Science Foundation of China, China Postdoctoral Science Foundation and Central South University Postdoctoral Science Foundation

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Abstract

In this paper, we study the approximate null controllability for the stochastic heat equation with the control acting on a measurable subset, and the optimal actuator location of the minimum norm controls. We formulate a relaxed optimization problem for both actuator location and its corresponding minimum norm control into a two-person zero sum game problem and develop a sufficient and necessary condition for the optimal solution via Nash equilibrium. At last, we prove that the relaxed optimal solution is an optimal actuator location for the classical problem.

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Mathematics Subject Classification: Primary: 35K05, 49J20, 93B05, 93B07, 93E20.

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