We consider a reaction-diffusion equation on a network subjected to dynamic boundary conditions, with time delayed behavior, also allowing for multiplicative Gaussian noise perturbations. Exploiting semigroup theory, we rewrite the aforementioned stochastic problem as an abstract stochastic partial differential equation taking values in a suitable product Hilbert space, for which we prove the existence and uniqueness of a mild solution. Eventually, a stochastic optimal control application is studied.

Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions

CORDONI, Francesco Giuseppe;DI PERSIO, Luca
2017-01-01

Abstract

We consider a reaction-diffusion equation on a network subjected to dynamic boundary conditions, with time delayed behavior, also allowing for multiplicative Gaussian noise perturbations. Exploiting semigroup theory, we rewrite the aforementioned stochastic problem as an abstract stochastic partial differential equation taking values in a suitable product Hilbert space, for which we prove the existence and uniqueness of a mild solution. Eventually, a stochastic optimal control application is studied.
2017
Stochastic reaction-diffusion equations, Dynamic boundary conditions, Time-delayed boundary conditions, Multiplicative Gaussian perturbations, Semigroup theory, Stochastic Optimal Control
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11562/959401
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