This paper presents a novel methodology for the design of boundary feedback stabilizers for 1-D, semilinear, parabolic PDEs. The methodology is based on the use of small-gain arguments and can be applied to parabolic PDEs with nonlinearities that satisfy a linear growth condition. The nonlinearities may contain nonlocal terms. Two different types of boundary feedback stabilizers are constructed: a linear static boundary feedback and a nonlinear dynamic boundary feedback. It is also shown that there are fundamental limitations for feedback design in the parabolic case: arbitrary gain assignment is not possible by means of boundary feedback. An example with a nonlocal nonlinear term illustrates the applicability of the proposed methodology.
This paper addresses the topic of global output feedback stabilization of semilinear reaction-diffusion PDEs. The semilinearity is assumed to be confined into a sector condition. We consider two different types of actuation configurations, namely: bounded control operator and right Robin boundary control. The measurement is selected as a left Dirichlet trace. The control strategy is finite dimensional and is designed based on a linear version of the plant. We derive a set of sufficient conditions ensuring the global exponential stabilization of the semilinear reaction-diffusion PDE. These cond…
The present work is devoted to the problem of boundary stabilization of the semilinear 1-D heat equation with nonlocal boundary conditions. The stabilizing controller is finite-dimensional, linear, given in an explicit form, involving only the eigenfunctions of the Laplace operator with nonlocal boundary conditions.
This paper studies the boundary output feedback stabilization of general 1-D reaction-diffusion PDEs in the presence of a state delay in the reaction term. The control input applies through a Robin boundary condition while the system output is selected as a either Dirichlet or Neumann boundary trace. The control strategy takes the form of a finite-dimensional observer-based controller with feedback and observer gains that are computed in order to dominate the state delayed term. For any arbitrarily given value of the state delay, we show the exponential stability of the resulting closed-loop s…
We consider optimal control of fractional in time (subdiffusive, i.e., for $% 0<γ<1$) semilinear parabolic PDEs associated with various notions of diffusion operators in an unifying fashion. Under general assumptions on the nonlinearity we{~\textsf{first show}} the existence and regularity of solutions to the forward and the associated {\textsf{backward (adjoint)}} problems. In the second part, we prove existence of optimal {\textsf{controls% }} and characterize the associated {\textsf{first order}} optimality conditions. Several examples involving fractional in time (and some fractional in sp…
This paper addresses the boundary output feedback stabilization of general 1-D reaction-diffusion PDEs with delayed boundary measurement. The output takes the form of a either Dirichlet or Neumann trace. The output delay can be arbitrarily large. The control strategy is composed of a finite-dimensional observer that is used to observe a delayed version of the first modes of the PDE and a predictor component which is employed to obtain the control input to be applied at current time. For any given value of the output delay, we assess the stability of the resulting closed-loop system provided th…
In insurance mathematics optimal control problems over an infinite time horizon arise when computing risk measures. Their solutions correspond to solutions of deterministic semilinear (degenerate) elliptic partial differential equations. In this paper we propose a deep neural network algorithm for solving such partial differential equations in high dimensions. The algorithm is based on the correspondence of elliptic partial differential equations to backward stochastic differential equations with random terminal time.
We study and compare two concepts for weak solutions to semilinear parabolic path-dependent partial differential equations (PPDEs). The first is that of mild solutions as it appears, e.g., in the log-Laplace functionals of historical superprocesses. The aim of this paper is to show that mild solutions are also solutions in a viscosity sense. This result is motivated by the fact that mild solutions can provide value functions and optimal strategies for problems of stochastic optimal control. Since unique mild solutions exist under weak conditions, we obtain as a corollary a general existence re…
This paper discusses the in-domain feedback stabilization of reaction-diffusion PDEs with Robin boundary conditions in the presence of an uncertain time- and spatially-varying delay in the distributed actuation. The proposed control design strategy consists of a constant-delay predictor feedback designed based on the known nominal value of the control input delay and is synthesized on a finite-dimensional truncated model capturing the unstable modes of the original infinite-dimensional system. By using a small-gain argument, we show that the resulting closed-loop system is exponentially stable…
We analyze the sensitivity of the extremal equations that arise from the first order necessary optimality conditions of nonlinear optimal control problems with respect to perturbations of the dynamics and of the initial data. To this end, we present an abstract implicit function approach with scaled spaces. We will apply this abstract approach to problems governed by semilinear PDEs. In that context, we prove an exponential turnpike result and show that perturbations of the extremal equation's dynamics, e.g., discretization errors decay exponentially in time. The latter can be used for very ef…
We propose an approximation scheme for a class of semilinear parabolic equations that are convex and coercive in their gradients. Such equations arise often in pricing and portfolio management in incomplete markets and, more broadly, are directly connected to the representation of solutions to backward stochastic differential equations. The proposed scheme is based on splitting the equation in two parts, the first corresponding to a linear parabolic equation and the second to a Hamilton-Jacobi equation. The solutions of these two equations are approximated using, respectively, the Feynman-Kac …
We study global finite-dimensional observer-based stabilization of a semilinear 1D heat equation with globally Lipschitz semilinearity in the state variable. We consider Neumann actuation and point measurement. Using dynamic extension and modal decomposition we derive nonlinear ODEs for the modes of the state. We propose a controller that is based on a nonlinear finite-dimensional Luenberger observer. Our Lypunov $H^1$-stability analysis leads to LMIs, which are shown to be feasible for a large enough observer dimension and small enough Lipschitz constant. Next, we consider the case of a const…
It is shown that an explicit oblique projection nonlinear feedback controller is able to stabilize semilinear parabolic equations, with time-dependent dynamics and with a polynomial nonlinearity. The actuators are typically modeled by a finite number of indicator functions of small subdomains. No constraint is imposed on the sign of the polynomial nonlinearity. The norm of the initial condition can be arbitrarily large, and the total volume covered by the actuators can be arbitrarily small. The number of actuators depend on the operator norm of the oblique projection, on the polynomial degree …
The synthesis of suboptimal feedback laws for controlling nonlinear dynamics arising from semi-discretized PDEs is studied. An approach based on the State-dependent Riccati Equation (SDRE) is presented for H2 and Hinf control problems. Depending on the nonlinearity and the dimension of the resulting problem, offline, online, and hybrid offline-online alternatives to the SDRE synthesis are proposed. The hybrid offline-online SDRE method reduces to the sequential solution of Lyapunov equations, effectively enabling the computation of suboptimal feedback controls for two-dimensional PDEs. Numeric…
Research on stabilization of coupled hyperbolic PDEs has been dominated by the focus on pairs of counter-convecting ("heterodirectional") transport PDEs with distributed local coupling and with controls at one or both boundaries. A recent extension allows stabilization using only one control for a system containing an arbitrary number of coupled transport PDEs that convect at different speeds against the direction of the PDE whose boundary is actuated. In this paper we present a solution to the fully general case, in which the number of PDEs in either direction is arbitrary, and where actuatio…
For an arbitrary parameter $p\in [1,+\infty]$, we consider the problem of exponential stabilization in the spatial $L^{p}$-norm, and $W^{1,p}$-norm, respectively, for a class of anti-stable linear parabolic PDEs with space-time-varying coefficients in the absence of a Gevrey-like condition, which is often imposed on time-varying coefficients of PDEs and used to guarantee the existence of smooth (w.r.t. the time variable) kernel functions in the literature. Then, based on the obtained exponential stabilities, we show that the solution of the considered system depends continuously on the $L^{p}$…
The feedback exponential stabilization to trajectories for semilinear parabolic equations in a given bounded domain is addressed. The controls take values in a finite-dimensional space and are supported in a small region. Both internal and boundary controls are considered.
These notes are issued from a short course given by the author in a summer school in Chamb{é}ry in June 2015. We consider general semilinear PDE's and we address the following two questions: 1) How to design an efficient feedback control locally stabilizing the equation asymptotically to 0? 2) How to construct such a stabilizing feedback from approximation schemes? To address these issues, we distinguish between parabolic and hyperbolic semilinear PDE's. By parabolic, we mean that the linear operator underlying the system generates an analytic semi-group. By hyperbolic, we mean that this opera…
We consider the semilinear parabolic equation of normal type connected with the 3D Helmholtz equation with periodic boundary condition. The problem of stabilization to zero of the solution for normal parabolic equation with arbitrary initial condition by starting control is studied. This problem is reduced to establishing three inequalities connected with starting control, one of which has been proved previously. The proof for the other two is given here.
An optimized variant of the State Dependent Riccati Equations (SDREs) approach for nonlinear optimal feedback stabilization is presented. The proposed method is based on the construction of equivalent semilinear representations associated to the dynamics and their affine combination. The optimal combination is chosen to minimize the discrepancy between the SDRE control and the optimal feedback law stemming from the solution of the corresponding Hamilton Jacobi Bellman (HJB) equation. Numerical experiments assess effectiveness of the method in terms of stability of the closed-loop with near-to-…
We deal with a class of semilinear parabolic PDEs on the space of continuous functions that arise, for example, as Kolmogorov equations associated to the infinite-dimensional lifting of path-dependent SDEs. We investigate existence of smooth solutions through their representation via forward-backward stochastic systems, for which we provide the necessary regularity theory. Because of the lack of smoothing properties of the parabolic operators at hand, solutions in general will only share the same regularity as the coefficients of the equation. To conclude we exhibit an application to Hamilton-…
The aim of this work is to design an explicit finite dimensional boundary feedback controller of sampled-data form for locally exponentially stabilizing the equilibrium solutions to semilinear parabolic equations. The feedback controller is expressed in terms of the eigenfunctions corresponding to unstable eigenvalues of the linearized equation. This stabilizing procedure is applicable for any sampling rate, not necessary to be small enough, and it tends to the continuous-times version when the sampling period tends to zero.
In this work, we consider the problem of boundary stabilization for a quasilinear 2X2 system of first-order hyperbolic PDEs. We design a new full-state feedback control law, with actuation on only one end of the domain, which achieves H^2 exponential stability of the closedloop system. Our proof uses a backstepping transformation to find new variables for which a strict Lyapunov function can be constructed. The kernels of the transformation are found to verify a Goursat-type 4X4 system of first-order hyperbolic PDEs, whose well-posedness is shown using the method of characteristics and success…
The problem of stabilization of unstable periodic orbits of discrete nonlinear systems is considered in the article. A new generalization of the delayed feedback, which solves the stabilization problem, is proposed. The feedback is represented as a convex combination of nonlinear feedback and semilinear feedback introduced by O. Morgul. In this article, the O. Morgul method was transferred from the scalar case to the vector one. It is shown that the additional introduction of the semilinear feedback into the equation makes it possible to significantly reduce the length of the prehistory used i…
In this paper we develop a boundary state feedback control law for a traffic flow network system in its most fundamental form: one incoming and one outgoing road connected by a junction. The macroscopic traffic dynamics on each road segment are governed by Aw-Rascle-Zhang (ARZ) model, consisting of second-order nonlinear partial differential equations (PDEs) for traffic density and velocity. Different equilibrium road conditions are considered for the connected segments. For stabilization of the stop-and-go traffic congestion on the two roads, we consider a ramp metering located at the connect…
