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Optimizing the fractional power of a Diffusion operator


We study an optimization problem with SPDE constraints, which
has the peculiarity that the control parameter $s$ is the $s$-th power
of the diffusion operator in the state equation. Before moving to the
SPDE case, we first describe the result of Sprekels-Valdinoci for the
PDE case. Then we discuss a suitable concept of solutions of the state
equation and establish pathwise differentiability properties of the
stochastic process w.r.t. the fractional parameter $s$. Finally, we show
that under certain conditions on the noise, optimality conditions for
the control problem can be established. This is joined work with Enrico
Valdinoci.
http://cvgmt.sns.it/seminar/581/
When
Wed Apr 26, 2017 3pm – 4pm Coordinated Universal Time
Where
Sala Seminari Dipartimento di Matematica di Pisa (map)