Electron. J. Differential Equations, Vol. 2021 (2021), No. 51, pp. 1-11.

Optimal control for solutions to Sobolev stochastic equations

Evgeniy Bychkov, Georgy Sviridyuk, Alexey Bogomolov

Abstract:
This article concerns the optimal control problem for internal gravitational waves in a model with additive "white noise". This mathematical models based on the stochastic Sobolev equation, Dirichlet boundary conditions, and a Cauchy initial condition. The inhomogeneity describes random heterogeneities of the medium and fluctuations. By white noise we realize the Nelson-Gliklikh derivative of the Wiener process. The study was carried out within the framework of the theory of relatively bounded operators and the theory of Sobolev-type stochastic equations of higher order and the theory of (semi) groups of operators. We show the existence and uniqueness of a strong solutions, and obtain sufficient conditions for the existence of an optimal control of such solutions. The theorem about the existence and uniqueness of the optimal control is based on the works of J.-L. Lyons.

Submitted March 21, 2021. Published June 9, 2021.
Math Subject Classifications: 60H30, 49J20, 47A62, 47D03.
Key Words: Stochastic Sobolev type equations; white noise; space of noises; Wiener process; additive white noise.
DOI: https://doi.org/10.58997/ejde.2021.51

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Evgeniy Bychkov
South Ural State University
Department of Equations of Mathematical Physics
Lenin avenue, 76
454080 Chelyabinsk, Russia
email: bychkovev@susu.ru
Georgy Sviridyuk
South Ural State University
Department of Equations of Mathematical Physics
Lenin avenue, 76
454080 Chelyabinsk, Russia
email: sviridiukga@susu.ru
Alexey Bogomolov
St. Petersburg Federal Research Center of the Russian Academy of Sciences
Intelligent Systems Laboratory
14th lin. Vasilievskii Ostrov, 39, 199178 St. Petersburg, Russia
email: a.v.bogomolov@gmail.com

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