• Journal of applied mathematics & informatics
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• 제23권1_2호
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• pp.445-453
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• 2007

This paper deals with the approximate controllability for the nonlinear functional differential equations with time delay and studies a variation of constant formula for solutions of the given equations.

• 대한수학회지
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• 제53권5호
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• pp.1019-1036
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• 2016

In this paper, we study the existence of solutions and $L^2$-regularity for fractional order retarded neutral functional differential equations in Hilbert spaces. We no longer require the compactness of structural operators to prove the existence of continuous solutions of the non-linear differential system, but instead we investigate the relation between the regularity of solutions of fractional order retarded neutral functional differential systems with unbounded principal operators and that of its corresponding linear system excluded by the nonlinear term. Finally, we give a simple example to which our main result can be applied.

• 대한수학회논문집
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• 제28권3호
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• pp.559-569
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• 2013

The purpose of this paper is to establish existence, uniqueness and a variation of constant formula of solutions for semilinear partial functional differential equations with unbounded delays and nonlinear part involving integro differetial terms.

• 대한수학회논문집
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• 제8권2호
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• pp.289-301
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• 1993

• East Asian mathematical journal
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• 제11권2호
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• pp.287-301
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• 1995

• 대한수학회지
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• 제35권1호
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• pp.115-126
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• 1998

We study the optimal control problem of system governed by retarded functional differential $$ x'(t) = A_0 x(t) + A_1 x(t - h) + \\ulcorner\ulcorner\ulcorner_{-h}^{0} a(s)A_2 x(t + s)ds + B_0 u(t) $$ in Hilbert space H. After the fundamental facts of retarded system and the description of condition so called a weak backward uniqueness property are established, the technically important maximal principle and the bang-bang principle are given. its corresponding linear system.

• 대한수학회보
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• 제55권2호
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• pp.479-497
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• 2018

This paper deals with an optimal control on semilinear stochastic functional differential equations with Poisson jumps in a Hilbert space. The existence of an optimal control is derived by the solution of proposed system which satisfies weakly sequentially compactness. Also the stochastic maximum principle for the optimal control is established by using spike variation technique of optimal control with a convex control domain in Hilbert space. Finally, an application of retarded type stochastic Burgers equation is given to illustrate the theory.

• 대한수학회보
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• 제33권4호
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• pp.603-611
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• 1996

Let consider the following problem: find an element u(t) in a Banach space U from the equation $$ x'(t) = Ax(t) + f(t,x(t)) + \Phi_0 u(t), 0 \leq t \leq T $$ with initial and terminal conditions $$ x(0) = 0, x(T) = \phi $$ in a Banach space X where $\phi \in D(A)$. This problem is a kind of control engineering inverse problem and contains nonlinear term, so that it is difficult and interesting. Thee proof main result in this paper is based on the Fredholm property of [1] in section 3. Similar considerations of linear system have been dealt with in many references. Among these literatures, Suzuki[5] introduced this problem for heat equation with unknown spatially-varing conductivity. Nakagiri and Yamamoto[2] considered the identifiability problem, which A is a unknown operator to be identified, where the system is described by a linear retarded functional differential equation. We can also apply to determining the magnitude of the control set for approximate controllability if X is a reflexive space, i.e., we can consider whether a dense subset of X is covered by reachable set in section 4.