African Diaspora Journal of Mathematics

Exact Controllability of Semilinear Stochastic Evolution Equation

D. Barraez, H. Leiva, Nelson Merentes, and Miguel Narváez

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In this paper we study the exact controllability of the following semilinear stochastic evolution equation in a Hilbert space $X$

$$ dx(t)=\{Ax(t)+Bu(t)+f(t,\omega,x(t),u(t)) \}dt + \{\Sigma(t) +\sigma(t,\omega,x(t),u(t)) \}dw(t), $$

where the control $u$ is a stochastic process in the Hilbert space $U$, $A:D(A)\subset X\rightarrow X,$ is the infinitesimal generator of a strongly continuous semigroup $\left\{S(t)\right\}_{t\geq 0}$ on $X$ and $B\in L(U,X)$. To this end, we give necessary and sufficient conditions for the exact controllability of the linear part of this system

$$ dx(t)=Ax(t)dt+Bu(t)dt+\Sigma(t)dw(t). $$

Then, under a Lipschitzian condition on the non linear terms $f$ and $\sigma$ we prove that the exact controllability of this linear system is preserved by the semilinear stochastic system. Moreover, we obtain explicit formulas for a control steering the system from the initial state $\xi_0$ to a final state $\xi_1$ on time $T >0$, for both system, the linear and the nonlinear one. Finally, we apply this result to a semilinear damped stochastic wave equation.

Article information

Afr. Diaspora J. Math. (N.S.), Volume 11, Number 1 (2011), 124-139.

First available in Project Euclid: 21 April 2011

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 93E03: Stochastic systems, general
Secondary: 93B05

Exact controllability Semilinear stochastic equation damped stochastic wave equation


Barraez, D.; Leiva, H.; Merentes, Nelson; Narváez, Miguel. Exact Controllability of Semilinear Stochastic Evolution Equation. Afr. Diaspora J. Math. (N.S.) 11 (2011), no. 1, 124--139.

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