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Adjoints of solution semigroups and identifiability of delay differential equations in Hilbert spaces
Miklavž Mastinšek, 1994, original scientific article

Abstract: The paper deals with semigroups of operators associated with delay differential equation: ▫$dot{x}=Ax(t)+L_1x(t-h)+L_2x_t$▫, where ▫$A$▫ is the infinitesimal generator of an analytic semigroup on a Hilbert space ▫$X$▫ and ▫$L_1$▫, ▫$L_2$▫ are densely defined closed operators in ▫$X$▫ and ▫$L^2(-h,0;X)$▫ respectively. The adjoint semigroup of the solution semigroup of the delay differential equation is characterized. Eigenspaces of the generator of the adjoint semigroup are studied and the identifiability of parameters of the equation is given.
Keywords: matematika, analiza, navadne diferencialne enačbe, polgrupe operatorjev, diferencialne enačbe z zakasnitvijo, polgrupe rešitev, adjungirane polgrupe, prepoznavnost
Published in DKUM: 10.07.2015; Views: 966; Downloads: 50
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69.
The discrete Black-Scholes partial differential equation
Miklavž Mastinšek, 2004, published scientific conference contribution abstract

Keywords: diferencialne enačbe, enačbe, matematika, ekonomija, ekonometrija
Published in DKUM: 10.07.2015; Views: 1574; Downloads: 39
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70.
Stability conditions for abstract functional differential equations in Hilbert space
Miklavž Mastinšek, 2003, original scientific article

Abstract: Stability conditions for functional differential equations of the form: du (t)/dt = Au(t) + bAu(t-h) + (a*Au)(t) are studied, where A is the infinitesimal generator of an analytic semigroup in a Hilbert space, b # 0 and the convolution term contains a square integrable real function a # 0. Norm discontinuity of the solution semigroup of the equation with discrete delay is avoided by studying the inverse of the characteristic operator. Sufficient and necessary conditions for the uniform exponential stability of the solution semigroup are obtained. The results are applied to a retarded partial integrodifferential equation.
Published in DKUM: 02.06.2012; Views: 1295; Downloads: 110
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