Abstract
In this paper, approximate controllability for a class of infinite-delayed semilinear stochastic systems in \(L_p\) space (\(2<p<\infty \)) is studied. The fundamental solution’s theory is used to describe the mild solution which is obtained by using the Banach fixed point theorem. In this way the approximate controllability result is then obtained by assuming that the corresponding deterministic linear system is approximately controllable via the so-called the resolvent condition. An application to a Volterra stochastic equation is also provided to illustrate the obtained results.
Similar content being viewed by others
References
Bao, H., Jiang, D.: The Banach spaces \(C_h^p\) and \(L^p(\Omega, C_h^p)\) with application to the approximate controllability of stochastic partial functional differential equations with infinite delay. Stoch. Anal. Appl. 25, 995–1024 (2007)
Bashirov, A.E., Mahmudov, N.I.: On concepts of controllability for linear deterministic and stochastic systems. SIAM J. Control Optim. 37, 1808–1821 (1999)
Bezandry, P., Diagana, T.: Square-mean almost periodic solutions to some classes of nonautonomous stochastic evolution equations with finite delay. J. Appl. Funct. Anal. 7, 345–366 (2012)
Chang, Y.K.: Controllability of impulsive functional differential systems with infinite delay in Banach space. Chaos Solitons Fractals 33, 1601–1609 (2007)
Cui, J., Yan, L.: Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps. Appl. Math. Comput. 218, 6776–6784 (2012)
Curtain, R., Zwart, H.J.: An Introduction to Infinite Dimensional Linear Systems Theory. Springer, New York (1995)
da Prato, G., Zabbczyk, J.: Stochastic Equations in Infinite Dimensions. Cambridge University Press, Cambridge, UK (1992)
Dauer, J.P., Mahmudov, N.I.: Controllability of stochastic semilinear functional differential equations in Hilbert spaces. J. Math. Anal. Appl. 290, 373–394 (2004)
Dauer, J.P., Mahmudov, N.I., Matar, M.M.: Approximate controllability of backward stochastic evolutiom equations in Hilbert spaces. J. Math. Anal. Appl. 323, 42–56 (2006)
Engel, K.J., Nagel, R.: One-Parameter Semigroups for Linear Evolution Equations. Springer, New York (2000)
Grecksch, W., Tudor, C.: Stochastic Evolution Equations: A Hilbert Space Approch. Academic Verlag, Berlin (1995)
Guendouzi, T.: Existence and controllability of fractional-order impulsive stochastic system with infinite delay. Discuss. Math. Differ. Incl. Control Optim. 33, 65–87 (2013)
Hale, J., Kato, J.: Phase space for retarded equations with infinite delay. Funk. Ekvac. 21, 11–41 (1978)
Hino, Y., Murakami, S., Naito, T.: Functional Differential Equations with Infinite Delay. Springer, Berlin (1991)
Hu, Y., Wu, F., Huang, C.: Stochastic stability of a class of unbounded delay neutral stochastic differential equations with general decay rate. Int. J. Syst. Sci. 43, 308–318 (2012)
Jeong, J., Kwun, Y., Park, J.: Approximate controllability for semilinear retarded functional differential equations. J. Dyn. Control Syst. 5, 329–346 (1999)
Jeong, J., Roh, H.: Approximate controllability for semilinear retarded systems. J. Math. Anal. Appl. 321, 961–975 (2006)
Lia, Z., Liu, K., Luo, J.: On almost periodic mild solutions for neutral stochastic evolution equations with infinite delay. Nonlinear Anal. 110, 182–190 (2014)
Liu, K.: Stochastic retarded evolution equations: green operators, convolutions, and solutions. Stoch. Anal. Appl. 26, 624–650 (2008)
Liu, K.: The fundamental solution and its role in the optimal control of infinite dimensional neutral systems. Appl. Math. Optim. 609, 1–38 (2009)
Liu, K.: Existence of invariant measures of stochastic systems with delay in the highest order partial derivatives. Stat. Prob. Lett. 94, 267–272 (2014)
Luo, J.: Stability of stochastic partial differential equations with infinite delays. J. Comput. Appl. Math. 222, 364–371 (2008)
Muthukumar, P., Balasubramaniam, P.: Approximate controllability for semi-linear retarded stochastic systems in Hilbert spaces. IMA J. Math. Control Inf. 26, 131–140 (2009)
Mohammed, S.E.A.: Stochastic Functional Differential Equations. Longman, Harlow/New York (1986)
Mokkedem, F.Z., Fu, X.: Approximate controllability for a semilinear evolution system with infinite delay. J. Dyn. Control Syst. 22, 71–89 (2016)
Pazy, A.: Semigroups of Linear Operators and Applications to Partial Differential Equations. Springer, New York (1983)
Sakthivel, R., Ganesh, R., Anthoni, S.M.: Approximate controllability of fractional nonlinear differential inclusions. Appl. Math. Comput. 225, 708–717 (2013)
Sakthivel, R., Nieto, J.J., Mahmudov, N.I.: Approximate controllability of nonlinear deterministic and stochastic systems with unbounded delay. Taiwan. J. Math. 14, 1777–1797 (2010)
Sakthivel, R., Ren, Y., Mahmudov, N.I.: On the approximate controllability of semilinear fractional differential systems. Comput. Math. Appl. 62, 1451–1459 (2011)
Sakthivel, R., Suganya, S., Anthoni, S.M.: Approximate controllability of fractional stochastic evolution equations. Comput. Math. Appl. 63, 660–668 (2012)
Shen, L., Sun, J.: Approximate controllability of stochastic impulsive functional systems with infinite delay. Automatica 48, 2705–2709 (2012)
Sobczyk, K.: Stochastic Differential Equations with Applications to Physics and Engineering. Klüwer Academic Publishers, London (1991)
Taniguchi, T.: Almost sure exponential stability for stochastic partial functional differential equations. Stoch. Anal. Appl. 16, 965–975 (1998)
Taniguchi, T., Liu, K., Truman, A.: Existence, uniqueness and asymptotic behaviour of mild solutions to stochastic functional equations in Hilbert spaces. J. Differ. Equ. 181, 72–91 (2002)
Wang, L.: Approximate controllability results of semilinear integrodifferential equations with infinite delays. Sci. China Ser. F Inf. Sci. 52, 1095–1102 (2009)
Acknowledgments
This work is supported by NSF of China (Nos. 11171110 and 11371087), Science and Technology Commission of Shanghai Municipality (STCSM, grant No. 13dz2260400) and Shanghai Leading Academic Discipline Project (No. B407).
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
About this article
Cite this article
Mokkedem, F.Z., Fu, X. Approximate Controllability for a Semilinear Stochastic Evolution System with Infinite Delay in \(L_p\) Space. Appl Math Optim 75, 253–283 (2017). https://doi.org/10.1007/s00245-016-9332-x
Published:
Issue Date:
DOI: https://doi.org/10.1007/s00245-016-9332-x
Keywords
- Stochastic evolution system
- Approximate controllability
- Fundamental solution
- Resolvent condition
- Infinite delay