简介:Thispaperstudiesthenonlinearvariationalinequalitywithintegro-differentialtermarisingfromvaluationofAmericanstyledoublebarrieroption.First,theauthorsusethepenaltymethodtotransformthevariationalinequalityintoanonlinearparabolicinitialboundaryproblem(i.e.,penaltyproblem).Second,theexistenceanduniquenessofsolutiontothepenaltyproblemareprovedbyusingtheScheaferfixedpointtheory.Third,theauthorsprovetheexistenceofvariationalinequality'solutionbyshowingthefactthatthepenalizedPDEconvergestothevariationalinequality.Theuniquenessofsolutiontothevariationalinequalityisalsoprovedbycontradiction.
简介:Theproblemofconstructingamodelreferenceadaptivecontrollawforanuncertain1-dimensionalparabolicsystemisconsideredinthisarticle.Thecontrollerdesignedhereinvolvesonlytheplantstatebutnoitsderivatives.Aprioriboundsontheplant'suncertainparametersareusedtoproposeswitchinglawswhichserveasanadaptivemechanism.Theexponentialdecaytozeroofthestateerrorwithanyprescribedrateisguaranteedbychoosingacontrollerparametercorrespondingly.Numericalstudiesarealsopresentedtoillustratetheapplicabilityofthecontrollaw.