Factorization of overdetermined boundary value problems

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

The purpose of this chapter is to present the application of the factorization method of linear elliptic boundary value problems to overdetermined problems. The factorization method of boundary value problems is inspired from the computation of the optimal feedback control in linear quadratic optimal control problems. This computation uses the invariant embedding technique of R. Bellman: the initial problem is embedded in a family of similar problems starting from the current time with the current position. This allows to express the optimal control as a linear function of the current state through a gain that is built using the solution of a Riccati equation. The idea of boundary value problem factorization is similar with a spacewise invariant embedding.
Original languageUnknown
Title of host publicationModeling, Simulation and Optimization; Tolerance and Optimal Control
EditorsSc Shkelzen Cakaj
Place of PublicationVukovar, Croatia
PublisherIn-teh
Pages207-221
ISBN (Print)978-953-307-056-8
Publication statusPublished - 1 Jan 2010

Cite this

Louro, B. J. C. M. (2010). Factorization of overdetermined boundary value problems. In S. S. Cakaj (Ed.), Modeling, Simulation and Optimization; Tolerance and Optimal Control (pp. 207-221). Vukovar, Croatia: In-teh.