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Silvia Romanelli

Publications and source records attributed to Silvia Romanelli.

5 recordsLinked to original sources
arXiv2025

Identification problems for anisotropic time-fractional subdiffusion equations

We investigate the inverse problem consisting in the identification of constant coefficients for a fractional-in-time partial differential equation governed by a finite sum of positive self-adjoint operators on a Hilbert space under energy-type overdeterminating conditions. We prove the uniqueness of the solution to the inverse problem when the fractional order $\alpha$ of the derivative is in $(0,1)$. A conditioned existence result is also provided, complemented with a suitable selection of numerical calculations. In addition, we prove that, as $\alpha\to 1^{-}$, the solution corresponding to $\alpha$ tends to the classical one ($\alpha=1$). Applications to examples of heat diffusion and elasticity are presented.

math.AP↗
arXiv2023

Chaos for generalized Black-Scholes equations

The Nobel Prize winning Black-Scholes equation for stock options and the heat equation can both be written in the form \[ \frac{\partial u}{\partial t}=P_2(A)u, \] where $P_2(z)=αz^2+ βz+γ$ is a quadratic polynomial with $α> 0$. In fact, taking $A = x\frac{\partial}{\partial x}$ on functions on $[0,\infty) \times [0,\infty)$ the previous equality reduces to the Black-Scholes equation, while taking $A = \frac{\partial}{\partial x}$ for functions on $\mathbb{R} \times [0,\infty)$ it becomes the heat equation. Here, we ``connect'' the two previous problems by considering the generalized operator $A= x^a\frac{\partial}{\partial x}$ for functions on $[0,\infty) \times [0,\infty)$ with $0<a<1$, and our main result is that the corresponding degenerate parabolic equation is governed by a semigroup of operators which is chaotic on a class of Banach spaces. The relevant Banach spaces are weighted supremum norm spaces of continuous functions on $[0,\infty)$. This paper unifies, simplifies and significantly extends earlier results obtained for the Black-Scholes equation ($a=1$) in \cite{EGG} and the heat equation ($a=0$) in \cite{EGG1}.

math.AP↗
arXiv2013

Identification of a diffusion coefficient in strongly degenerate parabolic equations with interior degeneracy

We study two identification problems in relation with a strongly degenerate parabolic diffusion equation characterized by a vanishing diffusion coefficient $u\in W^{1,\infty},$ with the property $\frac{1}{u}\notin L^{1}. $ The aim is to identify $u$ from certain observations on the solution, by a technique of nonlinear optimal control with control in coefficients. The existence of a controller $u$ which is searched in $% W^{1,\infty}$ and the determination of the optimality conditions are given for homogeneous Dirichlet boundary conditions. An approximating problem further introduced allows a better characterization of the optimality conditions, due to the supplementary regularity of the approximating state and dual functions and to a convergence result. Finally, an identification problem with final time observation and homogeneous Dirichlet-Neumann boundary conditions in the state system is considered. By using more technical arguments we provide the explicit form of $u$ and its uniqueness.

math.AP↗
arXiv2013

Asymptotic parabolicity for strongly damped wave equations

For $S$ a positive selfadjoint operator on a Hilbert space, \[ \frac{d^2u}{dt}(t) + 2 F(S)\frac{du}{dt}(t) + S^2u(t)=0 \] describes a class of wave equations with strong friction or damping if $F$ is a positive Borel function. Under suitable hypotheses, it is shown that \[ u(t)=v(t)+ w(t) \] where $v$ satisfies \[ 2F(S)\frac{dv}{dt}(t)+ S^2v(t)=0 \] and \[ \frac{w(t)}{\|v(t)\|} \rightarrow 0, \; \text{as} \; t \rightarrow +\infty. \] The required initial condition $v(0)$ is given in a canonical way in terms of $u(0)$, $u'(0)$.

math.AP↗