State and free boundary estimations for stochastic two-phase Stefan systems†
作者:
MASAAKIISHI KAWAJ,
YOSHIFUMI SUNAHARA,
SHIN ICHI AIHARA,
期刊:
International Journal of Control
(Taylor Available online 1987)
卷期:
Volume 45,
issue 1
页码: 47-64
ISSN:0020-7179
年代: 1987
DOI:10.1080/00207178708933709
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
In this paper, we consider the state and free boundary estimation problems for stochastic two-phase Stefan systems. First, the existence and uniqueness properties of the solution to the state equation with white noise coefficients are discussed by using the finite difference method with respect to time and spatial variables. Secondly, the state and free boundary estimator dynamics are derived by using martingale representation theory. Finally, representative sample runs obtained by digital simulation experiments are shown, including a simple approximation method for realizing non-linear estimator dynamics.
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