Articles

EXISTENCE OF SOLUTION AND APPROXIMATE CONTROLLABILITY OF A SECOND-ORDER NEUTRAL STOCHASTIC DIFFERENTIAL EQUATION WITH STATE DEPENDENT DELAY

  • Sanjukta DAS ,
  • Dwijendra PANDEY ,
  • N. SUKAVANAM
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  • Department of Mathematics, Indian Institution of Technology Roorkee, Roorkee, Uttarakhand India

Received date: 2014-06-23

  Revised date: 2016-04-25

  Online published: 2016-10-25

Supported by

The first author was supported by Ministry of Human Resource and Development (MHR-02-23-200-429/304).

Abstract

This paper has two sections which deals with a second order stochastic neutral partial differential equation with state dependent delay. In the first section the existence and uniqueness of mild solution is obtained by use of measure of non-compactness. In the second section the conditions for approximate controllability are investigated for the distributed second order neutral stochastic differential system with respect to the approximate controllability of the corresponding linear system in a Hilbert space. Our method is an extension of co-author N. Sukavanam's novel approach in[22]. Thereby, we remove the need to assume the invertibility of a controllability operator used by authors in[5], which fails to exist in infinite dimensional spaces if the associated semigroup is compact. Our approach also removes the need to check the invertibility of the controllability Gramian operator and associated limit condition used by the authors in[20], which are practically difficult to verify and apply. An example is provided to illustrate the presented theory.

Cite this article

Sanjukta DAS , Dwijendra PANDEY , N. SUKAVANAM . EXISTENCE OF SOLUTION AND APPROXIMATE CONTROLLABILITY OF A SECOND-ORDER NEUTRAL STOCHASTIC DIFFERENTIAL EQUATION WITH STATE DEPENDENT DELAY[J]. Acta mathematica scientia, Series B, 2016 , 36(5) : 1509 -1523 . DOI: 10.1016/S0252-9602(16)30086-8

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