Exact Controllability for Stochastic First-Order Multi-Dimensional Hyperbolic Systems

Fuente: arXiv
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Main Authors: Li, Zengyu, Lü, Qi, Wang, Yu, Yang, Haitian
Format: Preprint
Published: 2026
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_version_ 1866911399226114048
author Li, Zengyu
Lü, Qi
Wang, Yu
Yang, Haitian
author_facet Li, Zengyu
Lü, Qi
Wang, Yu
Yang, Haitian
contents This paper investigates the exact controllability problem for multi-dimensional stochastic first-order symmetric hyperbolic systems with control inputs acting in two distinct ways: an internal control applied to the diffusion term and a boundary control applied to the drift term. By means of a classical duality argument, the controllability problem is reduced to an observability estimate for the corresponding backward stochastic system. The main technical contribution is the establishment of a new global Carleman estimate for such backward systems, combined with a weighted energy identity. This enables us to prove the desired observability inequality under a geometric structural condition (Condition \ref{cond1}), which ensures that all characteristic rays propagate toward the boundary within a finite time. As a result, we obtain exact controllability provided the control time $T$ exceeds a sharp threshold $T_0$ given explicitly in terms of the system geometry. Furthermore, we complement the positive result with several negative controllability theorems, which demonstrate that both controls are necessary and must act in a distributed manner. Our analysis not only extends controllability theory from deterministic to stochastic multi-dimensional hyperbolic systems but also provides, as a byproduct, new results for deterministic systems under a structural hypothesis. Applications to stochastic traffic flow, epidemiological models, and shallow-water equations are discussed.
format Preprint
id arxiv_https___arxiv_org_abs_2601_18270
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Exact Controllability for Stochastic First-Order Multi-Dimensional Hyperbolic Systems
Li, Zengyu
Lü, Qi
Wang, Yu
Yang, Haitian
Optimization and Control
93B05, 93B07
This paper investigates the exact controllability problem for multi-dimensional stochastic first-order symmetric hyperbolic systems with control inputs acting in two distinct ways: an internal control applied to the diffusion term and a boundary control applied to the drift term. By means of a classical duality argument, the controllability problem is reduced to an observability estimate for the corresponding backward stochastic system. The main technical contribution is the establishment of a new global Carleman estimate for such backward systems, combined with a weighted energy identity. This enables us to prove the desired observability inequality under a geometric structural condition (Condition \ref{cond1}), which ensures that all characteristic rays propagate toward the boundary within a finite time. As a result, we obtain exact controllability provided the control time $T$ exceeds a sharp threshold $T_0$ given explicitly in terms of the system geometry. Furthermore, we complement the positive result with several negative controllability theorems, which demonstrate that both controls are necessary and must act in a distributed manner. Our analysis not only extends controllability theory from deterministic to stochastic multi-dimensional hyperbolic systems but also provides, as a byproduct, new results for deterministic systems under a structural hypothesis. Applications to stochastic traffic flow, epidemiological models, and shallow-water equations are discussed.
title Exact Controllability for Stochastic First-Order Multi-Dimensional Hyperbolic Systems
topic Optimization and Control
93B05, 93B07
url https://arxiv.org/abs/2601.18270