Analysis and Optimization of Differential Systems focuses on the qualitative aspects of deterministic and stochastic differential equations. Areas covered include:Ordinary and partial differential systems;Optimal control of deterministic and stochastic evolution equations;Control theory of Partial Differential Equations (PDE's);Optimization methods in PDE's with numerous applications to mechanics and physics;Inverse problems;Stability theory;Abstract optimization problems;Calculus of variations;Numerical treatment of solutions to differential equations and related optimization problems.

Compactness and long-time stabilization of solutions to phase-field models.- PDEs in the inverse problem of dynamics.- Existence and asymptotic behavior for some difference equations associated with accretive operators.- Convergence rate of a multiplicative Schwarz method for strongly nonlinear variational inequalities.- New results about the H-measure of a set.- Positional modeling in a system with time delay.- Uniform stability of a coupled system of hyperbolic/parabolic PDE's with internal dissipation.- Existence of strong solutions of fully nonlinear elliptic equations.- Free boundary conditions for intrinsic shell models.- Error estimates for linear-quadratic elliptic control problems.- Relaxation for quasi-linear differential inclusions in non separable Banach spaces.- Determining functionals for a class of second order in time evolution equations with applications to von Karman equations.- On some cases of Cauchy problem.- Iterative procedure for stabilizing solutions of differential Riccati type equations arising in stochastic control.- Recursive deconvolution: an overview of some recent results.- Determining a semilinear parabolic PDE from final data.- About a generalized algebraic Riccati equation.- On the dynamics of contracting relations.- Level set methods for a parameter identification problem.- Factorization of elliptic boundary value problems: the QR approach.- Smooth mappings and non Ft-adapted solutions associated with Hamilton-Iacobi stochastic equations.- On the Sobolev boundary value problem with singular and regularized boundary conditions for elliptic equations.- On some optimization problem with non-quadratic criterion.- Nonconservative Schrödinger equations with unobserved Neumann B.C.: Global uniqueness and observability in one shot.-Optimal flow in dynamic networks with nonlinear cost functions on edges.- Method of extremal shift in problems of reconstruction of an input for parabolic variational inequalities.- Flow-invariance properties for a class of discrete-time nonlinear uncertain systems.- Differential properties of Lipschitz, Hamiltonian and characteristic flows.- The control of Saffman-Taylor instability.- Singular perturbations of hyperbolic-parabolic type.- Improved dynamic properties by feedback for systems with delay in control.- General connections between strong optimization and Pareto efficiency.- Generalized Ho-Kalman algorithm for 2D continuous discrete linear systems.- Numerical methods for Nash equilibria in multiobjective control of partial differential equations.- Local bifurcation for the FitzHugh-Nagumo system.- Optimization of steady-state flow of incompressible fluids.- Topological degree approach to steady state flow.- Fast numerical algorithms for Wiener systems identification.- Optimization of differential systems with hysteresis.- Optimal control of non stationary, three dimensional micropolar flows.- An H? design method for fault detection and identification problems.- Riccati equation of stochastic control and stochastic uniform observability in infinite dimensions.- Componentwise asymptotic stability induced by symmetrical polyhedral time-dependent constraints.