Funnel control for Langevin dynamics
Year: 2025
Type: article
Abstract: In this study, we apply concepts from control theory to stochastic differential equations of Langevin type, motivated by complex dynamical systems in computational statistical physics, learning, or uncertainty quantification. The objective is to guarantee the evolution of the mean value in a prescribed performance funnel around a given sufficiently smooth reference signal. To achieve this objective we design a novel funnel controller and show its feasibility under certain structural conditions on the potential energy. The control design does not require any specific knowledge of the shape of the potential energy. We illustrate the results by a numerical simulation for a metastable double-well potential.
Source: Automatica
Authors: Thomas Berger, Feliks Nüske
Language: English
Subfield: Control and Systems Engineering
Field: Engineering
Domain: Physical Sciences
Open Access status: hybrid
Estimated APC paid: $3,760
Funder: Deutsche Forschungsgemeinschaft
OpenAlex ID: W4411364463
