Stochastic Passivity in Stochastic Differential Equations: A Port-Hamiltonian Perspective
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866914182603997184 |
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| author | Ackermann, Julia Kruse, Thomas Tappe, Stefan |
| author_facet | Ackermann, Julia Kruse, Thomas Tappe, Stefan |
| contents | We extend deterministic port-Hamiltonian systems (PHS) to a stochastic framework by means of stochastic differential equations. As the dissipation inequality plays a crucial role for deterministic PHS, we develop several passivity concepts for stochastic input-state-output systems and characterize these in terms of the parameters of the system. Afterwards, we examine properties of a certain class of linear stochastic systems that can be regarded as an extension of linear deterministic PHS to a stochastic passivity framework. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2512_05838 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Stochastic Passivity in Stochastic Differential Equations: A Port-Hamiltonian Perspective Ackermann, Julia Kruse, Thomas Tappe, Stefan Optimization and Control Probability We extend deterministic port-Hamiltonian systems (PHS) to a stochastic framework by means of stochastic differential equations. As the dissipation inequality plays a crucial role for deterministic PHS, we develop several passivity concepts for stochastic input-state-output systems and characterize these in terms of the parameters of the system. Afterwards, we examine properties of a certain class of linear stochastic systems that can be regarded as an extension of linear deterministic PHS to a stochastic passivity framework. |
| title | Stochastic Passivity in Stochastic Differential Equations: A Port-Hamiltonian Perspective |
| topic | Optimization and Control Probability |
| url | https://arxiv.org/abs/2512.05838 |