Optimal Control for Steady Circulation of a Diffusion Process via Spectral Decomposition of Fokker-Planck Equation

Fuente: arXiv
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Autori principali: Namura, Norihisa, Nakao, Hiroya
Natura: Preprint
Pubblicazione: 2026
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author Namura, Norihisa
Nakao, Hiroya
author_facet Namura, Norihisa
Nakao, Hiroya
contents We present a formulation of an optimal control problem for a two-dimensional diffusion process governed by a Fokker-Planck equation to achieve a nonequilibrium steady state with a desired circulation while accelerating convergence toward the stationary distribution. To achieve the control objective, we introduce costs for both the probability density function and flux rotation to the objective functional. We formulate the optimal control problem through dimensionality reduction of the Fokker-Planck equation via eigenfunction expansion, which requires a low-computational cost. We demonstrate that the proposed optimal control achieves the desired circulation while accelerating convergence to the stationary distribution through numerical simulations.
format Preprint
id arxiv_https___arxiv_org_abs_2603_17572
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Optimal Control for Steady Circulation of a Diffusion Process via Spectral Decomposition of Fokker-Planck Equation
Namura, Norihisa
Nakao, Hiroya
Systems and Control
Statistical Mechanics
Optimization and Control
Pattern Formation and Solitons
We present a formulation of an optimal control problem for a two-dimensional diffusion process governed by a Fokker-Planck equation to achieve a nonequilibrium steady state with a desired circulation while accelerating convergence toward the stationary distribution. To achieve the control objective, we introduce costs for both the probability density function and flux rotation to the objective functional. We formulate the optimal control problem through dimensionality reduction of the Fokker-Planck equation via eigenfunction expansion, which requires a low-computational cost. We demonstrate that the proposed optimal control achieves the desired circulation while accelerating convergence to the stationary distribution through numerical simulations.
title Optimal Control for Steady Circulation of a Diffusion Process via Spectral Decomposition of Fokker-Planck Equation
topic Systems and Control
Statistical Mechanics
Optimization and Control
Pattern Formation and Solitons
url https://arxiv.org/abs/2603.17572