Funnel Control for Langevin Dynamics
From MaRDI portal
Abstract: We study tracking control for stochastic differential equations of Langevin type and describe a new conceptual approach to the sampling problem for those systems. 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 double-well potential.
This page was built for publication: Funnel Control for Langevin Dynamics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6417149)
