Discrete stochastic port-Hamiltonian systems

被引：7
作者：
Cordoni, Francesco Giuseppe [1 ]
Di Persio, Luca [2 ]
Muradore, Riccardo [2 ]
机构：
[1] Univ Trento, Dept Civil Environm & Mech Engn, Via Mesiano 77, I-38123 Trento, Italy
[2] Univ Verona, Dept Comp Sci, Str Grazie 15, I-37134 Verona, Italy
来源：
AUTOMATICA | 2022年 / 137卷
关键词：
Stochastic port-Hamiltonian systems; Passivity; Stochastic variational integrators; RUNGE-KUTTA METHODS; ORDER CONDITIONS;
D O I：
10.1016/j.automatica.2021.110122
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The present paper aims at defining discrete stochastic port-Hamiltonian systems (SPHS). We introduce a suitable definition of discrete SPHS based on symplectic variational integrators. By properly choosing the collocation points for discrete-time SPHS we are able to approximate a continuous SPHS. Moreover, under suitable assumptions on the Hamiltonian of the system, we guarantee energy conservation, which is a key property in the standard PHS framework. Numerical examples are provided to show the goodness of the proposed method. (C) 2021 Elsevier Ltd. All rights reserved.
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页数：8
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