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.
Discrete Stochastic Port-Hamiltonian Systems / Cordoni, Fg; Di Persio, L; Muradore, R. - In: AUTOMATICA. - ISSN 0005-1098. - 137:(2022), p. 110122. [10.1016/j.automatica.2021.110122]
Discrete Stochastic Port-Hamiltonian Systems
Cordoni, FG;Di Persio, L;
2022-01-01
Abstract
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.| File | Dimensione | Formato | |
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