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.

Discrete stochastic port-Hamiltonian systems

Cordoni, Francesco Giuseppe;Di Persio, Luca;Muradore, Riccardo
2022

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.
Stochastic port-Hamiltonian systems, Passivity, Stochastic variational integrators
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11562/1060623
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