2020/05/27 by Thomas Berger, Berger, Thomas
Mathematics · #FOS: Mathematics #Optimization and Control (math.OC) #math.OC
paper · pdf · doi:10.48550/arxiv.2005.13377
arxiv created 2021/04/14 · arxiv updated 2021/04/15
In this paper the feasibility of funnel control techniques for the Fokker-Planck equation corresponding to a multi-dimensional Ornstein-Uhlenbeck process on an unbounded spatial domain is explored. First, using weighted Lebesgue and Sobolev spaces, an auxiliary operator is defined via a suitable sesquilinear form. This operator is then transformed to the desired Fokker-Planck operator. We show that any mild solution of the controlled Fokker-Planck equation (which is a probability density) has a covariance matrix that exponentially converges to a constant matrix. After a simple feedforward control approach is discussed, we show feasibility of funnel control in the presence of disturbances by exploiting semigroup theory. We emphasize that the closed-loop system is a nonlinear and time-varying PDE. The results are illustrated by some simulations.