Stochastic Passivity in Stochastic Differential Equations: A Port-Hamiltonian Perspective
Optimization and Control
2025-12-08 v1 Probability
Abstract
We extend deterministic port-Hamiltonian systems (PHS) to a stochastic framework by means of stochastic differential equations. As the dissipation inequality plays a crucial role for deterministic PHS, we develop several passivity concepts for stochastic input-state-output systems and characterize these in terms of the parameters of the system. Afterwards, we examine properties of a certain class of linear stochastic systems that can be regarded as an extension of linear deterministic PHS to a stochastic passivity framework.
Keywords
Cite
@article{arxiv.2512.05838,
title = {Stochastic Passivity in Stochastic Differential Equations: A Port-Hamiltonian Perspective},
author = {Julia Ackermann and Thomas Kruse and Stefan Tappe},
journal= {arXiv preprint arXiv:2512.05838},
year = {2025}
}
Comments
38 pages