Control Strategies for the Fokker-Planck Equation

Abstract

Using a projection-based decoupling of the Fokker-Planck equation, control strategies that allow to speed up the convergence to the stationary distribution are investigated. By means of an operator theoretic framework for a bilinear control system, two different feedback control laws are proposed. Projected Riccati and Lyapunov equations are derived and properties of the associated solutions are given. The well-posedness of the closed loop systems is shown and local and global stabilization results, respectively, are obtained. An essential tool in the construction of the controls is the choice of appropriate control shape functions. Results for a two dimensional double well potential illustrate the theoretical findings in a numerical setup.

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• The Effect of the Terminal Penalty in Receding Horizon Control for a Class of Stabilization Problems
• A Spectral Approach to Optimal Control of the Fokker-Planck Equation
• Model reduction of controlled Fokker--Planck and Liouville-von Neumann equations