Optimal Control for Steady Circulation of a Diffusion Process via Spectral Decomposition of Fokker-Planck Equation

Norihisa Namura, Hiroya Nakao

We present a formulation of an optimal control problem for a two-dimensional diffusion process governed by a Fokker-Planck equation to achieve a nonequilibrium steady state with a desired circulation while accelerating convergence toward the stationary distribution. To achieve the control objective, we introduce costs for both the probability density function and flux rotation to the objective functional. We formulate the optimal control problem through dimensionality reduction of the Fokker-Planck equation via eigenfunction expansion, which requires a low-computational cost. We demonstrate that the proposed optimal control achieves the desired circulation while accelerating convergence to the stationary distribution through numerical simulations.

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