Stochastic passivity in stochastic differential equations: a port-Hamiltonian perspective

Authors

Julia Ackermann, Thomas Kruse, Stefan Tappe

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. Afterward, 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

60g17, 60h10, 93e03, linear system, local supermartingale, passivity property, port-hamiltonian system, stochastic differential equation

Citation

• Journal: Mathematics of Control, Signals, and Systems
• Year: 2026
• Volume:
• Issue:
• Pages:
• Publisher: Springer Science and Business Media LLC
• DOI: 10.1007/s00498-026-00454-y

BibTeX

@article{Ackermann_2026,
  title={{Stochastic passivity in stochastic differential equations: a port-Hamiltonian perspective}},
  ISSN={1435-568X},
  DOI={10.1007/s00498-026-00454-y},
  journal={Mathematics of Control, Signals, and Systems},
  publisher={Springer Science and Business Media LLC},
  author={Ackermann, Julia and Kruse, Thomas and Tappe, Stefan},
  year={2026}
}

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References

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