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arXiv · 2512.05838

Stochastic Passivity in Stochastic Differential Equations: A Port-Hamiltonian Perspective

Julia Ackermann·Thomas Kruse·Stefan Tappe
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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.

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Julia Ackermann, Thomas Kruse, Stefan Tappe. 2025-12-05. Stochastic Passivity in Stochastic Differential Equations: A Port-Hamiltonian Perspective. https://arxiv.org/abs/2512.05838

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