Fast cooling for a system of stochastic oscillators

Yongxin Chen, Tryphon T. Georgiou, Michele Pavon

Research output: Contribution to journalArticlepeer-review


We study feedback control of coupled nonlinear stochastic oscillators in a force field. We first consider the problem of asymptotically driving the system to a desired steady state corresponding to reduced thermal noise. Among the feedback controls achieving the desired asymptotic transfer, we find that the most efficient one from an energy point of view is characterized by time-reversibility. We also extend the theory of Schrödinger bridges to this model, thereby steering the system in finite time and with minimum effort to a target steady-state distribution. The system can then be maintained in this state through the optimal steady-state feedback control. The solution, in the finite-horizon case, involves a space-time harmonic functionϕ, and - log ϕ plays the role of an artificial, time-varying potential in which the desired evolution occurs. This framework appears extremely general and flexible and can be viewed as a considerable generalization of existing active control strategies such as macromolecular cooling. In the case of a quadratic potential, the results assume a form particularly attractive from the algorithmic viewpoint as the optimal control can be computed via deterministic matricial differential equations. An example involving inertial particles illustrates both transient and steady state optimal feedback control.

Original languageEnglish (US)
Article number113302
Pages (from-to)113302-113317
Number of pages16
JournalJournal of Mathematical Physics
Issue number11
StatePublished - Nov 1 2015

ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Mathematical Physics


Dive into the research topics of 'Fast cooling for a system of stochastic oscillators'. Together they form a unique fingerprint.

Cite this