Inverted pendulum driven by a horizontal random force: statistics of the non-falling trajectory and supersymmetry
Date/Time: 11:30 23-Jun-2020
Abstract:
We study stochastic dynamics of an inverted pendulum subject to a random force in the horizontal direction. Considered at the entire time axis, the problem admits a unique solution which always remains in the upper half plane. We develop a new technique for treating statistical properties of this unique non-falling trajectory. In our approach based on the supersymmetric formalism of Parisi and Sourlas, statistics of the non-falling trajectory is expressed in terms of the zero mode of a corresponding transfer-matrix Hamiltonian. The emerging mathematical structure is similar to that of the Fokker-Planck equation, but it is rather written for the «square root» of the distribution function. We derive the specific boundary conditions that correspond to the non-falling trajectory. Our results for the distribution function of the angle and its velocity at the non-falling trajectory are in perfect agreement with direct numerical simulations of the stochastic pendulum equation. In the limit of very strong noise, an exact analytical solution is obtained.
Video
Authors
Stepanov Nikolay
(Presenter)
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