Control and stabilisation of probability distributions

Spectral and feedback control methods for steering probability distributions towards equilibrium.

I study how feedback can steer an evolving probability distribution toward a chosen equilibrium, including when its natural dynamics converge slowly. In joint work, we developed a spectral method that targets slow modes of the Fokker–Planck equation. We then designed feedback for nonlinear McKean–Vlasov dynamics and proved local exponential stabilisation at a prescribed rate. Our later work explains this effect through the geometry of the free energy: the feedback makes it locally convex near the target in Wasserstein space.

I am now studying how to implement these controls with particles and whether faster convergence outweighs the computational cost of applying them.

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