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PhD Defence by Maria Simonsen


21.08.2017 kl. 13.00 - 16.00


Stochastic Switching Dynamics

This thesis treats stochastic systems with switching dynamics. Models with these characteristics are studied from several perspectives. Initially, in a simple framework given in the form of stochastic differential equations (SDEs) and, later, in an extended form which fits into the framework of sliding mode control. It is investigated how to understand and interpret solutions to models of switched systems, which are exposed to discontinuous dynamics and uncertainties (primarily) in the form of white noise. The goal is to gain knowledge about the performance of the system by interpreting the solution and/or its probabilistic properties.

One of the contributions is a convergence result for the Euler-Maruyama method (a numerical scheme which produces realizations of stochastic processes) which indicates that this method is suitable for construction of numerical solutions to stochastic systems with discontinuous dynamics.

The other contributions are of more probabilistic character. Stationary density functions are determined for different models of switched systems and a statistical expression for the stationary variance of the control error for a (mechanical) system designed with sliding mode control is developed.

Assessment Committee
Research Fellow Manuela Bujorianu, University of Strathclyde, Skotland
Professor Henrik Madsen, Technical University of Denmark, Kgs. Lyngby
Associate Professor Torben Knudsen, Aalborg University, Denmark (chairman)

Associate Professor Henrik Schiøler, Aalborg University, Denmark

Associate Professor John-Josef Leth, Aalborg University, Denmark
Professor Horia Cornean, Aalborg University, Denmark

Associate Professor Anders la Cour-Harbo, Aalborg University, Denmark

After the defence there will be a reception at Fredrik Bajers Vej 7, C3-203


Free of charge


Automation and Control Section, Department of Electronic Systems


Aalborg University, Fredrik Bajers Vej 7, B3-104

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