A Python implementation of a numerical solver for coupled Stochastic PDEs-ODEs with Markov chain mode switching. System parameters switch between multiple modes according to a continuous-time Markov chain with time-dependent transition rates. The solver implements a Neural Operator(NO)-based feedback control to stabilize the system.
The code reproduces the experiment in the paper K. Lyu, U. Biccari, J. Wang - Robust stabilization of hyperbolic PDE-ODE systems via Neural Operator-approximated gain kernels
The implementation follows a modular design with clear separation of concerns:
- Kernel Estimator: Computes feedback gain functions for the control system
- Markov Chain Handler: Manages mode transitions and probability evolution
- PDE Solver: Implements finite difference schemes for the coupled system
- Visualization Suite: Creates comprehensive plots for analysis