Model order reduction for (stochastic-) delay equations with error bounds

DOI10.3934/jcd.2022027OpenAlexW3080361886MaRDI QIDQ2093494

Lorenz Richter, Simon Becker

Publication date: 8 November 2022

Published in: Journal of Computational Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.12288

zbMATH Keywords

stochastic delay equationsdelay equationsbalanced truncationmodel order reductiongramians

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Numerical methods (including Monte Carlo methods) (91G60) Stopping times; optimal stopping problems; gambling theory (60G40) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (1)

Stability of traveling waves for deterministic and stochastic delayed reaction-diffusion equation based on phase shift

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