Approximation and model order reduction for second order systems with Levy-noise

DOI10.3934/PROC.2015.0945zbMath1336.34082OpenAlexW2320538256MaRDI QIDQ260937

Peter Benner, Martin Redmann

Publication date: 22 March 2016

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/proc.2015.0945

zbMATH Keywords

Galerkin methodLevy processesbalanced truncationSPDEsSODEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Theoretical approximation of solutions to ordinary differential equations (34A45) Nonlinear differential equations in abstract spaces (34G20) Ordinary differential equations and systems with randomness (34F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (5)

An \(\mathcal{H}_2\)-type error bound for balancing-related model order reduction of linear systems with Lévy noise ⋮ Singular perturbation approximation for linear systems with Lévy noise ⋮ Balanced model order reduction for linear random dynamical systems driven by Lévy noise ⋮ Truncated Gramians for Bilinear Systems and Their Advantages in Model Order Reduction ⋮ Optimization based model order reduction for stochastic systems

Cites Work

• Model reduction for stochastic systems
• Stability of stochastic partial differential equation
• Rational matrix equations in stochastic control.
• Approximation for semilinear stochastic evolution equations
• Lyapunov Equations, Energy Functionals, and Model Order Reduction of Bilinear and Stochastic Systems
• Overcoming the order barrier in the numerical approximation of stochastic partial differential equations with additive space–time noise
• Stability and Stabilizability of Infinite-Dimensional Systems
• Principal component analysis in linear systems: Controllability, observability, and model reduction
• Time-discretised Galerkin approximations of parabolic stochastic PDE's
• Stochastic Partial Differential Equations with Levy Noise
• Approximation of Large-Scale Dynamical Systems

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