Full state approximation by Galerkin projection reduced order models for stochastic and bilinear systems

DOI10.1016/j.amc.2021.126561OpenAlexW3210577752MaRDI QIDQ2668350

Martin Redmann, Igor Pontes Duff

Publication date: 3 March 2022

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.07534

zbMATH Keywords

stability analysiserror boundsmodel order reductionGalerkin projectionstochastic and bilinear systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15) Numerical solutions to stochastic differential and integral equations (65C30) Large-scale systems (93A15)

Related Items (2)

Model order reduction for bilinear systems with non-zero initial states – different approaches with error bounds ⋮ Gramian-based model reduction for unstable stochastic systems

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