Model Order Reduction for (Stochastic-) Delay Equations With Error Bounds

DOI10.3934/JCD.2022027arXiv2008.12288MaRDI QIDQ6347884

Publication date: 27 August 2020

Abstract: We analyze a structure-preserving model order reduction technique for delay and stochastic delay equations based on the balanced truncation method and provide a system theoretic interpretation. Transferring error bounds based on Hankel operators to delay systems, we find error estimates for the difference between the dynamics of the full and reduced model. This analysis also yields new error bounds for bilinear systems and stochastic systems with multiplicative noise and non-zero initial states.

Mathematics Subject Classification ID

Control/observation systems governed by functional-differential equations (93C23) System structure simplification (93B11) Stochastic functional-differential equations (34K50) Stochastic systems in control theory (general) (93E03)

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