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

DOI10.1016/J.AMC.2021.126561zbMath1510.93058arXiv2102.07534MaRDI QIDQ6360645

Martin Redmann, Igor Pontes Duff

Publication date: 15 February 2021

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) System structure simplification (93B11) Stochastic stability in control theory (93E15) Numerical solutions to stochastic differential and integral equations (65C30)

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