Balanced model reduction of partially observed Langevin equations: an averaging principle (Q5411559)
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scientific article; zbMATH DE number 6287797
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English | Balanced model reduction of partially observed Langevin equations: an averaging principle |
scientific article; zbMATH DE number 6287797 |
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Balanced model reduction of partially observed Langevin equations: an averaging principle (English)
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24 April 2014
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stochastic Langevin equation
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model order reduction
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balanced truncation
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averaging principle
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optimal prediction
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