A Hankel norm for quadrature rules solving random linear dynamical systems

DOI10.1016/J.CAM.2016.10.035MaRDI QIDQ2406650zbMATH OpenOpenAlexFDO

Authors Roland Pulch

Publication date 5 October 2017

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2016.10.035

zbMATH Keywords

convergenceuncertainty quantificationrandom variablesnumerical examplequadrature rulepolynomial chaos expansiontime-invariantlinear dynamical systemHankel norm

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Linear systems in control theory (93C05) Input-output approaches in control theory (93D25) Stochastic systems in control theory (general) (93E03)

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Cites work

• scientific article; zbMATH DE number 49612 (Why is no real title available?)
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• scientific article; zbMATH DE number 3591295 (Why is no real title available?)
• scientific article; zbMATH DE number 1215244 (Why is no real title available?)
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Cited in

(2)

• Model order reduction for random nonlinear dynamical systems and low-dimensional representations for their quantities of interest
• Model order reduction in uncertainty quantification

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