| Publication | Date of Publication | Type |
|---|
Tree-based solution representations for quadratic bilinear systems and their consequences in model order reduction
(available as arXiv preprint) | 2026-07-08 | Paper |
Dimension reduction for large-scale stochastic systems with non-zero initial states and controlled diffusion
Mathematical Control and Related Fields | 2026-03-24 | Paper |
| State-of-the-art numerical schemes for solving rough differential equations | 2025-11-28 | Paper |
Learning stochastic reduced models from data: a nonintrusive approach
SIAM Journal on Scientific Computing | 2025-10-15 | Paper |
Runge-Kutta methods for rough differential equations
Journal of Stochastic Analysis | 2025-09-30 | Paper |
Exact dimension reduction for rough differential equations
BIT | 2025-01-31 | Paper |
Model reduction for stochastic systems with nonlinear drift
Journal of Mathematical Analysis and Applications | 2024-03-06 | Paper |
Complexity reduction of large-scale stochastic systems using linear quadratic Gaussian balancing
Journal of the Franklin Institute | 2024-01-17 | Paper |
| (Empirical) Gramian-based dimension reduction for stochastic differential equations driven by fractional Brownian motion | 2023-07-10 | Paper |
| Exact dimension reduction for rough differential equations | 2023-06-30 | Paper |
Model order reduction for bilinear systems with non-zero initial states – different approaches with error bounds
International Journal of Control | 2023-06-27 | Paper |
Solving High-Dimensional Optimal Stopping Problems Using Optimization Based Model Order Reduction
Applied Mathematical Finance | 2023-02-28 | Paper |
Gramian-based model reduction for unstable stochastic systems
MCSS. Mathematics of Control, Signals, and Systems | 2022-12-09 | Paper |
Solving high-dimensional optimal stopping problems using optimization based model order reduction
(available as arXiv preprint) | 2022-05-18 | Paper |
Error bounds for model reduction of feedback-controlled linear stochastic dynamics on Hilbert spaces
Stochastic Processes and their Applications | 2022-05-16 | Paper |
Full state approximation by Galerkin projection reduced order models for stochastic and bilinear systems
Applied Mathematics and Computation | 2022-03-03 | Paper |
Dynamic programming for optimal stopping via pseudo-regression
Quantitative Finance | 2021-12-01 | Paper |
Optimization based model order reduction for stochastic systems
Applied Mathematics and Computation | 2021-11-09 | Paper |
Bilinear systems -- a new link to \(\mathcal{H}_2\)-norms, relations to stochastic systems, and further properties
SIAM Journal on Control and Optimization | 2021-07-15 | Paper |
Low-dimensional approximations of high-dimensional asset price models
SIAM Journal on Financial Mathematics | 2021-05-28 | Paper |
Full state approximation by Galerkin projection reduced order models for stochastic and bilinear systems
(available as arXiv preprint) | 2021-02-15 | Paper |
Energy estimates and model order reduction for stochastic bilinear systems
International Journal of Control | 2020-11-13 | Paper |
A new type of singular perturbation approximation for stochastic bilinear systems
MCSS. Mathematics of Control, Signals, and Systems | 2020-08-12 | Paper |
Optimization based model order reduction for stochastic systems
(available as arXiv preprint) | 2020-07-20 | Paper |
Solving linear parabolic rough partial differential equations
Journal of Mathematical Analysis and Applications | 2020-06-17 | Paper |
| Runge-Kutta methods for rough differential equations | 2020-03-27 | Paper |
An \(L_T^2\)-error bound for time-limited balanced truncation
Systems & Control Letters | 2020-03-06 | Paper |
Time-limited \(\mathcal{H}_2\)-optimal model order reduction
Applied Mathematics and Computation | 2019-11-28 | Paper |
An output error bound for time-limited balanced truncation
Systems & Control Letters | 2019-02-27 | Paper |
An output error bound for time-limited balanced truncation
Systems & Control Letters | 2019-02-27 | Paper |
Balanced model order reduction for linear random dynamical systems driven by Lévy noise
Journal of Computational Dynamics | 2019-02-22 | Paper |
Singular perturbation approximation for linear systems with Lévy noise
Stochastics and Dynamics | 2018-08-29 | Paper |
Type II balanced truncation for deterministic bilinear control systems
SIAM Journal on Control and Optimization | 2018-07-18 | Paper |
Type II singular perturbation approximation for linear systems with Lévy noise
SIAM Journal on Control and Optimization | 2018-06-15 | Paper |
Truncated Gramians for bilinear systems and their advantages in model order reduction
Model Reduction of Parametrized Systems | 2018-04-18 | Paper |
| Towards Time-Limited $\mathcal H_2$-Optimal Model Order Reduction | 2017-12-01 | Paper |
An \(\mathcal{H}_2\)-type error bound for balancing-related model order reduction of linear systems with Lévy noise
Systems & Control Letters | 2017-10-18 | Paper |
| Balanced truncation and singular perturbation approximation model order reduction for stochastically controlled linear systems | 2016-11-16 | Paper |
Positive operators and stable truncation
Linear Algebra and its Applications | 2016-04-18 | Paper |
Approximation and model order reduction for second order systems with Levy-noise
Discrete and Continuous Dynamical Systems | 2016-03-22 | Paper |
Model reduction for stochastic systems
Stochastic and Partial Differential Equations. Analysis and Computations | 2015-10-12 | Paper |
