Model reduction for stochastic systems
From MaRDI portal
Recommendations
- An \(\mathcal{H}_2\)-type error bound for balancing-related model order reduction of linear systems with Lévy noise
- Balanced model order reduction for linear random dynamical systems driven by Lévy noise
- Approximation and model order reduction for second order systems with Levy-noise
- Singular perturbation approximation for linear systems with Lévy noise
- Optimization based model order reduction for stochastic systems
Cites work
- scientific article; zbMATH DE number 5913352 (Why is no real title available?)
- scientific article; zbMATH DE number 3719745 (Why is no real title available?)
- scientific article; zbMATH DE number 1232408 (Why is no real title available?)
- scientific article; zbMATH DE number 1338263 (Why is no real title available?)
- scientific article; zbMATH DE number 1834045 (Why is no real title available?)
- scientific article; zbMATH DE number 3420046 (Why is no real title available?)
- A concise course on stochastic partial differential equations
- Approximation of Large-Scale Dynamical Systems
- Asymptotic stability of the linear Ito equation in infinite dimensions
- Dimension reduction of large-scale systems. Proceedings of a workshop, Oberwolfach, Germany, October 19--25, 2003.
- Dynamic Programming Approach to Stochastic Evolution Equations
- Introduction to stochastic integration.
- Lyapunov equations, energy functionals, and model order reduction of bilinear and stochastic systems
- Lévy Processes and Stochastic Calculus
- Model reduction for control system design
- On gramians and balanced truncation of discrete-time bilinear systems
- Positive operators and stable truncation
- Principal component analysis in linear systems: Controllability, observability, and model reduction
- Rational matrix equations in stochastic control.
- Semimartingales: A course on stochastic processes
- Stochastic Equations in Infinite Dimensions
- Stochastic Partial Differential Equations with Levy Noise
- Time-discretised Galerkin approximations of parabolic stochastic PDE's
Cited in
(45)- A Hankel matrix approach to stochastic model reduction
- Model order reduction for stochastic systems
- Singular perturbation approximation for linear systems with Lévy noise
- Energy estimates and model order reduction for stochastic bilinear systems
- Reduction and integrability of stochastic dynamical systems
- Positive operators and stable truncation
- Solving High-Dimensional Optimal Stopping Problems Using Optimization Based Model Order Reduction
- An output error bound for time-limited balanced truncation
- Model order reduction for stochastic expansions of electric circuits
- Model reduction via time-interval balanced stochastic truncation for linear time invariant systems
- Full state approximation by Galerkin projection reduced order models for stochastic and bilinear systems
- A comparative study of two stochastic mode reduction methods
- Bilinear systems -- a new link to \(\mathcal{H}_2\)-norms, relations to stochastic systems, and further properties
- Model order reduction for (stochastic-) delay equations with error bounds
- A new type of singular perturbation approximation for stochastic bilinear systems
- Numerical computation and new output bounds for time-limited balanced truncation of discrete-time systems
- A realization approach to stochastic model reduction
- Deterministic balancing and stochastic model reduction
- Error bounds for model reduction of feedback-controlled linear stochastic dynamics on Hilbert spaces
- scientific article; zbMATH DE number 1391261 (Why is no real title available?)
- scientific article; zbMATH DE number 124700 (Why is no real title available?)
- Dimension reduction in stochastic modeling of coupled problems
- Low-dimensional approximations of high-dimensional asset price models
- Balanced model order reduction for linear random dynamical systems driven by Lévy noise
- Type II balanced truncation for deterministic bilinear control systems
- An \(\mathcal{H}_2\)-type error bound for balancing-related model order reduction of linear systems with Lévy noise
- Computational singular perturbation analysis of stochastic chemical systems with stiffness
- Remarks on stochastic model reduction
- Solving linear parabolic rough partial differential equations
- Complexity reduction of large-scale stochastic systems using linear quadratic Gaussian balancing
- Truncated Gramians for bilinear systems and their advantages in model order reduction
- Optimization based model order reduction for stochastic systems
- 2 Balancing-related model reduction methods
- Gramian-based model reduction for unstable stochastic systems
- On stochastic model reduction
- Stochastic model reduction: convergence and applications to climate equations
- Balanced model reduction of partially observed Langevin equations: an averaging principle
- Approximation and model order reduction for second order systems with Levy-noise
- Coarse-graining Langevin dynamics using reduced-order techniques
- Time-limited \(\mathcal{H}_2\)-optimal model order reduction
- Type II singular perturbation approximation for linear systems with Lévy noise
- Explicit integration of stiff stochastic differential equations via an efficient implementation of stochastic computational singular perturbation
- Model reduction method using variable-separation for stochastic saddle point problems
- Model reduction for stochastic systems with nonlinear drift
- Infinite-dimensional bilinear and stochastic balanced truncation with explicit error bounds
This page was built for publication: Model reduction for stochastic systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q744878)