Optimal stochastic forcings for sensitivity analysis of linear dynamical systems

DOI10.1515/RNAM-2022-0009MaRDI QIDQ2128649zbMATH OpenOpenAlexFDO

Authors Grigory V. Zasko, Yuri M. Nechepurenko

Publication date 22 April 2022

Published in Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rnam-2022-0009

zbMATH Keywords

singular valuesstochastic forcingLyapunov equationslinear dynamical systemsSchatten norms

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Sensitivity, stability, well-posedness (49K40)

Recommendations

• Optimal linear responses for Markov chains and stochastically perturbed dynamical systems
• The sensitivity analysis of stochastic non-linear dynamical systems
• Optimal linear response for Markov Hilbert-Schmidt integral operators and stochastic dynamical systems
• Sensitivity and linearization techniques in analysis of non-linear stochastic systems
• Computation of sensitivity of periodically excited dynamical systems

Cites work

• scientific article; zbMATH DE number 1001726 (Why is no real title available?)
• scientific article; zbMATH DE number 1166153 (Why is no real title available?)
• A note on the Lyapunov equation
• Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
• Amplification of coherent streaks in the turbulent Couette flow: an input-output analysis at low Reynolds number
• Applied stochastic differential equations
• Energy amplification in channel flows with stochastic excitation
• Large-scale structures in stratified turbulent Couette flow and optimal disturbances
• Linear non-normal energy amplification of harmonic and stochastic forcing in the turbulent channel flow
• Numerical Solution of the Stable, Non-negative Definite Lyapunov Equation Lyapunov Equation
• On the Singular “Vectors” of the Lyapunov Operator
• On the dimension reduction of linear differential-algebraic control systems
• Stochastic forcing of the linearized Navier–Stokes equations
• Templates for the Solution of Algebraic Eigenvalue Problems
• The Sensitivity of the Algebraic and Differential Riccati Equations
• Trace norm bounds for stable Lyapunov operators

Describes a project that uses

Uses Software

• JDQZ
• JDQR

This page was built for publication: Optimal stochastic forcings for sensitivity analysis of linear dynamical systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2128649)