Optimal stochastic forcings for sensitivity analysis of linear dynamical systems
DOI10.1515/RNAM-2022-0009zbMATH Open1496.37006OpenAlexW4224304913MaRDI QIDQ2128649FDOQ2128649
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
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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)
Cites Work
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- Numerical Solution of the Stable, Non-negative Definite Lyapunov Equation Lyapunov Equation
- A note on the Lyapunov equation
- On the dimension reduction of linear differential-algebraic control systems
- Linear non-normal energy amplification of harmonic and stochastic forcing in the turbulent channel flow
- Energy amplification in channel flows with stochastic excitation
- Stochastic forcing of the linearized Navier–Stokes equations
- The Sensitivity of the Algebraic and Differential Riccati Equations
- On the Singular “Vectors” of the Lyapunov Operator
- Trace norm bounds for stable Lyapunov operators
- Large-scale structures in stratified turbulent Couette flow and optimal disturbances
- Applied stochastic differential equations
Uses Software
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