A Hankel norm for quadrature rules solving random linear dynamical systems

DOI10.1016/j.cam.2016.10.035zbMath1375.65089OpenAlexW2555995370MaRDI QIDQ2406650

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

convergencenumerical examplerandom variablesquadrature rulelinear dynamical systemuncertainty quantificationpolynomial chaos expansiontime-invariantHankel norm

Mathematics Subject Classification ID

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

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Model order reduction for random nonlinear dynamical systems and low-dimensional representations for their quantities of interest ⋮ 10 Model order reduction in uncertainty quantification

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• Measure and Integral
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