STOCHASTIC GALERKIN METHODS AND MODEL ORDER REDUCTION FOR LINEAR DYNAMICAL SYSTEMS
DOI10.1615/INT.J.UNCERTAINTYQUANTIFICATION.2015010171zbMATH Open1498.65163OpenAlexW2138360934MaRDI QIDQ5052247FDOQ5052247
Authors: Roland Pulch, Jan ter Maten 
Publication date: 24 November 2022
Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1615/int.j.uncertaintyquantification.2015010171
Generation, random and stochastic difference and differential equations (37H10) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Random operators and equations (aspects of stochastic analysis) (60H25)
Cited In (9)
- A Hankel norm for quadrature rules solving random linear dynamical systems
- Model order reduction in uncertainty quantification
- Model order reduction for random nonlinear dynamical systems and low-dimensional representations for their quantities of interest
- Stability-preserving model order reduction for linear stochastic Galerkin systems
- Model order reduction and low-dimensional representations for random linear dynamical systems
- Sensitivity analysis of random linear differential-algebraic equations using system norms
- Stochastic model order reduction in randomly parametered linear dynamical systems
- Sample selection based on sensitivity analysis in parameterized model order reduction
- Sensitivity analysis of random linear dynamical systems using quadratic outputs
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