Model reduction for stochastic systems with nonlinear drift
From MaRDI portal
Publication:6191129
DOI10.1016/j.jmaa.2024.128133arXiv2301.13722OpenAlexW4390955648WikidataQ129802678 ScholiaQ129802678MaRDI QIDQ6191129
Publication date: 6 March 2024
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2301.13722
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Asymptotic stability in control theory (93D20) System structure simplification (93B11) Stochastic stability in control theory (93E15)
Cites Work
- Unnamed Item
- On stochastic finite difference schemes
- Balancing for nonlinear systems
- Kolmogorov equations for stochastic PDEs.
- Model reduction for stochastic systems
- Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
- Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I
- Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II
- Rational matrix equations in stochastic control.
- Stability of regime-switching stochastic differential equations
- Lift \& learn: physics-informed machine learning for large-scale nonlinear dynamical systems
- Optimization based model order reduction for stochastic systems
- Infinite-dimensional bilinear and stochastic balanced truncation with explicit error bounds
- Dual Pairs of Generalized Lyapunov Inequalities and Balanced Truncation of Stochastic Linear Systems
- ON UNIQUENESS OF MILD SOLUTIONS FOR DISSIPATIVE STOCHASTIC EVOLUTION EQUATIONS
- All optimal Hankel-norm approximations of linear multivariable systems and theirL,∞-error bounds†
- $\mathcal{H}_2$ Model Reduction for Large-Scale Linear Dynamical Systems
- Principal component analysis in linear systems: Controllability, observability, and model reduction
- Numerical methods for stochastic parabolic PDEs
- Type II Singular Perturbation Approximation for Linear Systems with Lévy Noise
- $\mathcal H_2$-Quasi-Optimal Model Order Reduction for Quadratic-Bilinear Control Systems
- Data-Driven Model Order Reduction of Linear Switched Systems in the Loewner Framework
- Balanced Truncation Model Reduction for Lifted Nonlinear Systems
- Energy estimates and model order reduction for stochastic bilinear systems
- Dynamics of Stochastic Reaction-Diffusion Equations
- Two-Sided Projection Methods for Nonlinear Model Order Reduction
- Stochastic Partial Differential Equations with Levy Noise
- Galerkin proper orthogonal decomposition methods for parabolic problems
This page was built for publication: Model reduction for stochastic systems with nonlinear drift