Approximation and model order reduction for second order systems with Levy-Noise / Martin Redmann, Peter Benner
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Approximation and model order reduction for second order systems with Levy-Noise
Discovery
870660837
URN
urn:nbn:de:gbv:3:2-64572
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Publication history
Magdeburg : Max Planck Institute for Dynamics of Complex Technical Systems, September 15, 2014
Content
1 Online-Ressource (9 Seiten = 0,39 MB) : Diagramme
Edition
Language
eng
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Abstract
Abstract: We consider a controlled second order stochastic partial differential equation (SPDE) with Levy noise. To solve this system numerically, we apply a Galerkin scheme leading to a sequence of ordinary SDEs of large order. To reduce the high dimension we use balanced truncation.
Series
Max Planck Institute Magdeburg Preprints ; 14-16 ppn:870173030