Approximation and model order reduction for second order systems with Levy-Noise / Martin Redmann, Peter Benner

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cbs.date.changed2021-07-27
cbs.date.creation2016-10-21
cbs.picatypeOa
cbs.publication.displayformMagdeburg : Max Planck Institute for Dynamics of Complex Technical Systems, September 15, 2014
dc.contributor.authorRedmann, Martin
dc.contributor.authorBenner, Peter
dc.contributor.otherMax-Planck-Institut für Dynamik Komplexer Technischer Systeme
dc.date.accessioned2025-05-29T00:30:05Z
dc.date.issued2014
dc.description.abstractAbstract: 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.de
dc.format.extent1 Online-Ressource (9 Seiten = 0,39 MB) : Diagramme
dc.genrebook
dc.identifier.ppn870660837
dc.identifier.urihttps://epflicht.bibliothek.uni-halle.de/handle/123456789/3930
dc.identifier.urnurn:nbn:de:gbv:3:2-64572
dc.identifier.vl-id2483192
dc.language.isoeng
dc.publisherMax Planck Institute for Dynamics of Complex Technical Systems
dc.relation.ispartofseriesMax Planck Institute Magdeburg Preprints ; 14-16 ppn:870173030
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subject.ddc510
dc.titleApproximation and model order reduction for second order systems with Levy-Noise / Martin Redmann, Peter Benner
dc.typeBook
dspace.entity.typeMonograph
local.accessrights.itemAnonymous
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Approximation and model order reduction for second order systems with Levy-Noise
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