Redmann, MartinBenner, PeterMax-Planck-Institut für Dynamik Komplexer Technischer Systeme2025-05-292014https://epflicht.bibliothek.uni-halle.de/handle/123456789/3930870660837urn:nbn:de:gbv:3:2-645722483192Abstract: 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.1 Online-Ressource (9 Seiten = 0,39 MB) : Diagrammeenghttp://rightsstatements.org/vocab/InC/1.0/510Book