research
∙
07/10/2023
(Empirical) Gramian-based dimension reduction for stochastic differential equations driven by fractional Brownian motion
In this paper, we investigate large-scale linear systems driven by a fra...
share
research
∙
06/30/2023
Exact dimension reduction for rough differential equations
In this paper, practically computable low-order approximations of potent...
research
∙
03/23/2023
Complexity reduction of large-scale stochastic systems using linear quadratic Gaussian balancing
In this paper, we consider a model reduction technique for stabilizable ...
research
∙
01/31/2023
Model reduction for stochastic systems with nonlinear drift
In this paper, we study dimension reduction techniques for large-scale c...
research
∙
09/21/2021
Gramian-based model reduction for unstable stochastic systems
This paper considers large-scale linear stochastic systems representing,...
research
∙
07/09/2021
Model order reduction for bilinear systems with non-zero initial states – different approaches with error bounds
In this paper, we consider model order reduction for bilinear systems wi...
research
∙
02/15/2021
Full state approximation by Galerkin projection reduced order models for stochastic and bilinear systems
In this paper, the problem of full state approximation by model reductio...
research
∙
07/20/2020
Optimization based model order reduction for stochastic systems
In this paper, we bring together the worlds of model order reduction for...
research
∙
03/27/2020
Runge-Kutta methods for rough differential equations
We study Runge-Kutta methods for rough differential equations which can ...
research
∙
03/15/2020
Low-dimensional approximations of high-dimensional asset price models
We consider high-dimensional asset price models that are reduced in thei...
research
∙
12/12/2019
Feedback control theory Model order reduction for stochastic equations
We analyze structure-preserving model order reduction methods for Ornste...
research
∙
10/31/2019
The missing link between the output and the H_2-norm of bilinear systems
In this paper, we prove several new results that give new insights to bi...
research
∙
07/11/2019