Elektronische Pflichtexemplare / Approximation and model order reduction for second order systems with Levy-Noise

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Titel	Approximation and model order reduction for second order systems with Levy-Noise / Martin Redmann, Peter Benner
Verfasser	Redmann, Martin ; Benner, Peter
Körperschaft	Max-Planck-Institut für Dynamik Komplexer Technischer Systeme
Erschienen	Magdeburg : Max Planck Institute for Dynamics of Complex Technical Systems, September 15, 2014
Umfang	1 Online-Ressource (9 Seiten = 0,39 MB) : Diagramme
Sprache	Englisch
Serie	Max Planck Institute Magdeburg Preprints ; 14-16
URN	urn:nbn:de:gbv:3:2-64572

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Approximation and model order reduction for second order systems with Levy-Noise [0.39 mb]

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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.