Infinite-dimensional bilinear and stochastic balanced truncation with error bounds
classification
🧮 math.OC
math.DSmath.NA
keywords
boundserrorinfinite-dimensionalstochasticsystemsbalancedbilinearspace
read the original abstract
Along the ideas of Curtain and Glover, we extend the balanced truncation method for infinite-dimensional linear systems to bilinear and stochastic systems. Specifically , we apply Hilbert space techniques used in many-body quantum mechanics to establish error bounds for the truncated system and prove convergence results. The functional analytic setting allows us to obtain mixed Hardy space error bounds for both finite-and infinite-dimensional systems, and it is then applied to the model reduction of stochastic evolution equations driven by Wiener noise.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.