Hartmann, C. and Schütte, Ch.
(2008)
*Balancing of partially-observed stochastic differential equations.*
47th IEEE Conference on Decision and Control
.
pp. 4867-4872.

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Official URL: http://dx.doi.org/10.1109/CDC.2008.4739161

## Abstract

We study balanced truncation for stochastic differential equations. In doing so, we adopt ideas from large deviations theory and discuss notions of controllability and observability for dissipative Hamiltonian systems with degenerate noise term, also known as Langevin equations. For partially-observed Langevin equations, we illustrate model reduction by balanced truncation with an example from molecular dynamics and discuss aspects of structure-preservation.

Item Type: | Article |
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Subjects: | Mathematical and Computer Sciences > Mathematics |

Divisions: | Department of Mathematics and Computer Science > Institute of Mathematics Department of Mathematics and Computer Science > Institute of Mathematics > Cellular Mechanics Group Department of Mathematics and Computer Science > Institute of Mathematics > BioComputing Group |

ID Code: | 16 |

Deposited By: | Admin Administrator |

Deposited On: | 03 Jan 2009 20:20 |

Last Modified: | 29 Nov 2010 08:21 |

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