Becker, Simon and Hartmann, Carsten and Redmann, Martin and Richter, Lorenz
(2019)
*Feedback control theory & Model order reduction for stochastic equations.*
ArXive
.
pp. 1-36.
(Submitted)

Full text not available from this repository.

## Abstract

Abstract: We analyze structure-preserving model order reduction methods for Ornstein-Uhlenbeck processes and linear SPDEs with multiplicative noise based on balanced truncation with non-zero initial data. We then marry these model order reduction methods with stochastic optimal control theory and prove error bounds for a class of linear quadratic regulator problems. We discuss the application of our approach to enhanced sampling methods from non-equilibrium statistical mechanics.

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

Divisions: | Department of Mathematics and Computer Science > Institute of Mathematics |

ID Code: | 2801 |

Deposited By: | Monika Drueck |

Deposited On: | 14 Mar 2022 14:37 |

Last Modified: | 14 Mar 2022 14:37 |

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