Hartmann, C. and SchäferBung, B. and ThönsZueva, A. (2013) Balanced averaging of bilinear systems with applications to stochastic control. SIAM J. Control Optim., 51 (3). pp. 23562378.

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Official URL: http://dx.doi.org/10.1137/100796844
Abstract
We study balanced model reduction for stable bilinear systems in the limit of partly vanishing Hankel singular values. We show that the dynamics admit a splitting into fast and slow subspaces and prove an averaging principle for the slow dynamics. We illustrate our method with an example from stochastic control (density evolution of a dragged Brownian particle) and discuss issues of structure preservation and positivity.
Item Type:  Article 

Subjects:  Mathematical and Computer Sciences > Mathematics > Applied 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:  911 
Deposited By:  Carsten Hartmann 
Deposited On:  28 May 2010 20:50 
Last Modified:  03 Mar 2017 14:40 
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