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Date
2022-10Type
- Journal Article
Abstract
In this article, we analyze a structure-preserving model order re-duction technique for deterministic and stochastic delay equations based on the balanced truncation method and provide a system theoretic interpretation. Transferring the framework of [6], we find error estimates for the difference be-tween the dynamics of the full and reduced model. This analysis also yields new error bounds for bilinear systems and stochastic systems with multiplicative noise and non-zero initial states. Show more
Publication status
publishedExternal links
Journal / series
Journal of Computational DynamicsVolume
Pages / Article No.
Publisher
American Institute of Mathematical SciencesSubject
Delay equations; Stochastic delay equations; Model order reduction; Balanced truncation; GramiansMore
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