Model Order Reduction for (Stochastic-) Delay Equations With Error Bounds
Optimization and Control
2020-08-28 v1 Numerical Analysis
Numerical Analysis
Abstract
We analyze a structure-preserving model order reduction technique for delay and stochastic delay equations based on the balanced truncation method and provide a system theoretic interpretation. Transferring error bounds based on Hankel operators to delay systems, we find error estimates for the difference between 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.
Cite
@article{arxiv.2008.12288,
title = {Model Order Reduction for (Stochastic-) Delay Equations With Error Bounds},
author = {Simon Becker and Lorenz Richter},
journal= {arXiv preprint arXiv:2008.12288},
year = {2020}
}