Stability-preserving model order reduction for linear stochastic Galerkin systems

Abstract Mathematical modeling often yields linear dynamical systems in science and engineering. We change physical parameters of the system into random variables to perform an uncertainty quantification. The stochastic Galerkin method yields a larger linear dynamical system, whose solution represen...

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Bibliographic Details
Main Author: Roland Pulch
Format: Article
Language:English
Published: SpringerOpen 2019-09-01
Series:Journal of Mathematics in Industry
Subjects:
Online Access:http://link.springer.com/article/10.1186/s13362-019-0067-6