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