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Energy-based model order reduction for linear stochastic Galerkin systems of second order (2307.04519v1)
Published 10 Jul 2023 in math.NA and cs.NA
Abstract: We consider a second-order linear system of ordinary differential equations (ODEs) including random variables. A stochastic Galerkin method yields a larger deterministic linear system of ODEs. We apply a model order reduction (MOR) of this high-dimensional linear dynamical system, where its internal energy represents a quadratic quantity of interest. We investigate the properties of this MOR with respect to stability, passivity, and energy dissipation. Numerical results are shown for a system modelling a mass-spring-damper configuration.