84 citations · 277 across the 25 of their papers we have counts for
8 papers · 1 filter
Reachability Analysis of Randomly Perturbed Hamiltonian Systems
Carsten Hartmann, Lara Neureither, Markus Strehlau
In this paper, we revisit energy-based concepts of controllability and reformulate them for control-affine nonlinear systems perturbed by white noise. Specifically, we discuss the…
Stochastic gradient descent and fast relaxation to thermodynamic equilibrium: a stochastic control approach
Tobias Breiten, Carsten Hartmann, Lara Neureither +1
We study the convergence to equilibrium of an underdamped Langevin equation that is controlled by a linear feedback force. Specifically, we are interested in sampling the possibly…
Model reduction and uncertainty quantification of multiscale diffusions with parameter uncertainties using nonlinear expectations
Hafida Bouanani, Carsten Hartmann, Omar Kebiri
In this paper we study model reduction of linear and bilinear quadratic stochastic control problems with parameter uncertainties. Specifically, we consider slow-fast systems with u…
Error bounds for model reduction of feedback-controlled linear stochastic dynamics on Hilbert spaces
Simon Becker, Carsten Hartmann, Martin Redmann +1
We analyze structure-preserving model order reduction methods for Ornstein-Uhlenbeck processes and linear S(P)DEs with multiplicative noise based on balanced truncation. For the fi…
Infinite-dimensional bilinear and stochastic balanced truncation with error bounds
Simon Becker, Carsten Hartmann
Along the ideas of Curtain and Glover, we extend the balanced truncation method for infinite-dimensional linear systems to bilinear and stochastic systems. Specifically , we apply…
Optimal control of Markov jump processes : Asymptotic analysis, algorithms and applications to the modelling of chemical reaction systems
Wei Zhang, Carsten Hartmann, Max von Kleist
Markov jump processes are widely used to model natural and engineered processes. In the context of biological or chemical applications one typically refers to the chemical master e…