84 citations · 277 across the 25 of their papers we have counts for
3 papers · 1 filter
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…
Coarse-graining of non-reversible stochastic differential equations: quantitative results and connections to averaging
Carsten Hartmann, Lara Neureither, Upanshu Sharma
This work is concerned with model reduction of stochastic differential equations and builds on the idea of replacing drift and noise coefficients of preselected relevant, e.g. slow…
Variational approach to rare event simulation using least-squares regression
Carsten Hartmann, Omar Kebiri, Lara Neureither +1
We propose an adaptive importance sampling scheme for the simulation of rare events when the underlying dynamics is given by a diffusion. The scheme is based on a Gibbs variational…