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math.OC2025
Signature-Based Universal Bilinear Approximations for Nonlinear Systems and Model Order Reduction
Martin Redmann, Justus Werner
This paper deals with non-Lipschitz nonlinear systems. Such systems can be approximated by a linear map of so-called signatures, which play a crucial role in the theory of rough pa…
math.PR2025
Model reduction for fully nonlinear stochastic systems
Martin Redmann
This paper presents a novel model order reduction framework tailored for fully nonlinear stochastic dynamics without lifting them to quadratic systems and without using linearizati…