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Model Reduction of Controlled Fokker-Planck and Liouville-von Neumann Equations

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Benner,  Peter
Computational Methods in Systems and Control Theory, Max Planck Institute for Dynamics of Complex Technical Systems, Max Planck Society;

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1706.09882.zip
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Citation

Benner, P., Breiten, T., Hartmann, C., & Schmidt, B. (in preparation). Model Reduction of Controlled Fokker-Planck and Liouville-von Neumann Equations.


Cite as: https://hdl.handle.net/11858/00-001M-0000-002E-73A7-B
Abstract
Model reduction methods for bilinear control systems are compared by means of practical examples of Liouville-von Neumann and Fokker--Planck type. Methods based on balancing generalized system Gramians and on minimizing an H2-type cost functional are considered. The focus is on the numerical implementation and a thorough comparison of the methods. Structure and stability preservation are investigated, and the competitiveness of the approaches is shown for practically relevant, large-scale examples.