Sie befinden sich hier: Home  Research  Datenassimilation  Publikationen

Publikationen des Lehrstuhls Datenassimilation

Nonintrusive model order reduction for stochastic differential equations

Autoren: M. A. Freitag, J. M. Nicolaus, M. Redmann (2024)

A non-intrusive model order reduction method for bilinear stochastic differential equations with additive noise is proposed. A reduced order model (ROM) is designed in order to approximate the statistical properties of high-dimensional systems. The drift and diffusion coefficients of the ROM are inferred from state observations by solving appropriate least-squares problems. The closeness of the ROM obtained by the presented approach to the intrusive ROM obtained by the proper orthogonal decomposition (POD) method is investigated. Two generalisations of the snapshot-based dominant subspace construction to the stochastic case are presented. Numerical experiments are provided to compare the developed approach to POD.

Zeitschrift:
arXiv

zur Übersicht der Publikationen

Anschrift

Universität Potsdam
Institut für Mathematik
Campus Golm, Haus 9
Karl-Liebknecht-Str. 24-25
D-14476 Potsdam

Aktivitäten

22.10.2025, 11:00  –  Campus Golm, Building 9, Room 2.22 and via Zoom
Arbeitsgruppenseminar Analysis

Generalized gauge theories on Lie algebroids

Jean Thibaut (Marseille)

In this presentation we first introduce the formalism of Cartan geometry and present specific applications to describe gravitational theories by building action functionals from Characteristic classes... 

mehr erfahren

22.10.2025, 14:00 - 16:00  –  Campus Golm, Building 9, Room 2.22 and via Zoom
Institutskolloquium

Percolation theory: random walks and the geometry of groups

Nina Gantert (TU München), Chiranjib Mukherjee (Uni Münster)

14:00  Nina Gantert (TU München):  Random walks on percolation clusters and dynamical percolation.
14:45  Tea and Coffee Break
15:15  Chiranjib Mukherjee (Uni Münster):  Percolation and the geometry... 

mehr erfahren

23.10.2025, 16:15 Uhr  –  Building 9, Room 1.22, Golm
Forschungsseminar Differentialgeometrie

Spinorial proofs of the positive mass theorem

Rudolf Zeidler

We will first revisit Witten’s spinorial proof of the Riemannian positive mass theorem. Then we discuss a recent alternative proof using a scalar- and mean curvature comparison  principle. The latter... 

mehr erfahren

24.10.2025, 11:00  –  Campus Golm, Building 9, Room 2.22 and via Zoom
Arbeitsgruppenseminar Analysis

The Geometry of Rough Space

Martin Geller (Oxford)

How can we differentiate functionals on rough path space? In this talk, I’ll be discussing how we can approach this question, as well as some of my results.

 

For more information and log in details... 

mehr erfahren

29.10.2025, 14:00 - 15:00  –  Campus Golm, Building 12, Room 0.01
Informationsveranstaltung

Zentrale Arbeitsschutzunterweisung / Work safety instructions

Frau Zilm (Bereich Sicherheitswesen)

mehr erfahren