Energy‐based model order reduction for linear stochastic Galerkin systems of second order

Abstract

AbstractWe consider a second‐order linear system of ordinary differential equations (ODEs) including random variables. A stochastic Galerkin method yields a larger deterministic linear system of ODEs. We apply a model order reduction (MOR) of this high‐dimensional linear dynamical system, where its internal energy represents a quadratic quantity of interest. We investigate the properties of this MOR with respect to stability, passivity and energy dissipation. Numerical results are shown for a system modelling a mass‐spring‐damper configuration.