pymor / pymor/pymor

MOR methods for LinearStochasticModels

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Python
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Description

LinearStochasticModels are very similar in form to BilinearModels, so methods in #396 could be used here, except transfer functions are not defined for stochastic systems, which doesn't allow interpolation-based methods.

Here are references for balancing-type methods:
[1] https://www.wias-berlin.de/people/redmann/MoRePas_Preprint.pdf
[2] https://www.wias-berlin.de/people/redmann/btstoch.pdf

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Research direction

No files or tests are named. Start by reviewing the methods proposed in issue #396 and the two linked references, focusing on balancing-type methods for LinearStochasticModels rather than transfer-function interpolation. Done means implementing an agreed set of stochastic model-order-reduction methods with suitable validation.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
data
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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