# American Institute of Mathematical Sciences

2015, 2015(special): 945-953. doi: 10.3934/proc.2015.0945

## Approximation and model order reduction for second order systems with Levy-noise

 1 Max Planck Institute for Dynamics of Complex Technical Systems, Sandtorstr. 1, 39106 Magdeburg, Germany, Germany

Received  September 2014 Revised  September 2015 Published  November 2015

We consider a controlled second order stochastic partial differential equation (SPDE) with Levy noise. To solve this system numerically, we apply a Galerkin scheme leading to a sequence of ordinary SDEs of large order. To reduce the high dimension we use balanced truncation.
Citation: Martin Redmann, Peter Benner. Approximation and model order reduction for second order systems with Levy-noise. Conference Publications, 2015, 2015 (special) : 945-953. doi: 10.3934/proc.2015.0945
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