Zum Hauptinhalt
Zum Footer
- M. Redmann, S. Riedel, Exact dimension reduction for rough differential equations, BIT Numerical Mathematics, 2025
- M. Redmann, Model reduction for stochastic systems with nonlinear drift, Journal of Mathematical Analysis and Applications, 2024
- T. Damm, M. Redmann, Complexity reduction of large-scale stochastic systems using linear quadratic Gaussian balancing, Journal of the Franklin Institute, 2023
- M. A. Freitag, J. M. Nicolaus, M. Redmann, Model order reduction methods applied to neural network training, Proc. Appl. Math. Mech., 2023
- N. Jamshidi, M. Redmann, Sampling-based model order reduction for stochastic differential equations driven by fractional Brownian motion, Proc. Appl. Math. Mech., 2023
- M. Redmann, Solving high-dimensional optimal stopping problems using optimization based model order reduction, Applied Mathematical Finance, 2023
- M. Redmann, S. Riedel, Runge-Kutta methods for rough differential equations, Journal of Stochastic Analysis, 2022
- M. Redmann, N. Jamshidi, Gramian-based model reduction for unstable stochastic systems, Mathematics of Control, Signals, and Systems, 2022
- S. Becker, C. Hartmann, M. Redmann, L. Richter, Error bounds for model reduction of feedback-controlled linear stochastic dynamics on Hilbert spaces, Stochastic Processes and their Applications, 2022
- M. Redmann, I. Pontes Duff, Model order reduction for bilinear systems with non-zero initial states -- different approaches with error bounds, International Journal of Control, 2022
- M. Redmann, I. Pontes Duff, Full state approximation by Galerkin projection reduced order models for stochastic and bilinear systems, Applied Mathematics and Computation, 2022
- M. Redmann, Bilinear systems -- A new link to H2-norms, relations to stochastic systems and further properties, SIAM Journal on Control and Optimization, 2021
- M. Redmann, M. Freitag, Optimization based model order reduction for stochastic systems, Applied Mathematics and Computation, 2021
- M. Redmann, C. Bayer, P. Goyal, Low-dimensional approximations of high-dimensional asset price models, SIAM Journal on Financial Mathematics, 2021
- C. Bayer, D. Belomestny, M. Redmann, S. Riedel, J. Schoenmakers, Solving linear parabolic rough partial differential equations, Journal of Mathematical Analysis and Applications, 2020
- M. Redmann, A new type of singular perturbation approximation for stochastic bilinear systems, Mathematics of Control, Signals, and Systems, 2020
- C. Bayer, M. Redmann, J. Schoenmakers, Dynamic programming for optimal stopping via pseudo-regression, Quantitative Finance, 2020
- M. Redmann, An L2T-error bound for time-limited balanced truncation, Systems and Control Letters, 2020
- P. Goyal, M. Redmann, Time-Limited H2-Optimal Model Order Reduction, Applied Mathematics and Computation, 2019
- C. Bayer, W. König, M. Redmann, J. Schoenmakers, W. van Zuijlen, Modern Methods for Stochastic Differential Equations, Scientific Highlight Article, WIAS Annual Research Report, 2018
- M. Redmann, Energy estimates and model order reduction for stochastic bilinear systems, International Journal of Control, 2018
- M. Freitag and M. Redmann, Balanced Model Order Reduction for Linear Random Dynamical Systems Driven by Lévy Noise, Journal of Computational Dynamics, 2018
- P. Kürschner, M. Redmann, An Output Error Bound for Time-Limited Balanced Truncation, Systems and Control Letters, 2018
- M. Redmann, Type II balanced truncation for deterministic bilinear control systems, SIAM Journal on Control and Optimization, 2018
- M. Redmann, Type II singular perturbation approximation for linear systems with Lévy Noise, SIAM Journal on Control and Optimization, 2018
- P. Benner and M. Redmann, Singular Perturbation Approximation for Linear Systems with Lévy Noise, Stochastics and Dynamics, 2017
- P. Benner and M. Redmann, An H2-Type Error Bound for Balancing-Related Model Order Reduction of Linear Systems with Lévy Noise, Systems and Control Letters, 2017
- P. Benner, P. Goyal, and M. Redmann, Truncated Gramians for Bilinear Systems and their Advantages in Model Order Reduction, Model Reduction of Parametrized Systems, MS&A - Modeling, Simulation and Applications, Springer International Publishing, 2017
- P. Benner and M. Redmann, Approximation and Model Order Reduction for Second Order Systems with Lévy-Noise, AIMS Proceedings, 2015
- P. Benner and M. Redmann, Model Reduction for Stochastic Systems, Stochastic Partial Differential Equations: Analysis and Computations, 2015
- P. Benner, T. Damm, M. Redmann, and Y. R. Rodriguez Cruz, Positive Operators and Stable Truncation, Linear Algebra and its Applications, 2014
- P. Benner and M. Redmann, Reachability and Observability Concepts for Stochastic Systems, Proc. Appl. Math. Mech., 2013
