### Abstract

We consider linear dynamical systems defined by di¿erential algebraic equations. The associated input-output behaviour is given by a transfer function in the frequency domain. Physical parameters of the dynamical system are replaced by random variables to quantify uncertainties. We analyse the sensitivity of the transfer function with respect to the random variables. Total sensitivity coe¿cients are computed by a nonintrusive and by an intrusive method based on the expansions in series of the polynomial chaos. In addition, a reduction of the state space is applied in the intrusive method. Due to the sensitivities, we perform a model order reduction within the random space by changing unessential random variables back to constants. The error of this reduction is analysed. We present numerical simulations of a test example modelling a linear electric network.

Original language | English |
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Place of Publication | Eindhoven |

Publisher | Technische Universiteit Eindhoven |

Number of pages | 25 |

Publication status | Published - 2013 |

### Publication series

Name | CASA-report |
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Volume | 1315 |

ISSN (Print) | 0926-4507 |

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## Cite this

Pulch, R., Maten, ter, E. J. W., & Augustin, F. (2013).

*Sensitivity analysis and model order reduction for random linear dynamical systems*. (CASA-report; Vol. 1315). Technische Universiteit Eindhoven.