Asymptotic convergence of spectral inverse iterations for stochastic eigenvalue problems

DOI10.1007/s00211-019-01034-wOpenAlexW2962901396MaRDI QIDQ2424848

Harri Hakula, Mikael Laaksonen

Publication date: 25 June 2019

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.03558

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Error bounds for boundary value problems involving PDEs (65N15) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical methods for eigenvalue problems for boundary value problems involving PDEs (65N25)

Related Items (6)

Stochastic collocation method for computing eigenspaces of parameter-dependent operators ⋮ Analyticity of parametric elliptic eigenvalue problems and applications to quasi-Monte Carlo methods ⋮ On Uncertainty Quantification of Eigenvalues and Eigenspaces with Higher Multiplicity ⋮ Inexact Methods for Symmetric Stochastic Eigenvalue Problems ⋮ Inverse modeling of tracer flow via a mass conservative generalized multiscale finite volume/element method and stochastic collocation ⋮ Low-Rank Solution Methods for Stochastic Eigenvalue Problems

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