Sparse Tensor Approximation of Parametric Eigenvalue Problems

DOI10.1007/978-3-642-22061-6_7zbMath1248.65116OpenAlexW1588588806MaRDI QIDQ2902571

Christoph Schwab, Roman Andreev

Publication date: 21 August 2012

Published in: Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11850/155038

zbMATH Keywords

algorithmnumerical exampleserror analysiseigenpairsspectral collocation methodsensitivity computationelliptic self-adjoint eigenvalue problem

Mathematics Subject Classification ID

Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Estimates of eigenvalues in context of PDEs (35P15) Error bounds for boundary value problems involving PDEs (65N15) Numerical methods for eigenvalue problems for boundary value problems involving PDEs (65N25)

Related Items (15)

Stochastic Galerkin Methods for Linear Stability Analysis of Systems with Parametric Uncertainty ⋮ Tensor-Krylov method for computing eigenvalues of parameter-dependent matrices ⋮ Kolmogorov widths and low-rank approximations of parametric elliptic PDEs ⋮ High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs ⋮ Stochastic collocation method for computing eigenspaces of parameter-dependent operators ⋮ Asymptotic convergence of spectral inverse iterations for stochastic eigenvalue problems ⋮ Analyticity of parametric elliptic eigenvalue problems and applications to quasi-Monte Carlo methods ⋮ On Uncertainty Quantification of Eigenvalues and Eigenspaces with Higher Multiplicity ⋮ Bounding the Spectral Gap for an Elliptic Eigenvalue Problem with Uniformly Bounded Stochastic Coefficients ⋮ Approximate methods for stochastic eigenvalue problems ⋮ Multiparametric shell eigenvalue problems ⋮ Subspace Acceleration for Large-Scale Parameter-Dependent Hermitian Eigenproblems ⋮ Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients ⋮ Low-Rank Solution Methods for Stochastic Eigenvalue Problems ⋮ On surrogate learning for linear stability assessment of Navier-Stokes equations with stochastic viscosity.

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