Inexact Methods for Symmetric Stochastic Eigenvalue Problems

DOI10.1137/18M1176026zbMath1405.65052arXiv1811.00745MaRDI QIDQ4611535

Bedřich Sousedík, Kookjin Lee

Publication date: 21 January 2019

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.00745

zbMATH Keywords

eigenvaluesNewton iterationinverse iterationsubspace iterationstochastic spectral finite element method

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Numerical solutions to inverse eigenvalue problems (65F18) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)

Related Items (3)

Stochastic Galerkin Methods for Linear Stability Analysis of Systems with Parametric Uncertainty ⋮ An efficient reduced‐order method for stochastic eigenvalue analysis ⋮ On surrogate learning for linear stability assessment of Navier-Stokes equations with stochastic viscosity.

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