Bounding the Spectral Gap for an Elliptic Eigenvalue Problem with Uniformly Bounded Stochastic Coefficients

DOI10.1007/978-3-030-38230-8_3zbMath1452.65315arXiv1901.10470OpenAlexW2946241712MaRDI QIDQ5118783

Alexander D. Gilbert, Ivan G. Graham, Ian H. Sloan, Robert Scheichl

Publication date: 27 August 2020

Published in: 2018 MATRIX Annals (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.10470

zbMATH Keywords

spectral gapelliptic eigenvalue problem

Mathematics Subject Classification ID

Estimates of eigenvalues in context of PDEs (35P15) Error bounds for boundary value problems involving PDEs (65N15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical methods for eigenvalue problems for boundary value problems involving PDEs (65N25)

Related Items (2)

Analyticity of parametric elliptic eigenvalue problems and applications to quasi-Monte Carlo methods ⋮ Captive diffusions and their applications to order-preserving dynamics

Cites Work

• Functional analysis, Sobolev spaces and partial differential equations
• Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients
• Sparse Tensor Approximation of Parametric Eigenvalue Problems
• Proof of the fundamental gap conjecture
• Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic Partial Differential Equations with Random Coefficients
• High-dimensional integration: The quasi-Monte Carlo way
• Constructing Embedded Lattice Rules for Multivariate Integration
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