Low-Rank Solution Methods for Stochastic Eigenvalue Problems
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Publication:5230664
DOI10.1137/18M122100XzbMath1420.65046arXiv1803.03717OpenAlexW2969984443MaRDI QIDQ5230664
Publication date: 28 August 2019
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.03717
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) PDEs with randomness, stochastic partial differential equations (35R60) Numerical solutions to inverse eigenvalue problems (65F18) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)
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Uses Software
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