Approximate methods for stochastic eigenvalue problems

DOI10.1016/j.amc.2014.12.112zbMath1410.60066OpenAlexW1985289051MaRDI QIDQ669769

Mikael Laaksonen, Vesa Kaarnioja, Harri Hakula

Publication date: 15 March 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2014.12.112

zbMATH Keywords

sparse gridsinverse iterationstochastic Galerkin methodstochastic collocationSFEMstochastic eigenvalue problem

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical methods for eigenvalue problems for boundary value problems involving PDEs (65N25) Random nonlinear operators (47H40)

Related Items

Stochastic collocation method for computing eigenspaces of parameter-dependent operators, An efficient reduced‐order method for stochastic eigenvalue analysis, Asymptotic convergence of spectral inverse iterations for stochastic eigenvalue problems, Analyticity of parametric elliptic eigenvalue problems and applications to quasi-Monte Carlo methods, 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, Multiparametric shell eigenvalue problems, Polynomial (chaos) approximation of maximum eigenvalue functions. Efficiency and limitations, Inverse Subspace Iteration for Spectral Stochastic Finite Element Methods, Subspace Acceleration for Large-Scale Parameter-Dependent Hermitian Eigenproblems, Low-Rank Solution Methods for Stochastic Eigenvalue Problems, A low-rank inexact Newton-Krylov method for stochastic eigenvalue problems

Uses Software

• OPQ

Cites Work

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