Low-Rank Solution Methods for Stochastic Eigenvalue Problems (Q5230664): Difference between revisions

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+Sparse Tensor Approximation of Parametric Eigenvalue Problems
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+A projection method to solve linear systems in tensor format
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+Low-rank solvers for unsteady Stokes-Brinkman optimal control problem with random data
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+Low-Rank Solution of Unsteady Diffusion Equations with Stochastic Coefficients
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+Low-Rank Eigenvector Compression of Posterior Covariance Matrices for Linear Gaussian Inverse Problems
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+Stochastic Galerkin Matrices
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+Numerical integration using sparse grids
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+Efficient characterization of the random eigenvalue problem in a polynomial chaos decomposition
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+Inexact inverse iteration for generalized eigenvalue problems
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+Solution of linear systems in high spatial dimensions
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+Approximate methods for stochastic eigenvalue problems
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+Asymptotic convergence of spectral inverse iterations for stochastic eigenvalue problems
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+Simultaneous reduced basis approximation of parameterized elliptic eigenvalue problems
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+A successive constraint linear optimization method for lower bounds of parametric coercivity and inf-sup stability constants
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+Algorithm 847
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+Toward the Optimal Preconditioned Eigensolver: Locally Optimal Block Preconditioned Conjugate Gradient Method
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+Low-Rank Tensor Krylov Subspace Methods for Parametrized Linear Systems
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+Preconditioned Low-Rank Methods for High-Dimensional Elliptic PDE Eigenvalue Problems
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+Preconditioning Steady-State Navier--Stokes Equations with Random Data
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+Accelerating the orthogonal iteration for the eigenvectors of a Hermitian matrix
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+Matrix Algorithms
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+Iterative solution of the random eigenvalue problem with application to spectral stochastic finite element systems
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+Certified real‐time solution of the parametrized steady incompressible Navier–Stokes equations: rigorous reduced‐basis <i>a posteriori</i> error bounds
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+Modeling uncertainty in flow simulations via generalized polynomial chaos.
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