A low-rank inexact Newton-Krylov method for stochastic eigenvalue problems
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Publication:2324348
DOI10.1515/CMAM-2018-0030zbMath1420.65043arXiv1710.09470OpenAlexW3102890046MaRDI QIDQ2324348
Martin Stoll, Peter Benner, Akwum Onwunta
Publication date: 11 September 2019
Published in: Computational Methods in Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.09470
Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
Related Items (8)
Tensor-Krylov method for computing eigenvalues of parameter-dependent matrices ⋮ Stochastic collocation method for computing eigenspaces of parameter-dependent operators ⋮ An efficient reduced‐order method for stochastic eigenvalue analysis ⋮ On Uncertainty Quantification of Eigenvalues and Eigenspaces with Higher Multiplicity ⋮ Prospects of tensor-based numerical modeling of the collective electrostatics in many-particle systems ⋮ Low-Rank Solution Methods for Stochastic Eigenvalue Problems ⋮ Editorial. Tensor numerical methods: actual theory and recent applications ⋮ On surrogate learning for linear stability assessment of Navier-Stokes equations with stochastic viscosity.
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