A method for solving stochastic eigenvalue problems II

DOI10.1016/J.AMC.2012.10.089MaRDI QIDQ2350180zbMATH OpenOpenAlexFDO

Authors M. M. R. Williams

Publication date 18 June 2015

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

Full work available at URL https://doi.org/10.1016/j.amc.2012.10.089

zbMATH Keywords

polynomial chaosrandom eigenvalues

Mathematics Subject Classification ID

Ordinary differential equations (34-XX) Numerical analysis (65-XX)

Cited in

(14)

• Polynomial (chaos) approximation of maximum eigenvalue functions. Efficiency and limitations
• An interval uncertainty analysis method for structural response bounds using feedforward neural network differentiation
• A method for solving stochastic eigenvalue problems
• Eigenvalue analysis of structures with interval parameters using the second-order Taylor series expansion and the DCA for QB
• Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients
• Inverse subspace iteration for spectral stochastic finite element methods
• Some Approximation Formula for Stochastic Eigenvalues
• Inexact methods for symmetric stochastic eigenvalue problems
• Propagation algorithm for hybrid uncertainty parameters based on polynomial chaos expansion
• An efficient reduced‐order method for stochastic eigenvalue analysis
• A polynomial chaos expansion approach for nonlinear dynamic systems with interval uncertainty
• Analyticity of parametric elliptic eigenvalue problems and applications to quasi-Monte Carlo methods
• Approximation of almost diagonal non-linear maps by lattice Lipschitz operators
• Solving the parametric eigenvalue problem by Taylor series and Chebyshev expansion

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