A method for solving stochastic eigenvalue problems
initial value problemKarhunen-Loeve expansionnumerical examplespolynomial chaos expansionrandom matricesstochastic eigenvalues
Random matrices (algebraic aspects) (15B52) Eigenvalue problems for integral equations (45C05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solution of eigenvalue problems involving ordinary differential equations (65L15)
- A method for solving stochastic eigenvalue problems II
- Approximate methods for stochastic eigenvalue problems
- scientific article; zbMATH DE number 167230
- Low-rank solution methods for stochastic eigenvalue problems
- A kind of stochastic eigenvalue complementarity problems
- An efficient reduced‐order method for stochastic eigenvalue analysis
- Inexact methods for symmetric stochastic eigenvalue problems
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- Stochastic convergence acceleration through basis enrichment of polynomial chaos expansions
- The stochastic finite element method: past, present and future
- A combination method for numerical solution of the nonlinear stochastic Itô-Volterra integral equation
- Inverse subspace iteration for spectral stochastic finite element methods
- Parallel stochastic estimation method of eigenvalue distribution
- A POD reduced-order model for eigenvalue problems with application to reactor physics
- A sub-domain method for solving stochastic problems with large uncertainties and repeated eigenvalues
- Stochastic dynamic systems with complex-valued eigensolutions
- Efficient characterization of the random eigenvalue problem in a polynomial chaos decomposition
- Some Approximation Formula for Stochastic Eigenvalues
- scientific article; zbMATH DE number 167230 (Why is no real title available?)
- A solution of the random eigenvalue problem by crossing theory
- scientific article; zbMATH DE number 1279085 (Why is no real title available?)
- Inexact methods for symmetric stochastic eigenvalue problems
- scientific article; zbMATH DE number 2140409 (Why is no real title available?)
- Low-rank solution methods for stochastic eigenvalue problems
- An efficient reduced‐order method for stochastic eigenvalue analysis
- Analyticity of parametric elliptic eigenvalue problems and applications to quasi-Monte Carlo methods
- On Uncertainty Quantification of Eigenvalues and Eigenspaces with Higher Multiplicity
- Approximation of almost diagonal non-linear maps by lattice Lipschitz operators
- Homotopy approach for random eigenvalue problem
- Approximate methods for stochastic eigenvalue problems
- Hybrid perturbation-polynomial chaos approaches to the random algebraic eigenvalue problem
- Solving the parametric eigenvalue problem by Taylor series and Chebyshev expansion
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