Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients

DOI10.1007/s00211-019-01046-6zbMath1416.65018arXiv1808.02639OpenAlexW2962921715WikidataQ127907312 ScholiaQ127907312MaRDI QIDQ2311876

Ian H. Sloan, Alexander D. Gilbert, Ivan G. Graham, Frances Y. Kuo, Robert Scheichl

Publication date: 4 July 2019

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.02639

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Estimates of eigenvalues in context of PDEs (35P15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical methods for eigenvalue problems for boundary value problems involving PDEs (65N25)

Related Items (10)

Adaptive quasi-Monte Carlo finite element methods for parametric elliptic PDEs ⋮ Stochastic collocation method for computing eigenspaces of parameter-dependent operators ⋮ Data-driven reduced order modeling for parametric PDE eigenvalue problems using Gaussian process regression ⋮ Numerical estimation of the inverse eigenvalue problem for a weighted Helmholtz equation ⋮ Error Estimate of a Quasi-Monte Carlo Time-Splitting Pseudospectral Method for Nonlinear Schrödinger Equation with Random Potentials ⋮ Analyticity of parametric elliptic eigenvalue problems and applications to quasi-Monte Carlo methods ⋮ Uncertainty quantification for random domains using periodic random variables ⋮ On Uncertainty Quantification of Eigenvalues and Eigenspaces with Higher Multiplicity ⋮ Bounding the Spectral Gap for an Elliptic Eigenvalue Problem with Uniformly Bounded Stochastic Coefficients ⋮ Quasi-Monte Carlo Finite Element Analysis for Wave Propagation in Heterogeneous Random Media

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Fast non-overlapping Schwarz domain decomposition methods for solving the neutron diffusion equation
• Adaptive finite element methods for computing band gaps in photonic crystals
• Functional analysis, Sobolev spaces and partial differential equations
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
• An efficient method for band structure calculations in 2D photonic crystals
• The analysis of linear partial differential operators. I: Distribution theory and Fourier analysis.
• Dimension truncation in QMC for affine-parametric operator equations
• Planewave expansion methods for photonic crystal fibres
• A method for solving stochastic eigenvalue problems II
• Fast component-by-component construction of rank-1 lattice rules with a non-prime number of points
• Strong and Weak Error Estimates for Elliptic Partial Differential Equations with Random Coefficients
• Finite element approximation of eigenvalue problems
• Sparse Tensor Approximation of Parametric Eigenvalue Problems
• Reduced basis approximation anda posteriorierror estimates for parametrized elliptic eigenvalue problems
• Simultaneous reduced basis approximation of parameterized elliptic eigenvalue problems
• Proof of the fundamental gap conjecture
• Fast algorithms for component-by-component construction of rank-1 lattice rules in shift-invariant reproducing kernel Hilbert spaces
• Estimates for the Errors in Eigenvalue and Eigenvector Approximation by Galerkin Methods, with Particular Attention to the Case of Multiple Eigenvalues
• Finite Element-Galerkin Approximation of the Eigenvalues and Eigenvectors of Selfadjoint Problems
• Output bounds for reduced-basis approximations of symmetric positive definite eigenvalue problems
• Constructing Randomly Shifted Lattice Rules in Weighted Sobolev Spaces
• Quasi-Monte Carlo Finite Element Methods for a Class of Elliptic Partial Differential Equations with Random Coefficients
• Higher Order QMC Petrov--Galerkin Discretization for Affine Parametric Operator Equations with Random Field Inputs
• High-dimensional integration: The quasi-Monte Carlo way

This page was built for publication: Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients