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)
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