Sparse tensor approximation of parametric eigenvalue problems
DOI10.1007/978-3-642-22061-6_7zbMATH Open1248.65116OpenAlexW1588588806MaRDI QIDQ2902571FDOQ2902571
Authors: R. Andreev, Christoph Schwab 
Publication date: 21 August 2012
Published in: Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/20.500.11850/155038
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Cited In (31)
- Multiparametric shell eigenvalue problems
- Polynomial (chaos) approximation of maximum eigenvalue functions. Efficiency and limitations
- Bounding the Spectral Gap for an Elliptic Eigenvalue Problem with Uniformly Bounded Stochastic Coefficients
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- Shape uncertainty quantification of Maxwell eigenvalues and -modes with application to TESLA cavities
- Toric eigenvalue methods for solving sparse polynomial systems
- High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs
- Multi-objective shape optimization of TESLA-like cavities: addressing stochastic Maxwell's eigenproblem constraints
- Low-rank solution methods for stochastic eigenvalue problems
- Asymptotic convergence of spectral inverse iterations for stochastic eigenvalue problems
- Subspace acceleration for large-scale parameter-dependent Hermitian eigenproblems
- Analytic and Gevrey class regularity for parametric elliptic eigenvalue problems and applications
- A data-driven method for parametric PDE eigenvalue problems using Gaussian process with different covariance functions
- Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients
- Tensor-Krylov method for computing eigenvalues of parameter-dependent matrices
- Stochastic Galerkin Methods for Linear Stability Analysis of Systems with Parametric Uncertainty
- Kolmogorov widths and low-rank approximations of parametric elliptic PDEs
- Eigenvalue computations in the context of data-sparse approximations of integral operators
- Analyticity of parametric elliptic eigenvalue problems and applications to quasi-Monte Carlo methods
- On Uncertainty Quantification of Eigenvalues and Eigenspaces with Higher Multiplicity
- Match-based solution of general parametric eigenvalue problems
- A greedy MOR method for the tracking of eigensolutions to parametric elliptic PDEs
- Reduced basis method for non-symmetric eigenvalue problems: application to the multigroup neutron diffusion equations
- Stochastic collocation method for computing eigenspaces of parameter-dependent operators
- Use of tensor formats in elliptic eigenvalue problems.
- Parametric and uncertainty computations with tensor product representations
- Solving tensor E-eigenvalue problem faster
- A majorization-minimization approach to the sparse generalized eigenvalue problem
- Hierarchical tensor approximation of output quantities of parameter-dependent PDEs
- Approximate methods for stochastic eigenvalue problems
- On surrogate learning for linear stability assessment of Navier-Stokes equations with stochastic viscosity.
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