An efficient reduced‐order method for stochastic eigenvalue analysis

DOI10.1002/NME.7092OpenAlexW4290034965MaRDI QIDQ6092226FDOQ6092226

Authors: Zhibao Zheng, Michael A. Beer, Udo Nackenhorst 

Publication date: 23 November 2023

Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nme.7092

Recommendations

• Low-rank solution methods for stochastic eigenvalue problems
• A low-rank inexact Newton-Krylov method for stochastic eigenvalue problems
• A method for solving stochastic eigenvalue problems
• A direct solution method for generalized stochastic eigenvalue problems of structures with random parameters
• Approximate methods for stochastic eigenvalue problems

zbMATH Keywords

curse of dimensionalityhigh-dimensional problemsstochastic finite element methodreduced-order equationsstructural stochastic eigenvalues

Mathematics Subject Classification ID

Numerical linear algebra (65Fxx) Numerical and other methods in solid mechanics (74Sxx) Probabilistic methods, stochastic differential equations (65Cxx)

Cites Work

• NLEVP, a collection of nonlinear eigenvalue problems
• Matrix algorithms. Vol. 2: Eigensystems
• Numerical methods for large eigenvalue problems
• Orthogonal polynomial expansions for solving random eigenvalue problems
• A polynomial dimensional decomposition for stochastic computing
• Numerical methods for stochastic computations. A spectral method approach.
• Nonlinear eigenvalue problems: a challenge for modern eigenvalue methods
• Title not available (Why is that?)
• Adaptive sparse polynomial chaos expansion based on least angle regression
• An analysis of the Rayleigh-Ritz method for approximating eigenspaces
• Efficient characterization of the random eigenvalue problem in a polynomial chaos decomposition
• Application of the random eigenvalue problem in forced response analysis of a linear stochastic structure
• An invariant subspace-based approach to the random eigenvalue problem of systems with clustered spectrum
• Iterative solution of the random eigenvalue problem with application to spectral stochastic finite element systems
• Numerical methods for the discretization of random fields by means of the Karhunen-Loève expansion
• Hybrid perturbation-polynomial chaos approaches to the random algebraic eigenvalue problem
• A solution of the random eigenvalue problem by a dimensional decomposition method
• Approximate methods for stochastic eigenvalue problems
• A method for solving stochastic eigenvalue problems
• Random matrix eigenvalue problems in structural dynamics
• Uncertain eigenvalue analysis by the sparse grid stochastic collocation method
• A spline chaos expansion
• An accelerated subspace iteration method
• Simulation of multi-dimensional random fields by Karhunen-Loève expansion
• Inverse subspace iteration for spectral stochastic finite element methods
• Low-rank solution methods for stochastic eigenvalue problems
• A method for solving stochastic eigenvalue problems II
• A low-rank inexact Newton-Krylov method for stochastic eigenvalue problems
• Inexact methods for symmetric stochastic eigenvalue problems
• A Spline Dimensional Decomposition for Uncertainty Quantification in High Dimensions
• Subspace inverse power method and polynomial chaos representation for the modal frequency responses of random mechanical systems
• Calculating the minimal/maximal eigenvalue of symmetric parameterized matrices using projection

Cited In (5)

• Efficient uncertainty propagation for stochastic multiscale linear elasticity
• Efficient stochastic modal decomposition methods for structural stochastic static and dynamic analyses
• A method for solving stochastic eigenvalue problems
• A direct solution method for generalized stochastic eigenvalue problems of structures with random parameters
• An order-reduction method for extraction of eigenvalues of dynamic systems

This page was built for publication: An efficient reduced‐order method for stochastic eigenvalue analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6092226)