An efficient reduced‐order method for stochastic eigenvalue analysis
From MaRDI portal
Publication:6092226
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
Cites work
- scientific article; zbMATH DE number 627771 (Why is no real title available?)
- A Spline Dimensional Decomposition for Uncertainty Quantification in High Dimensions
- A low-rank inexact Newton-Krylov method for stochastic eigenvalue problems
- A method for solving stochastic eigenvalue problems
- A method for solving stochastic eigenvalue problems II
- A polynomial dimensional decomposition for stochastic computing
- A solution of the random eigenvalue problem by a dimensional decomposition method
- A spline chaos expansion
- Adaptive sparse polynomial chaos expansion based on least angle regression
- An accelerated subspace iteration method
- An analysis of the Rayleigh-Ritz method for approximating eigenspaces
- An invariant subspace-based approach to the random eigenvalue problem of systems with clustered spectrum
- Application of the random eigenvalue problem in forced response analysis of a linear stochastic structure
- Approximate methods for stochastic eigenvalue problems
- Calculating the minimal/maximal eigenvalue of symmetric parameterized matrices using projection
- Efficient characterization of the random eigenvalue problem in a polynomial chaos decomposition
- Hybrid perturbation-polynomial chaos approaches to the random algebraic eigenvalue problem
- Inexact methods for symmetric stochastic eigenvalue problems
- Inverse subspace iteration for spectral stochastic finite element methods
- Iterative solution of the random eigenvalue problem with application to spectral stochastic finite element systems
- Low-rank solution methods for stochastic eigenvalue problems
- Matrix algorithms. Vol. 2: Eigensystems
- NLEVP, a collection of nonlinear eigenvalue problems
- Nonlinear eigenvalue problems: a challenge for modern eigenvalue methods
- Numerical methods for large eigenvalue problems
- Numerical methods for stochastic computations. A spectral method approach.
- Numerical methods for the discretization of random fields by means of the Karhunen-Loève expansion
- Orthogonal polynomial expansions for solving random eigenvalue problems
- Random matrix eigenvalue problems in structural dynamics
- Simulation of multi-dimensional random fields by Karhunen-Loève expansion
- Subspace inverse power method and polynomial chaos representation for the modal frequency responses of random mechanical systems
- Uncertain eigenvalue analysis by the sparse grid stochastic collocation method
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)
