Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems. I: Regularity and error analysis

DOI10.1093/IMANUM/DRAD011MaRDI QIDQ6629591zbMATH OpenFDO

Authors Alexander D. Gilbert, Robert Scheichl

Publication date 30 October 2024

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

zbMATH Keywords

uncertainty quantificationquasi-Monte Carlomultilevel Monte Carlostochastic eigenvalue problems

Mathematics Subject Classification ID

Numerical analysis (65-XX)

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Cited in

(5)

• Shape uncertainty quantification of Maxwell eigenvalues and -modes with application to TESLA cavities
• Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems. II: Efficient algorithms and numerical results
• Analytic and Gevrey class regularity for parametric elliptic eigenvalue problems and applications
• Analyticity of parametric elliptic eigenvalue problems and applications to quasi-Monte Carlo methods
• Multilevel Monte Carlo Methods for Stochastic Convection–Diffusion Eigenvalue Problems

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