Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems. II: Efficient algorithms and numerical results

DOI10.1093/IMANUM/DRAD009MaRDI QIDQ6629592zbMATH 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)

Recommendations

• Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems. I: Regularity and error analysis
• Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients
• Approximate methods for stochastic eigenvalue problems
• Multi-level quasi-Monte Carlo finite element methods for a class of elliptic PDEs with random coefficients
• Analyticity of parametric elliptic eigenvalue problems and applications to quasi-Monte Carlo methods

Cited in

(6)

• Analyticity of parametric elliptic eigenvalue problems and applications to quasi-Monte Carlo methods
• Analytic and Gevrey class regularity for parametric elliptic eigenvalue problems and applications
• Multilevel Monte Carlo Methods for Stochastic Convection–Diffusion Eigenvalue Problems
• Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems. I: Regularity and error analysis
• Conforming element method and shifted-inverse two-grid dicretization for the fourth-order Steklov eigenvalue problem
• Shape uncertainty quantification of Maxwell eigenvalues and -modes with application to TESLA cavities

This page was built for publication: Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems. II: Efficient algorithms and numerical results

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6629592)