Approximate methods for stochastic eigenvalue problems
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Publication:669769
DOI10.1016/J.AMC.2014.12.112zbMATH Open1410.60066OpenAlexW1985289051MaRDI QIDQ669769FDOQ669769
Authors: Harri Hakula, Vesa Kaarnioja, Mikael Laaksonen 
Publication date: 15 March 2019
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2014.12.112
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Cited In (30)
- Approximation of some moments in eigenvalue problem including some random variables and its application
- Multiparametric shell eigenvalue problems
- Polynomial (chaos) approximation of maximum eigenvalue functions. Efficiency and limitations
- Iterative solution of the random eigenvalue problem with application to spectral stochastic finite element systems
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- Title not available (Why is that?)
- 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
- An efficient reduced‐order method for stochastic eigenvalue analysis
- Inverse subspace iteration for spectral stochastic finite element methods
- Subspace acceleration for large-scale parameter-dependent Hermitian eigenproblems
- Title not available (Why is that?)
- A data-driven method for parametric PDE eigenvalue problems using Gaussian process with different covariance functions
- Sparse tensor approximation of parametric eigenvalue problems
- Parallel stochastic estimation method of eigenvalue distribution
- Stochastic convergence acceleration through basis enrichment of polynomial chaos expansions
- Uncertain eigenvalue analysis by the sparse grid stochastic collocation method
- Analyticity of parametric elliptic eigenvalue problems and applications to quasi-Monte Carlo methods
- A method for solving stochastic eigenvalue problems
- A low-rank inexact Newton-Krylov method for stochastic eigenvalue problems
- Sparse approximate solutions to stochastic Galerkin equations
- Match-based solution of general parametric eigenvalue problems
- A greedy MOR method for the tracking of eigensolutions to parametric elliptic PDEs
- Efficient characterization of the random eigenvalue problem in a polynomial chaos decomposition
- Stochastic collocation method for computing eigenspaces of parameter-dependent operators
- Some Approximation Formula for Stochastic Eigenvalues
- Inexact methods for symmetric stochastic eigenvalue problems
- Inverse modeling of tracer flow via a mass conservative generalized multiscale finite volume/element method and stochastic collocation
- Stochastic spectral formulations for elliptic problems
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