Approximate methods for stochastic eigenvalue problems

DOI10.1016/J.AMC.2014.12.112MaRDI QIDQ669769zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

inverse iterationsparse gridsstochastic Galerkin methodstochastic collocationSFEMstochastic eigenvalue problem

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical methods for eigenvalue problems for boundary value problems involving PDEs (65N25) Random nonlinear operators (47H40) Random operators and equations (aspects of stochastic analysis) (60H25)

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Cited in

(32)

• A data-driven method for parametric PDE eigenvalue problems using Gaussian process with different covariance functions
• Approximation of some moments in eigenvalue problem including some random variables and its application
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• Stochastic convergence acceleration through basis enrichment of polynomial chaos expansions
• Analyticity of parametric elliptic eigenvalue problems and applications to quasi-Monte Carlo methods
• Polynomial (chaos) approximation of maximum eigenvalue functions. Efficiency and limitations
• scientific article; zbMATH DE number 1279085 (Why is no real title available?)
• Bounding the Spectral Gap for an Elliptic Eigenvalue Problem with Uniformly Bounded Stochastic Coefficients
• An efficient reduced‐order method for stochastic eigenvalue analysis
• Multilevel quasi-Monte Carlo for random elliptic eigenvalue problems. II: Efficient algorithms and numerical results
• Multiparametric shell eigenvalue problems
• Asymptotic convergence of spectral inverse iterations for stochastic eigenvalue problems
• Uncertain eigenvalue analysis by the sparse grid stochastic collocation method
• Parallel stochastic estimation method of eigenvalue distribution
• Multi-objective shape optimization of TESLA-like cavities: addressing stochastic Maxwell's eigenproblem constraints
• Inexact methods for symmetric stochastic eigenvalue problems
• Low-rank solution methods for stochastic eigenvalue problems
• Efficient characterization of the random eigenvalue problem in a polynomial chaos decomposition
• Inverse modeling of tracer flow via a mass conservative generalized multiscale finite volume/element method and stochastic collocation
• Sparse tensor approximation of parametric eigenvalue problems
• Sparse approximate solutions to stochastic Galerkin equations
• Stochastic collocation method for computing eigenspaces of parameter-dependent operators
• Match-based solution of general parametric eigenvalue problems
• Inverse subspace iteration for spectral stochastic finite element methods
• Stochastic spectral formulations for elliptic problems
• A method for solving stochastic eigenvalue problems
• Subspace acceleration for large-scale parameter-dependent Hermitian eigenproblems
• Iterative solution of the random eigenvalue problem with application to spectral stochastic finite element systems
• A low-rank inexact Newton-Krylov method for stochastic eigenvalue problems
• scientific article; zbMATH DE number 1036075 (Why is no real title available?)
• A greedy MOR method for the tracking of eigensolutions to parametric elliptic PDEs
• Some Approximation Formula for Stochastic Eigenvalues

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