Sparse tensor approximation of parametric eigenvalue problems
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algorithmeigenpairselliptic self-adjoint eigenvalue problemerror analysisnumerical examplessensitivity computationspectral collocation method
Estimates of eigenvalues in context of PDEs (35P15) Error bounds for boundary value problems involving PDEs (65N15) Numerical methods for eigenvalue problems for boundary value problems involving PDEs (65N25) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)
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Cited in
(33)- Multiparametric shell eigenvalue problems
- Polynomial (chaos) approximation of maximum eigenvalue functions. Efficiency and limitations
- On surrogate learning for linear stability assessment of Navier-Stokes equations with stochastic viscosity.
- Search for sparse solutions of super-large systems with a tensor structure
- Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients
- Solving tensor E-eigenvalue problem faster
- Asymptotic convergence of spectral inverse iterations for stochastic eigenvalue problems
- Tensor-Krylov method for computing eigenvalues of parameter-dependent matrices
- Stochastic collocation method for computing eigenspaces of parameter-dependent operators
- Subspace acceleration for large-scale parameter-dependent Hermitian eigenproblems
- Kolmogorov widths and low-rank approximations of parametric elliptic PDEs
- Parametric and uncertainty computations with tensor product representations
- Hierarchical tensor approximation of output quantities of parameter-dependent PDEs
- High-dimensional adaptive sparse polynomial interpolation and applications to parametric PDEs
- A majorization-minimization approach to the sparse generalized eigenvalue problem
- Eigenvalue computations in the context of data-sparse approximations of integral operators
- Use of tensor formats in elliptic eigenvalue problems.
- Stochastic Galerkin Methods for Linear Stability Analysis of Systems with Parametric Uncertainty
- Toric eigenvalue methods for solving sparse polynomial systems
- Bounding the Spectral Gap for an Elliptic Eigenvalue Problem with Uniformly Bounded Stochastic Coefficients
- Low-rank solution methods for stochastic eigenvalue problems
- Analyticity of parametric elliptic eigenvalue problems and applications to quasi-Monte Carlo methods
- On Uncertainty Quantification of Eigenvalues and Eigenspaces with Higher Multiplicity
- Shape uncertainty quantification of Maxwell eigenvalues and -modes with application to TESLA cavities
- Multi-objective shape optimization of TESLA-like cavities: addressing stochastic Maxwell's eigenproblem constraints
- A data-driven method for parametric PDE eigenvalue problems using Gaussian process with different covariance functions
- Analytic and Gevrey class regularity for parametric elliptic eigenvalue problems and applications
- Match-based solution of general parametric eigenvalue problems
- Reduced basis method for non-symmetric eigenvalue problems: application to the multigroup neutron diffusion equations
- A greedy MOR method for the tracking of eigensolutions to parametric elliptic PDEs
- Approximate methods for stochastic eigenvalue problems
- On shells of revolution with random profiles
- Quasi-Monte Carlo for partial differential equations with generalized Gaussian input uncertainty
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