Pages that link to "Item:Q2311876"

The following pages link to Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients (Q2311876):

Displaying 10 items.

• Adaptive quasi-Monte Carlo finite element methods for parametric elliptic PDEs (Q2149154) (← links)
• Stochastic collocation method for computing eigenspaces of parameter-dependent operators (Q2678965) (← links)
• Bounding the Spectral Gap for an Elliptic Eigenvalue Problem with Uniformly Bounded Stochastic Coefficients (Q5118783) (← links)
• Quasi-Monte Carlo Finite Element Analysis for Wave Propagation in Heterogeneous Random Media (Q5149780) (← links)
• Data-driven reduced order modeling for parametric PDE eigenvalue problems using Gaussian process regression (Q6087951) (← links)
• Numerical estimation of the inverse eigenvalue problem for a weighted Helmholtz equation (Q6111338) (← links)
• Error Estimate of a Quasi-Monte Carlo Time-Splitting Pseudospectral Method for Nonlinear Schrödinger Equation with Random Potentials (Q6131416) (← links)
• Uncertainty quantification for random domains using periodic random variables (Q6191371) (← links)
• On Uncertainty Quantification of Eigenvalues and Eigenspaces with Higher Multiplicity (Q6194526) (← links)
• Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration (Q6493746) (← links)