Inverse Subspace Iteration for Spectral Stochastic Finite Element Methods
نویسندگان
چکیده
منابع مشابه
Inverse Subspace Iteration for Spectral Stochastic Finite Element Methods
We study random eigenvalue problems in the context of spectral stochastic finite elements. In particular, given a parameter-dependent, symmetric positive-definite matrix operator, we explore the performance of algorithms for computing its eigenvalues and eigenvectors represented using polynomial chaos expansions. We formulate a version of stochastic inverse subspace iteration, which is based on...
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ژورنال
عنوان ژورنال: SIAM/ASA Journal on Uncertainty Quantification
سال: 2016
ISSN: 2166-2525
DOI: 10.1137/140999359