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We consider and analyze applying a spectral inverse iteration algorithm and its subspace iteration variant for computing eigenpairs of an elliptic operator with random coefficients. With these iterative algorithms the solution is sought…

Numerical Analysis · Computer Science 2017-06-16 Harri Hakula , Mikael Laaksonen

In this paper we discuss an abstract iteration scheme for the calculation of the smallest eigenvalue of an elliptic operator eigenvalue problem. A short and geometric proof based on the preconditioned inverse iteration (PINVIT) for matrices…

Numerical Analysis · Mathematics 2010-03-09 Thorsten Rohwedder , Reinhold Schneider , Andreas Zeiser

We present a fully iterative adaptive algorithm for the numerical minimization of strongly convex energy functionals in Hilbert spaces. The proposed approach, which we first present in abstract form, generates a hierarchical sequence of…

Numerical Analysis · Mathematics 2026-02-26 Raphael Leu , Thomas P. Wihler

We consider filtered subspace iteration for approximating a cluster of eigenvalues (and its associated eigenspace) of a (possibly unbounded) selfadjoint operator in a Hilbert space. The algorithm is motivated by a quadrature approximation…

Numerical Analysis · Mathematics 2019-02-05 Jay Gopalakrishnan , Luka Grubišić , Jeffrey Ovall

In this paper we the formulation of inverse problems as constrained minimization problems and their iterative solution by gradient or Newton type. We carry out a convergence analysis in the sense of regularization methods and discuss…

Numerical Analysis · Mathematics 2021-01-15 Barbara Kaltenbacher , Kha Van Huynh

The focus is on a model reduction framework for parameterized elliptic eigenvalue problems by a reduced basis method. In contrast to the standard single output case, one is interested in approximating several outputs simultaneously, namely…

Numerical Analysis · Mathematics 2016-03-03 Thomas Horger , Barbara Wohlmuth , Thomas Dickopf

This paper proposes and analyzes an a posteriori error estimator for the finite element multi-scale discretization approximation of the Steklov eigenvalue problem. Based on the a posteriori error estimates, an adaptive algorithm of shifted…

Numerical Analysis · Mathematics 2016-01-08 Hai Bi , Hao Li , Yidu Yang

We generalize and analyse the method for computing lower bounds of the principal eigenvalue proposed in our previous paper (I. Sebestova, T. Vejchodsky, SIAM J. Numer. Anal. 2014). This method is suitable for symmetric elliptic eigenvalue…

Numerical Analysis · Mathematics 2016-06-07 Ivana Sebestova , Tomas Vejchodsky

We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is…

Numerical Analysis · Mathematics 2018-03-06 Michael Griebel , Peter Oswald

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…

Numerical Analysis · Mathematics 2016-03-09 Bedřich Sousedík , Howard C. Elman

In this paper, we first establish the convergence criteria of the residual iteration method for solving quadratic eigenvalue problem- s. We analyze the impact of shift point and the subspace expansion on the convergence of this method. In…

Numerical Analysis · Mathematics 2017-01-12 Liu Yang , Yuquan Sun , Fanghui Gong

We adapt a symmetric interior penalty discontinuous Galerkin method using a patch reconstructed approximation space to solve elliptic eigenvalue problems, including both second and fourth order problems in 2D and 3D. It is a direct…

Numerical Analysis · Mathematics 2019-11-26 Ruo Li , Zhiyuan Sun , Fanyi Yang

This paper is concerned with the development and analysis of an iterative solver for high-dimensional second-order elliptic problems based on subspace-based low-rank tensor formats. Both the subspaces giving rise to low-rank approximations…

Numerical Analysis · Mathematics 2014-07-21 Markus Bachmayr , Wolfgang Dahmen

In numerical existence proofs for solutions of the semi-linear elliptic system, evaluating the norm of the inverse of a perturbed Laplace operator plays an important role. We reveal an eigenvalue problem to design a method for verifying the…

Numerical Analysis · Mathematics 2021-12-15 Kouta Sekine , Kazuaki Tanaka , Shin'ichi Oishi

In many high-frequency simulation workflows, eigenvalue tracking along a parameter variation is necessary. This can become computationally prohibitive when repeated time-consuming eigenvalue problems must be solved. Therefore, we employ a…

Computational Engineering, Finance, and Science · Computer Science 2023-08-07 Max Kappesser , Anna Ziegler , Sebastian Schöps

The affine inverse eigenvalue problem consists of identifying a real symmetric matrix with a prescribed set of eigenvalues in an affine space. Due to its ubiquity in applications, various instances of the problem have been widely studied in…

Optimization and Control · Mathematics 2019-11-07 Utkan Candogan , Yong Sheng Soh , Venkat Chandrasekaran

Some numerical algorithms for elliptic eigenvalue problems are proposed, analyzed, and numerically tested. The methods combine advantages of the two-grid algorithm, two-space method, the shifted inverse power method, and the polynomial…

Numerical Analysis · Mathematics 2014-10-21 Hailong Guo , Zhimin Zhang , Ren Zhao

In this paper, we discuss adaptive approximations of an elliptic eigenvalue optimization problem in a phase-field setting by a conforming finite element method. An adaptive algorithm is proposed and implemented in several two dimensional…

Numerical Analysis · Mathematics 2025-03-10 Jing Li , Yifeng Xu , Shengfeng Zhu

Smoothed analysis is a powerful paradigm in overcoming worst-case intractability in unsupervised learning and high-dimensional data analysis. While polynomial time smoothed analysis guarantees have been obtained for worst-case intractable…

Data Structures and Algorithms · Computer Science 2019-04-25 Aditya Bhaskara , Aidao Chen , Aidan Perreault , Aravindan Vijayaraghavan

This paper develops matrix-multiplication-based iterative refinement for diagonalizable non-Hermitian eigendecompositions. The main theory concerns simple eigenvalues and distinguishes two input regimes. In the right-only regime, where only…

Numerical Analysis · Mathematics 2026-04-06 Takeshi Terao
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