35 citations · 180 across the 39 of their papers we have counts for
3 papers · 1 filter
An inexact Newton-Krylov method for stochastic eigenvalue problems
Peter Benner, Akwum Onwunta, Martin Stoll
This paper aims at the efficient numerical solution of stochastic eigenvalue problems. Such problems often lead to prohibitively high dimensional systems with tensor product struct…
Solving optimal control problems governed by random Navier-Stokes equations using low-rank methods
Peter Benner, Sergey Dolgov, Akwum Onwunta +1
Many problems in computational science and engineering are simultaneously characterized by the following challenging issues: uncertainty, nonlinearity, nonstationarity and high dim…
Low-rank computation of posterior covariance matrices in Bayesian inverse problems
Peter Benner, Yue Qiu, Martin Stoll
We consider the problem of estimating the uncertainty in statistical inverse problems using Bayesian inference. When the probability density of the noise and the prior are Gaussian…