4 papers
Numerically stable variants of overrelaxation for operator Sinkhorn iteration
Henrik Eisenmann, Tasuku Soma, Xun Tang +1
We consider accelerated versions of the operator Sinkhorn iteration (OSI) for solving scaling problems for completely positive maps. Based on the interpretation of OSI as alternati…
A convergent adaptive finite element stochastic Galerkin method based on multilevel expansions of random fields
Markus Bachmayr, Martin Eigel, Henrik Eisenmann +1
The subject of this work is an adaptive stochastic Galerkin finite element method for parametric or random elliptic partial differential equations, which generates sparse product p…
Adaptive stochastic Galerkin finite element methods: Optimality and non-affine coefficients
Markus Bachmayr, Henrik Eisenmann, Igor Voulis
Near-optimal computational complexity of an adaptive stochastic Galerkin method with independently refined spatial meshes for elliptic partial differential equations is shown. The…
A Newton method for solving locally definite multiparameter eigenvalue problems by multiindex
Henrik Eisenmann
We present a new approach to compute eigenvalues and eigenvectors of locally definite multiparameter eigenvalue problems by its signed multiindex. The method has the interpretation…