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math.NA2023
A complex-projected Rayleigh quotient iteration for targeting interior eigenvalues
Nils Friess, Alexander D. Gilbert, Robert Scheichl
We introduce a new Projected Rayleigh Quotient Iteration aimed at improving the convergence behaviour of classic Rayleigh Quotient iteration (RQI) by incorporating approximate info…
math.NA2023
Multilevel Monte Carlo methods for stochastic convection-diffusion eigenvalue problems
Tiangang Cui, Hans De Sterck, Alexander D. Gilbert +2
We develop new multilevel Monte Carlo (MLMC) methods to estimate the expectation of the smallest eigenvalue of a stochastic convection-diffusion operator with random coefficients.…