Stochastic collocation method for computing eigenspaces of parameter-dependent operators

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Volume Title
A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä
Date
2023-01
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Language
en
Pages
26
85-110
Series
Numerische Mathematik, Volume 153, issue 1
Abstract
We consider computing eigenspaces of an elliptic self-adjoint operator depending on a countable number of parameters in an affine fashion. The eigenspaces of interest are assumed to be isolated in the sense that the corresponding eigenvalues are separated from the rest of the spectrum for all values of the parameters. We show that such eigenspaces can in fact be extended to complex-analytic functions of the parameters and quantify this analytic dependence in a way that leads to convergence of sparse polynomial approximations. A stochastic collocation method on an anisoptropic sparse grid in the parameter domain is proposed for computing a basis for the eigenspace of interest. The convergence of this method is verified in a series of numerical examples based on the eigenvalue problem of a stochastic diffusion operator.
Description
Funding Information: The work of L.G. has been supported by the Croatian Science Foundation Grant IP-2019-04-6268. We gratefully acknowledge the support. Publisher Copyright: © 2022, The Author(s).
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Citation
Grubišić , L , Saarikangas , M & Hakula , H 2023 , ' Stochastic collocation method for computing eigenspaces of parameter-dependent operators ' , Numerische Mathematik , vol. 153 , no. 1 , pp. 85-110 . https://doi.org/10.1007/s00211-022-01339-3