Benner, Peter; Onwunta, Akwum; Stoll, Martin A low-rank inexact Newton-Krylov method for stochastic eigenvalue problems. (English) Zbl 1420.65043 Comput. Methods Appl. Math. 19, No. 1, 5-22 (2019). MSC: 65F15 60H15 35R60 60H35 65F50 PDFBibTeX XMLCite \textit{P. Benner} et al., Comput. Methods Appl. Math. 19, No. 1, 5--22 (2019; Zbl 1420.65043) Full Text: DOI arXiv
Benner, Peter; Onwunta, Akwum; Stoll, Martin Low-rank solution of unsteady diffusion equations with stochastic coefficients. (English) Zbl 1325.65016 SIAM/ASA J. Uncertain. Quantif. 3, 622-649 (2015). MSC: 65C30 60H15 60H35 35R60 65M60 65F08 PDFBibTeX XMLCite \textit{P. Benner} et al., SIAM/ASA J. Uncertain. Quantif. 3, 622--649 (2015; Zbl 1325.65016) Full Text: DOI Link