Analysis of quasi-Monte Carlo methods for elliptic eigenvalue problems with stochastic coefficients
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s00211-019-01046-6.pdf
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5. Babuška, I., Osborn, J.: Estimates for the errors in eigenvalue and eigenvector approximation by Galerkin methods, with particular attention to the case of multiple eigenvalues. SIAM J. Numer. Anal. 24, 1249–1276 (1987)
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