Finite sections of random Jacobi operators

Publikationstyp
Journal Article
Publikationsdatum
2012-05-28
Sprache
English
Author
Lindner, Marko orcid-logo
Roch, Steffen 
TORE-URI
http://hdl.handle.net/11420/10568
Enthalten in
SIAM journal on numerical analysis 
Volume
50
Issue
1
Start Page
287
End Page
306
Citation
SIAM Journal on Numerical Analysis 50 (1): 287-306 (2012-05-28)
Publisher DOI
10.1137/100813877
Scopus ID
2-s2.0-84861395698
This article is about a problem in the numerical analysis of random operators. We study a version of the finite section method for the approximate solution of equations Ax = b in infinitely many variables, where A is a random Jacobi (i.e., tridiagonal) operator. In other words, we approximately solve infinite second order difference equations with stochastic coefficients by reducing the infinite volume case to the (large) finite volume case via a particular truncation technique. For most of the paper we consider non-self-adjoint operators A, but we also comment on the self-adjoint case when simplifications occur. © 2012 Society for Industrial and Applied Mathematics.
Schlagworte
Finite section method
Jacobi operator
Random operator