Finite Sections of Random Jacobi Operators
Finite Sections of Random Jacobi Operators
复制标题
随机雅可比算子的有限部分
DOI:
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发表时间:
2010
影响因子:
2.9
通讯作者:
S. Roch
中科院分区:
文献类型:
--
作者:
M. Lindner;S. Roch
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.