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A Kind of Stochastic Eigenvalue Complementarity Problems

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  • Ying-xiao Wang
  • Shou-qiang Du

Abstract

With the development of computer science, computational electromagnetics have also been widely used. Electromagnetic phenomena are closely related to eigenvalue problems. On the other hand, in order to solve the uncertainty of input data, the stochastic eigenvalue complementarity problem, which is a general formulation for the eigenvalue complementarity problem, has aroused interest in research. So, in this paper, we propose a new kind of stochastic eigenvalue complementarity problem. We reformulate the given stochastic eigenvalue complementarity problem as a system of nonsmooth equations with nonnegative constraints. Then, a projected smoothing Newton method is presented to solve it. The global and local convergence properties of the given method for solving the proposed stochastic eigenvalue complementarity problem are also given. Finally, the related numerical results show that the proposed method is efficient.

Suggested Citation

  • Ying-xiao Wang & Shou-qiang Du, 2018. "A Kind of Stochastic Eigenvalue Complementarity Problems," Mathematical Problems in Engineering, Hindawi, vol. 2018, pages 1-9, February.
    • Handle: RePEc:hin:jnlmpe:7397592
    DOI: 10.1155/2018/7397592
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