Stochastic Finite Element Technique for Stochastic One-Dimension Time-Dependent Differential Equations with Random Coefficients | Zendy

Mohammad Saleh | Zendy; I. L. ElKalla | Zendy; M. M. Ehab | Zendy

Open Access

Stochastic Finite Element Technique for Stochastic One-Dimension Time-Dependent Differential Equations with Random Coefficients

Author(s) -

Mohammad Saleh,

I. L. ElKalla,

M. M. Ehab

Publication year - 2007

Publication title -

international journal of differential equations

Language(s) - English

Resource type - Journals

eISSN - 1687-9651

pISSN - 1687-9643

DOI - 10.1155/2007/48527

Subject(s) - mathematics , stochastic partial differential equation , stochastic differential equation , continuous time stochastic process , mathematical analysis , stochastic process , differential equation , statistics

The stochastic finite element method (SFEM) is employed for solving stochastic one-dimension time-dependent differential equations with random coefficients. SFEM is used to have a fixed form of linear algebraic equations for polynomial chaos coefficients of the solution process. Four fixed forms are obtained in the cases of stochastic heat equation with stochastic heat capacity or heat conductivity coefficients and stochastic wave equation with stochastic mass density or elastic modulus coefficients. The relation between the exact deterministic solution and the mean of solution process is numerically studied

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