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

M. M. Saleh, I. L. El-Kalla, M. M. Ehab
2007 Differential Equations and Nonlinear Mechanics  
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
more » ... tic modulus coefficients. The relation between the exact deterministic solution and the mean of solution process is numerically studied.
doi:10.1155/2007/48527 fatcat:esvjafgby5dvtbnqqh4bii3z5i