Random heat equation: Solutions by the stochastic adaptive interpolation method (Q1113204): Difference between revisions
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English | Random heat equation: Solutions by the stochastic adaptive interpolation method |
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Random heat equation: Solutions by the stochastic adaptive interpolation method (English)
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1988
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The authors consider a procedure providing a basis, under reasonable conditions, for some practical problems of stochastic continuum mechanics using a generalization to the stochastic case of Bellman's differential quadrature method. As an application, the authors consider the nonlinear and stochastic heat equation in one space dimension to obtain approximate solutions for long-time intervals both in a bounded space region and in a semi-infinite half-space. The equation considered is \[ \partial u/\partial t=(\partial /\partial x)[h(u,r(\omega,x))(\partial u/\partial x)],\quad t\in R_+,\quad x\in [0,1],\quad u=u(\omega,t,x), \] given consistent conditions \(u(\omega,x,t=0)\) and \(u(\omega,t,x=0)\) and \(u(\omega,t,x=1)\), or u(\(\omega\),t,x\(\to \infty)\) for the half-space problem. The solution is compared with results from standard numerical techniques.
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Adomian's decomposition method
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random heat equation
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nonlinear heat equation
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stochastic continuum mechanics
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stochastic partial differential equation
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