Stochastic finite element technique for stochastic one-dimensional time-dependent differential equations with random coefficients (Q2477187)

Summary: We employ the stochastic finite element method (SFEM) for solving stochastic one-dimensional time-dependent differential equations with random coefficients. SFEM is used to have a fixed form of linear algebraic equations for polynomial chaos coefficients. 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 to the exact deterministic solution is studied numerically.