Convergence of statistical finite element solutions of the heat equation with a random initial condition (Q789239)

This paper deals with finite element (FE) solutions of the one- dimensional heat equation \D{u}-u,\({}_{xx}=0\) with random initial conditions \(u(x,0)=f\). Linear approximations with a forward difference scheme in time are considered. Smoothness and satisfaction of the boundary conditions are assumed for f. Convergence of the error function (representing the difference between the exact solution and the FE solution) is studied with respect to the \(L_ 2\) norm. Then, it is shown that the variance of the FE solutions converges to that of the exact solution.