期刊
MATHEMATICAL AND COMPUTER MODELLING
卷 51, 期 3-4, 页码 272-285出版社
PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.mcm.2009.08.014
关键词
Stochastic perturbation technique; Boundary Element Method; Finite Element Method; Finite Difference Method
The main aim of the paper is to provide the generalized stochastic perturbation technique based on the classical Taylor expansion with a single random variable. The main problem discussed below is an application of this expansion to the solution of various partial differential equations with random coefficients by the fundamental numerical methods, i.e. Boundary Element Method, Finite Element Method as well as the Finite Difference Method. Since nth order expansion is employed for this purpose, the probabilistic moments of the solution can be determined with a priori given accuracy. Contrary to the second order techniques used before, a perturbation parameter epsilon is also included in the relevant approximations, so that the overall solution convergence can be sped up by some modification of its value. Application of computational methodologies presented in transient problems (dynamics or heat transfer) are also commented on in the paper, together with stochastic processes modelling by the double Taylor expansion. (C) 2009 Elsevier Ltd. All rights reserved.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据