期刊文献+

Random Crank-Nicolson Scheme for Random Heat Equation in Mean Square Sense 被引量:1

Random Crank-Nicolson Scheme for Random Heat Equation in Mean Square Sense
下载PDF
导出
摘要 The goal of computational science is to develop models that predict phenomena observed in nature. However, these models are often based on parameters that are uncertain. In recent decades, main numerical methods for solving SPDEs have been used such as, finite difference and finite element schemes [1]-[5]. Also, some practical techniques like the method of lines for boundary value problems have been applied to the linear stochastic partial differential equations, and the outcomes of these approaches have been experimented numerically [7]. In [8]-[10], the author discussed mean square convergent finite difference method for solving some random partial differential equations. Random numerical techniques for both ordinary and partial random differential equations are treated in [4] [10]. As regards applications using explicit analytic solutions or numerical methods, a few results may be found in [5] [6] [11]. This article focuses on solving random heat equation by using Crank-Nicol- son technique under mean square sense and it is organized as follows. In Section 2, the mean square calculus preliminaries that will be required throughout the paper are presented. In Section 3, the Crank-Nicolson scheme for solving the random heat equation is presented. In Section 4, some case studies are showed. Short conclusions are cleared in the end section. The goal of computational science is to develop models that predict phenomena observed in nature. However, these models are often based on parameters that are uncertain. In recent decades, main numerical methods for solving SPDEs have been used such as, finite difference and finite element schemes [1]-[5]. Also, some practical techniques like the method of lines for boundary value problems have been applied to the linear stochastic partial differential equations, and the outcomes of these approaches have been experimented numerically [7]. In [8]-[10], the author discussed mean square convergent finite difference method for solving some random partial differential equations. Random numerical techniques for both ordinary and partial random differential equations are treated in [4] [10]. As regards applications using explicit analytic solutions or numerical methods, a few results may be found in [5] [6] [11]. This article focuses on solving random heat equation by using Crank-Nicol- son technique under mean square sense and it is organized as follows. In Section 2, the mean square calculus preliminaries that will be required throughout the paper are presented. In Section 3, the Crank-Nicolson scheme for solving the random heat equation is presented. In Section 4, some case studies are showed. Short conclusions are cleared in the end section.
作者 M. T. Yassen M. A. Sohaly Islam Elbaz M. T. Yassen;M. A. Sohaly;Islam Elbaz(Department of Mathematics, Faculty of Science, Mansoura University, Mansoura, Egypt)
出处 《American Journal of Computational Mathematics》 2016年第2期66-73,共8页 美国计算数学期刊(英文)
关键词 Random Partial Differential Equations (RPDEs) Mean Square Sense (m.s) Second Order Random Variable (2r.v.'s) Random Crank-Nicolson Scheme CONVERGENCE CONSISTENCY Stability Random Partial Differential Equations (RPDEs) Mean Square Sense (m.s) Second Order Random Variable (2r.v.'s) Random Crank-Nicolson Scheme Convergence Consistency Stability
  • 相关文献

同被引文献1

引证文献1

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部