Solving random boundary heat model using the finite difference method under mean square convergence

[EN] This contribution is devoted to construct numerical approximations to the solution of the one-dimensional boundary value problem for the heat model with uncertainty in the diffusion coefficient. Approximations are constructed via random numerical schemes. This approach permits discussing the ef...

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Bibliographic Details
Authors: Cortés, J.-C.|||0000-0002-6528-2155, Romero, José-Vicente|||0000-0003-3366-6557, Roselló, María-Dolores|||0000-0002-5724-7683, Sohaly, M.A.
Format: article
Publication Date:2019
Country:España
Institution:Universitat Politècnica de València (UPV)
Repository:RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
Language:English
OAI Identifier:oai:riunet.upv.es:10251/144586
Online Access:https://riunet.upv.es/handle/10251/144586
Access Level:Open access
Keyword:Mean square consistency
Mean square stability
Random boundary heat model
Random difference scheme
MATEMATICA APLICADA
Description
Summary:[EN] This contribution is devoted to construct numerical approximations to the solution of the one-dimensional boundary value problem for the heat model with uncertainty in the diffusion coefficient. Approximations are constructed via random numerical schemes. This approach permits discussing the effect of the random diffusion coefficient, which is assumed a random variable. We establish results about the consistency and stability of the random difference scheme using mean square convergence. Finally, an illustrative example is presented.