Constructing reliable approximations of the probability density function to the random heat PDE via a finite difference scheme

[EN] We study the random heat partial differential equation on a bounded domain assuming that the diffusion coefficient and the boundary conditions are random variables, and the initial condition is a stochastic process. Under general conditions, this stochastic system possesses a unique solution st...

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Detalles Bibliográficos
Autores: Calatayud, J., Díaz, J.A., Jornet, M., Cortés, J.-C.|||0000-0002-6528-2155
Tipo de recurso: artículo
Fecha de publicación:2020
País:España
Institución:Universitat Politècnica de València (UPV)
Repositorio:RiuNet. Repositorio Institucional de la Universitat Politécnica de Valéncia
Idioma:inglés
OAI Identifier:oai:riunet.upv.es:10251/160979
Acceso en línea:https://riunet.upv.es/handle/10251/160979
Access Level:acceso abierto
Palabra clave:Uncertainty quantification
Random heat partial differential equation
Finite difference scheme
Probability density function
Numerical method
MATEMATICA APLICADA
Descripción
Sumario:[EN] We study the random heat partial differential equation on a bounded domain assuming that the diffusion coefficient and the boundary conditions are random variables, and the initial condition is a stochastic process. Under general conditions, this stochastic system possesses a unique solution stochastic process in the almost sure and mean square senses. To quantify the uncertainty for this solution process, the computation of the probability density function is a major goal. By using a random finite difference scheme, we approximate the stochastic solution at each point by a sequence of random variables, whose probability density functions are computable, i.e., we construct a sequence of approximating density functions. We include numerical experiments to illustrate the applicability of our method.