International Journal of Heat and Mass Transfer, Vol.37, No.16, 2571-2577, 1994
Simulation of Stochastic Heat-Conduction Processes
This paper considers stochastic three-dimensional non-stationary temperature fields described by stochastic heat conduction equations with random coefficients and by stochastic initial and boundary conditions. A numerical method is suggested allowing one to determine non-stationary and stationary three-dimensional fields of expected values, correlations and dispersions of stochastic non-stationary temperature fields in three-dimensional bodies of complicated shape. The method is based on stochastic mathematical model discretization by the methods of finite differences or elements and on the solution of the Volterra stochastic integral equations. Random functions figuring in the mathematical model are the functions of coordinates and time with limited realization. An example of the use of the method is considered, and comparison is given between the results obtained and exact data.
Keywords:APPROXIMATE SOLUTION;EQUATIONS