Solving uncertain heat equation via numerical method

Xiangfeng Yang

Applied Mathematics and Computation, 2018, vol. 329, issue C, 92-104

Abstract: Uncertain heat equation is a type of uncertain partial differential equations driven by Liu processes. This paper proposes a concept of α-path for uncertain heat equation, and shows that the solution of an uncertain heat equation can be represented by a family of solutions of ordinary heat equations. And, a formula is derived to calculate expected value of solution of uncertain heat equation. Moreover, a numerical method is designed to solve uncertain heat equation. Several examples are given to illustrate the efficiency of the numerical method.

Keywords: Uncertainty theory; Uncertain heat equation; Liu process; Numerical solution (search for similar items in EconPapers)
Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (8)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S009630031830078X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:329:y:2018:i:c:p:92-104

DOI: 10.1016/j.amc.2018.01.055

Access Statistics for this article

Applied Mathematics and Computation is currently edited by Theodore Simos

More articles in Applied Mathematics and Computation from Elsevier
Bibliographic data for series maintained by Catherine Liu ().