Solving uncertain heat equation via numerical method

被引：22
作者：
Yang, Xiangfeng [1 ]
机构：
[1] Univ Int Business & Econ, Sch Informat Technol & Management, Beijing 100029, Peoples R China
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2018年 / 329卷
关键词：
Uncertainty theory; Uncertain heat equation; Liu process; Numerical solution;
D O I：
10.1016/j.amc.2018.01.055
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
Uncertain heat equation is a type of uncertain partial differential equations driven by Liu processes. This paper proposes a concept of alpha-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. (C) 2018 Elsevier Inc. All rights reserved.
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收藏
页码：92 / 104
页数：13
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