Constructing approximate diffusion processes with uncertain data
In this paper discrete approximate processes of mixed diffusion problems under spatial uncertainty are constructed using random difference schemes. Conditions for the existence of a series stochastic solution process are given using a stochastic separation of variable method. Expectation and standard deviation of the approximate stochastic processes are computed for an illustrative example. (c) 2006 IMACS. Published by Elsevier B.V. All rights reserved.
diffusion problems stochastic processes mean square calculus