Time integration of stochastic generalized equations of motion using SSFEM
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Czestochowa University of Technology, Department of Civil Engineering, Częstochowa, Poland
Submission date: 2018-01-31
Acceptance date: 2018-06-17
Publication date: 2019-01-20
Journal of Theoretical and Applied Mechanics 2019;57(1):37-48
The paper develops an integration approach to stochastic nonlinear partial differential equations (SPDE’s) with parameters to be random fields. The methodology is based upon assumption that random fields are from a special class of functions, and can be described as a product of two functions with dependent and independent random variables. Such an approach allows one to use Karhunen-Lo`eve expansion directly, and the modified stochastic spectral finite element method (SSFEM). It is assumed that a random field is stationary and Gaussian while the autocovariance function is known. A numerical example of onedimensional heat waves analysis is shown.
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