A proposed technique of SFEM on solving ordinary random differential equation
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摘要
The stochastic finite element (SFEM) is a new method to solve random differential equation using the known deterministic finite element technique (FEM) adapted to stochastic techniques for solving stochastic differential equations.In this paper, a proposed technique of FEM and random variable transformation (RVT) is used to solve a differential equation with random excitation. The technique shows high accuracy when solving a case study compared with the exact solution.
论文关键词:Stochastic differential equations,FEM,SFEM,Random variable transformation (RVT),Stochastic beam equation
论文评审过程:Available online 5 February 2004.
论文官网地址:https://doi.org/10.1016/j.amc.2003.11.034