Using FEM–RVT technique for solving a randomly excited ordinary differential equation with a random operator

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摘要

The technique of stochastic finite element (SFEM) which is the finite element technique FEM adapted to stochastic problems can be re-described to use random variable transformation technique RVT. A new FEM–RVT technique was successfully used in solving stochastic problems with random excitation [M. El-Tawil, W. El-Tahhan, A. Hussein, A proposed technique of SFEM on solving ordinary random differential equation, J. Appl. Math. Comput. 161 (2005) 35–47].In this paper, the technique is adapted to solve a randomly excited differential equation with a random operator. The technique shows high accuracy when solving a case study compared with the exact solution. Finally a problem with unknown exact solution is solved using this technique.

论文关键词:FEM,Computational methods for stochastic equations,Ordinary differential equations,Stochastic methods

论文评审过程:Available online 24 October 2006.

论文官网地址:https://doi.org/10.1016/j.amc.2006.08.164