A proposed technique of SFEM on solving ordinary random differential equation

M. El-Tawil; W. El-Tahan; A. Hussein

doi:10.1016/j.amc.2003.11.034

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A proposed technique of SFEM on solving ordinary random differential equation

Journal article

Peer reviewed

A proposed technique of SFEM on solving ordinary random differential equation

M. El-Tawil, W. El-Tahan and A. Hussein

Applied mathematics and computation, Vol.161(1), pp.35-47

04/02/2005

DOI: https://doi.org/10.1016/j.amc.2003.11.034

Abstract

FEM

Random variable transformation (RVT)

SFEM

Stochastic beam equation

Stochastic differential equations

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.

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Title: A proposed technique of SFEM on solving ordinary random differential equation
Creators - without role: M. El-Tawil - Cairo University
W. El-Tahan - Cairo University
A. Hussein - Higher Technological Institute
Publication Details: Applied mathematics and computation, Vol.161(1), pp.35-47
Publisher: Elsevier Inc
Identifiers: 9930924708331
Academic Unit: Umm Al Qura University
Language: English
Resource Type: Journal article