O Método de Galerkin Estocástico e a Equação Diferencial de Transporte Linear Estocástica.
DOI:
https://doi.org/10.1590/S2179-84512013005000006Abstract
Pretendemos apresentar o método de Garlekin estocástico para resolver equações diferenciais estocástica. O método de Galerkin estocástico produzido é uma extensão simples do método de Galerkin clássico usado em problemas determinísticos. Especificamente, o método consiste em projetar a solução estatística sobre o espaço gerado pelos Polinômios do Caos generalizados que formam uma base para o espaço de funções aleatórias. Introduziremos o método sobre uma equação de transporte linear aleatória. Faremos o tratamento numérico e comparamos com as simulações de Monte Carlo.References
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