Differential Equations and Nonlinear Mechanics
Volume 2007 (2007), Article ID 48527, 16 pages
Research Article

Stochastic Finite Element Technique for Stochastic One-Dimension Time-Dependent Differential Equations with Random Coefficients

M. M. Saleh, I. L. El-Kalla, and M. M. Ehab

Department of Engineering Mathematics and Physics, Faculty of Engineering, Mansoura University, Mansoura 35516, Egypt

Received 19 September 2006; Revised 24 January 2007; Accepted 14 March 2007

Academic Editor: Giuseppe Saccomandi

Copyright © 2007 M. M. Saleh et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.


The stochastic finite element method (SFEM) is employed for solving stochastic one-dimension time-dependent differential equations with random coefficients. SFEM is used to have a fixed form of linear algebraic equations for polynomial chaos coefficients of the solution process. Four fixed forms are obtained in the cases of stochastic heat equation with stochastic heat capacity or heat conductivity coefficients and stochastic wave equation with stochastic mass density or elastic modulus coefficients. The relation between the exact deterministic solution and the mean of solution process is numerically studied.