stochastic_heat2d_test, a C code which calls stochastic_heat2d() to solve the steady state heat equation in a 2D rectangular region with a stochastic heat diffusivity, using the finite difference method (FDM), and stochastic model from Babuska, Nobile and Tempone, using gnuplot() to illustrate the results.
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stochastic_heat2d, a C code which implements a finite difference method (FDM) for the steady 2D heat equation with a stochastic heat diffusivity coefficient, using gnuplot to illustrate the results.