stochastic_heat2d_test, a MATLAB code which calls stochastic_heat2d(), which solves 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.
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stochastic_heat2d, a MATLAB code which implements a finite difference method (FDM) for the steady 2D heat equation, with a stochastic heat diffusivity coefficient.