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.


The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

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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.

Source Code:

Last revised on 07 February 2019.