stochastic_heat2d_test, an Octave 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 information on this web page is distributed under the MIT license.
stochastic_heat2d, an Octave code which implements a finite difference method (FDM) for the steady 2D heat equation, with a stochastic heat diffusivity coefficient.
