and Applied Mechanics
57, 1, pp. 37-48, Warsaw 2019
DOI: 10.15632/jtam-pl.57.1.37
Time integration of stochastic generalized equations of motion using SSFEM
(SPDE’s) with parameters to be random fields. The methodology is based upon
assumption that random fields are from a special class of functions, and can be described
as a product of two functions with dependent and independent random variables. Such an
approach allows one to use Karhunen-Lo`eve expansion directly, and the modified stochastic
spectral finite element method (SSFEM). It is assumed that a random field is stationary
and Gaussian while the autocovariance function is known. A numerical example of onedimensional
heat waves analysis is shown.
References
Acharjee S., Zabaras N., 2006, Uncertainty propagation in finite deformations – a spectral
stochastic Lagrangian approach, Computer Methods in Applied Mechanics and Engineering, 195, 19, 2289-2312
Acharjee S., Zabaras N., 2007, A non-intrusive stochastic Galerkin approach for modeling
uncertainty propagation in deformation processes, Computational Stochastic Mechanics, 85, 5, 244-254
Al-Nimr, M., 1997, Heat transfer mechanisms during short-duration laser heating of thin metal
films, International Journal of Thermophysics, 18, 5, 1257-1268
Arregui-Mena J.D., Margetts L., Mummery P.M., 2016, Practical application of the stochastic
finite element method, Archives of Computational Methods in Engineering, 23, 1, 171-190
Babuška I., Nobile F., Tempone R., 2007, A stochastic collocation method for elliptic partial
differential equations with random input data, SIAM Journal on Numerical Analysis, 45, 3, 1005-1034
Bargmann S., Favata A., 2014, Continuum mechanical modeling of laser-pulsed heating in polycrystals:
a multi-physics problem of coupling diffusion, mechanics, and thermal waves, ZAMM –
Journal of Applied Mathematics and Mechanics/Zeitschrift f¨ur Angewandte Mathematik und Mechanik, 94, 6, 487-498
Bathe K.J., 1996, Finite Element Procedures, Prentice Hall, New Jersey
Cattaneo M., 1948, Sulla Conduzione de Calor, Mathematics and Physics Seminar, 3, 3, 83-101
Fourier J., 1822, Theorie Analytique de la Chaleur, Chez Firmin Didot, Paris
Ghanem R.G., Spanos P.D., 2003, Stochastic Finite Elements: A Spectral Approach, Dover
Publications, Mineola, USA
Ghosh D., Avery P., Farhat C., 2008, A method to solve spectral stochastic finite element
problems for large-scale systems, International Journal for Numerical Methods in Engineering, 00, 1-6
Hu J., Jin S., Xiu„ D., 2015, A stochastic Galerkin method for Hamilton-Jacobi equations with
uncertainty, SIAM Journal on Scientific Computing, 37, 5, A2246-A2269
Joseph D.D., Preziosi L., 1989, Heat waves, Reviews of Modern Physics, 61, 1, 41-73
Kamiński M., 2013, The Stochastic Perturbation Method for Computational Mechanics, John Wiley
& Sons, Chichester
Le Maitre O.P., Knio O.M., 2010, Spectral Methods for Uncertainty Quantification: with Applications
to Computational Fluid Dynamics, Springer Science & Business Media, Doredrecht
Matthies H.G., Keese A., 2005, Galerkin methods for linear and nonlinear elliptic stochastic
partial differential equations, Computer Methods in Applied Mechanics and Engineering, 194, 2, 1295-1331
Nouy A., 2008, Generalized spectral decomposition method for solving stochastic finite element
equations: invariant subspace problem and dedicated algorithms, Computer Methods in Applied
Mechanics and Engineering, 197, 51, 4718-4736
Nouy A., Le Maitre O.P., 2009, Generalized spectral decomposition for stochastic nonlinear
problems, Journal of Computational Physics, 228, 1, 202-235
Służalec A., 2003, Thermal waves propagation in porous material undergoing thermal loading,
International Journal of Heat and Mass Transfer, 46, 9, 1607-161
Smolyak S.A., 1963, Quadrature and interpolation formulas for tensor products of certain classes
of functions, Doklady Akademii Nauk SSSR, 4, 240-243
Stefanou G., 2009, The stochastic finite element method: past, present and future, Computer
Methods in Applied Mechanics and Engineering, 198, 9, 1031-1051
Stefanou G., Savvas D., Papadrakakis M., 2017, Stochastic finite element analysis of composite
structures based on mesoscale random fields of material properties, Computer Methods in
Applied Mechanics and Engineering, 326, 319-337
Straughan B., 2011, Heat Waves, Springer, New York
Subber W., Sarkar A., 2014, A domain decomposition method of stochastic PDEs: An iterative
solution techniques using a two-level scalable preconditioner, Journal of Computational Physics, 257, 298-317
Tamma K.K., Zhou X., 1998, Macroscale and microscale thermal transport and thermo-
-mechanical interactions: some noteworthy perspectives, Journal of Thermal Stresses, 21, 3-4, 405-449
Ván P., Fülöp T., 2012, Universality in heat conduction theory: weakly nonlocal thermodynamics,
Annalen der Physik, 524, 8, 470-478
Vernotte P., 1958, Les paradoxes de la theorie continue de l’equation de la chaleur, Comptes
Rendus, 246, 3154-3155
Xiu D., 2010, Numerical Methods for Stochastic Computations: A Spectral Method Approach, Princeton
University Press, Princeton
Xiu D., Hesthaven J.S., 2005, High-order collocation methods for differential equations with
random inputs, SIAM Journal on Scientific Computing, 27, 3, 1118-1139
Xiu D., Karniadakis G.E., 2003, A new stochastic approach to transient heat conduction modeling
with uncertainty, International Journal of Heat and Mass Transfer, 46, 24, 4681-4693
Zakian P., Khaji N., 2016, A novel stochastic-spectral finite element method for analysis of
elastodynamic problems in the time domain, Meccanica, 51, 4, 893-920