The boundary element method for stochastic potential problems
Stochastic Dirichlet and Neumann boundary value problems and stochastic mixed problems have been formulated. As a result the stochastic singular integral equations have been obtained. A way of solving these equations by means of discretization of a boundary using stochastic boundary elements has been presented, resulting in a set of random algebraic equations. It has been proved that for Dirichlet and Neumann problems probabilistic characteristics (i.e. moments, expected value and correlation function) fulfilled deterministic singular integral equations. A numerical method of evaluation of moments on a boundary and inside a domain has been presented.
Stochastic Dirichlet and Neumann boundary value problems
numerical method of evaluation of moments
scientific article; zbMATH DE number 3940336