International Journal of Heat and Mass Transfer vol:42 issue:8 pages:1513-1520
In this article a variance propagation algorithm is derived for the computation of heat conduction problems with parameters which fluctuate stochastically in time. The method is based on the finite element discretization of the Fourier equation. The algorithm involves the numerical solution of systems of Sylvester and Lyapunov equations and has been implemented on top of an existing finite element heat conduction package. Based on some illustrative examples, it is shown that the method compares favourably to the Monte Carlo method in terms of accuracy and computer time. (C) 1998 Elsevier Science Ltd. All rights reserved.