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Uncertain partial differential equation with application to heat conduction

Author

Listed:
  • Xiangfeng Yang

    (University of International Business and Economics
    Tsinghua University)

  • Kai Yao

    (University of Chinese Academy of Sciences)

Abstract

This paper first presents a tool of uncertain partial differential equation, which is a type of partial differential equations driven by Liu processes. As an application of uncertain partial differential equation, uncertain heat equation whose noise of heat source is described by Liu process is investigated. Moreover, the analytic solution of uncertain heat equation is derived and the inverse uncertainty distribution of solution is explored. This paper also presents a paradox of stochastic heat equation.

Suggested Citation

  • Xiangfeng Yang & Kai Yao, 2017. "Uncertain partial differential equation with application to heat conduction," Fuzzy Optimization and Decision Making, Springer, vol. 16(3), pages 379-403, September.
    • Handle: RePEc:spr:fuzodm:v:16:y:2017:i:3:d:10.1007_s10700-016-9253-9
    DOI: 10.1007/s10700-016-9253-9
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    References listed on IDEAS

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    1. Peszat, Szymon & Zabczyk, Jerzy, 1997. "Stochastic evolution equations with a spatially homogeneous Wiener process," Stochastic Processes and their Applications, Elsevier, vol. 72(2), pages 187-204, December.
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    Cited by:

    1. Liu, Z. & Yang, Y., 2021. "Uncertain pharmacokinetic model based on uncertain differential equation," Applied Mathematics and Computation, Elsevier, vol. 404(C).
    2. Tang, Han & Yang, Xiangfeng, 2021. "Uncertain chemical reaction equation," Applied Mathematics and Computation, Elsevier, vol. 411(C).
    3. Yang, Xiangfeng & Ralescu, Dan A., 2021. "A Dufort–Frankel scheme for one-dimensional uncertain heat equation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 181(C), pages 98-112.
    4. Jia, Lifen & Liu, Xueyong, 2021. "Optimal harvesting strategy based on uncertain logistic population model," Chaos, Solitons & Fractals, Elsevier, vol. 152(C).
    5. Jia, Lifen & Lio, Waichon & Yang, Xiangfeng, 2018. "Numerical method for solving uncertain spring vibration equation," Applied Mathematics and Computation, Elsevier, vol. 337(C), pages 428-441.
    6. Gao, Yin & Jia, Lifen, 2021. "Stability in mean for uncertain delay differential equations based on new Lipschitz conditions," Applied Mathematics and Computation, Elsevier, vol. 399(C).
    7. Jian Zhou & Yujiao Jiang & Athanasios A. Pantelous & Weiwen Dai, 2023. "A systematic review of uncertainty theory with the use of scientometrical method," Fuzzy Optimization and Decision Making, Springer, vol. 22(3), pages 463-518, September.
    8. Yang, Xiangfeng & Liu, Yuhan & Park, Gyei-Kark, 2020. "Parameter estimation of uncertain differential equation with application to financial market," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
    9. Liu, Z. & Yang, Y., 2021. "Pharmacokinetic model based on multifactor uncertain differential equation," Applied Mathematics and Computation, Elsevier, vol. 392(C).
    10. Tang, Han & Yang, Xiangfeng, 2022. "Moment estimation in uncertain differential equations based on the Milstein scheme," Applied Mathematics and Computation, Elsevier, vol. 418(C).
    11. Lu Yang & Tingqing Ye & Haizhong Yang, 2022. "Uncertain seepage equation in fissured porous media," Fuzzy Optimization and Decision Making, Springer, vol. 21(3), pages 383-403, September.
    12. Li, Bo & Zhang, Ranran & Jin, Ting & Shu, Yadong, 2021. "Parametric approximate optimal control of uncertain differential game with application to counter terror," Chaos, Solitons & Fractals, Elsevier, vol. 146(C).
    13. Liu, Zhe & Li, Xiaoyang & Kang, Rui, 2022. "Uncertain differential equation based accelerated degradation modeling," Reliability Engineering and System Safety, Elsevier, vol. 225(C).
    14. Jia, Lifen & Sheng, Yuhong, 2019. "Stability in distribution for uncertain delay differential equation," Applied Mathematics and Computation, Elsevier, vol. 343(C), pages 49-56.
    15. Liu, Z. & Yang, Y., 2021. "Selection of uncertain differential equations using cross validation," Chaos, Solitons & Fractals, Elsevier, vol. 148(C).
    16. Zhang, Guidong & Sheng, Yuhong, 2022. "Estimating time-varying parameters in uncertain differential equations," Applied Mathematics and Computation, Elsevier, vol. 425(C).
    17. Gao, Rong & Hua, Kexin, 2023. "A numerical method for solving uncertain wave equation," Chaos, Solitons & Fractals, Elsevier, vol. 175(P1).
    18. Yang, Xiangfeng, 2018. "Solving uncertain heat equation via numerical method," Applied Mathematics and Computation, Elsevier, vol. 329(C), pages 92-104.
    19. Liu, Z., 2021. "Generalized moment estimation for uncertain differential equations," Applied Mathematics and Computation, Elsevier, vol. 392(C).

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