STOCHASTIC_HEAT2D
2D Steady Heat Equation with Stochastic Diffusivity

STOCHASTIC_HEAT2D is a C++ program 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, using GNUPLOT to illustrate the results.

The physical region, and the boundary conditions, are suggested by this diagram:

                   U = 0, Y = 1.0
             +-------------------+
             |          ...      |
             |         .:*:.     |
    U = 0    |          :::      | U = 0
    X = 0.0  |                   | X = 1.0
             |                   |
             +-------------------+
                   U = 0, Y = 0.0

A heat source is applied, which is concentrated at the point X = 0.6, Y = 0.8, whose center is suggested by the "*" in the diagram.

The region is covered with a grid of NX by NY nodes, and an NX by NY array U is used to record the temperature. The correspondence between array indices and locations in the region is suggested by giving the indices of the four corners:

                  I = NY
             +------------------+
             |                  |
      J = 1  |                  |  J = NX
             |                  |
             +------------------+
                  I = 1

The form of the steady heat equation is

        - d/dx K(x,y) du/dx - d/dy K(x,y) du/dy = F(x,y)

where K(x,y) is the heat conductivity, and F(x,y) is a heat source term. For this program, the heat conductivity function is assumed to be a function of four stochastic parameters OMEGA(1) through OMEGA(4); the form of the functional dependence is described in a paper by Babusk, Nobile and Tempone.

By using a simple finite difference approximation, this single equation can be replaced by NX * NY linear equations in NX * NY variables; each equation is associated with one of the nodes in the mesh. Nodes long the boundary generate boundary condition equations, while interior nodes generate equations that approximate the steady heat equation.

Choosing a particular set of values for OMEGA produces a single "realization" of the temperature field. However, an interesting question is to observe the influence of the OMEGA's on the solution U. As an example, the program fixes the values of OMEGA(3) and OMEGA(4), evaluates the solution U over a grid of values for OMEGA(1) and OMEGA(2), and plots the mean of the solution.

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

STOCHASTIC_HEAT2D is available in a C version and a C++ version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

FEM1D_HEAT_STEADY, a C++ program which uses the finite element method to solve the 1D Time Independent Heat Equations.

FEM2D_HEAT, a C++ program which solves the 2D time dependent heat equation on the unit square.

GNUPLOT, C++ programs which illustrate how a program can write data and command files so that gnuplot can create plots of the program results.

HEATED_PLATE, a C++ program which solves the steady state heat equation in a 2D rectangular region, and is intended as a starting point for a parallel version.

Reference:

Ivo Babuska, Fabio Nobile, Raul Tempone,
A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data,
SIAM Journal on Numerical Analysis,
Volume 45, Number 3, 2007, pages 1005-1034.

Source Code:

stochastic_heat2d.cpp, the source code.
stochastic_heat2d.hpp, the include file.

Examples and Tests:

stochastic_heat2d_test.cpp, a sample calling program.
stochastic_heat2d_test.txt, the output file.
solution_data.txt graphics data for an image of the solution corresponding to an example selection of OMEGA.
solution_commands.txt GNUPLOT commands to create an image of the solution corresponding to an example selection of OMEGA.
solution.png an image of the solution corresponding to an example selection of OMEGA.
umean_data.txt graphics data to create an image of mean temperature as a function of OMEGA(1) and OMEGA(2).
umean_commands.txt GNUPLOT commands to create an image of mean temperature as a function of OMEGA(1) and OMEGA(2).
umean.png an image of mean temperature as a function of OMEGA(1) and OMEGA(2).

List of Routines:

DIFFUSIVITY_2D_BNT evaluates a 2D stochastic diffusivity function.
INTERIOR sets up the matrix and right hand side at interior nodes.
R8_UNIFORM_01 returns a unit pseudorandom R8.
R8MAT_FS factors and solves a system with one right hand side.
R8VEC_LINSPACE creates a vector of linearly spaced values.
R8VEC_MESH_2D creates a 2D mesh from X and Y vectors.
R8VEC_NORMAL_01 returns a unit pseudonormal R8VEC.
R8VEC_PRINT prints an R8VEC.
R8VEC_UNIFORM_01 returns a unit pseudorandom R8VEC.
STOCHASTIC_HEAT2D solves the steady 2D heat equation.
TIMESTAMP prints the current YMDHMS date as a time stamp.

You can go up one level to the C++ source codes.

Last revised on 04 September 2013.

STOCHASTIC_HEAT2D 2D Steady Heat Equation with Stochastic Diffusivity