A new stochastic approach to transient heat conduction modeling with uncertainty

We present a generalized polynomial chaos algorithm for the solution of transient heat conduction subject to uncertain inputs, i.e. random heat conductivity and capacity. The stochastic input and solution are represented spectrally by the orthogonal polynomial functionals from the Askey scheme, as a generalization of the original polynomial chaos idea of Wiener [Am. J. Math. 60 (1938) 897]. A Galerkin projection in random space is applied to derive the equations in the weak form. The resulting set of deterministic equations is subsequently discretized by the spectral/hp element method in physical space and integrated in time. Numerical examples are given and the convergence of the chaos expansion is demonstrated for a model problem. 2003 Elsevier Ltd. All rights reserved.