Time integration of stochastic generalized equations of motion using SSFEM

The paper develops an integration approach to stochastic nonlinear partial differential equations (SPDE’s) with parameters to be random fields. The methodology is based upon assumption that random fields are from a special class of functions, and can be described as a product of two functions with dependent and independent random variables. Such an approach allows one to use Karhunen-Lo`eve expansion directly, and the modified stochastic spectral finite element method (SSFEM). It is assumed that a random field is stationary and Gaussian while the autocovariance function is known. A numerical example of onedimensional heat waves analysis is shown.