Usually, harmonic load flow studies are based on deterministic solutions. Very often, the measured distortion levels are less severe than those predicted by the models but often show the presence of noncharacteristic harmonics that do not exit in simulation results. This is due to the fact that...

In this paper we present a finite element approximation of a model of a linear stochastic partial differential equation driven by additive and multiplicative white noises. Using the Wick-product properties and the Wiener–Itô chaos expansion, the stochastic variational problem is reformulated...

A Galerkin finite element approximation of Wick-stochastic water waves is developed and numerically investigated. The problems under study consist of a class of shallow water equations driven by white noise. Random effects may appear in the water free surface or in the bottom topography among...

In this paper a scheme for approximating solutions of convection–diffusion–reaction equations by Markov jump processes is studied. The general principle of the method of lines reduces evolution partial differential equations to semi-discrete approximations consisting of systems of ordinary...