Wick-stochastic finite element solution of reaction–diffusion problems

Real life reaction–diffusion problems are characterized by their inherent or externally induced uncertainties in the design parameters. This paper presents a finite element solution of reaction–diffusion equations of Wick type. Using the Wick-product properties and the Wiener–Itô chaos expansion, the stochastic variational problem is reformulated to a set of deterministic variational problems. To obtain the chaos coefficients in the corresponding deterministic reaction–diffusion, we implement the usual Galerkin finite element method using standard techniques. Once this representation is computed, the statistics of the numerical solution can be easily evaluated. Computational results are shown for one- and two-dimensional test examples.