Application of gPCRK methods to nonlinear random differential equations with piecewise constant argument

DOI10.4208/EAJAM.150616.071216AzbMATH Open1422.65025OpenAlexW2610958043MaRDI QIDQ5372102FDOQ5372102

Authors: Wenjie Shi, Cheng-Jian Zhang 

Publication date: 24 October 2017

Published in: East Asian Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/eajam.150616.071216a

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zbMATH Keywords

error analysisrandom differential equationsfinite-dimensional noisepiecewise constant argumentgeneralised polynomial chaos

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Error bounds for numerical methods for ordinary differential equations (65L70)

Cites Work

• Solving Ordinary Differential Equations I
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• Dissipativity of Runge-Kutta methods for neutral delay differential equations with piecewise constant delay
• Stability of solutions of nonlinear neutral differential equations with piecewise constant delay and their discretizations
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• Title not available (Why is that?)
• Stability analysis of Runge-Kutta methods for unbounded retarded differential equations with piecewise continuous arguments
• On the convergence of generalized polynomial chaos expansions
• Numerical methods for stochastic computations. A spectral method approach.
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• Stochastic collocation on unstructured multivariate meshes
• Implementation of optimal Galerkin and collocation approximations of PDEs with random coefficients
• Fast numerical methods for stochastic computations: a review
• Asymptotic stability of Runge-Kutta methods for nonlinear differential equations with piecewise continuous arguments
• Error analysis of generalized polynomial chaos for nonlinear random ordinary differential equations
• Generalized polynomial chaos for nonlinear random pantograph equations
• A Stochastic Collocation Method for Delay Differential Equations with Random Input
• Recent developments in high order numerical methods for uncertainty quantification

Cited In (3)

• Some recommendations for applying gPC (generalized polynomial chaos) to modeling: an analysis through the Airy random differential equation
• On the convergence of adaptive gPC for non-linear random difference equations: Theoretical analysis and some practical recommendations
• Generalized polynomial chaos for nonlinear random pantograph equations

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