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

DOI10.4208/EAJAM.150616.071216AMaRDI QIDQ5372102zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 49187 (Why is no real title available?)
• scientific article; zbMATH DE number 825873 (Why is no real title available?)
• A Stochastic Collocation Method for Delay Differential Equations with Random Input
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• Asymptotic stability of Runge-Kutta methods for nonlinear differential equations with piecewise continuous arguments
• Dissipativity of Runge-Kutta methods for neutral delay differential equations with piecewise constant delay
• Error analysis of generalized polynomial chaos for nonlinear random ordinary differential equations
• Fast numerical methods for stochastic computations: a review
• Generalized polynomial chaos for nonlinear random pantograph equations
• Implementation of optimal Galerkin and collocation approximations of PDEs with random coefficients
• Numerical methods for stochastic computations. A spectral method approach.
• On the convergence of generalized polynomial chaos expansions
• Recent developments in high order numerical methods for uncertainty quantification
• Solving Ordinary Differential Equations I
• Stability analysis of Runge-Kutta methods for unbounded retarded differential equations with piecewise continuous arguments
• Stability of solutions of nonlinear neutral differential equations with piecewise constant delay and their discretizations
• Stochastic collocation on unstructured multivariate meshes
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

Cited in

(3)

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

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