Application of gPCRK Methods to Nonlinear Random Differential Equations with Piecewise Constant Argument

DOI10.4208/eajam.150616.071216azbMath1422.65025OpenAlexW2610958043MaRDI QIDQ5372102

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 analysispiecewise constant argumentrandom differential equationsfinite-dimensional noisegeneralised polynomial chaos

Mathematics Subject Classification ID

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

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