@Article{EAJAM-7-306, author = {}, title = {Application of gPCRK Methods to Nonlinear Random Differential Equations with Piecewise Constant Argument}, journal = {East Asian Journal on Applied Mathematics}, year = {2018}, volume = {7}, number = {2}, pages = {306--324}, abstract = {

We propose a class of numerical methods for solving nonlinear random differential equations with piecewise constant argument, called gPCRK methods as they combine generalised polynomial chaos with Runge-Kutta methods. An error analysis is presented involving the error arising from a finite-dimensional noise assumption, the projection error, the aliasing error and the discretisation error. A numerical example is given to illustrate the effectiveness of this approach.

}, issn = {2079-7370}, doi = {https://doi.org/10.4208/eajam.150616.071216a}, url = {http://global-sci.org/intro/article_detail/eajam/10751.html} }