Application of gPCRK Methods to Nonlinear Random Differential Equations with Piecewise Constant Argument
Year: 2017
East Asian Journal on Applied Mathematics, Vol. 7 (2017), Iss. 2 : pp. 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.
You do not have full access to this article.
Already a Subscriber? Sign in as an individual or via your institution
Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/eajam.150616.071216a
East Asian Journal on Applied Mathematics, Vol. 7 (2017), Iss. 2 : pp. 306–324
Published online: 2017-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 19
Keywords: Random differential equations piecewise constant argument generalised polynomial chaos finite-dimensional noise error analysis.