Generalized Polynomial Chaos for Nonlinear Random Pantograph Equations

被引：3
|
作者：
Wen-jie SHI [1 ]
Cheng-jian ZHANG [2 ]
机构：
[1] School of mathematics and statistics,Huazhong University of Science and Technology
[2] School of Mathematics and Computer Science,Wuhan Textile University
来源：
ActaMathematicaeApplicataeSinica | 2016年 / 32卷 / 03期
基金：
中国国家自然科学基金;
关键词：
generalized polynomial chaos; random pantograph equations; error estimation; finite-dimensional noise;
D O I：
暂无
中图分类号：
O211.63 [随机微分方程];
学科分类号：
摘要：
This paper is concerned with the application of generalized polynomial chaos(gPC) method to nonlinear random pantograph equations. An error estimation of gPC method is derived. The global error analysis is given for the error arising from finite-dimensional noise(FDN) assumption, projection error, aliasing error and discretization error. In the end, with several numerical experiments, the theoretical results are further illustrated.
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页码：685 / 700
页数：16
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