@Article{EAJAM-7-306,
author = {Chengjian Zhang and Wenjie Shi},
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 = {<p style="text-align: justify;">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.</p>},
issn = {2079-7370},
doi = {https://doi.org/10.4208/eajam.150616.071216a},
url = {http://global-sci.org/intro/article_detail/eajam/10751.html}
}