Abstract
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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Supported by the National Natural Science Foundation of China (No. 11501427, 11571128).
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Shi, Wj., Zhang, Cj. Generalized polynomial chaos for nonlinear random pantograph equations. Acta Math. Appl. Sin. Engl. Ser. 32, 685–700 (2016). https://doi.org/10.1007/s10255-016-0595-4
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DOI: https://doi.org/10.1007/s10255-016-0595-4