Generalized polynomial chaos for nonlinear random delay differential equations

DOI10.1016/j.apnum.2016.12.004zbMath1358.65010OpenAlexW2569339333MaRDI QIDQ512290

Wenjie Shi, Cheng-Jian Zhang

Publication date: 24 February 2017

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2016.12.004

zbMATH Keywords

numerical experimentserror estimationgeneralized polynomial chaosfinite-dimensional noisenonlinear random delay differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30) Error bounds for numerical methods for ordinary differential equations (65L70) Numerical chaos (65P20)

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