Generalized Polynomial Chaos for Nonlinear Random Pantograph Equations

作     者：Wen-jie SHI Cheng-jian ZHANG 

作者机构：School of mathematics and statisticsHuazhong University of Science and Technology School of Mathematics and Computer ScienceWuhan Textile University 

出 版 物：《Acta Mathematicae Applicatae Sinica》 (应用数学学报（英文版）)

年 卷 期：2016年第32卷第3期

页      面：685-700页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：Supported by the National Natural Science Foundation of China(No.11501427 11571128) 

主　　题：generalized polynomial chaos random pantograph equations error estimation finite-dimensional noise 

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.