Convergence of numerical solutions to stochastic age-dependent population equations

Authors:
Li Ronghua;Meng Hongbing;Chang Qin
Affiliations:
Department of Applied Mathematics, Petroleum University, Dongying, People's Republic of China and Faculty of Science, Xi'an Jiaotong University, Xi'an, People's Republic of China;Faculty of Science, Xi'an Jiaotong University, Xi'an, People's Republic of China;Department of Applied Mathematics, Petroleum University, Dongying, People's Republic of China
Venue:
Journal of Computational and Applied Mathematics
Year:
2006

Citing 1
Cited 1

Convergence of the Euler-Maruyama method for stochastic differential equations with Markovian switching

Mathematics and Computers in Simulation

Convergence of numerical solutions to stochastic age-dependent population equations with Markovian switching

Journal of Computational and Applied Mathematics

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Abstract

In this paper, stochastic age-dependent population equations, one of the important classes of hybrid systems, are studied. In general, most of stochastic age-dependent population equations do not have explicit solutions, thus numerical approximation schemes are invaluable tools for exploring their properties. The main purpose of this paper is to develop a numerical scheme and show the convergence of the numerical approximation solution to the true solution.