Title of article :
Numerical analysis for stochastic age-dependent population equations with fractional Brownian motion
Author/Authors :
Ma، نويسنده , , Wei-Jun and Zhang، نويسنده , , Qi-min and Han، نويسنده , , Chong-zhao، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2012
Abstract :
Stochastic age-dependent population equations, one of the important classes of hybrid systems are studied. In general most equations of stochastic age-dependent population 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 analytic solution. In the last section a numerical example is given.
Keywords :
Numerical solution , Euler approximation , lyapunov function , Fractional Brownian motion , Stochastic age-dependent population
Journal title :
Communications in Nonlinear Science and Numerical Simulation
Journal title :
Communications in Nonlinear Science and Numerical Simulation