Numerical Methods to Stochastic Age-dependent Population Equations

Author

Wang, Huaizhu

Author_Institution

Sch. of Math. & Comput. Sci., NingXia Univ., YinChuan, China

Volume

2

fYear

2010

fDate

23-24 Oct. 2010

Firstpage

340

Lastpage

344

Abstract

In this paper, we study semi-implicit and implicit numerical methods of stochastic age-dependent population equations. Most of stochastic age-dependent population equations rarely have explicit solution, thus, numerical approximation schemes are invaluable tools for exploring their properties. The main purpose of this paper is to give the semi-implicit and implicit numerical methods and prove the convergence of the numerical approximation solutions to the true solution, and show the strong order of these numerical methods to stochastic age-dependent population equations.

Keywords

convergence of numerical methods; demography; stochastic processes; explicit solution; implicit numerical method; numerical approximation convergence; stochastic age dependent population equation; Approximation methods; Convergence; Delay; Equations; Numerical stability; Stability analysis; Convergence; Euler-Maruyama method; Implicit; Milstein method; Semi-implicit; Stochastic age-dependent population equation;

fLanguage

English

Publisher

ieee

Conference_Titel

Artificial Intelligence and Computational Intelligence (AICI), 2010 International Conference on

Conference_Location

Sanya

Print_ISBN

978-1-4244-8432-4

Type

conf

DOI

10.1109/AICI.2010.193

Filename

5655071