DocumentCode :
535894
Title :
Convergence of Explicit Numerical Methods to Stochastic Age-dependent Population Equation
Author :
Wang, Huaizhu
Author_Institution :
Sch. of Math. & Comput. Sci., NingXia Univ., Yinchuan, China
Volume :
2
fYear :
2010
fDate :
23-24 Oct. 2010
Firstpage :
335
Lastpage :
339
Abstract :
In this paper, we study the stochastic age dependent population equation´s two explicit numerical methods. In general, most of stochastic age-dependent population equation don´t have explicit solution, thus numerical approximation schemes are invaluable tools for exploring theirs properties. The main purpose of this paper is to prove the convergence of the numerical approximation solutions to the true solution and show the order of the these numerical methods.
Keywords :
approximation theory; convergence of numerical methods; demography; stochastic processes; numerical approximation; numerical method; stochastic age dependent population equation; Approximation methods; Convergence; Differential equations; Equations; Mathematical model; Stability analysis; Convergence; Explicit Euler-Maruyama method; Milstein method; 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.2010.192
Filename :
5655095
Link To Document :
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