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
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