Convergence of numerical solutions to stochastic age-structured population equations with diffusions and Markovian switching (Q969138): Difference between revisions

The authors propose a numerical approximation for the solution \(P(t,a,x)\) of a stochastic-aged structure population equation with diffusion and Markovian switching, where the stochastic process \(P(t,a,x)\) models the population density of age \(a\) at time \(t\) and at location \(x\). Such an equation is given as a stochastic differential equation driven by a standard Brownian motion and whose coefficients depend on a Markov process \(r\) which represents the effects of external environment changes on the population. Since these equations are nonlinear they do not possess explicit solutions. As a consequence it is important to propose a numerical approximation of their solutions which constitutes the main result of this paper. After having proved some technical lemmas in Section 3, the authors show in Section 4 the convergence of a numerical scheme for the solution under a Lipschitz condition on the coefficients of the equation. Finally, the authors propose an example in Section 5 by choosing a specific switching Markov process.