Convergence of the semi-implicit Euler method for stochastic age-dependent population equations

DOI10.1016/j.amc.2007.05.008zbMath1159.65010OpenAlexW2001126463MaRDI QIDQ2470153

Min Liu, Rong-Hua Li, Wan-Kai Pang

Publication date: 13 February 2008

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2007.05.008

zbMATH Keywords

strong convergencesemi-implicit Euler methodstochastic age-dependent population equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (12)

Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Poisson jumps ⋮ A new convergence and positivity analysis of balanced Euler method for stochastic age‐dependent population equations ⋮ Split-step \(\theta\)-methods for stochastic age-dependent population equations with Markovian switching ⋮ Mean-square stability of stochastic age-dependent delay population systems with jumps ⋮ Convergence of numerical solutions for a class of stochastic age-dependent capital system with random jump magnitudes ⋮ Construction of positivity preserving numerical method for stochastic age-dependent population equations ⋮ The asymptotic stability of numerical analysis for stochastic age-dependent cooperative Lotka-Volterra system ⋮ Convergence of numerical solutions to stochastic age-structured population equations with diffusions and Markovian switching ⋮ Numerical analysis for stochastic age-dependent population equations with Poisson jump and phase semi-Markovian switching ⋮ Convergence of the semi-implicit Euler method for stochastic age-dependent population equations with Poisson jumps ⋮ Convergence of numerical solutions to stochastic age-dependent population equations with Markovian switching ⋮ Strong convergence of the split-stepθ-method for stochastic age-dependent population equations

Cites Work

• Unnamed Item
• The dynamics of hierarchical age-structured populations
• On exponential stability criteria of stochastic partial differential equations
• Existence, uniqueness and exponential stability for stochastic age-dependent population
• Convergence of numerical solutions to stochastic age-dependent population equations
• On the use of the direct matrix product in analysing certain stochastic population models

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