Convergence of numerical solutions to stochastic age-dependent population equations

DOI10.1016/j.cam.2005.05.026zbMath1093.60046OpenAlexW2101190769MaRDI QIDQ2493925

Hongbing Meng, Qin Chang, Rong-Hua Li

Publication date: 16 June 2006

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

Full work available at URL: https://doi.org/10.1016/j.cam.2005.05.026

zbMATH Keywords

strong convergencediscrete time approximation

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Control/observation systems governed by partial differential equations (93C20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Cites Work

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• Higher-order implicit strong numerical schemes for stochastic differential equations
• The dynamics of hierarchical age-structured populations
• Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching.
• On exponential stability criteria of stochastic partial differential equations
• Existence, uniqueness and exponential stability for stochastic age-dependent population
• On the use of the direct matrix product in analysing certain stochastic population models