Numerical analysis for stochastic age-dependent population equations with Poisson jump and phase semi-Markovian switching

DOI10.1016/J.CNSNS.2010.04.001MaRDI QIDQ718327zbMATH OpenOpenAlexFDO

Authors A. Rathinasamy, Baojian Yin, B. Yasodha

Publication date 23 September 2011

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cnsns.2010.04.001

zbMATH Keywords

numerical analysisPoisson jumpstochastic age-dependent population equationsphase semi-Markovian switchingsemi-implicit Euler approximation

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

• scientific article; zbMATH DE number 3088599 (Why is no real title available?)
• Continuous-time Markov chains. An applications-oriented approach
• Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching
• Convergence of numerical solutions to stochastic age-dependent population equations
• Convergence of numerical solutions to stochastic age-dependent population equations with Markovian switching
• Convergence of numerical solutions to stochastic age-structured population equations with diffusions and Markovian switching
• Convergence of numerical solutions to stochastic age-structured population system with diffusion
• Convergence of the semi-implicit Euler method for stochastic age-dependent population equations
• Convergence of the semi-implicit Euler method for stochastic age-dependent population equations with Poisson jumps
• Numerical analysis for stochastic age-dependent population equations
• Numerical analysis for stochastic age-dependent population equations with Poisson jumps
• The age-dependent eigenfunctions of certain Kolmogorov equations of engineering, economics, and biology

Cited in

(21)

• Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with random jump magnitudes
• scientific article; zbMATH DE number 6452912 (Why is no real title available?)
• Numerical analysis for stochastic age-dependent population equations with Poisson jumps
• Split-step \(\theta\)-methods for stochastic age-dependent population equations with Markovian switching
• Convergence of the semi-implicit Euler method for stochastic age-dependent population equations with Poisson jumps
• Convergence of the split-step -method for stochastic age-dependent population equations with Poisson jumps
• scientific article; zbMATH DE number 5812573 (Why is no real title available?)
• Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations
• The numerical algorithm for stochastic age-dependent population system with Lévy noise in a polluted environment
• The semi-implicit Euler method for a stochastic age-structured population system with Poisson jumps
• Asymptotic mean-square boundedness of the numerical solutions of stochastic age-dependent population equations with Poisson jumps
• Convergence of numerical solutions to stochastic age-dependent population equations with Markovian switching
• Taylor approximation of the solution of age-dependent stochastic delay population equations with Ornstein-Uhlenbeck process and Poisson jumps
• Exponential stability of the semi-tamed Euler scheme for the stochastic age-dependent population system with Markov switching
• Convergence of numerical solutions for a class of stochastic age-dependent capital system with random jump magnitudes
• Existence and uniqueness, attraction for stochastic age-structured population systems with diffusion and Poisson jump
• Numerical analysis of a stochastic age-structured population equation with Poisson jumps in Banach spaces
• Convergence of the semi-implicit Euler method for stochastic age-dependent population equations
• Numerical analysis for stochastic age-dependent population equations
• \(T\)-stability of the split-step \(\theta\)-methods for linear stochastic delay integro-differential equations
• An averaging principle for stochastic evolution equations with jumps and random time delays

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