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

DOI10.1016/J.CNSNS.2010.04.001zbMATH Open1221.65019OpenAlexW1982585582MaRDI QIDQ718327FDOQ718327

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

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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)

Cites Work

• 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 the semi-implicit Euler method for stochastic age-dependent population equations
• Numerical analysis for stochastic age-dependent population equations
• Numerical analysis for stochastic age-dependent population equations with Poisson jumps
• Convergence of numerical solutions to stochastic age-structured population system with diffusion
• Convergence of numerical solutions to stochastic age-structured population equations with diffusions and Markovian switching
• Convergence of the semi-implicit Euler method for stochastic age-dependent population equations with Poisson jumps
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• 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 \(\theta\)-method for stochastic age-dependent population equations with Poisson jumps
• Title not available (Why is that?)
• 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
• An averaging principle for stochastic evolution equations with jumps and random time delays
• \(T\)-stability of the split-step \(\theta\)-methods for linear stochastic delay integro-differential equations

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