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

被引：12

作者：

Rathinasamy, A. ^{[1
]}

Yin, Baojian ^{[2
]}

Yasodha, B. ^{[1
]}

机构：

[1] PSG Coll Technol, Dept Math & Comp Applicat, Coimbatore 641004, Tamil Nadu, India

[2] Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Peoples R China

来源：

COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION | 2011年 / 16卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Numerical analysis; Semi-implicit Euler approximation; Stochastic age-dependent population equations; Poisson jump; Phase semi-Markovian switching; SEMIIMPLICIT EULER METHOD; CONVERGENCE;

D O I：

10.1016/j.cnsns.2010.04.001

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we shall examine the convergence of semi-implicit Euler approximation for stochastic age-dependent population equations with Poisson jump and phase semi-Markovian switching. Here, the main ideas from the papers Ronghua et al. (2009) [2] and Wang and Wang (2010) [3] are successfully developed to the more general cases. Finally, a numerical example is provided to illustrate the theoretical result of convergence. (C) 2010 Elsevier B.V. All rights reserved.

引用

页码：350 / 362

页数：13

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