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
收藏
页码：350 / 362
页数：13
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