Convergence of numerical solutions to stochastic age-dependent population equations with Markovian switching

被引：29

作者：

Li, Ronghua ^{[1
,2
]}

Leung, Ping-kei ^{[2
]}

Pang, Wan-kai ^{[2
]}

机构：

[1] China Univ Petr, Dept Stat, Dongying 257061, Shandong, Peoples R China

[2] Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2009年 / 233卷 / 04期

关键词：

Stochastic age-dependent population equations; Markovian switching; Numerical solutions; Convergence; DIFFERENTIAL-DELAY EQUATIONS; STABILITY;

D O I：

10.1016/j.cam.2009.08.113

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, a class of stochastic age-dependent population equation with Markovian switching is considered. The main aim of this paper is to investigate the convergence of the numerical approximation of stochastic age-dependent population equations with Markovian switching. It is proved that the numerical approximation solutions converge to the analytic solutions of the equations under the given conditions. An example is given for illustration. (C) 2009 Elsevier B.V. All rights reserved.

引用

页码：1046 / 1055

页数：10

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