Split-step -methods for stochastic age-dependent population equations with Markovian switching

Split-step -methods for stochastic age-dependent population equations with Markovian switching

In this paper, a class of split-step [thetas]-methods for solving stochastic age-dependent population equations with Markovian switching is constructed. The main aim of this paper is to investigate the convergence of the split-step [thetas]-methods of stochastic age-dependent population equations wi...

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Veröffentlicht in:Nonlinear analysis: real world applications 2012-06, Vol.13 (3), p.1334-1345
1. Verfasser: Rathinasamy, A.
Format: Artikel
Sprache:eng
Schlagworte:
Construction
Convergence
Illustrations
Mathematical analysis
Nonlinearity
Stochasticity
Switching
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Zusammenfassung:In this paper, a class of split-step [thetas]-methods for solving stochastic age-dependent population equations with Markovian switching is constructed. The main aim of this paper is to investigate the convergence of the split-step [thetas]-methods of stochastic age-dependent population equations with Markovian switching. It is proved that the split-step [thetas]-methods converge to the analytical solutions of the equations under given conditions. An example is given for illustration.
ISSN:1468-1218
DOI:10.1016/j.nonrwa.2011.10.010