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

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

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 de...

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Veröffentlicht in:Communications in nonlinear science & numerical simulation 2011, Vol.16 (1), p.350-362
Hauptverfasser: Rathinasamy, A., Yin, Baojian, Yasodha, B.
Format: Artikel
Sprache:eng
Schlagworte:
Approximation
Computer simulation
Convergence
Mathematical analysis
Nonlinearity
Numerical analysis
Phase semi-Markovian switching
Poisson jump
Semi-implicit Euler approximation
Stochastic age-dependent population equations
Stochasticity
Switching
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Zusammenfassung: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.
ISSN:1007-5704
1878-7274
DOI:10.1016/j.cnsns.2010.04.001