Convergence of the split-step θ-method for stochastic age-dependent population equations with Markovian switching and variable delay

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Deng, Shounian and Fei, Weiyin and Liang, Yong and Mao, Xuerong (2019) Convergence of the split-step θ-method for stochastic age-dependent population equations with Markovian switching and variable delay. Applied Numerical Mathematics, 139. pp. 15-37. ISSN 0168-9274 (https://doi.org/10.1016/j.apnum.2018.12.014)

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Abstract

We present a stochastic age-dependent population model that accounts for Markovian switching and variable delay. By using the approximate value at the nearest grid-point on the left of the delayed argument to estimate the delay function, we propose a class of split-step θ -method for solving stochastic delay age-dependent population equations (SDAPEs) with Markovian switch- ing. We show that the numerical method is convergent under the given conditions. Numerical examples are provided to illustrate our results.

ORCID iDs

Deng, Shounian, Fei, Weiyin, Liang, Yong and Mao, Xuerong ORCID logoORCID: https://orcid.org/0000-0002-6768-9864;
  • Item type:Article
    ID code:66527
    Dates:
    Date
    Event
    8 February 2019
    Published
    8 January 2019
    Published Online
    2 January 2019
    Accepted
    Notes:© 2019 IMACS. Published by Elsevier B.V. All rights reserved. Shounian Deng, Weiyin Fei, Yong Liang, Xuerong Mao, Convergence of the split-step θ-method for stochastic age-dependent population equations with Markovian switching and variable delay, Applied Numerical Mathematics, Volume 139, 2019, Pages 15-37,https://doi.org/10.1016/j.apnum.2018.12.014
    Subjects:Science > Mathematics
    Department:Faculty of Science > Mathematics and Statistics
    Depositing user: Pure Administrator
    Date deposited:10 Jan 2019 14:01
    Last modified:17 Dec 2024 01:18
    URI:https://strathprints.strath.ac.uk/id/eprint/66527
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