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

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. ISSN 0168-9274 (In Press)

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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;