Construction of positivity preserving numerical method for stochastic age-dependent population equations

Jianguo Tan, Weiwei Men, Yongzhen Pei and Yongfeng Guo

Applied Mathematics and Computation, 2017, vol. 293, issue C, 57-64

Abstract: The aim of this paper is to construct a numerical method preserving positivity for stochastic age-dependent population equations. We use the balanced implicit numerical techniques to maintain the nonnegative path of the exact solution. It is proved that the Balanced Implicit Method (BIM) preserves positivity and converges with strong order 1/2 under given conditions. Finally, two examples are simulated to verify the positivity and efficiency of the proposed method.

Keywords: Stochastic age-dependent population equations; Numerical solution; Positivity preserving; Convergence (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (5)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:293:y:2017:i:c:p:57-64

DOI: 10.1016/j.amc.2016.08.010

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