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Your search keyword '"PEI, YONGZHEN"' showing total 1 results
Start Over Author "PEI, YONGZHEN" Topic 60h10 Topic numerical analysis
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1. Construction of positivity preserving numerical method for stochastic age-dependent population equations.

Author

Tan, Jianguo, Men, Weiwei, Pei, Yongzhen, and Guo, Yongfeng

Subjects
*NUMERICAL analysis, *STOCHASTIC analysis, *NONNEGATIVE matrices, *STOCHASTIC convergence, *PATHS & cycles in graph theory
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. [ABSTRACT FROM AUTHOR]

Published
2017
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