Numerical analysis for stochastic age-dependent population equations with fractional Brownian motion

Stochastic age-dependent population equations, one of the important classes of hybrid systems are studied. In general most equations of stochastic age-dependent population do not have explicit solutions. Thus numerical approximation schemes are invaluable tools for exploring their properties. The main purpose of this paper is to develop a numerical scheme and show the convergence of the numerical approximation solution to the analytic solution. In the last section a numerical example is given.

► We give a class of stochastic age-dependent population system with fractional Brownian motion.
► We investigate the convergence of numerical approximation.
► Convergence theorems for the approximation of the solution by Euler scheme is proved.
► This article provides the effective method for calculating the stochastic population system.