Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4625556 | Applied Mathematics and Computation | 2017 | 8 Pages |
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
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Jianguo Tan, Weiwei Men, Yongzhen Pei, Yongfeng Guo,