Convergence of the semi-implicit Euler method for stochastic age-dependent population equations
Convergence of the semi-implicit Euler method for stochastic age-dependent population equations
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DOI：
10.1016/j.amc.2007.05.008
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发表时间：
2008-02
期刊：
影响因子：
--
通讯作者：
W. Pang;Ronghua Li;Min Liu
中科院分区：
文献类型：
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作者：
W. Pang;Ronghua Li;Min Liu
介绍了一类求解随机年龄人口方程的半隐式方法。证明了半隐式欧拉法是强阶p=12收敛的，并给出了一个例子说明了半隐式欧拉法的有效性。
A class of semi-implicit methods is introduced for stochastic age-dependent population equations. It is proved that the semi-implicit Euler methods are convergent with strong order p=12. An example is given to illustrate the efficiency of the semi-implicit Euler method.