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

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.