Numerical Analysis for Stochastic Age-Dependent Population Equations with Diffusion

Abstract

A numerical method proposed to approximate the solution of a class of stochastic age-dependent populations with diffusion. We show that under certain conditions, weaker than Linear growth and Global Lipschits, the Euler scheme applied to Stochastic age-dependent population,converges to the analytic solution , and provide information on the order of approximation. An example is given to illustrate our theory.