Numerical Methods to Stochastic Age-dependent Population Equations

Abstract

In this paper, we study semi-implicit and implicit numerical methods of stochastic age-dependent population equations. Most of stochastic age-dependent population equations rarely have explicit solution, thus, numerical approximation schemes are invaluable tools for exploring their properties. The main purpose of this paper is to give the semi-implicit and implicit numerical methods and prove the convergence of the numerical approximation solutions to the true solution, and show the strong order of these numerical methods to stochastic age-dependent population equations.