Convergence of the split-step θ-method for stochastic age-dependent population equations with Markovian switching and variable delay

摘要

We present a stochastic age-dependent population model that accounts for Markovian switching and variable delay. By using the approximate value at the nearest grid point on the left of the delayed argument to estimate the delay function, we propose a class of split-step theta-method for solving stochastic delay age-dependent population equations (SDAPEs) with Markovian switching. We show that the numerical method is convergent under the given conditions. Numerical examples are provided to illustrate our results. (C) 2019 IMACS. Published by Elsevier B.V. All rights reserved.