Search

Your search keyword '"Wan, Kai"' showing total 2 results
Start Over Author "Wan, Kai" Search Limiters Peer Reviewed Topic approximation theory Journal applied mathematics & computation
2 results on '"Wan, Kai"'

1. Convergence of numerical solutions to stochastic age-structured population equations with diffusions and Markovian switching

Author

Ronghua, Li, Wan-kai, Pang, and Ping-kei, Leung

Subjects
*STOCHASTIC convergence, *NUMERICAL solutions to stochastic differential equations, *AGE-structured populations, *DIFFUSION processes, *MARKOV processes, *NONLINEAR theories, *NUMERICAL analysis, *APPROXIMATION theory
Abstract

Abstract: In this paper, it is considered for a class of stochastic age-structured population equations with diffusions and Markovian switching. Most kind of equations are nonlinear and cannot be solved explicitly, so the construction of efficient computational methods is of great importance. The main aim of this paper is to develop a numerical scheme and investigate the convergence of numerical approximation. An example is given for illustration. [Copyright &y& Elsevier]

Published
2010
Full Text
View/download PDF

2. Convergence of numerical solutions to stochastic pantograph equations with Markovian switching

Author

Ronghua, Li, Min, Liu, and Wan-kai, Pang

Subjects
*STOCHASTIC convergence, *STOCHASTIC processes, *NUMERICAL solutions to equations, *SWITCHING theory, *EULER method, *APPROXIMATION theory, *MATHEMATICAL analysis
Abstract

Abstract: In this paper, a class of stochastic pantograph equations with Markovian switching is considered. The main purpose is to investigate the convergence of the Euler method of the equations. It is proved that the Euler approximation solution converge to the analytic solution in probability under weaker conditions. An example is provided to illustrate our theory. [Copyright &y& Elsevier]

Published
2009
Full Text
View/download PDF

Catalog

Books, media, physical & digital resources
See catalog results