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Zbl 1149.65009
Zhang, Qimin
Exponential stability of numerical solutions to a stochastic age-structured population system with diffusion. (English)
[J] J. Comput. Appl. Math. 220, No. 1-2, 22-33 (2008). ISSN 0377-0427

Author's summary: The main aim of this paper is to investigate the exponential stability of the Euler method for a stochastic age-structured population system with diffusion. The definition of exponential mean-square stability of a numerical method is introduced. It is proved that the Euler scheme is exponentially stable in mean square sense. An example is given for illustration.
[Grigori N. Milstein (Ekaterinburg)]

MSC 2000:: *65C30 Stochastic differential and integral equations
60H35 Computational methods for stochastic equations
65L06 Multistep, Runge-Kutta, and extrapolation methods
65L20 Stability of numerical methods for ODE
92D25 Population dynamics
60H10 Stochastic ordinary differential equations
34F05 ODE with randomness

Keywords: stochastic age-structured population system; diffusion; Euler method; exponential mean-square stability; numerical example

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