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Numerical Solution of Stochastic Differential Equations by use of Path Integration : A study of a stochastic Lotka-Volterra model

Some theory of real and stochastic analysis in order to introduce the Path Integration method in terms of stochastic operators. A theorem presenting sufficient conditions for convergence of the Path Integration method is then presented. The solution of a stochastic Lotka-Volterra model of a prey-predator relationship is then discussed, with and without the predator being harvested. And finally, an adaptive algorithm designed to solve the stochastic Lotka-Volterra model well, is presented.

Identiferoai:union.ndltd.org:UPSALLA1/oai:DiVA.org:ntnu-14421
Date January 2011
CreatorsHalvorsen, Gaute
PublisherNorges teknisk-naturvitenskapelige universitet, Institutt for fysikk, Institutt for matematiske fag
Source SetsDiVA Archive at Upsalla University
LanguageEnglish
Detected LanguageEnglish
TypeStudent thesis, info:eu-repo/semantics/bachelorThesis, text
Formatapplication/pdf
Rightsinfo:eu-repo/semantics/openAccess

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