Convergence Analysis of the Balanced Implicit Method 
for the Wright-Fisher Model with No Drift

Yaqi An; Jianguo Tan

doi:https://doi.org/10.14445/22315373/IJMTT-V70I11P107

International Journal of Mathematics Trends and Technology

Research Article | Open Access | Download PDF

Volume 70 | Issue 11 | Year 2024 | Article Id. IJMTT-V70I11P107 | DOI : https://doi.org/10.14445/22315373/IJMTT-V70I11P107

Convergence Analysis of the Balanced Implicit Method for the Wright-Fisher Model with No Drift

Yaqi An, Jianguo Tan

Received	Revised	Accepted	Published
01 Oct 2024	04 Nov 2024	19 Nov 2024	30 Nov 2024

Abstract

In this paper, we discuss the Balanced Implicit Method (BIM) of the Wright-Fisher model, and the convergence of this method for the Wright-Fisher model with no drift is proved in 𝐿1sense. Finally, we give an example to illustrate the convergence of the BIM. The numerical experiment shows that the convergence order is 1 2 theoretical results.

Keywords

Balanced implicit method, Numerical solution, Stochastic differential equation, Strong convergence, Wright-Fisher model.

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Citation :

Yaqi An, Jianguo Tan, "Convergence Analysis of the Balanced Implicit Method for the Wright-Fisher Model with No Drift," International Journal of Mathematics Trends and Technology (IJMTT), vol. 70, no. 11, pp. 45-50, 2024. Crossref, https://doi.org/10.14445/22315373/IJMTT-V70I11P107