Study On Numerical Calculation Of Sstochastic Capital Accumulation Model

This paper mainly studies the random fixed asset system model, This model is con-structed by stochastic differential equations, we mainly discuss the numerical solution of the model calculation methods, Because in the actual production process, the formation and consumption will be more or less affected by environmental factors, production tech-nology updates, new products, expand the influence reproduction of these four mutations factors fixed assets, Thus forming a fixed assets with stochastic switching characteris-tics, dynamic change process can be used to describe the random system of fixed asset system, and analyzes their characteristics. We apply the numerical calculation method of mathematical analysis and study on random fixed asset system solutions, Not only can re-veal the dynamic development of random fixed asset system to predict its future, and enable people to take effective measures to control it, Make it toward the ideal state of development is expected. The main contents are as follows:1. Introduces Euler iterative semi recluse backward stochastic model of fixed as-sets, Through the definition of step function and gives the assumptions, Mainly using the formula, inequality and lemma analysis proved the backward stochastic fixed asset system numerical solutions converge to the analytical solution using semi recluse Euler method.2. By constructing POD group then discussed the fixed assets system model, The finite element model of type drop numerical solution, and gives a simplified finite element solu-tion error analysis, we solve using simplified models of fixed assets finite element format is valid through numerical examples.3. We are on the basis of chapter four, The introduction of the process in order to make the model realistic description of life, with jumps of finite element analysis of the drop nu-merical solution, and gives a simplified error analysis of finite element solution, Numerical examples show that we solve the fixed assets using a simplified finite element model format is valid.