Positivity and boundedness preserving numerical scheme for the stochastic epidemic model with square-root diffusion term (Q2085652): Difference between revisions
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Revision as of 20:18, 19 March 2024
scientific article
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| English | Positivity and boundedness preserving numerical scheme for the stochastic epidemic model with square-root diffusion term |
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Positivity and boundedness preserving numerical scheme for the stochastic epidemic model with square-root diffusion term (English)
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18 October 2022
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The authors study the following stochastic differential equation \[ dx(t) = [\beta x(t) (N-x(t)) - (\mu +\gamma)x(t)]dt +\sigma_1 x(t) (N-x(t)) dB_1(t) - \sigma_2 x(t) \sqrt{N-x(t)}dB_2(t). \] They modify the classical Euler-Maruyama scheme to create the positivity and boundedness preserving Euler-Maruyama scheme and they show that the PBPEM convergences strongly to the true solution over finite time intervals.
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stochastic differential equation
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square-root process
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positivity and boundedness preserving numerical method
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strong convergence
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