Numerical analysis of a linearly backward Euler method with truncated Wiener process for a stochastic SIS model

DOI10.1007/s11075-022-01427-3zbMath1522.65016MaRDI QIDQ6157444

Zhanwen Yang, Xiaochen Yang, Chi-Ping Zhang, Mengna Li

Publication date: 11 May 2023

Published in: Numerical Algorithms (Search for Journal in Brave)

zbMATH Keywords

stochastic SIS modeldynamic behaviortruncated Wiener processlinearly backward Euler method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

• Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson
• Almost sure exponential stability of numerical solutions for stochastic delay differential equations
• Almost sure exponential stability of numerical solutions for stochastic pantograph differential equations
• Numerical blow-up analysis of linearly implicit Euler method for nonlinear parabolic integro-differential equations
• Traveling wave solutions for a class of discrete diffusive SIR epidemic model
• Permanence and extinction for the stochastic SIR epidemic model
• Theoretical and numerical analysis for Volterra integro-differential equations with Itô integral under polynomially growth conditions
• Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems
• Structure preserving stochastic integration schemes in interest rate derivative modeling
• A Stochastic Differential Equation SIS Epidemic Model
• Analytical and Numerical Results for the Age-Structured S-I-S Epidemic Model with Mixed Inter-Intracohort Transmission
• Balanced Implicit Methods for Stiff Stochastic Systems
• Numerical Methods for Stochastic Systems Preserving Symplectic Structure
• Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
• Linearly implicit Runge-Kutta methods for advection-reaction-diffusion equations

This page was built for publication: Numerical analysis of a linearly backward Euler method with truncated Wiener process for a stochastic SIS model