Strong convergence and extinction of positivity preserving explicit scheme for the stochastic SIS epidemic model (Q6202781)

scientific article; zbMATH DE number 7824740

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English	Strong convergence and extinction of positivity preserving explicit scheme for the stochastic SIS epidemic model	scientific article; zbMATH DE number 7824740

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scholarly article

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title

Strong convergence and extinction of positivity preserving explicit scheme for the stochastic SIS epidemic model (English)

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26 March 2024

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zbMATH Keywords

stochastic SIS epidemic model

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truncated Euler-Maruyama method

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strong first-order convergence

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positivity-preserving

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extinction

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MaRDI profile type

MaRDI publication profile

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cites work

On the discretization schemes for the CIR (and Bessel squared) processes

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A generalization of the Kermack-McKendrick deterministic epidemic model

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First order strong convergence of an explicit scheme for the stochastic SIS epidemic model

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A Stochastic Differential Equation SIS Epidemic Model

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The SIS epidemic model with Markovian switching

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Q3331035

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Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients

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Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

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Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients

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Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations

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Stochastic dynamics of an SIS epidemic on networks

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The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching

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Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability

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Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations

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Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations

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The truncated Euler-Maruyama method for stochastic differential equations

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Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients

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Positivity preserving truncated Euler-Maruyama method for stochastic Lotka-Volterra competition model

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First order strong approximations of scalar SDEs defined in a domain

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A note on tamed Euler approximations

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Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients

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Pulse vaccination strategy in the SIR epidemic model

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Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model

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$V$-integrability, asymptotic stability and comparison property of explicit numerical schemes for non-linear SDEs

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Optimal control and numerical methods for hybrid stochastic SIS models

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A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications

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The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients

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First order strong convergence of positivity preserving logarithmic Euler-Maruyama method for the stochastic SIS epidemic model

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Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons

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Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations

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Identifiers

Mathematics Subject Classification ID

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10.1007/S11075-023-01617-7

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Mathematics(1 entry)

mardi Publication:6202781