A positivity preserving numerical method for stochastic R\&D model

DOI10.1016/J.AMC.2018.12.003MaRDI QIDQ2010576zbMATH OpenOpenAlexFDO

Authors Mengqing Zhang, Qimin Zhang

Publication date 27 November 2019

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2018.12.003

zbMATH Keywords

numerical solutionconvergence ratepositivity preservingstochastic R\&D model

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Random integral equations (45R05)

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• Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients
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• Strong convergence of implicit numerical methods for nonlinear stochastic functional differential equations
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• The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments
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Cited in

(7)

• Positivity and convergence of the balanced implicit method for the nonlinear jump-extended CIR model
• Structure preserving numerical analysis of reaction-diffusion models
• Stability analysis and numerical simulations of spatiotemporal HIV CD4+ T cell model with drug therapy
• Construction of positivity preserving numerical schemes for some multidimensional stochastic differential equations
• scientific article; zbMATH DE number 7640685 (Why is no real title available?)
• A positivity-preserving numerical algorithm for stochastic age-dependent population system with Lévy noise in a polluted environment
• Construction of positivity-preserving numerical method for stochastic SIVS epidemic model

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