A positivity preserving numerical method for stochastic R\&D model
DOI10.1016/J.AMC.2018.12.003zbMATH Open1429.65025OpenAlexW2913646475MaRDI QIDQ2010576FDOQ2010576
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
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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Cited In (6)
- 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
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- A positivity-preserving numerical algorithm for stochastic age-dependent population system with Lévy noise in a polluted environment
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