Positivity and boundedness preserving numerical scheme for the stochastic epidemic model with square-root diffusion term

DOI10.1016/J.APNUM.2022.07.019MaRDI QIDQ2085652zbMATH OpenOpenAlexFDO

Authors Yongmei Cai, Junhao Hu, Xuerong Mao

Publication date 18 October 2022

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apnum.2022.07.019

zbMATH Keywords

positivity and boundedness preserving numerical methodsquare-root processstochastic differential equationstrong convergence

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)

Review text

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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Cited in

(20)

• Construction of positivity-preserving numerical method for stochastic SIVS epidemic model
• First order strong convergence of an explicit scheme for the stochastic SIS epidemic model
• First order strong convergence of positivity preserving logarithmic Euler-Maruyama method for the stochastic SIS epidemic model
• Positivity preserving truncated scheme for the stochastic Lotka-Volterra model with small moment convergence
• An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients
• Dynamic analysis and optimal control of a stochastic COVID-19 model
• Positivity-preserving numerical method for a stochastic multi-group SIR epidemic model
• A higher order positivity preserving scheme for the strong approximations of a stochastic epidemic model
• The positivity of numerical method for susceptible-infected-recovered-susceptible epidemic model
• Autonomous and non-autonomous modified Leslie-type stochastic predator-prey model with foraging arena scheme
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• Exponential Euler-Maruyama method for stochastic delay Kolmogorov equations with superlinear coefficients
• Numerical invariant measure for periodic stochastic differential equations with superlinear terms

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