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

DOI10.1016/J.APNUM.2022.07.019MaRDI QIDQ2085652OpenAlexFDO

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

stochastic differential equationstrong convergencesquare-root processpositivity and boundedness preserving numerical 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)

Recommendations

• Positivity-preserving numerical method for a stochastic multi-group SIR epidemic model
• Construction of positivity-preserving numerical method for stochastic SIVS epidemic model
• Positivity-preserving numerical schemes for stochastic differential equations
• Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations
• Positivity preserving stochastic \(\theta\)-methods for selected SDEs

Cites work

• scientific article; zbMATH DE number 6164875 (Why is no real title available?)
• A Stochastic Differential Equation SIS Epidemic Model
• A new numerical scheme for the CIR process
• A stochastic differential equation SIS epidemic model with regime switching
• A stochastic differential equation SIS epidemic model with two independent Brownian motions
• Construction of positivity preserving numerical method for stochastic age-dependent population equations
• Environmental Brownian noise suppresses explosions in population dynamics.
• First order strong approximations of scalar SDEs defined in a domain
• First order strong convergence of an explicit scheme for the stochastic SIS epidemic model
• Multilevel Monte Carlo for stochastic differential equations with small noise
• Positivity and convergence of the balanced implicit method for the nonlinear jump-extended CIR model
• Stochastic differential equations and applications.
• Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
• Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations
• The behavior of an SIR epidemic model with stochastic perturbation
• The truncated Euler-Maruyama method for stochastic differential equations

Cited in

(11)

• Dynamic analysis and optimal control of a stochastic COVID-19 model
• First order strong convergence of positivity preserving logarithmic Euler-Maruyama method for the stochastic SIS epidemic model
• Autonomous and non-autonomous modified Leslie-type stochastic predator-prey model with foraging arena scheme
• First order strong convergence of an explicit scheme for the stochastic SIS epidemic 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
• An unconditional boundary and dynamics preserving scheme for the stochastic epidemic model
• Construction of positivity-preserving numerical method for stochastic SIVS epidemic model
• The positivity of numerical method for susceptible-infected-recovered-susceptible 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

This page was built for publication: Positivity and boundedness preserving numerical scheme for the stochastic epidemic model with square-root diffusion term

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2085652)