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)

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• A stochastic differential equation SIS epidemic model with two independent Brownian motions
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• First order strong convergence of an explicit scheme for the stochastic SIS epidemic model
• scientific article; zbMATH DE number 6164875 (Why is no real title available?)
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• Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations
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Cited in

(17)

• 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
• An unconditional boundary and dynamics preserving scheme for the stochastic epidemic model
• Preserving invariant domains and strong approximation of stochastic differential equations
• Exponential convergence of a diffusive SIRS epidemic model with standard incidence
• Explicit-implicit methods for stochastic susceptible-infected-recovered model
• An adaptive positive preserving numerical scheme based on splitting method for the solution of the CIR model
• A strong order 1.5 boundary preserving discretization scheme for scalar SDEs defined in a domain
• Unconditionally positivity-preserving explicit order-one strong approximations of financial SDEs with non-Lipschitz coefficients

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