A positivity preserving Lamperti transformed Euler-Maruyama method for solving the stochastic Lotka-Volterra competition model

DOI10.1016/J.CNSNS.2023.107260MaRDI QIDQ6163085FDOQ6163085

Authors:

Publication date: 9 June 2023

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

zbMATH Keywords

convergencelong-time behaviorstochastic Lotka-Volterra competition modelLamperti transformed Euler-Maruyama method

Mathematics Subject Classification ID

Numerical analysis (65-XX) Ordinary differential equations (34-XX) Systems theory; control (93-XX)

Cites Work

• Environmental Brownian noise suppresses explosions in population dynamics.
• Stochastic differential equations and applications.
• Stochastic Differential Equations with Markovian Switching
• Population dynamical behavior of non-autonomous Lotka-Volterra competitive system with random perturbation
• Asymptotic behaviour of the stochastic Lotka-Volterra model.
• Analysis of autonomous Lotka-Volterra competition systems with random perturbation
• Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients
• Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
• Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients
• The truncated Euler-Maruyama method for stochastic differential equations
• A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications
• Title not available (Why is that?)
• Order-preserving strong schemes for SDEs with locally Lipschitz coefficients
• Exponential integrability properties of numerical approximation processes for nonlinear stochastic differential equations
• Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients
• Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations
• On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients
• The partially truncated Euler-Maruyama method and its stability and boundedness
• Coexistence and exclusion of stochastic competitive Lotka-Volterra models
• Construction and application of exact solutions of the diffusive Lotka-Volterra system: a review and new results
• First order strong convergence of an explicit scheme for the stochastic SIS epidemic model
• Positivity preserving truncated Euler-Maruyama method for stochastic Lotka-Volterra competition model
• Stationary distribution, extinction, density function and periodicity of an \(n\)-species competition system with infinite distributed delays and nonlinear perturbations
• First order strong convergence of positivity preserving logarithmic Euler-Maruyama method for the stochastic SIS epidemic model
• Positivity-preserving symplectic methods for the stochastic Lotka-Volterra predator-prey model
• Asymptotic properties of multi-species Lotka-Volterra models with regime switching involving weak and strong interactions

Cited In (3)

• A positivity preserving Milstein-type method for stochastic differential equations with positive solutions
• Domain preserving and strongly converging explicit scheme for the stochastic SIS epidemic model
• An explicit positivity-preserving scheme for the Heston 3/2-model with order-one strong convergence

This page was built for publication: A positivity preserving Lamperti transformed Euler-Maruyama method for solving the stochastic Lotka-Volterra competition model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6163085)