A higher order positivity preserving scheme for the strong approximations of a stochastic epidemic model

DOI10.1016/J.CNSNS.2023.107258MaRDI QIDQ6172011FDOQ6172011

Ruishu Liu, Xiaojie Wang

Publication date: 18 July 2023

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

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zbMATH Keywords

positivity preservingstochastic SIS epidemic modelexplicit schemeorder 1.5 strong convergence

Mathematics Subject Classification ID

Numerical analysis (65-XX) Partial differential equations (35-XX) Ordinary differential equations (34-XX) Systems theory; control (93-XX)

Cites Work

• Higher-order implicit strong numerical schemes for stochastic differential equations
• A Stochastic Differential Equation SIS Epidemic Model
• Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
• Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
• Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
• Strong order one convergence of a drift implicit Euler scheme: application to the CIR process
• Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients
• The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous 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
• A note on tamed Euler approximations
• First order strong approximations of scalar SDEs defined in a domain
• Convergence of the stochastic Euler scheme for locally Lipschitz coefficients
• Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations
• Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes
• Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations
• On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients
• Stochastic C-stability and B-consistency of explicit and implicit Euler-type schemes
• Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition
• On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients
• Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition
• 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
• Positivity and boundedness preserving numerical scheme for the stochastic epidemic model with square-root diffusion term
• First order strong convergence of positivity preserving logarithmic Euler-Maruyama method for the stochastic SIS epidemic model
• Numerical analysis of split-step \(\theta\) methods with truncated Wiener process for a stochastic SIS epidemic model

Cited In (8)

• First order strong convergence of positivity preserving logarithmic Euler-Maruyama method for the stochastic SIS epidemic model
• Strong convergence of the partially truncated Euler-Maruyama scheme for a stochastic age-structured SIR epidemic model
• A positivity preserving Milstein-type method for stochastic differential equations with positive solutions
• An unconditional boundary and dynamics preserving scheme for the stochastic epidemic model
• 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
• Unconditionally positivity-preserving explicit Euler-type schemes for a generalized Aït-Sahalia model
• The linearly backward Milstein method with truncated Wiener process for the stochastic SIS epidemic model

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