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

DOI10.1016/J.CNSNS.2023.107258MaRDI QIDQ6172011zbMATH OpenFDO

Authors Ruishu Liu, Xiaojie Wang

Publication date 18 July 2023

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

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)

Recommendations

• Positivity and boundedness preserving numerical scheme for the stochastic epidemic model with square-root diffusion term
• Positivity-preserving numerical method for a stochastic multi-group SIR epidemic model
• First order strong convergence of positivity preserving logarithmic Euler-Maruyama method for the stochastic SIS epidemic model
• Construction of positivity-preserving numerical method for stochastic SIVS epidemic model
• A Positivity-preserving Mickens-type Discretization of an Epidemic Model
• First order strong convergence of an explicit scheme for the stochastic SIS epidemic model
• The balanced implicit method of preserving positivity for the stochastic SIQS epidemic model
• The positivity of numerical method for susceptible-infected-recovered-susceptible epidemic model
• A linear, decoupled and positivity-preserving numerical scheme for an epidemic model with advection and diffusion

Cites work

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

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

This page was built for publication: A higher order positivity preserving scheme for the strong approximations of a stochastic epidemic model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6172011)