A higher order positivity preserving scheme for the strong approximations of a stochastic epidemic model (Q6172011)

scientific article; zbMATH DE number 7714002

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English	A higher order positivity preserving scheme for the strong approximations of a stochastic epidemic model	scientific article; zbMATH DE number 7714002

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instance of

scholarly article

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title

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

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Communications in Nonlinear Science and Numerical Simulation

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publication date

18 July 2023

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zbMATH Keywords

stochastic SIS epidemic model

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positivity preserving

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explicit scheme

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order 1.5 strong convergence

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MaRDI profile type

MaRDI publication profile

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cites work

A Stochastic Differential Equation SIS Epidemic Model

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Higher-order implicit strong numerical schemes for stochastic differential equations

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Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

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Stochastic C-stability and B-consistency of explicit and implicit Euler-type schemes

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Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes

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Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

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Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition

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Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition

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Numerical analysis of split-step \(\theta\) methods with truncated Wiener process for a stochastic SIS epidemic model

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Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients

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A note on tamed Euler approximations

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Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients

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The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients

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The truncated Euler-Maruyama method for stochastic differential equations

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A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications

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Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations

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On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients

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On explicit order 1.5 approximations with varying coefficients: the case of super-linear diffusion coefficients

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

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Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations

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Strong order one convergence of a drift implicit Euler scheme: application to the CIR process

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First order strong approximations of scalar SDEs defined in a domain

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First order strong convergence of an explicit scheme for the stochastic SIS epidemic model

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First order strong convergence of positivity preserving logarithmic Euler-Maruyama method for the stochastic SIS epidemic model

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Convergence of the stochastic Euler scheme for locally Lipschitz coefficients

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Positivity preserving truncated Euler-Maruyama method for stochastic Lotka-Volterra competition model

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Identifiers

DOI

10.1016/j.cnsns.2023.107258

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6172011