The linearly backward Milstein method with truncated Wiener process for the stochastic SIS epidemic model (Q6665412)

scientific article; zbMATH DE number 7969277

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English	The linearly backward Milstein method with truncated Wiener process for the stochastic SIS epidemic model	scientific article; zbMATH DE number 7969277

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title

The linearly backward Milstein method with truncated Wiener process for the stochastic SIS epidemic model (English)

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Communications on Analysis and Computation

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publication date

17 January 2025

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zbMATH Keywords

stochastic SIS epidemic model

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linearly backward Milstein method with truncated Wiener process

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boundedness

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mean-square convergence

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extinction

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persistence

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Publication

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cites work

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

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

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Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients

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Energy-preserving integrators for stochastic Poisson systems

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Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion

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Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients

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A Stochastic Differential Equation SIS Epidemic Model

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

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An unconditional boundary and dynamics preserving scheme for the stochastic epidemic model

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The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients

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Balanced Implicit Methods for Stiff Stochastic Systems

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Numerical Methods for Stochastic Systems Preserving Symplectic Structure

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First order strong approximations of scalar SDEs defined in a domain

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

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Strong convergence and extinction of positivity preserving explicit scheme for the stochastic SIS epidemic model

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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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Numerical analysis of a linearly backward Euler method with truncated Wiener process for a stochastic SIS model

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Mathematics(1 entry)

mardi Publication:6665412