First order strong convergence of an explicit scheme for the stochastic SIS epidemic model
From MaRDI portal
Publication:2020517
DOI10.1016/j.cam.2021.113482zbMath1503.65011OpenAlexW3133228211MaRDI QIDQ2020517
Lin Chen, Si-qing Gan, Xiao-Jie Wang
Publication date: 23 April 2021
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2021.113482
Epidemiology (92D30) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items
Numerical analysis of split-step \(\theta\) methods with truncated Wiener process for a stochastic SIS epidemic model, On two conjectures concerning trees with maximal inverse sum indeg index, Strong convergence and stationary distribution of an explicit scheme for the Wright-Fisher model, A positivity preserving Lamperti transformed Euler-Maruyama method for solving the stochastic Lotka-Volterra competition model, Positivity-preserving numerical method for a stochastic multi-group SIR epidemic model, A higher order positivity preserving scheme for the strong approximations of a stochastic epidemic model, Strong convergence and extinction of positivity preserving 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, Positivity and boundedness preserving numerical scheme for the stochastic epidemic model with square-root diffusion term
Cites Work
- Unnamed Item
- Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients
- Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
- The truncated Euler-Maruyama method for stochastic differential equations
- The partially truncated Euler-Maruyama method and its stability and boundedness
- Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition
- First order strong approximations of scalar SDEs defined in a domain
- A note on tamed Euler approximations
- Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations
- Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations
- Higher-order implicit strong numerical schemes for stochastic differential equations
- A generalization of the Kermack-McKendrick deterministic epidemic model
- Pulse vaccination strategy in the SIR epidemic model
- Strong convergence rates of modified truncated EM method for stochastic differential equations
- Strong order one convergence of a drift implicit Euler scheme: application to the CIR process
- On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients
- Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition
- Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients
- Explicit Milstein schemes with truncation for nonlinear stochastic differential equations: convergence and its rate
- Stochastic C-stability and B-consistency of explicit and implicit Milstein-type schemes
- Stochastic C-stability and B-consistency of explicit and implicit Euler-type schemes
- An Explicit Euler Scheme with Strong Rate of Convergence for Financial SDEs with Non-Lipschitz Coefficients
- 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
- The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients
- A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications
- Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability
