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

DOI10.1016/j.cam.2022.114433zbMath1492.92125OpenAlexW4281844052WikidataQ113878711 ScholiaQ113878711MaRDI QIDQ2161030

Huizi Yang, Yanxi Pan, Zhitong Mu, Wenxiu Liu

Publication date: 4 August 2022

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.2022.114433

zbMATH Keywords

positivitystochastic SIS modelextinction and persistencesplit-step \(\theta\) methods with truncated Wiener process

Mathematics Subject Classification ID

Epidemiology (92D30) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (1)

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

Cites Work

• The deterministic SIS epidemic model in a Markovian random environment
• Exponential mean square stability of numerical methods for systems of stochastic differential equations
• Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments
• Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
• Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps
• Convergence and stability of the compensated split-step theta method for stochastic differential equations with piecewise continuous arguments driven by Poisson random measure
• First order strong convergence of an explicit scheme for the stochastic SIS epidemic model
• Critical result on the threshold of a stochastic SIS model with saturated incidence rate
• The balanced implicit method of preserving positivity for the stochastic SIQS epidemic model
• Arbitrary high-order EQUIP methods for stochastic canonical Hamiltonian systems
• Structure preserving stochastic integration schemes in interest rate derivative modeling
• B-convergence of split-step one-leg theta methods for stochastic differential equations
• A Stochastic Differential Equation SIS Epidemic Model
• Balanced Implicit Methods for Stiff Stochastic Systems
• Numerical Methods for Stochastic Systems Preserving Symplectic Structure
• Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
• Linearly implicit Runge-Kutta methods for advection-reaction-diffusion equations

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