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

DOI10.1016/j.aml.2021.107451OpenAlexW3171329469MaRDI QIDQ2235036

Hongfu Yang, Jian Hua Huang

Publication date: 19 October 2021

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2021.107451

zbMATH Keywords

stochastic SIS epidemic modelstrong first-order convergencelogarithmic Euler-Maruyama method

Mathematics Subject Classification ID

Epidemiology (92D30) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (5)

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 ⋮ A positivity-preserving numerical algorithm for stochastic age-dependent population system with Lévy noise in a polluted environment

Cites Work

• 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
• Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model
• First order strong approximations of scalar SDEs defined in a domain
• Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations
• Higher-order implicit strong numerical schemes for stochastic differential equations
• First order strong convergence of an explicit scheme for the stochastic SIS epidemic model
• Positivity preserving truncated Euler-Maruyama method for stochastic Lotka-Volterra competition model
• 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
• On the discretization schemes for the CIR (and Bessel squared) processes

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