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

DOI10.1007/S11075-022-01427-3zbMath1522.65016MaRDI QIDQ6157444

Zhanwen Yang, Xiaochen Yang, Chi-Ping Zhang, Mengna Li

Publication date: 11 May 2023

Published in: Numerical Algorithms (Search for Journal in Brave)

zbMATH Keywords

stochastic SIS modeldynamic behaviortruncated Wiener processlinearly backward Euler method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

• Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson
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• 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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