The linearly backward Milstein method with truncated Wiener process for the stochastic SIS epidemic model
From MaRDI portal
Publication:6665412
DOI10.3934/CAC.2024020MaRDI QIDQ6665412
Publication date: 17 January 2025
Published in: Communications on Analysis and Computation (Search for Journal in Brave)
boundednesspersistenceextinctionmean-square convergencestochastic SIS epidemic modellinearly backward Milstein method with truncated Wiener process
Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Cites Work
- Euler approximations with varying coefficients: the case of superlinearly growing diffusion coefficients
- Energy-preserving integrators for stochastic Poisson systems
- 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
- First order strong convergence of an explicit scheme for the stochastic SIS epidemic model
- The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients
- Numerical analysis of split-step \(\theta\) methods with truncated Wiener process for a stochastic SIS epidemic model
- First order strong convergence of positivity preserving logarithmic Euler-Maruyama method for the stochastic SIS epidemic model
- Tamed Runge-Kutta methods for SDEs with super-linearly growing drift and diffusion coefficients
- Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients
- 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
- A Stochastic Differential Equation SIS Epidemic Model
- Balanced Implicit Methods for Stiff Stochastic Systems
- Numerical Methods for Stochastic Systems Preserving Symplectic Structure
- The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients
- Numerical analysis of a linearly backward Euler method with truncated Wiener process for a stochastic SIS model
- A higher order positivity preserving scheme for the strong approximations of a stochastic epidemic model
- Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion
- Strong convergence and extinction of positivity preserving explicit scheme for the stochastic SIS epidemic model
- An unconditional boundary and dynamics preserving scheme for the stochastic epidemic model
This page was built for publication: The linearly backward Milstein method with truncated Wiener process for the stochastic SIS epidemic model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6665412)