Positivity and boundedness preserving numerical scheme for the stochastic epidemic model with square-root diffusion term
type: Item
instance of: scholarly article
title: Positivity and boundedness preserving numerical scheme for the stochastic epidemic model with square-root diffusion term
author: Yongmei Cai
author: Junhao Hu
author: Xuerong Mao
published in: Applied Numerical Mathematics
publication date: 2022-10-18T00:00:00Z
review text: The authors study the following stochastic differential equation \[ dx(t) = [\beta x(t) (N-x(t)) - (\mu +\gamma)x(t)]dt +\sigma_1 x(t) (N-x(t)) dB_1(t) - \sigma_2 x(t) \sqrt{N-x(t)}dB_2(t). \] They modify the classical Euler-Maruyama scheme to create the positivity and boundedness preserving Euler-Maruyama scheme and they show that the PBPEM convergences strongly to the true solution over finite time intervals.
reviewed by: Nikolaos Halidias
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 7603711
zbMATH Keywords: stochastic differential equation
zbMATH Keywords: square-root process
zbMATH Keywords: positivity and boundedness preserving numerical method
zbMATH Keywords: strong convergence
MaRDI profile type: Publication
full work available at URL: j.apnum.2022.07.019
OpenAlex ID: W4289778926
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DOI: 10.1016/J.APNUM.2022.07.019
description: scientific article; zbMATH DE number 7603711