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Numerical analysis of the Linearly implicit Euler method with truncated Wiener process for the stochastic SIR model

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  • Yang, Xiaochen
  • Yang, Zhanwen
  • Zhang, Chiping

Abstract

The paper deals with the numerical positivity, convergence and dynamical behaviors (including extinction and persistence) for stochastic SIR model. For the real significance of the numerical analysis on stochastic SIR model, a linearly implicit Euler method with truncated Wiener process is introduced. The numerical positivity is obtained by the truncated Wiener process, which is the basis for the investigation of convergence and dynamical behavior. The numerical dynamical behavior is obtained by an exponential presentation for the nonlinear stochastic stability function and the large number theorem for martingale, which reproduces the existing theoretical results of exact solution. Finally, numerical examples are given to validate our numerical results for stochastic SIR model.

Suggested Citation

  • Yang, Xiaochen & Yang, Zhanwen & Zhang, Chiping, 2023. "Numerical analysis of the Linearly implicit Euler method with truncated Wiener process for the stochastic SIR model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 208(C), pages 1-14.
    • Handle: RePEc:eee:matcom:v:208:y:2023:i:c:p:1-14
    DOI: 10.1016/j.matcom.2023.01.010
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    1. Yang, Huizi & Yang, Zhanwen & Ma, Shufang, 2019. "Theoretical and numerical analysis for Volterra integro-differential equations with Itô integral under polynomially growth conditions," Applied Mathematics and Computation, Elsevier, vol. 360(C), pages 70-82.
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    3. G. N. Milstein & Eckhard Platen & H. Schurz, 1998. "Balanced Implicit Methods for Stiff Stochastic Systems," Published Paper Series 1998-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
    4. Mao, Xuerong & Marion, Glenn & Renshaw, Eric, 2002. "Environmental Brownian noise suppresses explosions in population dynamics," Stochastic Processes and their Applications, Elsevier, vol. 97(1), pages 95-110, January.
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