Strong convergence and extinction of positivity preserving explicit scheme for the stochastic SIS epidemic model

被引:9
作者
Yang, Hongfu [1 ,2 ]
Huang, Jianhua [1 ]
机构
[1] Natl Univ Def Technol, Coll Sci, Changsha 410073, Hunan, Peoples R China
[2] Guangxi Normal Univ, Sch Math & Stat, Guilin 541004, Guangxi, Peoples R China
基金
中国国家自然科学基金;
关键词
Stochastic SIS epidemic model; Truncated Euler-Maruyama method; Strong first order convergence; Positivity-preserving; Extinction; EULER-MARUYAMA METHOD; DIFFERENTIAL-EQUATIONS; ASYMPTOTIC STABILITY; NUMERICAL SCHEMES; APPROXIMATIONS; SDES; COEFFICIENTS; FINITE;
D O I
10.1007/s11075-023-01617-7
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper aims to establish a novel explicit method for the stochastic SIS epidemic model, which can preserve the bounded positive domain and asymptotic properties. The proposed new method is based on combining a logarithmic transformation with a truncated Euler-Maruyama method, and it has the first-order rate of convergence for the pth-moment with p > 0. Moreover, without additional restriction conditions except those necessary to guarantee the extinction of the exact solution, the approximation of the extinction is achieved for the stochastic SIS model whose coefficients violate the global monotonicity condition. Some numerical experiments are given to illustrate the theoretical results and testify to the efficiency of our algorithm.
引用
收藏
页码:1475 / 1502
页数:28
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