First order strong convergence of positivity preserving logarithmic Euler-Maruyama method for the stochastic SIS epidemic model

被引：16
|
作者：
Yang, Hongfu [1 ,2 ]
Huang, Jianhua [1 ]
机构：
[1] Natl Univ Def Technol, Coll Liberal Arts & Sci, Changsha 410073, Peoples R China
[2] Guangxi Normal Univ, Sch Math & Stat, Guilin 541004, Peoples R China
来源：
APPLIED MATHEMATICS LETTERS | 2021年 / 121卷
基金：
中国国家自然科学基金;
关键词：
Stochastic SIS epidemic model; Logarithmic Euler-Maruyama method; Strong first order convergence; APPROXIMATIONS; SDES;
D O I：
10.1016/j.aml.2021.107451
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this article, we first construct a positivity-preserving numerical method for the stochastic Susceptible-Infected-Susceptible (SIS) epidemic model by combining the logarithmic transformation and Euler-Maruyama (EM) method. Then, we show that the algorithm not only preserves the domain of the original SDE, but also has the first-order rate of the pth-moment convergence over a finite time interval for all p > 0. Finally, some numerical experiments are provided to illustrate the theoretical results. (C) 2021 Elsevier Ltd. All rights reserved.
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