Domain preserving and strongly converging explicit scheme for the stochastic SIS epidemic model
| Autor: | Kiouvrekis, Yiannis, Stamatiou, Ioannis S. |
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| Rok vydání: | 2023 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | In this article, we construct a numerical method for a stochastic version of the Susceptible Infected Susceptible (SIS) epidemic model, expressed by a suitable stochastic differential equation (SDE), by using the semi-discrete method to a suitable transformed process. We prove the strong convergence of the proposed method, with order $1,$ and examine its stability properties. Since SDEs generally lack analytical solutions, numerical techniques are commonly employed. Hence, the research will seek numerical solutions for existing stochastic models by constructing suitable numerical schemes and comparing them with other schemes. The objective is to achieve a qualitative and efficient approach to solving the equations. Additionally, for models that have not yet been proposed for stochastic modeling using SDEs, the research will formulate them appropriately, conduct theoretical analysis of the model properties, and subsequently solve the corresponding SDEs. Comment: 16 pages, 6 figures |
| Databáze: | arXiv |
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