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

Xiaochen Yang, Zhanwen Yang and Chiping Zhang

Mathematics and Computers in Simulation (MATCOM), 2023, vol. 208, issue C, 1-14

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.

Keywords: Stochastic SIR model; Linearly implicit Euler method; Extinction; Persistence (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:208:y:2023:i:c:p:1-14

DOI: 10.1016/j.matcom.2023.01.010

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