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The stochastic logistic model with regime switching is an important model in the ecosystem. While analytic solution to this model is positive, current numerical methods are unable to preserve such boundaries in the approximation. So,…

Numerical Analysis · Mathematics 2021-06-08 Xiaoyue Li , Hongfu Yang

To construct positivity-preserving numerical methods, a vast majority of existing works employ transformation techniques such as the Lamperti transformation or logarithmic transformation. However, using these techniques often leads to the…

Numerical Analysis · Mathematics 2025-08-26 Xingwei Hu , Xinjie Dai , Aiguo Xiao

In this paper, we propose a class of explicit positivity preserving numerical methods for general stochastic differential equations which have positive solutions. Namely, all the numerical solutions are positive. Under some reasonable…

Numerical Analysis · Mathematics 2021-06-30 Yulian Yi , Yaozhong Hu , Jingjun Zhao

In the present article, we construct a logarithm transformation based Milstein-type method for the stochastic susceptible-infected-susceptible (SIS) epidemic model evolving in the domain (0,N). The new scheme is explicit and unconditionally…

Numerical Analysis · Mathematics 2024-09-04 Ruishu Liu , Xiaojie Wang , Lei Dai

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…

Numerical Analysis · Mathematics 2023-07-28 Yiannis Kiouvrekis , Ioannis S. Stamatiou

As a combination of the logarithmic transformation with the truncated Euler-Maruyama (TEM) scheme, the positivity-preserving logarithmic truncated Euler-Maruyama (LTEM) scheme has been generally developed for scalar stochastic differential…

Numerical Analysis · Mathematics 2025-11-26 Xingwei Hu , Xinjie Dai , Aiguo Xiao

The main purpose of this paper is to study the Dynamical behaviors of a stochastic SIS epidemic model using mean-reverting inhomogeneous geometric brownian motion process. First we demonstrate the existence of a global-in-time solution and…

Applications · Statistics 2026-04-03 Lahcen Khammich , Driss Kiouach

In this paper, we introduce a linear stochastic volatility model driven by $\alpha$-stable processes, which admits a unique positive solution. To preserve positivity, we modify the classical forward Euler-Maruyama scheme and analyze its…

Probability · Mathematics 2025-02-04 Xiaotong Li , Wei Liu , Xuerong Mao , Hongjiong Tian , Yue Wu

This paper provides a first attempt to incorporate the massive discontinuous changes in the spatio-temporal dynamics of epidemics. Namely, we propose an extended class of epidemic models, governed by coupled stochastic semilinear partial…

Probability · Mathematics 2023-12-06 Mohamed Mehdaoui

This paper investigates asymptotic behavior of a stochastic SIR epidemic model, which is a system with degenerate diffusion. It gives sufficient conditions that are very close to the necessary conditions for the permanence. In addition,…

Probability · Mathematics 2015-12-24 N. T. Dieu , D. H. Nguyen , N. H. Du , G. Yin

In this study, a new and natural way of constructing a stochastic Susceptible-Infected-Susceptible (SIS) model is proposed. This approach is natural in the sense that the disease transmission rate, $\beta$, is substituted with a generic,…

Probability · Mathematics 2025-11-07 Berk Tan Perçin

This paper deals with a new epidemiological model of SIRS with stochastic perturbations. The primary objective is to establish the existence of a unique non-negative nonlocal solution. Using the basic reproduction number $\mathscr{R}_0$…

Dynamical Systems · Mathematics 2025-03-10 Achraf Zinihi , Moulay Rchid Sidi Ammi , Matthias Ehrhardt

We study a stochastic SIS (susceptible-infected-susceptible) epidemic dynamics on network, under the effect of a Markovian regime-switching. We first prove the existence of a unique global positive solution, and find a positive invariant…

Probability · Mathematics 2023-01-03 Stefania Ottaviano , Stefano Bonaccorsi

In this paper, we further investigate the global dynamics of a stochastic differential equation SIS (Susceptible-Infected-Susceptible) epidemic model recently proposed in [A. Gray et al., SIAM. J. Appl. Math., 71 (2011), 876-902]. We…

Dynamical Systems · Mathematics 2016-08-24 Chuang Xu

We consider a stochastic SIS infection model for a population partitioned into $m$ households assuming random mixing. We solve the model in the limit $m \to \infty$ by using the self-consistent field method of statistical physics. We derive…

Statistical Mechanics · Physics 2007-05-23 G. Ghoshal , L. M. Sander , I. M. Sokolov

In this paper, we study an analytically tractable SIS model with a non-linear incidence rate for the number of infectious individuals described through a stochastic differential equation (SDE). We guarantee the existence of a positive…

Probability · Mathematics 2024-04-23 J. S. Builes , Cristian F. Coletti , Leon A. Valencia

The mathematical modeling of the propagation of illnesses has an important role from both mathematical and biological points of view. In this article, we observe an SEIR-type model with a general incidence rate and a non-constant…

Numerical Analysis · Mathematics 2024-02-19 B. M. Takács , G. Svantnerné Sebestyén , I. Faragó

In this paper we consider a stochastic SEIQR (susceptible-exposed-infected-quarantined-recovered) epidemic model with a generalized incidence function. Using the Lyapunov method, we establish the existence and uniqueness of a global…

Populations and Evolution · Quantitative Biology 2025-01-31 Brahim Boukanjime , Mohamed Maama

This paper focuses on and analyzes realistic SIR models that take stochasticity into account. The proposed systems are applicable to most incidence rates that are used in the literature including the bilinear incidence rate, the…

Probability · Mathematics 2024-07-10 Nguyen Du , Alexandru Hening , Nhu Nguyen , George Yin

We study convergence properties of competing epidemic models of the Susceptible-Infected-Susceptible (SIS) type. The SIS epidemic model has seen widespread popularity in modelling the spreading dynamics of contagions such as viruses,…

Systems and Control · Electrical Eng. & Systems 2022-10-12 Vishwaraj Doshi , Shailaja Mallick , Do Young eun
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