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In this paper we study the existence and uniqueness of the random periodic solution for a stochastic differential equation with a one-sided Lipschitz condition (also known as monotonicity condition) and the convergence of its numerical…

Probability · Mathematics 2021-08-19 Yue Wu

In this study we investigate a novel approach to stochastically perturb the disease transmission coefficient, which is a key parameter in susceptible-infected-susceptible (SIS) models. Motivated by the papers [2] and [5], we perturb the…

Probability · Mathematics 2021-05-18 Alberto Lanconelli , Berk Tan Perçin

Some recent works reveal that there are models of differential equations for the mean and variance of infected individuals that reproduce the SIS epidemic model at some point. This stochastic SIS epidemic model can be interpreted as a…

Populations and Evolution · Quantitative Biology 2020-08-07 Oğul Esen , Eduardo Fernández-Saiz , Cristina Sardón , Marcin Zając

This work focuses on optimal controls of a class of stochastic SIS epidemic models under regime switching. By assuming that a decision maker can either influence the infectivity period or isolate infected individuals, our aim is to minimize…

Optimization and Control · Mathematics 2021-01-12 Ky Tran , George Yin

This paper is concerned with the numerical approximation of stochastic ordinary differential equations, which satisfy a global monotonicity condition. This condition includes several equations with super-linearly growing drift and diffusion…

Numerical Analysis · Mathematics 2015-10-09 Wolf-Jürgen Beyn , Elena Isaak , Raphael Kruse

The impact of spatial structure on the spread of an epidemic is an important issue in the propagation of infectious diseases. Recent studies, both deterministic and stochastic, have made it possible to understand the importance of the…

Probability · Mathematics 2023-01-09 Alphonse Emakoua

The ability of random environmental variation to stabilize competitor coexistence was pointed out long ago and, in recent years, has received considerable attention. Analyses have focused on variations in the log-abundances of species, with…

Populations and Evolution · Quantitative Biology 2020-04-14 Antony Dean , Nadav M. Shnerb

The aim of this paper is to study the stochastic SIR equation with general incidence functional responses and in which both natural death rates and the incidence rate are perturbed by white noises. We derive a sufficient and almost…

Dynamical Systems · Mathematics 2021-07-26 N. H. Du , N. N. Nhu

In this paper, we consider a stochastic SIRS model with general incidence rate and perturbed by both white noise and color noise. We determine the threshold $\lambda$ that is used to classify the extinction and permanence of the disease. In…

Probability · Mathematics 2019-02-26 T. D. Tuong , Dang H. Nguyen , N. T. Dieu , Ky Tran

In this paper we study the diffusion of an SIS-type epidemics on a network under the presence of a random environment, that enters in the definition of the infection rates of the nodes. Accordingly, we model the infection rates in the form…

Probability · Mathematics 2016-07-25 Stefano Bonaccorsi , Stefania Ottaviano

In this paper, we focus on the influence of heterogeneity and stochasticity of the population on the dynamical structure of a basic susceptible-infected-susceptible (SIS) model. First we prove that, upon a suitable mathematical…

Dynamical Systems · Mathematics 2017-02-28 Andreas Widder , Christian Kuehn

In this paper, we consider a stochastic epidemic model with time delay and general incidence rate. We first prove the existence and uniqueness of the global positive solution. By using the Krylov-Bogoliubov method, we obtain the existence…

Dynamical Systems · Mathematics 2019-05-22 Xiaoming Fu

In this paper, we propose two variants of the positivity-preserving schemes, namely the truncated Euler-Maruyama (EM) method and the truncated Milstein scheme, applied to stochastic differential equations (SDEs) with positive solutions and…

Numerical Analysis · Mathematics 2024-10-10 Shounian Deng , Chen Fei , Weiyin Fei , Xuerong Mao

We are interested in the strong convergence and almost sure stability of Euler-Maruyama (EM) type approximations to the solutions of stochastic differential equations (SDEs) with non-linear and non-Lipschitzian coefficients. Motivation…

Numerical Analysis · Mathematics 2012-04-10 Xuerong Mao , Lukasz Szpruch

We consider a stochastic Susceptible-Exposed-Infected-Recovered (SEIR) epidemiological model. Through the use of a normal form coordinate transform, we are able to analytically derive the stochastic center manifold along with the…

Adaptation and Self-Organizing Systems · Physics 2015-05-13 Eric Forgoston , Lora Billings , Ira B. Schwartz

The superiority of stochastic symplectic methods over non-symplectic counterparts has been verified by plenty of numerical experiments, especially in capturing the asymptotic behaviour of the underlying solution process. How can one…

Numerical Analysis · Mathematics 2024-04-24 Chuchu Chen , Xinyu Chen , Tonghe Dang , Jialin Hong

In this paper the numerical approximation of stochastic differential equations satisfying a global monotonicity condition is studied. The strong rate of convergence with respect to the mean square norm is determined to be $\frac{1}{2}$ for…

Numerical Analysis · Mathematics 2017-09-01 Adam Andersson , Raphael Kruse

Most existing literature focuses on pointwise convergence (i.e., convergence at a fixed time point) of numerical solutions for Stochastic functional differential equations (SFDEs). In contrast, this paper investigates the strong segment…

Numerical Analysis · Mathematics 2026-04-24 Shounian Deng , Weiyin Fei , Banban Shi

This paper considers a general stochastic SIR epidemic model driven by a multidimensional Levy jump process with heavy tailed increments and possible correlation between noise components. In this framework, we derive new sufficient…

Probability · Mathematics 2020-04-14 Nicolas Privault , Liang Wang

In this study, we investigate a stochastic SIR model with media effects. The uniqueness and the existence of a global positive solution are studied. The sufficient conditions of extinction and persistence of the disease are established. We…

Populations and Evolution · Quantitative Biology 2023-09-18 Jiaxun Li , Yanni Xiao