Dynamical behavior of a stochastic SIQR epidemic model with Ornstein–Uhlenbeck process and standard incidence rate after dimensionality reduction
Y Zhou, D Jiang - Communications in Nonlinear Science and Numerical …, 2023 - Elsevier
Due to the continuous interference of environmental white noise, the dynamical behaviors of
a stochastic SIQR epidemic model with mean-reverting Ornstein–Uhlenbeck process and …
a stochastic SIQR epidemic model with mean-reverting Ornstein–Uhlenbeck process and …
Numerical Methods for Stochastic Delay Differential Equations Via the Wong--Zakai Approximation
We use the Wong--Zakai approximation as an intermediate step to derive numerical
schemes for stochastic delay differential equations. By approximating the Brownian motion …
schemes for stochastic delay differential equations. By approximating the Brownian motion …
[HTML][HTML] Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations
C Huang - Journal of Computational and Applied Mathematics, 2014 - Elsevier
In this paper, we first study the mean square stability of numerical methods for stochastic
delay differential equations under a coupled condition on the drift and diffusion coefficients …
delay differential equations under a coupled condition on the drift and diffusion coefficients …
[HTML][HTML] Strong superconvergence of the Euler–Maruyama method for linear stochastic Volterra integral equations
H Liang, Z Yang, J Gao - Journal of Computational and Applied …, 2017 - Elsevier
Abstract The Euler–Maruyama method is presented for linear stochastic Volterra integral
equations. Then the strong convergence property is analyzed for convolution kernels and …
equations. Then the strong convergence property is analyzed for convolution kernels and …
[HTML][HTML] Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method
P Hu, C Huang - Journal of Computational and Applied Mathematics, 2021 - Elsevier
This paper is concerned with the delay dependent stability of the stochastic exponential
Euler method for stochastic delay differential equations and stochastic delay partial …
Euler method for stochastic delay differential equations and stochastic delay partial …
Unique stationary distribution and ergodicity of a stochastic logistic model with distributed delay
X Sun, W Zuo, D Jiang, T Hayat - Physica A: Statistical Mechanics and Its …, 2018 - Elsevier
Dynamics of a stochastic Logistic model with distributed delay are considered. We first
transfer a scalar stochastic Logistic model with strong kernel or weak kernel into an …
transfer a scalar stochastic Logistic model with strong kernel or weak kernel into an …
The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations
G Song, J Hu, S Gao, X Li - Numerical Algorithms, 2022 - Springer
This paper focuses on explicit approximations for nonlinear stochastic delay differential
equations (SDDEs). Under less restrictive conditions, the truncated Euler-Maruyama (TEM) …
equations (SDDEs). Under less restrictive conditions, the truncated Euler-Maruyama (TEM) …
Asymptotic mean square stability of Predictor-Corrector methods for stochastic delay ordinary and partial differential equations
H Wen - Communications in Nonlinear Science and Numerical …, 2023 - Elsevier
In this paper, we focus on the asymptotic mean square stability of stochastic delay ordinary
and partial differential equations. By virtue of root locus technique, the sufficient and …
and partial differential equations. By virtue of root locus technique, the sufficient and …
[HTML][HTML] S-ROCK methods for stochastic delay differential equations with one fixed delay
We propose stabilized explicit stochastic Runge–Kutta methods of strong order one half for
Itô stochastic delay differential equations with one fixed delay. The family of the methods is …
Itô stochastic delay differential equations with one fixed delay. The family of the methods is …
Stochastic probical strategies in a delay virus infection model to combat COVID-19
M Pitchaimani, MB Devi - Chaos, Solitons & Fractals, 2021 - Elsevier
In disease model systems, random noises and time delay factors play key role in interpreting
disease dynamics to comprehend deeper insights into the course of dynamics. An endeavor …
disease dynamics to comprehend deeper insights into the course of dynamics. An endeavor …