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 …

Numerical Methods for Stochastic Delay Differential Equations Via the Wong--Zakai Approximation

W Cao, Z Zhang, GE Karniadakis - SIAM Journal on Scientific Computing, 2015 - SIAM
We use the Wong--Zakai approximation as an intermediate step to derive numerical
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 …

[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 …

[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 …

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 …

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) …

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 …

[HTML][HTML] S-ROCK methods for stochastic delay differential equations with one fixed delay

Y Komori, A Eremin, K Burrage - Journal of Computational and Applied …, 2019 - Elsevier
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 …

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 …