The linearly backward Milstein method with truncated Wiener process for the stochastic SIS epidemic model
报告人:胡鹏
报告地点:腾讯会议ID: 122829788
报告时间:2025年06月20日星期五10:00-10:30
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报告摘要:
In this talk, an numerical scheme called the linearly backward Milstein method with truncated Wiener process for the stochastic susceptible-infected-susceptible (SIS) epidemic model is proposed. It is proved that the numerical solution provided by this method remains in the initial region (0, N). The convergence and long time behavior of the numerical solution are analyzed. It is shown that the method not only has first-order mean-square convergence, but also maintains the extinction and persistence of the underlying SIS model. Finally, some numerical experiments will be provided to validate the theoretical results.
主讲人简介:
胡鹏,中国地质大学(武汉),副教授,主要从事微分方程数值算法研究。主持和参与国家级,省部级等研究课题8项,排名第二获省级自然科学二等奖1项,在国内外期刊上发表学术论文20余篇.