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Numerical simulation of stochastic ordinary differential equations in biomathematical modelling

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  • Carletti, M.
  • Burrage, K.
  • Burrage, P.M.

Abstract

In this work we discuss the effects of white and coloured noise perturbations on the parameters of a mathematical model of bacteriophage infection introduced by Beretta and Kuang in [Math. Biosc. 149 (1998) 57]. We numerically simulate the strong solutions of the resulting systems of stochastic ordinary differential equations (SDEs), with respect to the global error, by means of numerical methods of both Euler–Taylor expansion and stochastic Runge–Kutta type.

Suggested Citation

  • Carletti, M. & Burrage, K. & Burrage, P.M., 2004. "Numerical simulation of stochastic ordinary differential equations in biomathematical modelling," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(2), pages 271-277.
  • Handle: RePEc:eee:matcom:v:64:y:2004:i:2:p:271-277
    DOI: 10.1016/j.matcom.2003.09.022
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    Cited by:

    1. Tuerxun, Nafeisha & Wen, Buyu & Teng, Zhidong, 2021. "The stationary distribution in a class of stochastic SIRS epidemic models with non-monotonic incidence and degenerate diffusion," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 182(C), pages 888-912.
    2. Ji, Chunyan & Jiang, Daqing & Shi, Ningzhong, 2011. "Multigroup SIR epidemic model with stochastic perturbation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(10), pages 1747-1762.
    3. Liu, Qun & Jiang, Daqing, 2016. "The threshold of a stochastic delayed SIR epidemic model with vaccination," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 461(C), pages 140-147.
    4. Liu, Qun & Jiang, Daqing & Shi, Ningzhong & Hayat, Tasawar & Alsaedi, Ahmed, 2016. "Nontrivial periodic solution of a stochastic non-autonomous SISV epidemic model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 837-845.
    5. Liu, Qun & Chen, Qingmei & Jiang, Daqing, 2016. "The threshold of a stochastic delayed SIR epidemic model with temporary immunity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 115-125.
    6. Liu, Qun & Jiang, Daqing & Shi, Ningzhong & Hayat, Tasawar & Alsaedi, Ahmed, 2016. "Periodic solution for a stochastic nonautonomous SIR epidemic model with logistic growth," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 816-826.
    7. Wang, Lei & Wang, Kai & Jiang, Daqing & Hayat, Tasawar, 2018. "Nontrivial periodic solution for a stochastic brucellosis model with application to Xinjiang, China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 510(C), pages 522-537.
    8. Teng, Zhidong & Wang, Lei, 2016. "Persistence and extinction for a class of stochastic SIS epidemic models with nonlinear incidence rate," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 451(C), pages 507-518.

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