Positivity preserving truncated scheme for the stochastic Lotka–Volterra model with small moment convergence

Cai, Yongmei and Guo, Qian and Mao, Xuerong (2023) Positivity preserving truncated scheme for the stochastic Lotka–Volterra model with small moment convergence. Calcolo, 60 (2). 24. ISSN 0008-0624 (https://doi.org/10.1007/s10092-023-00521-9)

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Abstract

This work concerns with the numerical approximation for the stochastic Lotka–Volterra model originally studied by Mao et al. (Stoch Process Appl 97(1):95–110, 2002). The natures of the model including multi-dimension, super-linearity of both the drift and diffusion coefficients and the positivity of the solution make most of the existing numerical methods fail. In particular, the super-linearity of the diffusion coefficient results in the explosion of the 1st moment of the analytical solution at a finite time. This becomes one of our main technical challenges. As a result, the convergence framework is to be set up under the θth moment with 0

  • Item type:Article
    ID code:85826
    Dates:
    Date
    Event
    June 2023
    Published
    25 April 2023
    Published Online
    4 April 2023
    Accepted
    Subjects:Science > Mathematics
    Department:Faculty of Science > Mathematics and Statistics
    Depositing user: Pure Administrator
    Date deposited:19 Jun 2023 10:45
    Last modified:26 Apr 2024 01:17
    URI:https://strathprints.strath.ac.uk/id/eprint/85826
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