Numerical simulation of stochastic ordinary differential equations in biomathematical modelling

Carletti, Margherita, Burrage, Kevin, & Burrage, Pamela (2004) Numerical simulation of stochastic ordinary differential equations in biomathematical modelling. Mathematics and Computers in Simulation, 64(2), pp. 271-277.

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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.

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34 citations in Scopus
29 citations in Web of Science®
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ID Code: 57767
Item Type: Journal Article
Refereed: Yes
Keywords: Stochastic ordinary differential equations, Numerical approximations, Biomathematical modelling
DOI: 10.1016/j.matcom.2003.09.022
ISSN: 0378-4754
Subjects: Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > STATISTICS (010400) > Stochastic Analysis and Modelling (010406)
Divisions: Current > Schools > School of Mathematical Sciences
Current > QUT Faculties and Divisions > Science & Engineering Faculty
Deposited On: 05 Mar 2013 22:23
Last Modified: 22 Mar 2013 04:08

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