In this paper a model for a marine bacteriophage infection is proposed. It is a system of stochastic differential equations (SDEs) whose solution is pathwise approximated with respect to the global error in the L-2-norm by means of numerical methods of strong order 0.5 and 1. An adaptive discretization technique that was proved to be asymptotically optimal in the case of general scalar equations is extended to the multidimensional case. Numerical experiments confirm its better performances compared to those of standard constant step-size techniques that use the same number of evaluations of the Wiener process involved in the system of SDEs.
Numerical integration of a model for a marine bacteriophage infection influenced by stochastic perturbations
CARLETTI, MARGHERITA
2000
Abstract
In this paper a model for a marine bacteriophage infection is proposed. It is a system of stochastic differential equations (SDEs) whose solution is pathwise approximated with respect to the global error in the L-2-norm by means of numerical methods of strong order 0.5 and 1. An adaptive discretization technique that was proved to be asymptotically optimal in the case of general scalar equations is extended to the multidimensional case. Numerical experiments confirm its better performances compared to those of standard constant step-size techniques that use the same number of evaluations of the Wiener process involved in the system of SDEs.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
