A simulation study of the COVID-19 pandemic based on the Ornstein-Uhlenbeck processes

IF 1.1 Q2 MATHEMATICS, APPLIED Computational Methods for Differential Equations Pub Date : 2021-06-20 DOI:10.22034/CMDE.2021.43961.1864
P. Nabati
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引用次数: 1

Abstract

‎‎The rapid spread of ‎coronavirus ‎disease‎ (‎COVID-19) ‎has‎‎‎ increased the attention to the mathematical modeling of spreading the disease in the ‎world.‎ ‎The behavior of spreading ‎is ‎not ‎deterministic‎ ‎in ‎the ‎last ‎year‎. The purpose of this paper is to presents a stochastic differential equation for modeling the data sets of the COVID-19 involving ‎infected‎, recovered, and death cases. ‎At ‎first, ‎the ‎time ‎series‎ of the covid-19 ‎is modeling with the Ornstein-Uhlenbeck process and then using the Ito lemma and Euler approximation the analytical and numerical simulations for ‎the stochastic ‎differential equation are ‎achieved.‎‎ Parameters estimation is done using the maximum ‎likelihood estimator. Finally, numerical simulations are performed using reported data by ‎the world health ‎organization‎ for case studies of Italy and Iran. The numerical simulations and root mean square error criteria confirm the ‎accuracy and ‎efficiency of the findings of the present ‎study.‎‎‎
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基于Ornstein-Uhlenbeck过程的新冠肺炎大流行模拟研究
‎‎‎冠状病毒‎病‎ (‎新冠肺炎)‎有‎‎‎ 增加了对疾病在‎世界‎ ‎传播行为‎是‎不‎确定性的‎ ‎在里面‎这个‎最后的‎年‎. 本文的目的是提出一个随机微分方程,用于建模新冠肺炎的数据集,包括‎被感染的‎, 康复和死亡病例。‎在‎第一‎这个‎时间‎系列‎ 新冠肺炎‎使用Ornstein-Uhlenbeck过程建模,然后使用Ito引理和Euler近似对‎随机的‎微分方程是‎实现。‎‎ 参数估计使用最大值‎似然估计器。最后,使用以下报告的数据进行数值模拟:‎世界卫生‎组织‎ 意大利和伊朗的案例研究。数值模拟和均方根误差准则证实了‎准确性和‎当前调查结果的效率‎学习‎‎‎
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来源期刊
CiteScore
2.20
自引率
27.30%
发文量
0
审稿时长
4 weeks
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