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

Document Type : Research Paper


Faculty of Science, Urmia University of Technology, Urmia, Iran


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 present a stochastic differential equation for modeling the data sets of the COVID-19 involving infected, recovered, and dead cases. At first, the time series of the covid-19 is modeled with the Ornstein-Uhlenbeck process and then using the Ito lemma and Euler approximation the analytical and numerical simulations for the stochastic differential equations 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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