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We review applications of theory of classical and quantum integrable systems to the free-boundary problems of fluid mechanics as well as to corresponding problems of statistical mechanics. We also review important exact results obtained in…

Mathematical Physics · Physics 2020-02-17 Igor Loutsenko , Oksana Yermolayeva

Many models of population dynamics are formulated as deterministic iterated maps although real populations are stochastic. This is justifiable in the limit of large population sizes, as the stochastic fluctuations are negligible then.…

Populations and Evolution · Quantitative Biology 2025-09-16 Snehal M. Shekatkar

For a continuous state branching process with two types of individuals which are subject to selection and density dependent competition, we characterize the joint evolution of population size, type configurations and genealogies as the…

Probability · Mathematics 2022-11-11 Airam Blancas , Stephan Gufler , Sandra Kliem , Viet Chi Tran , Anton Wakolbinger

Mechanisms leading to speciation are a major focus in evolutionary biology. In this paper, we present and study a stochastic model of population where individuals, with type a or A, are equivalent from ecological, demographical and spatial…

Populations and Evolution · Quantitative Biology 2017-04-20 Camille Coron , Manon Costa , Hélène Leman , Charline Smadi

We consider the problem of optimal singular control of a stochastic partial differential equation (SPDE) with space-mean dependence. Such systems are proposed as models for population growth in a random environment. We obtain sufficient and…

Optimization and Control · Mathematics 2019-05-07 Nacira Agram , Astrid Hilbert , Bernt Øksendal

An innovative theoretical framework for stochastic dynamics based on a decomposition of a stochastic differential equation (SDE) has been developed with an evident advantage in connecting deterministic and stochastic dynamics, as well as…

Statistical Mechanics · Physics 2016-03-28 Ruoshi Yuan , Ying Tang , Ping Ao

There is a history of simple forecast error growth models designed to capture the key properties of error growth in operational numerical weather prediction (NWP) models. We propose here such a scalar model that relies on the previous ones…

Atmospheric and Oceanic Physics · Physics 2025-10-02 Eviatar Bach , Dan Crisan , Michael Ghil

In this paper we introduce a model which provides a new approach to the phenomenon of stochastic resonance. It is based on the study of the properties of the stationary distribution of the underlying stochastic process. We derive the…

Probability · Mathematics 2007-05-23 Peter Imkeller , Ilya Pavlyukevich

A simplified model for the growth of a population is studied in which random effects arise because reproducing individuals have a certain probability of surviving until the next breeding season and hence contributing to the next generation.…

Populations and Evolution · Quantitative Biology 2016-04-05 Henry C. Tuckwell

A Markovian model of group-structured (two-level) population dynamics features births, deaths, and migrations of individuals, and fission and extinction of groups. These models are useful for studying group selection and other evolutionary…

Probability · Mathematics 2019-02-26 A. Puhalskii , B. Simon

We consider the It\^o SDE with partially Sobolev coefficients. Under some suitable conditions, we show the existence, uniqueness and stability of generalized stochastic flows associated to such an equation. As an application, we prove the…

Probability · Mathematics 2015-07-10 Dejun Luo

We discuss a model of a system of interacting populations for the case when: (i) the growth rates and the coefficients of interaction among the populations depend on the populations densities: and (ii) the environment influences the growth…

Chaotic Dynamics · Physics 2013-11-15 Nikolay K. Vitanov , Kaloyan N. Vitanov

Understanding the statistical dynamics of growth and inequality is a fundamental challenge to ecology and society. Recent analyses of wealth and income dynamics in contemporary societies show that economic inequality is very dynamic and…

Physics and Society · Physics 2022-10-19 Jordan T. Kemp , Luis M. A. Bettencourt

For a class of piecewise deterministic Markov processes we introduce a stochastic calculus which is a certain non-Gaussian counterpart to the classical Malliavin calculus. As an application we investigate the regularity of densities of…

Probability · Mathematics 2023-06-21 Jörg-Uwe Löbus

Stochastic differential equations are widely used in various fields; in particular, the usefulness of duality relations has been demonstrated in some models such as population models and Brownian momentum processes. In this study, a…

Statistical Mechanics · Physics 2021-02-09 Jun Ohkubo

In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…

Statistics Theory · Mathematics 2017-10-16 Trisha Maitra , Sourabh Bhattacharya

In this paper, we use a stochastic partial differential equation (SPDE) as a model for the density of a population under the influence of random external forces/stimuli given by the environment. We study statistical properties for two…

Probability · Mathematics 2023-12-21 Fernando Baltazar-Larios , Francisco Delgado-Vences , Liliana Peralta

We consider a model for Darwinian evolution in an asexual population with a large but non-constant populations size characterized by a natural birth rate, a logistic death rate modelling competition and a probability of mutation at each…

Probability · Mathematics 2015-08-28 Martina Baar , Anton Bovier , Nicolas Champagnat

These notes provide a review of basic stochastic population models including branching processes and models of population genetics. Measure-valued population models including superprocesses and Fleming-Viot processes are also introduced…

Probability · Mathematics 2017-05-11 Donald A. Dawson

We formulate and prove a {\it Local Stable Manifold Theorem\/} for stochastic differential equations (sde's) that are driven by spatial Kunita-type semimartingales with stationary ergodic increments. Both Stratonovich and It\^o-type…

Probability · Mathematics 2016-09-07 Salah-Eldin A. Mohammed , Michael K. R. Scheutzow
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