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The goal of the paper is to analytically examine escape probabilities for dynamical systems driven by symmetric $\alpha$-stable L\'evy motions. Since escape probabilities are solutions of a type of integro-differential equations (i.e.,…

Probability · Mathematics 2014-02-18 Huijie Qiao , Jinqiao Duan

We study the asymptotic behavior of solutions to stochastic evolution equations with monotone drift and multiplicative Poisson noise in the variational setting, thus covering a large class of (fully) nonlinear partial differential equations…

Analysis of PDEs · Mathematics 2009-09-22 Carlo Marinelli , Giacomo Ziglio

Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial…

Chemical Physics · Physics 2012-12-20 Maria Bruna , S. Jonathan Chapman

This paper deals a continuous-time state-dependent jump linear system, a particular kind of stochastic switching system. In particular, we consider a situation when the transition rate of the random jump process depends on the state…

Systems and Control · Computer Science 2016-11-26 Shaikshavali Chitraganti , Samir Aberkane , Christophe Aubrun

Complex dynamical systems which are governed by anomalous diffusion often can be described by Langevin equations driven by L\'evy stable noise. In this article we generalize nonlinear stochastic differential equations driven by Gaussian…

Statistical Mechanics · Physics 2015-06-18 Rytis Kazakevicius , Julius Ruseckas

The escape probability is a deterministic concept that quantifies some aspects of stochastic dynamics. This issue has been investigated previously for dynamical systems driven by Gaussian Brownian motions. The present work considers escape…

Dynamical Systems · Mathematics 2012-05-15 Huijie Qiao , Xingye Kan , Jinqiao Duan

In this article we give sufficient and necessary conditions for the existence of a weak and mild solution to stochastic evolution equations with (general) L\'{e}vy noise taking values in the dual of a nuclear space. As part of our approach…

Probability · Mathematics 2022-11-24 C. A. Fonseca-Mora

We are interested in the impact of natural selection in a prey-predator community. We introduce an individual-based model of the community that takes into account both prey and predator phenotypes. Our aim is to understand the phenotypic…

Populations and Evolution · Quantitative Biology 2015-02-19 Manon Costa , Céline Hauzy , Nicolas Loeuille , Sylvie Méléard

In this paper we study a model of age-structured ecological populations in continuous interaction with a community of harvesters. We propose an individual-based model for this feedback interactions and prove its convergence to a system of…

In this work, we propose a stochastic version of the Rosenzweig-MacArthur model solely driven by internal demographic noise, extending classical Lotka-Volterra-type systems focused on external noise. We give a criterion for the existence…

Probability · Mathematics 2025-05-26 Louis Shuo Wang , Jiguang Yu

We are exploring two archetypal noise induced escape scenarios: escape from a finite interval and from the positive half-line under the action of the mixture of L\'evy and Gaussian white noises in the overdamped regime, for the random…

Statistical Mechanics · Physics 2023-05-10 Przemysław Pogorzelec , Bartłomiej Dybiec

The master equation for a probability density function (pdf) driven by L\'{e}vy noise, if conditioned to conform with the principle of detailed balance, admits a transformation to a contractive strongly continuous semigroup dynamics. Given…

Statistical Mechanics · Physics 2012-05-16 Piotr Garbaczewski , Vladimir Stephanovich

Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…

Statistical Mechanics · Physics 2015-06-15 Tomasz Srokowski

We compare and contrast the long-time dynamical properties of two individual-based models of biological coevolution. Selection occurs via multispecies, stochastic population dynamics with reproduction probabilities that depend nonlinearly…

Populations and Evolution · Quantitative Biology 2011-11-10 Per Arne Rikvold

We prove the well-posedness of solutions to McKean-Vlasov stochastic differential equations driven by L\'evy noise under mild assumptions where, in particular, the L\'evy measure is not required to be finite. The drift, diffusion and jump…

Probability · Mathematics 2020-10-20 Neelima , Sani Biswas , Chaman Kumar , Gonçalo dos Reis , Christoph Reisinger

In this paper, we first explore certain structural properties of L\'evy flows and use this information to obtain the existence of strong solutions to a class of Stochastic PDEs in the space of tempered distributions, driven by L\'evy noise.…

Probability · Mathematics 2022-11-15 Arvind Kumar Nath , Suprio Bhar

In this work we first present the existence, uniqueness and regularity of the strong solution of the tidal dynamics model perturbed by L\'evy noise. Monotonicity arguments have been exploited in the proofs. We then formulate a martingale…

Probability · Mathematics 2017-06-19 Pooja Agarwal , Utpal Manna , Debopriya Mukherjee

We study the phenomenon of jamming in driven diffusive systems. We introduce a simple microscopic model in which jamming of a conserved driven species is mediated by the presence of a non-conserved quantity, causing an effective long range…

Statistical Mechanics · Physics 2009-10-30 O. J. O'Loan , M. R. Evans , M. E. Cates

We introduce an individual-based model of a complex ecological community with random interactions. The model contains a large number of species, each with a finite population of individuals, subject to discrete reproduction and death…

Populations and Evolution · Quantitative Biology 2023-07-19 Ferran Larroya , Tobias Galla

Cooperative mutualism is a major force driving evolution and sustaining ecosystems. Although the importance of spatial degrees of freedom and number fluctuations is well-known, their effects on mutualism are not fully understood. With range…

Populations and Evolution · Quantitative Biology 2015-05-27 K. S. Korolev , David R. Nelson