Related papers: Metastability between the clicks of Muller's ratch…
The quasi-steady-state approximation (or stochastic averaging principle) is a useful tool in the study of multiscale stochastic systems, giving a practical method by which to reduce the number of degrees of freedom in a model. The method is…
We introduce a novel type of random perturbation for the classical Lorenz flow in order to better model phenomena slowly varying in time such as anthropogenic forcing in climatology and prove stochastic stability for the unperturbed flow.…
We explore situations in which certain stochastic and high-dimensional deterministic systems behave effectively as low-dimensional dynamical systems. We define and study moment maps, maps on spaces of low-order moments of evolving…
Consider a haploid population of fixed finite size with a finite number of allele types and having Cannings exchangeable genealogy with neutral mutation. The stationary distribution of the Markov chain of allele counts in each generation is…
For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…
We establish metastability in the sense of Lebowitz and Penrose under practical and simple hypothesis for (families of) Markov chains on finite configuration space in some asymptotic regime, including the case of configuration space size…
Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochastic approximation are generally taken to be deterministic and…
We establish an explicit rate of convergence for some systems of mean-field interacting diffusions with logistic binary branching towards the solutions of nonlinear evolution equations with non-local self-diffusion and logistic mass growth,…
Subcritical population processes are attracted to extinction and do not have non-trivial stationary distributions, which prompts the study of quasi-stationary distributions (QSDs) instead. In contrast to what generally happens for…
The simulation of extreme Mach astrophysical flows is traditionally viewed through the lens of deterministic positivity-preserving schemes. However, due to Kelvin--Helmholtz instabilities and shock anomalies, the multi-dimensional Euler…
A number of discrete time, finite population size models in genetics describing the dynamics of allele frequencies are known to converge (subject to suitable scaling) to a diffusion process in the infinite population limit, termed the…
Random metastability occurs when an externally forced or noisy system possesses more than one state of apparent equilibrium. This work investigates fluctuations in a class of random dynamical systems, arising from randomly perturbing a…
This paper is concerned with the evolution of haploid organisms that reproduce asexually. In a seminal piece of work, Eigen and coauthors proposed the quasispecies model in an attempt to understand such an evolutionary process. Their work…
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusions. We obtain necessary and sufficient conditions for the exponential convergence to a unique quasi-stationary distribution in total variation,…
Cyclic (rock-paper-scissors-type) population models serve to mimic complex species interactions. Focusing on a paradigmatic three-species model with mutations in one dimension, we observe an interplay between equilibrium and non-equilibrium…
We consider two finite population Markov chain models, the two-island Wright-Fisher model with mutation, and the seed-bank model with mutation. Despite the relatively simple descriptions of the two processes, the the exact form of their…
We combine geometric data analysis and stochastic modeling to describe the collective dynamics of complex systems. As an example we apply this approach to financial data and focus on the non-stationarity of the market correlation structure.…
In the continuity of a recent paper ([6]), dealing with finite Markov chains, this paper proposes and analyzes a recursive algorithm for the approximation of the quasi-stationary distribution of a general Markov chain living on a compact…
We consider the incompressible Euler equations in $R^2$ when the initial vorticity is bounded, radially symmetric and non-increasing in the radial direction. Such a radial distribution is stationary, and we show that the monotonicity…
Metastability is a common obstacle to performing long molecular dynamics simulations. Many numerical methods have been proposed to overcome it. One method is parallel replica dynamics, which relies on the rapid convergence of the underlying…