Related papers: Darwinian evolution as Brownian motion on the simp…
We get fractional symmetric Fokker - Planck and Einstein - Smoluchowski kinetic equations, which describe evolution of the systems influenced by stochastic forces distributed with stable probability laws. These equations generalize known…
By considering a lattice model of extended phase space, and using techniques of noncommutative differential geometry, we are led to: (a) the conception of vector fields as generators of motion and transition probability distributions on the…
The process of diffusion is the most elementary stochastic transport process. Brownian motion, the representative model of diffusion, played a important role in the advancement of scientific fields such as physics, chemistry, biology and…
We consider a primary model of ac-driven Brownian motors, i.e., a classical particle placed in a spatial-time periodic potential and coupled to a heat bath. The effects of fluctuations and dissipations are studied by a time-dependent…
Inspired by one--dimensional light--particle systems, the dynamics of a non-Hamiltonian system with long--range forces is investigated. While the molecular dynamics does not reach an equilibrium state, it may be approximated in the…
In this paper, we propose a drift-diffusion process on the probability simplex to study stochastic fluctuations in probability spaces. We construct a counting process for linear detailed balanced chemical reactions with finite species such…
Using the scheme of mesoscopic nonequilibrium thermodynamics, we construct the one- and two- particle Fokker-Planck equations for a system of interacting Brownian particles. By means of these equations we derive the corresponding balance…
Statistical invariance of Wiener increments under SO(n) rotations provides a notion of gauge transformation of state-dependent Brownian motion. We show that the stochastic dynamics of non gauge-invariant systems is not unambiguously…
Deriving evolution equations accounting for both anomalous diffusion and reactions is notoriously difficult, even in the simplest cases. In contrast to normal diffusion, reaction kinetics cannot be incorporated into evolution equations…
It has long been posited that there is a connection between the dynamical equations describing evolutionary processes in biology and sequential Bayesian learning methods. This manuscript describes new research in which this precise…
Traditionally, frequency dependent evolutionary dynamics is described by deterministic replicator dynamics assuming implicitly infinite population sizes. Only recently have stochastic processes been introduced to study evolutionary dynamics…
We consider three classical models of biological evolution: (i) the Moran process, an example of a reducible Markov Chain; (ii) the Kimura Equation, a particular case of a degenerated Fokker-Planck Diffusion; (iii) the Replicator Equation,…
Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…
We consider a biological population evolving under the joint action of selection, mutation and random genetic drift. The evolutionary dynamics are described by a one-dimensional Fokker-Planck equation whose eigenfunctions obey a confluent…
The flashing Brownian ratchet is a stochastic process that alternates between two regimes, a one-dimensional Brownian motion and a Brownian ratchet, the latter being a one-dimensional diffusion process that drifts towards a minimum of a…
Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…
We prove that a stochastic flow of reflected Brownian motions in a smooth multidimensional domain is differentiable with respect to its initial position. The derivative is a linear map represented by a multiplicative functional for…
This work contributes a systematic survey and complementary insights of reflecting Brownian motion and its properties. Extension of the Skorohod problem's solution to more general cases is investigated, based on which a discussion is…
We are interested in modelling Darwinian evolution, resulting from the interplay of phenotypic variation and natural selection through ecological interactions. Our models are rooted in the microscopic, stochastic description of a population…
In this note we review recent results on existence and uniqueness of solutions of infinite-dimensional stochastic differential equations describing interacting Brownian motions on $\R^d$.