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Related papers: Stochastic Generalized Lotka-Volterra Model with A…

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This study develops and analyzes a stochastic differential equation (SDE) model for the dynamics of hepatitis B virus (HBV) infection. While deterministic frameworks have yielded important insights into viral behavior, they cannot…

Dynamical Systems · Mathematics 2025-10-03 Abdallah Alsammani

Stochastic Volterra equations (SVEs) serve as mathematical models for the time evolutions of random systems with memory effects and irregular behaviour. We introduce neural stochastic Volterra equations as a physics-inspired architecture,…

Machine Learning · Computer Science 2025-12-30 Martin Bergerhausen , David J. Prömel , David Scheffels

We develop a GMM approach for estimation of log-normal stochastic volatility models driven by a fractional Brownian motion with unrestricted Hurst exponent. We show that a parameter estimator based on the integrated variance is consistent…

Statistical Finance · Quantitative Finance 2026-01-16 Anine E. Bolko , Kim Christensen , Mikko S. Pakkanen , Bezirgen Veliyev

We carry out mathematical analyses, {\em \`{a} la} Helmholtz's and Boltzmann's 1884 studies of monocyclic Newtonian dynamics, for the Lotka-Volterra (LV) equation exhibiting predator-prey oscillations. In doing so a novel "thermodynamic…

Mathematical Physics · Physics 2015-11-05 Yi-An Ma , Hong Qian

A stochastic model, the product of a circulant matrix and a random normal vector, is shown to produce an evolutive long memory time series with a power law spectral density. The distribution of the time series, a beta location scale family…

General Mathematics · Mathematics 2026-02-26 Robert Kimberk

Gaussian process latent variable models (GPLVM) are a flexible and non-linear approach to dimensionality reduction, extending classical Gaussian processes to an unsupervised learning context. The Bayesian incarnation of the GPLVM Titsias…

Machine Learning · Computer Science 2022-10-31 Vidhi Lalchand , Aditya Ravuri , Neil D. Lawrence

Stochastic reaction-diffusion equations are a popular modelling approach for studying interacting populations in a heterogeneous environment under the influence of environmental fluctuations. Although the theoretical basis of alternative…

Populations and Evolution · Quantitative Biology 2017-02-16 Ivo Siekmann , Michael Bengfort , Horst Malchow

We show that spatial extensions of many-species population dynamics models, such as the Lotka-Volterra model with random interactions we focus on in this work, generically exhibit scale-free correlation functions of population sizes in the…

Statistical Mechanics · Physics 2025-12-09 Thibaut Arnoulx de Pirey

The traditional wave equation models wave propagation in an ideal conducting medium. For characterizing the wave propagation in inhomogeneous media with frequency dependent power-law attenuation, the space-time fractional wave equation…

Numerical Analysis · Mathematics 2017-12-22 Yajing Li , Yejuan Wang , Weihua Deng

We focus on the long term dynamics of "killing the winner" Lotka-Volterra models of marine communities consisting of bacteria, virus, and zooplankton. Under suitable conditions, it is shown that there is a unique equilibrium with all…

Populations and Evolution · Quantitative Biology 2016-07-22 Daniel A. Korytowski , Hal L. Smith

A new robust stochastic volatility (SV) model having Student-t marginals is proposed. Our process is defined through a linear normal regression model driven by a latent gamma process that controls temporal dependence. This gamma process is…

Methodology · Statistics 2021-05-28 Raanju R. Sundararajan , Wagner Barreto-Souza

We propose a generalized Langevin dynamics (GLD) technique to construct non-Markovian particle-based coarse-grained models from fine-grained reference simulations and to efficiently integrate them. The proposed GLD model has the form of a…

Soft Condensed Matter · Physics 2018-11-16 Gerhard Jung , Martin Hanke , Friederike Schmid

The main result applies to non-degenerate cases of the generalized Lotka-Volterra model. A criterion is given that relates the stability of two fixed points with the associated Schur complement of there respective community matrices.

Dynamical Systems · Mathematics 2025-02-19 Michael Richard Livesay

We study a stochastic lattice predator-prey system by means of Monte Carlo simulations that do not impose any restrictions on the number of particles per site, and discuss the similarities and differences of our results with those obtained…

Statistical Mechanics · Physics 2007-05-23 M. J. Washenberger , M. Mobilia , U. C. Tauber

We consider the problem of selecting deterministic or stochastic models for a biological, ecological, or environmental dynamical process. In most cases, one prefers either deterministic or stochastic models as candidate models based on…

Applications · Statistics 2015-10-26 Libo Sun , Chihoon Lee , Jennifer A. Hoeting

We investigate the global dynamics of a special case of the classical Lotka-Volterra competition-diffusion system in spatially heterogeneous environment. This model indicates that the evolution of the density of the predator is independent…

Dynamical Systems · Mathematics 2020-08-18 Leqi Chen , Shuang Chen

We present a possible approach to measuring inequality in a system of coupled Fokker-Planck-type equations that describe the evolution of distribution densities for two populations interacting pairwise due to social and/or economic factors.…

General Finance · Quantitative Finance 2025-05-22 Marco Menale , Giuseppe Toscani

Markovian population models are suitable abstractions to describe well-mixed interacting particle systems in situation where stochastic fluctuations are significant due to the involvement of low copy particles. In molecular biology,…

Quantitative Methods · Quantitative Biology 2014-01-17 Christoph Zechner , Federico Wadehn , Heinz Koeppl

Spatial evolutionary games model individuals who are distributed in a spatial domain and update their strategies upon playing a normal form game with their neighbors. We derive integro-differential equations as deterministic approximations…

Probability · Mathematics 2010-07-06 Sung-Ha Hwang , Markos Katsoulakis , Luc Rey-Bellet

This paper presents a solution for persistent monitoring of real-world stochastic phenomena, where the underlying covariance structure changes sharply across time, using a small number of mobile robot sensors. We propose an adaptive…

Robotics · Computer Science 2018-04-30 Sahil Garg , Nora Ayanian