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Statistical systems are conceived from the standpoint of statistical mechanics, as made of a (generally large) number of identical units and exhibiting a (generally large) number of different configurations (microstates), among which only…

General Physics · Physics 2017-06-21 R. Caimmi

Birth-and-death processes are widely used to model the development of biological populations. Although they are relatively simple models, their parameters can be challenging to estimate, because the likelihood can become numerically…

Statistics Theory · Mathematics 2020-10-26 Anthony C. Davison , Sophie Hautphenne , Andrea Kraus

The partitioned approach for the numerical integration of power system differential algebraic equations faces inherent numerical stability challenges due to delays between the computation of state and algebraic variables. Such delays can…

Numerical Analysis · Mathematics 2024-12-17 Ahmad Ali , Haya Monawwar , Hantao Cui

We investigate errors in tangents and adjoints of implicit functions resulting from errors in the primal solution due to approximations computed by a numerical solver. Adjoints of systems of linear equations turn out to be unconditionally…

Numerical Analysis · Mathematics 2021-09-06 Uwe Naumann

We present an explicit unified stochastic model of fluctuations in population size due to random birth, death, density-dependent competition and environmental fluctuations. Stochastic dynamics provide insight into small populations,…

Populations and Evolution · Quantitative Biology 2008-07-31 Alexei J. Drummond , Peter D. Drummond

A wide range of stochastic processes that model the growth and decline of populations exhibit a curious dichotomy: with certainty either the population goes extinct or its size tends to infinity. There is a elegant and classical theorem…

Populations and Evolution · Quantitative Biology 2014-09-17 Mike Steel

In ecological systems, be it a petri dish or a galaxy, populations evolve from some initial value (say zero) up to a steady state equilibrium, when the mean number of births and deaths per unit time are equal. This equilibrium point is a…

Instrumentation and Methods for Astrophysics · Physics 2024-11-27 David Kipping , Geraint Lewis

In this paper we investigate the behavior of the condition number of the stiffness matrix resulting from the approximation of a 2D Poisson problem by means of the Virtual Element Method. It turns out that ill-conditioning appears when…

Numerical Analysis · Mathematics 2017-10-19 Lorenzo Mascotto

Time delays are a common perturbation in systems with many states, such as networked, distributed, or decentralized systems. Current methods analyzing the stability of large systems with time delay typically produce very conservative…

Systems and Control · Computer Science 2017-10-31 George Armanious , Rick Lind

The extinction of a single species due to demographic stochasticity is analyzed. The discrete nature of the individual agents and the Poissonian noise related to the birth-death processes result in local extinction of a metastable…

Populations and Evolution · Quantitative Biology 2009-11-13 David A. Kessler , Nadav M. Shnerb

Populations are often subject to catastrophes that cause mass removal of individuals. Many stochastic growth models have been considered to explain such dynamics. Among the results reported, it has been considered whether dispersion…

Probability · Mathematics 2023-08-21 F. Duque , V. V. Junior , F. P. Machado , A. Roldan-Correa

Population dynamics reflects an underlying birth-death process, where the rates associated with different events may depend on external environmental conditions and on the population density. A whole family of simple and popular…

Populations and Evolution · Quantitative Biology 2019-07-03 Yitzhak Yahalom , Bnaya Steinmetz , Nadav M. Shnerb

We provide necessary and sufficient conditions for explosion and implosion of birth-and-death (non-Markov) continuous-time random walks. In other words, we obtain conditions for $\infty$ to be accessible and for it to be an entrance point.…

Probability · Mathematics 2025-11-17 Andrey Pilipenko , Vadym Tkachenko

Given that extinction in a bisexual population is certain, we study a way to approximate the time when this extinction occurs. Our study is based on standard tools from Extreme Value Theory, which in practice are very easy to implement. We…

Populations and Evolution · Quantitative Biology 2025-01-28 Ehyter M. Martín-González , Carlos Galván-Galván , Eduardo Calvo-Martínez

A continuous-state polynomial branching process is constructed as the pathwise unique solution of a stochastic integral equation with absorbing boundary condition. The extinction and explosion probabilities and the mean extinction and…

Probability · Mathematics 2018-10-09 Pei-Sen Li

We prove existence and uniqueness of solutions, continuous dependence from the initial datum and stability with respect to the boundary condition in a class of initial--boundary value problems for systems of balance laws. The particular…

Analysis of PDEs · Mathematics 2014-03-27 Mauro Garavello , Rinaldo M. Colombo

This paper considers binomial approximation of continuous time stochastic processes. It is shown that, under some mild integrability conditions, a process can be approximated in mean square sense and in other strong metrics by binomial…

Computational Finance · Quantitative Finance 2015-02-09 Nikolai Dokuchaev

In Section 1, we revisit the partial differential equation (PDE) for the probability generating function (PGF) of the time-nonhomogeneous BDI (birth-and-death-with-immigration) process and derive a closed form solution. To the best of our…

Probability · Mathematics 2021-04-02 Hisashi Kobayashi

A simple model of particle creation and annihilation in an isolated assembly of particles with conserved energy and fixed volume, the Cell Model, is formulated. With increasing time, particle number distribution, obtained by averaging over…

Nuclear Theory · Physics 2018-04-25 M. Gazdzicki , M. I. Gorenstein , A. Fronczak , P. Fronczak , M. Mackowiak-Pawlowska

We consider a continuous time Markov process on $\mathbb{N}_0$ which can be interpreted as generalized alternating birth-death process in a non-autonomous random environment. Depending on the status of the environment the process either…

Probability · Mathematics 2020-05-13 Hans Daduna
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