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The method of Lyapunov functions is one of the most effective ones for the investigation of stability of dynamical systems, in particular, of stochastic differential systems. The main purpose of the paper is the analysis of the stability of…

Analysis of PDEs · Mathematics 2015-03-13 Tomas Caraballo , Mohamed Ali Hammami , Lasaad Mchiri

We derive an alternative expression for a delayed logistic equation in which the rate of change in the population involves a growth rate that depends on the population density during an earlier time period. In our formulation, the delay in…

Dynamical Systems · Mathematics 2022-06-07 Chiu-Ju Lin , Ting-Hao Hsu , Gail S. K. Wolkowicz

We consider an exponentially growing population of cells undergoing mutations and ask about the effect of reproductive fluctuations (genetic drift) on its long-term evolution. We combine first step analysis with the stochastic dynamics of a…

Populations and Evolution · Quantitative Biology 2022-03-14 Arman Angaji , Christoph Velling , Johannes Berg

In this pedagogical study, carried out by adopting standard mathematical methods of nonlinear dynamics, we have presented some simple analytical models to understand terminal behaviour in industrial growth. This issue has also been…

General Finance · Quantitative Finance 2008-12-02 Arnabi Marjit , Sudipto Marjit , Arnab K. Ray

Stochastic fluctuations are central to the understanding of extinction dynamics. In the context of population models they allow for the description of the transition from the vicinity of a non-trivial fixed point of the deterministic…

Statistical Mechanics · Physics 2015-08-04 Claudia Cianci , Duccio Fanelli , Alan J. McKane

We address the issue of the distribution of firm size. To this end we propose a model of firms in a closed, conserved economy populated with zero-intelligence agents who continuously move from one firm to another. We then analyze the size…

General Finance · Quantitative Finance 2011-12-12 Anindya S. Chakrabarti

In a growth-fragmentation system, cells grow in size slowly and split apart at random. Typically, the number of cells in the system grows exponentially and the distribution of the sizes of cells settles into an equilibrium 'asymptotic…

Probability · Mathematics 2025-01-22 Denis Villemonais , Alexander Watson

We study the optimal liquidation problem in a market model where the bid price follows a geometric pure jump process whose local characteristics are driven by an unobservable finite-state Markov chain and by the liquidation rate. This model…

Mathematical Finance · Quantitative Finance 2019-06-27 Katia Colaneri , Zehra Eksi , Rüdiger Frey , Michaela Szölgyenyi

We analyze the fluctuation of the number of individuals when two competing species, beginning with a few initial individuals, are submitted to a logistic growth. We show that when the total number of individuals reaches the carrying…

Biological Physics · Physics 2018-10-17 Bahram Houchmandzadeh

In this article, we give an in-depth analysis of the problem of optimising the total population size for a standard logistic-diffusive model. This optimisation problem stems from the study of spatial ecology and amounts to the following…

Analysis of PDEs · Mathematics 2021-05-24 Idriss Mazari , Grégoire Nadin , Yannick Privat

We consider growth of local operators under Euclidean time evolution in lattice systems with local interactions. We derive rigorous bounds on the operator norm growth and then proceed to establish an analog of the Lieb-Robinson bound for…

Statistical Mechanics · Physics 2020-11-18 Alexander Avdoshkin , Anatoly Dymarsky

As humanity is becoming increasingly confronted by Earth's finite biophysical limits, there is increasing interest in questions about the stability and equitability of a zero-growth capitalist economy, most notably: if one maintains a…

Economics · Quantitative Finance 2017-11-08 Adam B. Barrett

In this article, we introduce Lyapunov-type results to investigate the stability of the trivial solution of a Stieltjes dynamical system. We utilize prolongation results to establish the global existence of the maximal solution. Using…

Classical Analysis and ODEs · Mathematics 2024-09-06 Lamiae Maia , Noha El Khattabi , Marlène Frigon

We propose a stochastic dynamic model of migration and economic aggregation in a system of employed (immobile) and unemployed (mobile) agents which respond to local wage gradients. Dependent on the local economic situation, described by a…

adap-org · Physics 2007-05-23 Frank Schweitzer

This work faces the problem of the origin of the logarithmic character of the Gompertzian growth. We show that the macroscopic, deterministic Gompertz equation describes the evolution from the initial state to the final stationary value of…

Quantitative Methods · Quantitative Biology 2010-12-23 E. De Lauro , S. De Martino , S. De Siena , V. Giorno

Let $L$ be a positive definite self-adjoint operator on the $L^2$-space associated to a $\si$-finite measure space. Let $H$ be the dual space of the domain of $L^{1/2}$ w.r.t. $L^2(\mu)$. By using an It\^o type inequality for the $H$-norm…

Probability · Mathematics 2014-02-26 Michael Rockner , Feng-Yu Wang

The solution existence of finite horizon optimal economic growth problems is studied by invoking Filippov's Existence Theorem for optimal control problems with state constraints of the Bolza type from the monograph of L. Cesari…

Optimization and Control · Mathematics 2020-03-24 Vu Thi Huong

In Hopenhayn's (1992) entry-exit model productivity is bounded, implying that the predicted firm size distribution cannot match the power law tail observable in the data. In this paper we remove the boundedness assumption and, in this more…

General Economics · Economics 2024-03-04 John Stachurski

A stochastic birth-death competition model for particles with excluded volume is proposed. The particles move, reproduce, and die on a regular lattice. While the death rate is constant, the birth rate is spatially nonlocal and implements…

Biological Physics · Physics 2017-06-29 Nagi Khalil , Cristóbal López , Emilio Hernández-García

We consider a population organised hierarchically with respect to size in such a way that the growth rate of each individual depends only on the presence of larger individuals. As a concrete example one might think of a forest, in which the…

Populations and Evolution · Quantitative Biology 2024-04-23 Carles Barril , Àngel Calsina , Odo Diekmann , József Z. Farkas
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