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We study the well-posedness of an infinite-dimensional Hamilton-Jacobi equation posed on the set of non-negative measures and with a monotonic non-linearity. Our results will be used in a companion work to propose a conjecture and prove…

Analysis of PDEs · Mathematics 2023-08-30 Tomas Dominguez , Jean-Christophe Mourrat

We study the large-time behaviour of the solutions $u$ of the evolution equation involving nonlinear diffusion and gradient absorption $\partial_t u - \Delta_p u + |\nabla u|^q=0$. We consider the problem posed for $x\in {\mathbb R}^N $ and…

Analysis of PDEs · Mathematics 2009-11-13 Philippe Laurençot , Juan Luis Vázquez

The present paper is devoted to the study of the long term dynamics of diffusion processes modelling a single species that experiences both demographic and environmental stochasticity. In our setting, the long term dynamics of the diffusion…

Probability · Mathematics 2024-07-10 Alexandru Hening , Weiwei Qi , Zhongwei Shen , Yingfei Yi

We consider the case of performing Bayesian inference for stochastic epidemic compartment models, using incomplete time course data consisting of incidence counts that are either the number of new infections or removals in time intervals of…

Birth and death Markov processes can model stochastic physical systems from percolation to disease spread and, in particular, wildfires. We introduce and analyze a birth-death-suppression Markov process as a model of controlled culling of…

Adaptation and Self-Organizing Systems · Physics 2023-10-11 George Hulsey , David L. Alderson , Jean Carlson

The Crump-Young model consists of two fully coupled stochastic processes modeling the substrate and microorganisms dynamics in a chemostat. Substrate evolves following an ordinary differential equation whose coefficients depend of…

Probability · Mathematics 2022-05-12 Bertrand Cloez , Coralie Fritsch

We characterize absorption-time distributions for birth-death Markov chains with an absorbing boundary. For "extinction-prone" chains (which drift on average toward the absorbing state) the asymptotic distribution is Gaussian, Gumbel, or…

Statistical Mechanics · Physics 2022-06-08 David Hathcock , Steven H. Strogatz

We propose two numerical schemes for approximating quasi-stationary distributions (QSD) of finite state Markov chains with absorbing states. Both schemes are described in terms of certain interacting chains in which the interaction is given…

Probability · Mathematics 2020-10-21 Amarjit Budhiraja , Nicolas Fraiman , Adam Waterbury

Finite-size fluctuations in coevolutionary dynamics arise in models of biological as well as of social and economic systems. This brief tutorial review surveys a systematic approach starting from a stochastic process discrete both in time…

Populations and Evolution · Quantitative Biology 2019-07-15 Jens Christian Claussen

According to the competitive exclusion principle, in a finite ecosystem, extinction occurs naturally when two or more species compete for the same resources. An important question that arises is: when coexistence is not possible, which…

Populations and Evolution · Quantitative Biology 2017-08-16 Marcelo Martins de Oliveira , Ronald Dickman

The infinitesimal transition probability operator for a continuous-time discrete-state Markov process, $\mathcal{Q}$, can be decomposed into a symmetric and a skew-symmetric parts. As recently shown for the case of diffusion processes,…

Mathematical Physics · Physics 2013-04-09 Hong Qian

In stochastic population dynamics, stochastic wandering can produce transition to an absorbing state. In particular, under Allee effects, low densities amplify the possibility of population collapse. We investigate this in an…

Populations and Evolution · Quantitative Biology 2026-01-13 Luis F. Gordillo , Priscilla E. Greenwood

We study Jacobi matrices that are uniformly approximated by periodic operators. We show that if the rate of approximation is sufficiently rapid, then the associated quantum dynamics are ballistic in a rather strong sense; namely, the…

Spectral Theory · Mathematics 2017-02-15 Jake Fillman

Structured population models are a class of general evolution equations which are widely used in the study of biological systems. Many theoretical methods are available for establishing existence and stability of steady states of general…

Analysis of PDEs · Mathematics 2016-02-24 Inom Mirzaev , David M. Bortz

A stochastic ordering approach is applied with Stein's method for approximation by the equilibrium distribution of a birth-death process. The usual stochastic order and the more general s-convex orders are discussed. Attention is focused on…

Probability · Mathematics 2009-12-09 Fraser Daly , Claude Lefèvre , Sergey Utev

In this paper we present a novel quasi-Newton algorithm for use in stochastic optimisation. Quasi-Newton methods have had an enormous impact on deterministic optimisation problems because they afford rapid convergence and computationally…

Systems and Control · Electrical Eng. & Systems 2019-09-04 Adrian Wills , Thomas Schön

In a recent article Lanconelli and Scorolli (2021) extended to the multidimensional case a Wong-Zakai-type approximation for It\^o stochastic differential equations proposed by \Oksendal and Hu (1996). The aim of the current paper is to…

Probability · Mathematics 2021-11-10 Ramiro Scorolli

We consider the stationary Hamilton-Jacobi equation where the dynamics can vanish at some points, the cost function is strictly positive and is allowed to be discontinuous. More precisely, we consider special class of discontinuities for…

Numerical Analysis · Mathematics 2013-01-09 Adriano Festa , Maurizio Falcone

We consider population-size-dependent branching processes (PSDBPs) which eventually become extinct with probability one. For these processes, we derive maximum likelihood estimators for the mean number of offspring born to individuals when…

Statistics Theory · Mathematics 2020-09-22 Peter Braunsteins , Sophie Hautphenne , Carmen Minuesa

A precise definition of an adiabaticity parameter $\nu$ of a time-dependent Hamiltonian is proposed. A variation of the time-dependent perturbation theory is presented which yields a series expansion of the evolution operator…

High Energy Physics - Theory · Physics 2009-10-30 Ali Mostafazadeh
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