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Quasi-stationary Mean Field Games models consider agents who base their strategies on current information without forecasting future states. In this paper we address the first-order quasi-stationary Mean Field Games system, which involves…

Optimization and Control · Mathematics 2024-09-30 Fabio Camilli , Claudio Marchi , Cristian Mendico

In this note, we characterize the solution of a system of elliptic integro-differential equations describing a phe-notypically structured population subject to mutation, selection and migration. Generalizing an approach based on…

Analysis of PDEs · Mathematics 2018-05-25 Sepideh Mirrahimi , Sylvain Gandon

We propose a new numerical method for solving the Hamilton-Jacobi-Bellman quasi-variational inequality associated with the combined impulse and stochastic optimal control problem over a finite time horizon. Our method corresponds to an…

Numerical Analysis · Mathematics 2015-02-05 Masashi Ieda

A few quasi-exactly solvable models are studied within the quantum Hamilton-Jacobi formalism. By assuming a simple singularity structure of the quantum momentum function, we show that the exact quantization condition leads to the condition…

Quantum Physics · Physics 2009-11-07 K. G. Geojo , S. Sree Ranjani , A. K. Kapoor

Recently, a first step was made by the authors towards a systematic investigation of the effect of reaction-step-size noise - uncertainty in the step size of the reaction - on the dynamics of stochastic populations. This was done by…

Statistical Mechanics · Physics 2016-12-21 Shay Be'er , Michael Assaf

We study a two parameter ($u,p$) extension of the conformally invariant raise and peel model. The model also represents a nonlocal and biased-asymmetric exclusion process with local and nonlocal jumps of excluded volume particles in the…

Statistical Mechanics · Physics 2017-05-04 D. A. C. Jara , F. C. Alcaraz

Stochastic kinetic models are often used to describe complex biological processes. Typically these models are analytically intractable and have unknown parameters which need to be estimated from observed data. Ideally we would have…

Computation · Statistics 2018-03-13 Richard J. Boys , Holly F. Ainsworth , Colin S. Gillespie

Density dependent Markov population processes in large populations of size $N$ were shown by Kurtz (1970, 1971) to be well approximated over finite time intervals by the solution of the differential equations that describe their average…

Probability · Mathematics 2014-10-15 A. D. Barbour , Kais Hamza , Haya Kaspi , Fima Klebaner

We extend the work on optimal investment and consumption of a population considered in [2] to a general stochastic setting over a finite time horizon. We incorporate the Cobb-Douglas production function in the capital dynamics while the…

Analysis of PDEs · Mathematics 2024-08-15 Hao Liu , Suresh P. Sethi , Tak Kwong Wong , Sheung Chi Phillip Yam

An external force dynamically drives an isolated mean-field Hamiltonian system to a long-lasting quasistationary state, whose lifetime increases with population of the system. For second order phase transitions in quasistationary states,…

Statistical Mechanics · Physics 2015-09-11 Shun Ogawa , Yoshiyuki Y. Yamaguchi

We investigate how a catastrophic event (modeled as a temporary fall of the reproduction rate) increases the extinction probability of an isolated self-regulated stochastic population. Using a variant of the Verhulst logistic model as an…

Populations and Evolution · Quantitative Biology 2014-08-06 Michael Assaf , Alex Kamenev , Baruch Meerson

We develop a quasi-chemical theory for the study of packing thermodynamics in dense liquids. The situation of hard-core interactions is addressed by considering the binding of solvent molecules to a precisely defined `cavity' in order to…

Chemical Physics · Physics 2007-05-23 Lawrence R. Pratt , Randall A. LaViolette , Maria A. Gomez , Mary E. Gentile

We study quasi-stationary distributions and quasi-limiting behavior of Markov chains in general reducible state spaces with absorption. We propose a set of assumptions dealing with particular situations where the state space can be…

Probability · Mathematics 2026-01-14 Nicolas Champagnat , Denis Villemonais

In this work we suggest and consider an original, simple mathematical model of a "quasi-rapid" extinction population dynamics. It describes a decrease and final extinction of the population of one prey species by a "quasi-rapid" interaction…

Populations and Evolution · Quantitative Biology 2007-05-23 Vladan Pankovic , Rade Glavatovic , Nikola Vunduk , Dejan Banjac , Nemanja Marjanovic , Milan Predojevic

We prove under mild conditions that the Fleming-Viot process selects the minimal quasi-stationary distribution for Markov processes with soft killing on non-compact state spaces. Our results are applied to multi-dimensional birth and death…

Probability · Mathematics 2018-10-17 Nicolas Champagnat , Denis Villemonais

Stochastic discrete-time SIS and SIR models of endemic diseases are introduced and analyzed. For the deterministic, mean-field model, the basic reproductive number $R_0$ determines their global dynamics. If $R_0\le 1$, then the frequency of…

Populations and Evolution · Quantitative Biology 2020-05-19 Sebastian J. Schreiber , Shuo Huang , Jifa Jiang , Hao Wang

We consider the following evolutionary Hamilton-Jacobi equation with initial condition: \begin{equation*} \begin{cases} \partial_tu(x,t)+H(x,u(x,t),\partial_xu(x,t))=0,\\ u(x,0)=\phi(x), \end{cases} \end{equation*} where $\phi(x)\in…

Analysis of PDEs · Mathematics 2014-08-19 Lin Wang , Jun Yan

The aim of this paper is to study the asymptotic behavior of a system of birth and death processes in mean field type interaction in discrete space. We first establish the exponential convergence of the particle system to equilibrium for a…

Probability · Mathematics 2015-10-13 Marie-Noémie Thai

We consider a broad class of continuous-time two-type population size-dependent Markov Branching Processes. The offspring distribution can depend on the current (alive) and total (dead and alive) populations. Using stochastic approximation…

Probability · Mathematics 2023-04-04 Khushboo Agarwal , Veeraruna Kavitha

In this paper we consider the global qualitative properties of a stochastically perturbed logistic model of population growth. In this model, the stochastic perturbations are assumed to be of the white noise type and are proportional to the…

Dynamical Systems · Mathematics 2020-09-29 Andrei Korobeinikov , Leonid Shaikhet
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