Related papers: Exact Solution of the Multi-Allelic Diffusion Mode…
We obtain gradient estimates on solutions to parabolic Kolmogorov equation with singular drift in a large class. Such estimates allow to construct a Feller evolution family, which is used to construct unique weak solutions to the…
The deterministic selection-recombination equation describes the evolution of the genetic type composition of a population under selection and recombination in a law of large numbers regime. So far, an explicit solution has seemed out of…
We study the solution to Kolmogorov-Feller equation and by using it provide pricing formulas of well known some options under jump-diffusion model.
We report a new analytical method for exact solution of homogeneous linear ordinary differential equations with arbitrary order and variable coefficients. The method is based on the definition of jump transfer matrices and their extension…
The Fisher-KPP equation is a reaction-diffusion equation originally proposed by Fisher to represent allele propagation in genetic hosts or population. It was also proposed by Kolmogorov for more general applications. A novel method for…
We report a number of exact solutions for temperature-dependent Smoluchowski equations. These equations quantify the ballistic agglomeration, where the evolution of densities of agglomerates of different size is entangled with the evolution…
Characterizing time-evolution of allele frequencies in a population is a fundamental problem in population genetics. In the Wright-Fisher diffusion, such dynamics is captured by the transition density function, which satisfies well-known…
In this paper, we focus on numerical solutions for random genetic drift problem, which is governed by a degenerated convection-dominated parabolic equation. Due to the fixation phenomenon of genes, Dirac delta singularities will develop at…
A major challenge in the analysis of population genomics data consists of isolating signatures of natural selection from background noise caused by random drift and gene flow. Analyses of massive amounts of data from many related…
This paper investigates a time-dependent multidimensional stochastic differential equation with drift being a distribution in a suitable class of Sobolev spaces with negative derivation order. This is done through a careful analysis of the…
We deal with the study of the evolution of the allelic frequencies, at a single locus, for a population distributed continuously over a bounded habitat. We consider evolution which occurs under the joint action of selection and arbitrary…
We consider a population model where individuals behave independently from each other and whose genealogy is described by a chronological tree called splitting tree. The individuals have i.i.d. (non-exponential) lifetime durations and give…
The general Markov model of the evolution of biological sequences along a tree leads to a parameterization of an algebraic variety. Understanding this variety and the polynomials, called phylogenetic invariants, which vanish on it, is a…
This research introduces a new method for the transition from partial to ordinary differential equations that is based on the Kolmogorov superposition theorem. In this paper, we discuss the numerical implementation of the Kolmogorov theorem…
This work is concerned with the development of a family of Galerkin finite element methods for the classical Kolmogorov's equation. Kolmogorov's equation serves as a sufficiently rich, for our purposes, model problem for kinetic-type…
The present note contains the text of lectures discussing the problem of universality in fully developed turbulence. After a brief description of Kolmogorov's 1941 scaling theory of turbulence and a comparison between the statistical…
This paper is dedicated to present an exact solution for a nonlinear differential equation so-called Abel equation. This equation was known as one of the group of unsolvable differential equations. The present method is applicable for any…
The mother-dependent neutral mutations model describes the evolution of a population across discrete generations, where neutral mutations occur among a finite set of possible alleles. In this model, each mutant child acquires a type…
In this paper, we study quasi-stationarity for a large class of Kolmogorov diffusions. The main novelty here is that we allow the drift to go to $- \infty$ at the origin, and the diffusion to have an entrance boundary at $+\infty$. These…
In this paper we show how the method of Zakharov transformations may be used to analyze the stationary solutions of the Smoluchowski aggregation equation for arbitrary homogeneous kernel. The resulting massdistributions are of Kolmogorov…