English

Stochastic generalized Kolmogorov systems with small diffusion: II. Explicit approximations for periodic solutions in distribution

Dynamical Systems 2024-07-16 v1

Abstract

This paper is Part II of a two-part series on coexistence states study in stochastic generalized Kolmogorov systems under small diffusion. Part I provided a complete characterization for approximating invariant probability measures and density functions, while here, we focus on explicit approximations for periodic solutions in distribution. Two easily implementable methods are introduced: periodic normal approximation (PNOA) and periodic log-normal approximation (PLNA). These methods offer unified algorithms to calculate the mean and covariance matrix, and verify positive definiteness, without additional constraints like non-degenerate diffusion. Furthermore, we explore essential properties of the covariance matrix, particularly its connection under periodic and non-periodic drift coefficients. Our new approximation methods significantly relax the minimal criteria for positive definiteness of the solution of the discrete-type Lyapunov equation. Some numerical experiments are provided to support our theoretical results.

Keywords

Cite

@article{arxiv.2407.09901,
  title  = {Stochastic generalized Kolmogorov systems with small diffusion: II. Explicit approximations for periodic solutions in distribution},
  author = {Baoquan Zhou and Hao Wang and Tianxu Wang and Daqing Jiang},
  journal= {arXiv preprint arXiv:2407.09901},
  year   = {2024}
}

Comments

39 pages, 5 figures

R2 v1 2026-06-28T17:39:45.586Z