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The dual risk model is a popular model in finance and insurance, which is often used to model the wealth process of a venture capital or high tech company. Optimal dividends have been extensively studied in the literature for a dual risk…

风险管理 · 定量金融 2022-12-08 Arash Fahim , Lingjiong Zhu

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…

种群与进化 · 定量生物学 2017-08-16 Marcelo Martins de Oliveira , Ronald Dickman

We investigate extinction dynamics in the paradigmatic model of two competing species A and B that reproduce (A-->2A, B-->2B), self-regulate by annihilation (2A-->0, 2B-->0), and compete (A+B-->A, A+B-->B). For a finite system that is in…

统计力学 · 物理学 2014-08-06 Alan Gabel , Baruch Meerson , S. Redner

Extinction appears ubiquitously in many fields, including chemical reactions, population biology, evolution, and epidemiology. Even though extinction as a random process is a rare event, its occurrence is observed in large finite…

种群与进化 · 定量生物学 2011-12-22 Ira B. Schwartz , Eric Forgoston , Simone Bianco , Leah B. Shaw

We study the ABC model (A + B --> 2B, B + C --> 2C, C + A --> 2A), and its counterpart: the three--component neutral drift model (A + B --> 2A or 2B, B + C --> 2B or 2C, C + A --> 2C or 2A.) In the former case, the mean field approximation…

适应与自组织系统 · 物理学 2009-11-07 Margarita Ifti , Birger Bergersen

We introduce the logistic model of consumption growth, which captures a negative feedback loop preventing an unlimited growth of consumption due to finite biophysical resources of our planet. This simple dynamic model allows for derivation…

综合金融 · 定量金融 2018-07-05 Victor E. Gluzberg , Yuri A. Katz

We study a generic reaction-diffusion model for single-species population dynamics that includes reproduction, death, and competition. The population is assumed to be confined in a refuge beyond which conditions are so harsh that they lead…

统计力学 · 物理学 2009-11-10 C. Escudero , J. Buceta , F. J. de la Rubia , Katja Lindenberg

We consider a continuum version of a previously introduced and numerically studied model of macroevolution (PRL 75, 2055, (1995)) in which agents evolve by an optimization process in a rugged fitness landscape and die due to their…

生物物理 · 物理学 2009-10-30 Paolo Sibani

Our paper computationally explores the extinction dynamics of an animal species effected by a sudden spike in mortality due to an extreme event. In our study, the animal species has a 2-year life cycle and is endowed with a high survival…

定量方法 · 定量生物学 2007-05-23 Sukanto Bhattacharya , Sreepurna Malakar

We study a spatially homogeneous model of a market where several agents or companies compete for a wealth resource. In analogy with ecological systems the simplest case of such models shows a kind of "competitive exclusion" principle.…

凝聚态物理 · 物理学 2009-11-07 Marcelo Kuperman And Horacio Wio

We consider a system of two stochastic differential equations (SDEs) with competing two-way interactions driven by Brownian motions and spectrally positive $\alpha$-stable random measures. Such a SDE system can be identified as a…

概率论 · 数学 2026-03-09 Jie Xiong , Xu Yang , Xiaowen Zhou

We introduce a model of biological evolution where species evolve in response to biotic interactions and a fluctuating environmental stress. The species may either become extinct or mutate to acquire a new fitness value when the effective…

统计力学 · 物理学 2012-12-19 Debarshee Bagchi , P. K. Mohanty

To implement the previously formulated principles of sustainable economic development, all non-negative solutions of the linear system of equations and inequalities, which are satisfied by the vector of real consumption, are completely…

综合经济学 · 经济学 2024-05-17 N. S. Gonchar

We consider a cyclically competing species model on a ring with global mixing at finite rate, which corresponds to the well-known Lotka-Volterra equation in the limit of infinite mixing rate. Within a perturbation analysis of the model from…

种群与进化 · 定量生物学 2017-03-28 Cilie W. Feldager , Namiko Mitarai , Hiroki Ohta

We investigate optimal carbon abatement in a dynamic general equilibrium climate-economy model with endogenous structural change. By differentiating the production of investment from consumption, we show that social cost of carbon can be…

理论经济学 · 经济学 2023-12-04 Fangzhi Wang , Hua Liao , Richard S. J. Tol

The two-species population dynamics model is the simplest paradigm of interspecies interaction. Here, we include intraspecific competition to the Lotka-Volterra model and solve it analytically. Despite being simple and thoroughly studied,…

种群与进化 · 定量生物学 2015-03-17 Brenno Caetano Troca Cabella , Alexandre Souto Martinez , Fabiano Ribeiro

Extinction of an epidemic or a species is a rare event that occurs due to a large, rare stochastic fluctuation. Although the extinction process is dynamically unstable, it follows an optimal path that maximizes the probability of…

生物物理 · 物理学 2010-03-25 Eric Forgoston , Simone Bianco , Leah B. Shaw , Ira B. Schwartz

We consider a dynamical system obtained by the random switching between $N$ Lotka-Volterra food chains. Our key assumption will be that at least two vector fields only differ on the resources allocated to the growth rate of the first…

概率论 · 数学 2023-02-27 Antoine Bourquin

The statistical properties of an ecosystem composed of species interacting via pairwise, random interactions and deterministic, concentration limiting self-interaction are studied analytically with tools of equilibrium statistical mechanics…

无序系统与神经网络 · 物理学 2009-11-07 Viviane M. de Oliveira , J. F. Fontanari

We study the biodiversity problem for resource competition systems with extinctions and self-limitation effects. Our main result establishes estimates of biodiversity in terms of the fundamental parameters of the model. We also prove the…

动力系统 · 数学 2018-09-12 Vladimir Kozlov , Sergey Vakulenko , Uno Wennergren , Vladimir G. Tkachev
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