相关论文: Quasi-Stationary Distributions of Interacting Dyna…
We consider a collection of Markov chains that model the evolution of multitype biological populations. The state space of the chains is the positive orthant, and the boundary of the orthant is absorbing representing the extinction states…
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…
Relaxation processes in collisionless dynamics lead to peculiar behavior in systems with long-range interactions such as self-gravitating systems, non-neutral plasmas and wave-particle systems. These systems, adequately described by the…
In this paper we investigate quasi-stationary distributions {\mu}_N of stochastic approximation algorithms with constant step size which can be viewed as random perturbations of a time-continuous dynamical system. Inspired by ecological…
In this paper, we present a numerical approach to solve the McKean-Vlasov equations, which are distribution-dependent stochastic differential equations, under some non-globally Lipschitz conditions for both the drift and diffusion…
Filyokov and Karpov [Inzhenerno-Fizicheskii Zhurnal 13, 624 (1967)] have proposed a theory of non-equilibrium steady states in direct analogy with the theory of equilibrium states : the principle is to maximize the Shannon entropy…
The present paper is devoted to the investigation of the long term behavior of a class of singular multi-dimensional diffusion processes that get absorbed in finite time with probability one. Our focus is on the analysis of quasi-stationary…
In the continuity of a recent paper ([6]), dealing with finite Markov chains, this paper proposes and analyzes a recursive algorithm for the approximation of the quasi-stationary distribution of a general Markov chain living on a compact…
This paper studies the sensitivity analysis of mass-action systems against their diffusion approximations, particularly the dependence on population sizes. As a continuous time Markov chain, a mass-action system can be described by a…
After reviewing the behavioral studies of working memory and of the cellular substrate of the latter, we argue that metastable states constitute candidates for the type of transient information storage required by working memory. We then…
Stochastic interacting particle systems are widely used to model collective phenomena across diverse fields, including statistical physics, biology, and social dynamics. The McKean-Vlasov equation arises as the mean-field limit of such…
This article studies the quasi-stationary behaviour of multidimensional birth and death processes, modeling the interaction between several species, absorbed when one of the coordinates hits 0. We study models where the absorption rate is…
Quasi-stationary distributions (QSD) have been widely studied since the pioneering work of Kolmogorov (1938), Yaglom (1947) and Sevastyanov (1951). They appear as a natural object when considering Markov processes that are certainly…
We are interested in the long time behavior of a two-type density-dependent biological population conditioned to non-extinction, in both cases of competition or weak cooperation between the two species. This population is described by a…
We establish sufficient conditions for exponential convergence to a unique quasi-stationary distribution in the total variation norm. These conditions also ensure the existence and exponential ergodicity of the Q-process, the process…
Long-range interacting systems, while relaxing towards equilibrium, may get trapped in nonequilibrium quasistationary states (QSS) for a time which diverges algebraically with the system size. These intriguing non-Boltzmann states have been…
We consider a long-range interacting system of $N$ particles moving on a spherical surface under an attractive Heisenberg-like interaction of infinite range, and evolving under deterministic Hamilton dynamics. The system may also be viewed…
In this paper, we study quasi-stationary distributions of nonlinearly perturbed semi-Markov processes in discrete time. This type of distributions is of interest for the analysis of stochastic systems which have finite lifetimes, but are…
Dynamic processes of interacting units on a network are out of equilibrium in general. In the case of a directed tree, the dynamic cavity method provides an efficient tool that characterises the dynamic trajectory of the process for the…
We discuss the nature of quasi-stationary states (QSS) with non-Boltzmannian distribution in systems with long-range interactions in relation with a process of incomplete violent relaxation based on the Vlasov equation. We discuss several…