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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…

偏微分方程分析 · 数学 2024-08-13 D. Kinzebulatov , Yu. A. Semenov

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…

概率论 · 数学 2023-04-26 Ellen Baake , Frederic Alberti

We study the solution to Kolmogorov-Feller equation and by using it provide pricing formulas of well known some options under jump-diffusion model.

证券定价 · 定量金融 2013-03-21 Ju-Gyong Kim , Il-Su Choe

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…

数学物理 · 物理学 2007-05-23 Sina Khorasani , Ali Adibi

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…

数学物理 · 物理学 2021-08-25 Luisiana Cundin

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…

统计力学 · 物理学 2022-11-09 Alexander Osinsky , Nikolay Brilliantov

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…

概率论 · 数学 2013-08-06 Matthias Steinrücken , Y. X. Rachel Wang , Yun S. Song

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…

数值分析 · 数学 2018-03-28 Chenghua Duan , Chun Liu , Cheng Wang , Xingye Yue

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…

种群与进化 · 定量生物学 2011-02-28 Sergio Lukic , Jody Hey , Kevin Chen

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…

概率论 · 数学 2015-07-30 Franco Flandoli , Elena Issoglio , Francesco Russo

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…

偏微分方程分析 · 数学 2017-01-27 Elisa Sovrano

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…

概率论 · 数学 2014-05-20 Mathieu Richard

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…

代数几何 · 数学 2007-06-13 Elizabeth S. Allman , John A. Rhodes

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…

数值分析 · 数学 2021-11-02 Korney Tomashchuk

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…

数值分析 · 数学 2020-12-18 Emmanuil H. Georgoulis

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…

chao-dyn · 物理学 2015-06-24 Krzysztof Gawedzki , Antti Kupiainen

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…

经典分析与常微分方程 · 数学 2015-03-23 Ali Bakhshandeh Rostami

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…

概率论 · 数学 2025-04-29 Airam Blancas , Maria Clara Fittipaldi , Sarai Hernandez-Torres

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…

统计力学 · 物理学 2009-11-10 Colm Connaughton , R. Rajesh , Oleg Zaboronski