The theory of individual based discrete-time processes

DOI10.1007/S10955-014-0990-2zbMATH Open1303.82025arXiv1311.5209OpenAlexW3102494028WikidataQ99405084 ScholiaQ99405084MaRDI QIDQ458430FDOQ458430

Duccio Fanelli, Joseph D. Challenger, Alan J. McKane

Publication date: 7 October 2014

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are hence intrinsic to the system and can induce qualitative changes to the dynamics predicted from the deterministic map. From the Chapman-Kolmogorov equation for the discrete-time Markov process, we derive the analogues of the Fokker-Planck equation and the Langevin equation, which are routinely employed for continuous time processes. In particular, a stochastic difference equation is derived which accurately reproduces the results found from the Markov chain model. Stochastic corrections to the deterministic map can be quantified by linearizing the fluctuations around the attractor of the map. The proposed scheme is tested on stochastic models which have the logistic and Ricker maps as their deterministic limits.

Full work available at URL: https://arxiv.org/abs/1311.5209

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zbMATH Keywords

Langevin equationChapman-Kolmogorov equationdiscrete-time Markov process

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Discrete-time Markov processes on general state spaces (60J05) Fokker-Planck equations (35Q84) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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