Stochastic averaging principle for spatial birth-and-death evolutions in the continuum

DOI10.1007/S10955-018-2042-9MaRDI QIDQ723396zbMATHOpenAlexWikidataFDO

Authors Martin Friesen, Yuri Kondratiev

Publication date 31 July 2018

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

Full work available at URL https://arxiv.org/abs/1702.03512

zbMATH Keywords

ergodicityaveragingFokker-Planck equationrandom evolutionspatial birth-and-death processes

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Dynamical aspects of statistical mechanics (37A60) Processes in random environments (60K37) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: We study a spatial birth-and-death process on the phase space of locally finite configurations $Gamm{a}^{+}imesGamm{a}^{-}$ over $mathbb{R}^d$. Dynamics is described by an non-equilibrium evolution of states obtained from the Fokker-Planck equation and associated with the Markov operator $L^{+}(gamm{a}^{-})+frac1varepsilon{L}^{-}$, $varepsilon>0$. Here $L^{-}$ describes the environment process on $Gamm{a}^{-}$ and $L^{+}(gamm{a}^{-})$ describes the system process on $Gamm{a}^{+}$, where $gamm{a}^{-}$ indicates that the corresponding birth-and-death rates depend on another locally finite configuration $gamm{a}^{-}inGamm{a}^{-}$. We prove that, for a certain class of birth-and-death rates, the corresponding Fokker-Planck equation is well-posed, i.e. there exists a unique evolution of states $m{u}_t^{varepsilon}$ on $Gamm{a}^{+}imesGamm{a}^{-}$. Moreover, we give a sufficient condition such that the environment is ergodic with exponential rate. Let $m{u}_{mathrminv}$ be the invariant measure for the environment process on $Gamm{a}^{-}$. In the main part of this work we establish the stochastic averaging principle, i.e. we prove that the marginal of $m{u}_t^{varepsilon}$ onto $Gamm{a}^{+}$ converges weakly to an evolution of states on $Gamm{a}^{+}$ associated with the averaged Markov birth-and-death operator $overlineL=in{t}_{Gamm{a}^{-}}{L}^{+}(gamm{a}^{-})dm{u}_{mathrminv}(gamm{a}^{-})$.

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Cited in

(4)

• Linear evolution equations in scales of Banach spaces
• Fecundity regulation in a spatial birth-and-death process
• Weak-coupling limit for ergodic environments
• Long-time behavior for subcritical measure-valued branching processes with immigration

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