SearcharxivSearch

arXiv · 2206.08411

Coupled stochastic systems of Skorokhod type: well-posedness of a mathematical model and its applications

Abstract

Population dynamics with complex biological interactions, accounting for uncertainty quantification, is critical for many application areas. However, due to the complexity of biological systems, the mathematical formulation of the corresponding problems faces the challenge that the corresponding stochastic processes should, in most cases, be considered in bounded domains. We propose a model based on a coupled system of reflecting Skorokhod-type stochastic differential equations with jump-like exit from a boundary. The setting describes the population dynamics of active and passive populations. As main working techniques, we use compactness methods and Skorokhod's representation of solutions to SDEs posed in bounded domains to prove the well-posedness of the system. This functional setting is a new point of view in the field of modelling and simulation of population dynamics. We provide the details of the model, as well as representative numerical examples, and discuss the applications of a Wilson-Cowan-type system, modelling the dynamics of two interacting populations of excitatory and inhibitory neurons. Furthermore, the presence of random input current, reflecting factors together with Poisson jumps, increases firing activity in neuronal systems.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Thi Kim Thoa Thieu, Adrian Muntean, Roderick Melnik. 2022-06-16. Coupled stochastic systems of Skorokhod type: well-posedness of a mathematical model and its applications. https://arxiv.org/abs/2206.08411

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Admissible Fourier Lengths, KAM Reducibility, and Spectral Applications

We develop a perturbative KAM reducibility theory for one-frequency $\mathrm{SL}(2,\mathbb{R})$ cocycles based on an admissible Fourier length $\ell$. The regularity relevant to the iteration is measured by positive adapted Fourier width rather than ordinary smoothness in the Euclidean length $|n|$. The same length governs Fourier decay, truncation and resonance scales, and the arithmetic condition controlling the small divisors. This framework contains the classical analytic and Gevrey settings, while non-monotone choices of $\ell$ allow classical nowhere differentiable Weierstrass-type perturbations and continuous perturbations outside every positive H\"older class. As spectral applications, we obtain purely absolutely continuous spectrum for every phase and $1/2$-H\"older continuity of the integrated density of states for the associated quasiperiodic Schr\"odinger operators. The Aubry dual has pure point spectrum for Lebesgue almost every dual phase, with eigenfunctions exponentially localized in the metric induced by $\ell$. We also construct nowhere differentiable quasiperiodic potentials with purely absolutely continuous Cantor spectrum.

math.DS

Dynamics inside the attracting basins of some skew products

Polynomial skew products in $\mathbb{C}^2$ are maps of the form $F(z,w)=(P(z),Q(z,w))$, where $P$ and $Q$ are polynomials. Their local dynamics have been widely investigated. In this paper, we study the global dynamics inside Fatou components of some skew products. We consider all the inverse images in a Fatou component of a given point and use the Kobayashi metric to measure the distance between points. In the cases we consider, there are always arbitrarily large Kobayashi balls in the complement of these inverse sets.

math.DS

Ergodicity of dynamical systems without uniqueness of orbits

Recently, there has been considerable interest in the study of non-deterministic dynamical systems. To analyze the chaotic behavior of such systems from a measure-theoretic viewpoint, it is desirable to consider ergodicity. However, the classical definition of ergodicity involves invariant sets, whose definition is not unique for non-deterministic dynamical systems. Thus, we are led to the question of which invariance yields an interesting definition of ergodicity. Here, we propose a definition based on the strong backward invariance and show that analogs of classical results hold. We also consider implications of the Birkhoff ergodic theorem for systems without uniqueness of orbits.

math.DS