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Annika Steibel

Publications and source records attributed to Annika Steibel.

2 recordsLinked to original sources

On McKean-Vlasov SDEs with polynomial drifts for SIS epidemic models

We present a tractable class of one-dimensional McKean-Vlasov equations that allow for unique strong solutions and extend the dynamics of various SIS epidemic models that are well-established in the literature. While the distribution-dependent drift coefficients are of polynomial type, the diffusion coefficients may involve sums of power functions. Our analysis includes various scenarios of extinction and persistence of the disease and an effective Euler-Maruyama scheme, for which we derive an explicit strong error estimate in $p$th moment for $p\geq 2$.

math.PR

Limit Laws for Critical Dispersion on Complete Graphs

We consider a synchronous process of particles moving on the vertices of a graph $G$, introduced by Cooper, McDowell, Radzik, Rivera and Shiraga (2018). Initially, $M$ particles are placed on a vertex of $G$. In subsequent time steps, all particles that are located on a vertex inhabited by at least two particles jump independently to a neighbour chosen uniformly at random. The process ends at the first step when no vertex is inhabited by more than one particle; we call this (random) time step the dispersion time. In this work we study the case where $G$ is the complete graph on $n$ vertices and the number of particles is $M=n/2+αn^{1/2} + o(n^{1/2})$, $α\in \mathbb{R}$. This choice of $M$ corresponds to the critical window of the process, with respect to the dispersion time. We show that the dispersion time, if rescaled by $n^{-1/2}$, converges in $p$-th mean, as $n\rightarrow \infty$ and for any $p \in \mathbb{R}$, to a continuous and almost surely positive random variable $T_α$. We find that $T_α$ is the absorption time of a standard logistic branching process, thoroughly investigated by Lambert (2005), and we determine its expectation. In particular, in the middle of the critical window we show that $\mathbb{E}[T_0] = π^{3/2}/\sqrt{7}$, and furthermore we formulate explicit asymptotics when $|α|$ gets large that quantify the transition into and out of the critical window. We also study the (random) total number of jumps that are performed by the particles until the dispersion time is reached. In particular, we prove that it centers around $\frac{2}{7}n\ln n$ and that it has variations linear in $n$, whose distribution we can describe explicitly.

math.PR