Dang H Nguyen | Searcharxiv

arXiv2019

Analysis of A Spatially Inhomogeneous Stochastic Partial Differential Equation Epidemic Model

This work proposes and analyzes a family of spatially inhomogeneous epidemic models. This is our first effort to use stochastic partial differential equations (SPDEs) to model epidemic dynamics with spatial variations and environmental noise. After setting up the problem, existence and uniqueness of solutions of the underlying SPDEs are examined. Then definitions of permanence and extinction are given. Certain sufficient conditions are provided for the permanence and extinction. Our hope is that this paper will open up windows for investigation of epidemic models from a new angle.

math.DS↗

arXiv2017

Certain Properties Related to Well Posedness of Switching Diffusions

This work is devoted to switching diffusions that have two components (a continuous component and a discrete component). Different from the so-called Markovian switching diffusions, in the setup, the discrete component (the switching) depends on the continuous component (the diffusion process). The objective of this paper is to provide a number of properties related to the well posedness. First, the differentiability with respect to initial data of the continuous component is established. Then, further properties including uniform continuity with respect to initial data, and smoothness of certain functionals are obtained. Moreover, Feller property is obtained under only local Lipschitz continuity. Finally, an example of Lotka-Voterra model under regime switching is provided as an illustration.

math.PR↗