arXiv subjects

Edouard Strickler

Publications and source records attributed to Edouard Strickler.

15 recordsLinked to original sources

arXiv2025

Stochastic persistence and extinction for degenerate stochastic Rosenzweig-MacArthur model

We consider the classical two-dimensional Rosenzweig-MacArthur prey-predator model with a degenerate noise, whereby only the prey variable is subject to small environmental fluctuations. This model has already been introduced in arXiv:1806.08450 and partially investigated by exhibiting conditions ensuring persistence. In this paper, we extend the results to study the conditions for persistence, the uniqueness of an invariant probability measure supported on the interior of $\mathbb R^2_+$ with a smooth density, and convergence in Total variation at a polynomial rate. Our contribution lies in providing a convergence rate in the case of persistence, as well as detailing the situations involving the extinction of one or both species. We also specify all the proofs of the intermediary results supporting our conclusions that are lacking in arXiv:1806.08450.

math.PR↗

arXiv2025

Uniform Wasserstein convergence of penalized Markov processes

For general penalized Markov processes with soft killing, we propose a simple criterion ensuring uniform convergence of conditional distributions in Wasserstein distance to a unique quasi-stationary distribution. We give several examples of application where our criterion can be checked, including Bernoulli convolutions and piecewise deterministic Markov processes of the form of switched dynamical systems, for which convergence in total variation is not possible.

math.PR↗

arXiv2025

Averaging principle for jump processes depending on fast ergodic dynamics

We consider a slow-fast stochastic process where the slow component is a jump process on a measurable index set whose transition rates depend on the position of the fast component. Between the jumps, the fast component evolves according to an ergodic dynamic in a state space determined by the index process. We prove that, when the ergodic dynamics are accelerated, the slow index process converges to an autonomous pure jump process on the index set. We apply our results to prove the convergence of a typed branching process toward a continuous-time Galton-Watson process, and of an epidemic model with fast viral loads dynamics to a standard contact process.

math.PR↗

arXiv2025

Ergodicity and regularity properties of ODEs with semi-Markov switching

This paper is devoted to the study of a stochastic process obtained by random switching between a finite collection of vector fields. Such processes have recently been the focus of much attention in the case where the switching times are exponentially distributed, i.e., Markovian switching. In this contribution, we admit any distribution on $\mathbb{R}_+$ as a law for the switching times. We show that whenever this law is not singular with respect to the Lebesgue measure, the stochastic process obtained from the random switching is Feller. More importantly, we give conditions on the switching and on the vector fields ensuring that the Lie bracket condition considered in the Markovian case in Bakhtin and Hurth (2012) and Benaïm, Le Borgne, Malrieu and Zitt (2015) still imply ergodicity of the process.

math.PR↗

arXiv2025

Dispersal-induced growth or decay in a time-periodic environment. The case of reducible migration matrices

This paper is a follow-up to a previous work where we considered populations with time-varying growth rates living in patches and irreducible migration matrix between the patches. Each population, when isolated, would become extinct. Dispersal-induced growth (DIG) occurs when the populations are able to persist and grow exponentially when dispersal among the populations is present. In this paper, we consider the situation where the migration matrix is not necessarily irreducible. We provide a mathematical analysis of the DIG phenomenon, in the context of a deterministic model with periodic variation of growth rates and migration. Our results apply in the case, important for applications, where there is migration in one direction in one season and in the other direction in another season. We also consider dispersal-induced decay (DID), where each population, when isolated, grows exponentially, while populations die out when dispersal between populations is present.

math.DS↗

arXiv2024

Sufficient condition for dispersal-induced growth on dynamic networks

We consider a population spreading across a finite number of sites. Individuals can move from one site to the other according to a network (oriented links between the sites) that vary periodically over time. On each site, the population experiences a growth rate which is also periodically time varying. Recently, this kind of models have been extensively studied, using various technical tools to derive precise necessary and sufficient conditions on the parameters of the system (ie the local growth rate on each site, the time period and the strength of migration between the sites) for the population to grow. In the present paper, we take a completely different approach: using elementary comparison results between linear systems, we give sufficient condition for the growth of the population This condition is easy to check and can be applied in a broad class of examples. In particular, in the case when all sites are sinks (ie, in the absence of migration, the population become extinct in each site), we prove that when our condition of growth if satisfied, the population grows when the time period is large and for values of the migration strength that are exponentially small with respect to the time period, which answers positively to a conjecture stated by Katriel.

math.DS↗

arXiv2023

When can a population spreading across sink habitats persist ?

We consider populations with time-varying growth rates living in sinks. Each population, when isolated, would become extinct. Dispersal-induced growth (DIG) occurs when the populations are able to persist and grow exponentially when dispersal among the populations is present. We provide a mathematical analysis of this surprising phenomenon, in the context of a deterministic model with periodic variation of growth rates and non-symmetric migration which are assumed to be piecewise continuous. We also consider a stochastic model with random variation of growth rates and migration. This work extends existing results of the literature on the DIG effects obtained for periodic continuous growth rates and time independent symmetric migration.

math.DS↗

arXiv2023

Asymptotic expansion of the invariant measurefor Markov-modulated ODEs at high frequency

We consider time-inhomogeneous ODEs whose parameters are governed by an underlying ergodic Markov process. When this underlying process is accelerated by a factor $\varepsilon^{-1}$, an averaging phenomenon occurs and the solution of the ODE converges to a deterministic ODE as $\varepsilon$ vanishes. We are interested in cases where this averaged flow is globally attracted to a point. In that case, the equilibrium distribution of the solution of the ODE converges to a Dirac mass at this point. We prove an asymptotic expansion in terms of $\varepsilon$ for this convergence, with a somewhat explicit formula for the first order term. The results are applied in three contexts: linear Markov-modulated ODEs, randomized splitting schemes, and Lotka-Volterra models in random environment. In particular, as a corollary, we prove the existence of two matrices whose convex combinations are all stable but such that, for a suitable jump rate, the top Lyapunov exponent of a Markov-modulated linear ODE switching between these two matrices is positive.

math.PR↗

arXiv2023

Untangling the role of temporal and spatial variations in persistance of populations

We consider a population distributed between two habitats, in each of which it experiences a growth rate that switches periodically between two values, $1- \varepsilon > 0$ or $ - (1 + \varepsilon) < 0$. We study the specific case where the growth rate is positive in one habitat and negative in the other one for the first half of the period, and conversely for the second half of the period, that we refer as the $(\pm 1)$ model. In the absence of migration, the population goes to $0$ exponentially fast in each environment. In this paper, we show that, when the period is sufficiently large, a small dispersal between the two patches is able to produce a very high positive exponential growth rate for the whole population, a phenomena called inflation. We prove in particular that the threshold of the dispersal rate at which the inflation appears is exponentially small with the period. We show that inflation is robust to random perturbation, by considering a model where the values of the growth rate in each patch are switched at random times: we prove, using theory of Piecewise Deterministic Markov Processes (PDMP) that inflation occurs for low switching rate and small dispersal. Finally, we provide some extensions to more complicated models, especially epidemiological and density dependent models.

math.DS↗

arXiv2020

A method to deal with the critical case in stochastic population dynamics

In numerous papers, the behaviour of stochastic population models is investigated through the sign of a real quantity which is the growth rate of the population near the extinction set. In many cases, it is proven that when this growth rate is positive, the process is persistent in the long run, while if it is negative, the process converges to extinction. However, the critical case when the growth rate is null is rarely treated. The aim of this paper is to provide a method that can be applied in many situations to prove that in the critical case, the process congerves in temporal average to extinction. A number of applications are given, for Stochastic Differential Equations and Piecewise Deterministic Markov Processes modelling prey-predator, epidemilogical or structured population dynamics.

math.PR↗

arXiv2019

Persistence in the Moran model with random switching

The paper is devoted to the study of the asymptotic behaviour of Moran process in random environment, say random selection. In finite population, the Moran process may be degenerate in finite time, thus we will study its limiting process in large population which is a Piecewise Deterministic Markov Process, when the random selection is a Markov jump process. We will then study its long time behaviour via the stochastic persistence theory of Benaïm \cite{benaimpersistence}. It will enable us to show that persistence can occur, i.e. asymptotic coexistence of all species, when there are enough switching possibilities. This is true even if one species has never a predominant selection.

math.PR↗

arXiv2019

On a predator-prey system with random switching that never converges to its equilibrium

We study the dynamics of a predator-prey system in a random environment. The dynamics evolves according to a deterministic Lotka-Volterra system for an exponential random time after which it switches to a different deterministic Lotka-Volterra system. This switching procedure is then repeated. The resulting process is a Piecewise Deterministic Markov Process (PDMP). In the case when the equilibrium points of the two deterministic Lotka--Volterra systems coincide we show that almost surely the trajectory does not converge to the common deterministic equilibrium. Instead, with probability one, the densities of the prey and the predator oscillate between $0$ and $\infty$. This proves a conjecture of Takeuchi et al (J. Math. Anal. Appl 2006). The proof of the conjecture is a corollary of a result we prove about linear switched systems. Assume $(Y_t, I_t)$ is a PDMP that evolves according to $\frac{dY_t}{dt}=A_{I_t} Y_t$ where $A_0,A_1$ are $2\times2$ matrices and $I_t$ is a Markov chain on $\{0,1\}$ with transition rates $k_0,k_1>0$. If the matrices $A_0$ and $A_1$ are not proportional and have purely imaginary eigenvalues, then there exists $λ>0$ such that $\lim_{t \to \infty} \frac{\log \| Y_t \|}{t} = λ.$

math.PR↗

arXiv2018

Randomly switched vector fields sharing a zero on a common invariant face

We consider a Piecewise Deterministic Markov Process given by random switching between finitely many vector fields vanishing at $0$. It has been shown recently that the behaviour of this process is mainly determined by the signs of Lyapunov exponents. However, results have only been given when all these exponents have the same sign. In this note, we consider the degenerate case where the process leaves invariant some face and results are stated when the Lyapunov exponents are of opposite signs. Applications are given to Lorenz vector fields with switching, and to SIRS model in random environment.

math.PR↗

arXiv2018

Random Switching between Vector Fields Having a Common Zero

Let $E$ be a finite set, $\{F^i\}_{i \in E}$ a family of vector fields on $\mathbb{R}^d$ leaving positively invariant a compact set $M$ and having a common zero $p \in M.$ We consider a piecewise deterministic Markov process $(X,I)$ on $M \times E$ defined by $\dot{X}_t = F^{I_t}(X_t)$ where $I$ is a jump process controlled by $X:$ $\Pr(I_{t+s} = j | (X_u, I_u)_{u \leq t}) = a_{i j}(X_t) s + o(s)$ for $i \neq j$ on $\{I_t = i \}.$ We show that the behavior of $(X,I)$ is mainly determined by the behavior of the linearized process $(Y,J)$ where $\dot{Y}_t = A^{J_t} Y_t,$ $A^i$ is the Jacobian matrix of $F^i$ at $p$ and $J$ is the jump process with rates $(a_{ij}(p)).$ We introduce two quantities $Λ^-$ and $Λ^+$ respectively %called the {\em minimal} and {\em maximal average growth rate.} $Λ^-$ (respectively $Λ^+$) is defined as the {\em minimal} (respectively {\em maximal}) {\em growth rate} of $\|Y_t\|,$ where the minimum (respectively maximum) is taken over all the ergodic measures of the angular process $(Θ, J)$ with $Θ_t = \frac{Y_t}{\|Y_t\|}.$ It is shown that $Λ^+$ coincides with the top Lyapunov exponent (in the sense of ergodic theory) of $(Y,J)$ and that under general assumptions $Λ^- = Λ^+.$ We then prove that, under certain irreducibility conditions, $X_t \to p$ exponentially fast when $Λ^+ < 0$ and $(X,I)$ converges in distribution at an exponential rate toward a (unique) invariant measure supported by $M \setminus \{p\} \times E$ when $Λ^- > 0.$ Some applications to certain epidemic models in a fluctuating environment are discussed and illustrate our results.

math.PR↗

arXiv2018

A user-friendly condition for exponential ergodicity in randomly switched environments

We consider random switching between finitely many vector fields leaving positively invariant a compact set. Recently, Li, Liu and Cui showed that if one the vector fields has a globally asymptotically stable (G.A.S.) equilibrium from which one can reach a point satisfying a weak Hörmander-bracket condition, then the process converges in total variation to a unique invariant probability measure. In this note, adapting the proof of Li, Liu and Cui and using results of Benaïm, Le Borgne, Malrieu and Zitt, the assumption of a G.A.S. equilibrium is weakened to the existence of an accessible point at which a barycentric combination of the vector fields vanishes. Some examples are given which demonstrate the usefulness of this condition.

math.PR↗