arXiv subjects

Wai-Tong Louis Fan

Publications and source records attributed to Wai-Tong Louis Fan.

At least 19 recordsLinked to original sources

arXiv2025

A conditional coalescent for diploid exchangeable population models given the pedigree

We study coalescent processes conditional on the population pedigree under the exchangeable diploid bi-parental population model of \citet{BirknerEtAl2018}. While classical coalescent models average over all reproductive histories, thereby marginalizing the pedigree, our work analyzes the genealogical structure embedded within a fixed pedigree generated by the diploid Cannings model. In the large-population limit, we show that these conditional coalescent processes differ significantly from their marginal counterparts when the marginal coalescent process includes multiple mergers. We characterize the limiting process as an inhomogeneous $(Ψ,c)$-coalescent, where $Ψ$ encodes the timing and scale of multiple mergers caused by generations with large individual progeny (GLIPs), and $c$ is a constant rate governing binary mergers. Our results reveal fundamental distinctions between quenched (conditional) and annealed (classical) genealogical models, demonstrate how the fixed pedigree structure impacts multi-locus statistics such as the site-frequency spectrum, and have implications for interpreting patterns of genetic variation among unlinked loci in the genomes of sampled individuals. They significantly extend the results of \citet{DiamantidisEtAl2024}, which considered a sample of size two under a specific Wright-Fisher model with a highly reproductive couple, and those of \citet{TyukinThesis2015}, where Kingman coalescent was the limiting process. Our proofs adapt coupling techniques from the theory of random walks in random environments.

math.PR↗

arXiv2025

Conditional gene genealogies given the population pedigree for a diploid Moran model with selfing

We introduce a stochastic model of a population with overlapping generations and arbitrary levels of self-fertilization versus outcrossing. We study how the global graph of reproductive relationships, or population pedigree, influences the genealogical relationships of a sample of two gene copies at a genetic locus. Specifically, we consider a diploid Moran model with constant population size $N$ over time, in which a proportion of offspring are produced by selfing. We show that the conditional distribution of the pairwise coalescence time at a single locus given the random pedigree converges to a limit law as $N$ tends to infinity. The distribution of coalescence times obtained in this way predicts variation among unlinked loci in a sample of individuals. Traditional coalescent analyses implicitly average over pedigrees and generally make different predictions. We describe three different behaviors in the limit depending on the relative strengths, from large to small, of selfing versus outcrossing: partial selfing, limited outcrossing, and negligible outcrossing. In the case of partial selfing, coalescence times are related to the Kingman coalescent, similar to what is found in traditional analyses. In the case of limited outcrossing, the retained pedigree information forms a random graph, with coalescence times given by the meeting times of random walks on this graph. In the case of negligible outcrossing, which represents complete or nearly complete selfing, coalescence times are determined entirely by the fixed times to common ancestry of diploid individuals in the pedigree.

q-bio.PE↗

arXiv2025

Intertwining the Busemann process of the directed polymer model

We study the Busemann process and competition interfaces of the planar directed polymer model with i.i.d.\ weights on the vertices of the planar square lattice, in both the general case and the solvable inverse-gamma case. We prove new regularity properties of the Busemann process without reliance on unproved assumptions on the shape function. For example, each nearest-neighbor Busemann function is strictly monotone and has the same random set of discontinuities in the direction variable. When all Busemann functions on a horizontal line are viewed together, the Busemann process intertwines with an evolution that obeys a version of the geometric Robinson-Schensted-Knuth correspondence. When specialized to the inverse-gamma case, this relationship enables an explicit distributional description: the Busemann function on a nearest-neighbor edge has independent increments in the direction variable, and its distribution comes from an inhomogeneous planar Poisson process. The distribution of the asymptotic competition interface direction of the inverse-gamma polymer is discrete and supported on the Busemann discontinuities which -- unlike in zero-temperature last-passage percolation -- are dense. Further implications follow for the eternal solutions and the failure of the one force -- one solution principle of the discrete stochastic heat equation solved by the polymer partition function.

math.PR↗

arXiv2025

Inconsistency of parsimony under the multispecies coalescent

While it is known that parsimony can be statistically inconsistent under certain models of evolution due to high levels of homoplasy, the consistency of parsimony under the multispecies coalescent (MSC) is less well studied. Previous studies have shown the consistency of concatenated parsimony (parsimony applied to concatenated alignments) under the MSC for the rooted 4-taxa case under an infinite-sites model of mutation; on the other hand, other work has also established the inconsistency of concatenated parsimony for the unrooted 6-taxa case. These seemingly contradictory results suggest that concatenated parsimony may fail to be consistent for trees with more than 5 taxa, for all unrooted trees, or for some combination of the two. Here, we present a technique for computing the expected internal branch lengths of gene trees under the MSC. This technique allows us to determine the regions of the parameter space of the species tree under which concatenated parsimony fails for different numbers of taxa, for rooted or unrooted trees. We use our new approach to demonstrate that while parsimony succeeds in the unrooted 5-taxa case, there are regions of statistical inconsistency for concatenated parsimony for rooted 5+-taxa cases and unrooted 6+-taxa cases. Our results therefore suggest that parsimony is not generally dependable under the MSC.

q-bio.PE↗

arXiv2025

Strong convergence with error estimates for a stochastic compartmental model of electrophysiology

This paper presents a rigorous mathematical analysis, alongside simulation studies, of a spatially extended stochastic electrophysiology model, the Hodgkin-Huxley model of the squid giant axon being a classical example. Although most studies in electrophysiology do not account for stochasticity, it is well known that ion channels regulating membrane voltage open and close randomly due to thermal fluctuations. We introduce a spatially extended compartmental model in which this stochastic behavior is captured through a piecewise-deterministic Markov process (PDMP). Space is discretized into n compartments each of which has at most one ion channel. We also devise a numerical method to simulate this stochastic model and illustrate the numerical method by simulation studies. We show that a classical system of partial differential equations (PDEs) approximates the stochastic system as $n \to \infty$. Unlike existing results, which focus on weak convergence or convergence in probability, we establish an almost sure convergence result with a precise error bound of order $n^{1/3}$. Our findings broaden the current understanding of stochastic effects in spatially structured neuronal models and have potential applications in studying random ion channel configurations in neurobiology. Additionally, our proof leverages ideas from homogenization theory in PDEs and can potentially be applied to other PDMPs or accommodate other ion channel distributions with random spacing or defects.

math.PR↗

arXiv2024

Joint identifiability of ancestral sequence, phylogeny and mutation rates under the TKF91 model

We consider the problem of identifying jointly the ancestral sequence, the phylogeny and the parameters in models of DNA sequence evolution with insertion and deletion (indel). Under the classical TKF91 model of sequence evolution, we obtained explicit formulas for the root sequence, the pairwise distances of leaf sequences, as well as the scaled rates of indel and substitution in terms of the distribution of the leaf sequences of an arbitrary phylogeny. These explicit formulas not only strengthen existing invertibility results and work for phylogeny that are not necessarily ultrametric, but also lead to new estimators with less assumption compared with the existing literature. Our simulation study demonstrates that these estimators are statistically consistent as the number of independent samples tends to infinity.

q-bio.PE↗

arXiv2024

Boundary-induced slow mixing for Markov chains and its application to stochastic reaction networks

Markov chains on the non-negative quadrant of dimension $d$ are often used to model the stochastic dynamics of the number of $d$ entities, such as $d$ chemical species in stochastic reaction networks. The infinite state space poses technical challenges, and the boundary of the quadrant can have a dramatic effect on the long term behavior of these Markov chains. For instance, the boundary can slow down the convergence speed of an ergodic Markov chain towards its stationary distribution due to the extinction or the lack of an entity. In this paper, we quantify this slow-down for a class of stochastic reaction networks and for more general Markov chains on the non-negative quadrant. We establish general criteria for such a Markov chain to exhibit a power-law lower bound for its mixing time. The lower bound is of order $|x|^θ$ for all initial state $x$ on a boundary face of the quadrant, where $θ$ is characterized by the local behavior of the Markov chain near the boundary of the quadrant. A better understanding of how these lower bounds arise leads to insights into how the structure of chemical reaction networks contributes to slow-mixing.

math.PR↗

arXiv2024

Latent mutations in the ancestries of alleles under selection

We consider a single genetic locus with two alleles $A_1$ and $A_2$ in a large haploid population. The locus is subject to selection and two-way, or recurrent, mutation. Assuming the allele frequencies follow a Wright-Fisher diffusion and have reached stationarity, we describe the asymptotic behaviors of the conditional gene genealogy and the latent mutations of a sample with known allele counts, when the count $n_1$ of allele $A_1$ is fixed, and when either or both the sample size $n$ and the selection strength $\lvertα\rvert$ tend to infinity. Our study extends previous work under neutrality to the case of non-neutral rare alleles, asserting that when selection is not too strong relative to the sample size, even if it is strongly positive or strongly negative in the usual sense ($α\to -\infty$ or $α\to +\infty$), the number of latent mutations of the $n_1$ copies of allele $A_1$ follows the same distribution as the number of alleles in the Ewens sampling formula. On the other hand, very strong positive selection relative to the sample size leads to neutral gene genealogies with a single ancient latent mutation. We also demonstrate robustness of our asymptotic results against changing population sizes, when one of $\lvertα\rvert$ or $n$ is large.

math.PR↗

arXiv2024

Quasi-stationary behavior of the stochastic FKPP equation on the circle

We consider the stochastic Fisher-Kolmogorov-Petrovsky-Piscunov (FKPP) equation on the circle $\mathbb{S}$, \begin{equation*} \partial_t u(t,x) \,= \fracα{2}Δu +β\,u(1-u) + \sqrt{γ\,u(1-u)}\,\dot{W}, \qquad (t,x)\in(0,\infty)\times \mathbb{S}, \end{equation*} where $\dot{W}$ is space-time white noise. While any solution will eventually be absorbed at one of two states, the constant 1 and the constant 0 on the circle, essentially nothing had been established about the absorption time (also called the fixation time in population genetics), or about the long-time behavior prior to absorption. We establish the existence and uniqueness of the quasi-stationary distribution (QSD) for the solution of the stochastic FKPP. Moreover, we show that the solution conditioned on not being absorbed at time $t$ converges to this unique QSD as $t\to\infty$, for any initial distribution, and characterize the leading-order asymptotics for the tail distribution of the fixation time. We obtain explicit calculations in the neutral case ($β=0$), quantifying the effect of spatial diffusion on fixation time. We explicitly express the fixation rate in terms of the migration rate $α$ for all $α\in (0,\infty)$, finding in particular that the fixation rate is given by $γ[1-\fracγ{12α}+\mathcal{O}(\frac{γ^2}{α^2})]$ for fast migration and $π^2α[1-\frac{8α}γ+\mathcal{O}(\frac{α^2}{γ^2})]$ for slow migration. Our proof relies on the observation that the absorbed (or killed) stochastic FKPP is dual to a system of $2$-type branching-coalescing Brownian motions killed when one type dies off, and on leveraging the relationship between these two killed processes.

math.PR↗

arXiv2023

Correlation of coalescence times in a diploid Wright-Fisher model with recombination and selfing

The correlation among the gene genealogies at different loci is crucial in biology, yet challenging to understand because such correlation depends on many factors including genetic linkage, recombination, natural selection and population structure. Based on a diploid Wright-Fisher model with a single mating type and partial selfing for a constant large population with size $N$, we quantify the combined effect of genetic drift and two competing factors, recombination and selfing, on the correlation of coalescence times at two linked loci for samples of size two. Recombination decouples the genealogies at different loci and decreases the correlation while selfing increases the correlation. We obtain explicit asymptotic formulas for the correlation for four scaling scenarios that depend on whether the selfing probability and the recombination probability are of order $O(1/N)$ or $O(1)$ as $N$ tends to infinity. Our analytical results confirm that the asymptotic lower bound in [King, Wakeley, Carmi (Theor. Popul. Biol. 2018)] is sharp when the loci are unlinked and when there is no selfing, and provide a number of new formulas for other scaling scenarios that have not been considered before. We present asymptotic results for the variance of Tajima's estimator of the population mutation rate for infinitely many loci as $N$ tends to infinity. When the selfing probability is of order $O(1)$ and is equal to a positive constant $s$ for all $N$ and if the samples at both loci are in the same individual, then the variance of the Tajima's estimator tends to $s/2$ (hence remains positive) even when the recombination rate, the number of loci and the population size all tend to infinity.

math.PR↗

arXiv2023

A new path method for exponential ergodicity of Markov processes on $\mathbb Z^d$, with applications to stochastic reaction networks

This paper provides a new path method that can be used to determine when an ergodic continuous-time Markov chain on $\mathbb Z^d$ converges exponentially fast to its stationary distribution in $L^2$. Specifically, we provide general conditions that guarantee the positivity of the spectral gap. Importantly, our results do not require the assumption of time-reversibility of the Markov model. We then apply our new method to the well-studied class of stochastically modeled reaction networks. Notably, we show that each complex-balanced model that is also ``open'' has a positive spectral gap, and is therefore exponentially ergodic. We further illustrate how our results can be applied for models that are not necessarily complex-balanced. Moreover, we provide an example of a detailed-balanced (in the sense of reaction network theory), and hence complex-balanced, stochastic reaction network that is not exponentially ergodic. We believe this to be the first such example in the literature.

math.PR↗

arXiv2023

Patch formation driven by stochastic effects of interaction between viruses and defective interfering particles

Defective interfering particles (DIPs) are virus-like particles that occur naturally during virus infections. These particles are defective, lacking essential genetic materials for replication, but they can interact with the wild-type virus and potentially be used as therapeutic agents. However, the effect of DIPs on infection spread is still unclear due to complicated stochastic effects and nonlinear spatial dynamics. In this work, we develop a model with a new hybrid method to study the spatial-temporal dynamics of viruses and DIPs co-infections within hosts. We present two different scenarios of virus production and compare the results from deterministic and stochastic models to demonstrate how the stochastic effect is involved in the spatial dynamics of virus transmission. We quantitatively study the spread features of the virus, including the formation and the speed of virus spread and the emergence of stochastic patchy patterns of virus distribution. Our simulations simultaneously capture observed spatial spread features in the experimental data, including the spread rate of the virus and its patchiness. The results demonstrate that DIPs can slow down the growth of virus particles and make the spread of the virus more patchy.

q-bio.QM↗

arXiv2022

Constrained Langevin approximation for the Togashi-Kaneko model of autocatalytic reactions

The Togashi Kaneko model (TK model), introduced by Togashi and Kaneko in 2001, is a simple stochastic reaction network that displays discreteness-induced transitions between meta-stable patterns. Here we study a constrained Langevin approximation (CLA) of this model. The CLA, obtained by Anderson et al. in 2019, is an obliquely reflected diffusion process on the positive orthant and hence it respects the constrain that chemical concentrations are never negative. We show that the CLA is a Feller process, is positive Harris recurrent, and converges exponentially fast to the unique stationary distribution. We also characterize the stationary distribution and show that it has finite moments. In addition, we simulate both the TK model and its CLA in various dimensions. For example, we describe how the TK model switches between meta-stable patterns in dimension 6. Our simulations suggest that, under the classical scaling, the CLA is a good approximation to the TK model in terms of both the stationary distribution and the transition times between patterns.

math.PR↗

arXiv2022

Impossibility of phylogeny reconstruction from $k$-mer counts

We consider phylogeny estimation under a two-state model of sequence evolution by site substitution on a tree. In the asymptotic regime where the sequence lengths tend to infinity, we show that for any fixed $k$ no statistically consistent phylogeny estimation is possible from $k$-mer counts over the full leaf sequences alone. Formally, we establish that the joint distribution of $k$-mer counts over the entire leaf sequences on two distinct trees have total variation distance bounded away from $1$ as the sequence length tends to infinity. Our impossibility result implies that statistical consistency requires more sophisticated use of $k$-mer count information, such as block techniques developed in previous theoretical work.

math.PR↗

arXiv2021

Modeling Atmospheric Data and Identifying Dynamics: Temporal Data-Driven Modeling of Air Pollutants

Atmospheric modeling has recently experienced a surge with the advent of deep learning. Most of these models, however, predict concentrations of pollutants following a data-driven approach in which the physical laws that govern their behaviors and relationships remain hidden. With the aid of real-world air quality data collected hourly in different stations throughout Madrid, we present an empirical approach using data-driven techniques with the following goals: (1) Find parsimonious systems of ordinary differential equations via sparse identification of nonlinear dynamics (SINDy) that model the concentration of pollutants and their changes over time; (2) assess the performance and limitations of our models using stability analysis; (3) reconstruct the time series of chemical pollutants not measured in certain stations using delay coordinate embedding results. Our results show that Akaike's Information Criterion can work well in conjunction with best subset regression as to find an equilibrium between sparsity and goodness of fit. We also find that, due to the complexity of the chemical system under study, identifying the dynamics of this system over longer periods of time require higher levels of data filtering and smoothing. Stability analysis for the reconstructed ordinary differential equations (ODEs) reveals that more than half of the physically relevant critical points are saddle points, suggesting that the system is unstable even under the idealized assumption that all environmental conditions are constant over time.

stat.AP↗

arXiv2021

Hitting Time of Rapid Intensification Onset in Hurricane-like Vortices

Predicting tropical cyclone (TC) rapid intensification (RI) is an important yet challenging task in current operational forecast due to our incomplete understanding of TC nonlinear processes. This study examines the variability of RI onset, including the probability of RI occurrence and the timing of RI onset, using a low-order stochastic model for TC development. Defining RI onset time as the first hitting time in the model for a given subset in the TC-scale state space, we quantify the probability of the occurrence of RI onset and the distribution of the timing of RI onset for a range of initial conditions and model parameters. Based on asymptotic analysis for stochastic differential equations, our results show that RI onset occurs later, along with a larger variance of RI onset timing, for weaker vortex initial condition and stronger noise amplitude. In the small noise limit, RI onset probability approaches one and the RI onset timing has less uncertainty (i.e., a smaller variance), consistent with observation of TC development under idealized environment. Our theoretical results are verified against Monte-Carlo simulations and compared with explicit results for a general 1-dimensional system, thus providing new insights into the variability of RI onset and helping better quantify the uncertainties of RI variability for practical applications.

math.PR↗

arXiv2021

Wave propagation for reaction-diffusion equations on infinite random trees

The asymptotic wave speed for FKPP type reaction-diffusion equations on a class of infinite random metric trees are considered. We show that a travelling wavefront emerges, provided that the reaction rate is large enough. The wavefront travels at a speed that can be quantified via a variational formula involving the random branching degrees $\vec{d}$ and the random branch lengths $\vec{\ell}$ of the tree. This speed is slower than that of the same equation on the real line $\mathbb{R}$, and we estimate this slow down in terms of $\vec{d}$ and $\vec{\ell}$. Our key idea is to project the Brownian motion on the tree onto a one-dimensional axis along the direction of the wave propagation. The projected process is a multi-skewed Brownian motion, introduced by Ramirez [Multi-skewed Brownian motion and diffusion in layered media, Proc. Am. Math. Soc., Vol. 139, No. 10, pp.3739-3752, 2011], with skewness and interface sets that encode the metric structure $(\vec{d}, \vec{\ell})$ of the tree. Combined with analytic arguments based on the Feynman-Kac formula, this idea connects our analysis of the wavefront propagation to the large deviations principle (LDP) of the multi-skewed Brownian motion with random skewness and random interface set. Our LDP analysis involves delicate estimates for an infinite product of $2\times 2$ random matrices parametrized by $\vec{d}$ and $\vec{\ell}$ and for hitting times of a random walk in random environment. By exhausting all possible shapes of the LDP rate function (action functional), the analytic arguments that bridge the LDP and the wave propagation overcome the random drift effect due to multi-skewness.

math.PR↗

arXiv2021

Three-dimensional shear driven turbulence with noise at the boundary

We consider the incompressible 3D Navier-Stokes equations subject to a shear induced by noisy movement of part of the boundary. The effect of the noise is quantified by upper bounds on the first two moments of the dissipation rate. The expected value estimate is consistent with the Kolmogorov dissipation law, recovering an upper bound as in [15] for the deterministic case. The movement of the boundary is given by an Ornstein-Uhlenbeck process; a potential for over-dissipation is noted if the Ornstein-Uhlenbeck process were replaced by the Wiener process.

math.AP↗