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The goal of this work is to propose a finite population counterpart to Eigen's model, which incorporates stochastic effects. The author considers a Moran model describing the evolution of a population of size of chromosomes of length over an alphabet of cardinality . The mutation probability per locus is . He deals only with the sharp peak landscape: the replication rate is for the master sequence and for the other sequences. He studies the equilibrium distribution of the process in the regime where
Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method diverge for these SDEs in finite time. This article develops a general theory based on rare events for studying integrability properties such as moment bounds for discrete-time stochastic processes. Using this approach, the authors establish moment bounds for fully and partially drift-implicit Euler methods and for a class of new explicit approximation methods which require only a few more arithmetical operations than the Euler-Maruyama method. These moment bounds are then used to prove strong convergence of the proposed schemes. Finally, the authors illustrate their results for several SDEs from finance, physics, biology and chemistry.
The authors define the :th moment of a Banach space valued random variable as the expectation of its :th tensor power; thus the moment (if it exists) is an element of a tensor power of the original Banach space. The authors study both the projective and injective tensor products, and their relation. Moreover, in order to be general and flexible, we study three different types of expectations: Bochner integrals, Pettis integrals and Dunford integrals.
Click here to view the abstract. IntroductionProof of Theorem 1.1 in the caseProof of Theorem 1.1 in the caseAppendixBibliography
Degenerate parabolic operators have received increasing attention in recent years because they are associated with both important theoretical analysis, such as stochastic diffusion processes, and interesting applications to engineering, physics, biology, and economics. This manuscript has been conceived to introduce the reader to global Carleman estimates for a class of parabolic operators which may degenerate at the boundary of the space domain, in the normal direction to the boundary. Such a kind of degeneracy is relevant to study the invariance of a domain with respect to a given stochastic diffusion flow, and appears naturally in climatology models.
Let be a simple classical algebraic group over an algebraically closed field of characteristic with natural module . Let be a closed subgroup of and let be a non-trivial irreducible tensor-indecomposable -restricted rational -module such that the restriction of to is irreducible. In this paper the authors classify the triples of this form, where is a disconnected maximal positive-dimensional closed subgroup of preserving a natural geometric structure on .
The author proves nonlinear stability of line soliton solutions of the KP-II equation with respect to transverse perturbations that are exponentially localized as . He finds that the amplitude of the line soliton converges to that of the line soliton at initial time whereas jumps of the local phase shift of the crest propagate in a finite speed toward . The local amplitude and the phase shift of the crest of the line solitons are described by a system of 1D wave equations with diffraction terms.
In this monograph the authors extend the classical algebraic theory of quadratic forms over fields to diagonal quadratic forms with invertible entries over broad classes of commutative, unitary rings where is not a sum of squares and is invertible. They accomplish this by: (1) Extending the classical notion of matrix isometry of forms to a suitable notion of -isometry, where is a preorder of the given ring, , or . (2) Introducing in this context three axioms expressing simple properties of (value) representation of elements of the ring by quadratic forms, well-known to hold in the field case.
The authors prove the long time stability of KAM tori (thus quasi-periodic solutions) for nonlinear Schrödinger equation subject to Dirichlet boundary conditions , where is a real Fourier multiplier. More precisely, they show that, for a typical Fourier multiplier , any solution with the initial datum in the -neighborhood of a KAM torus still stays in the -neighborhood of the KAM torus for a polynomial long time such as for any given with , where is a constant depending on and as .