TY - JOUR
T1 - On real-valued SDE and nonnegative-valued SDE population models with demographic variability
AU - Allen, E. J.
AU - Allen, L. J.S.
AU - Smith, H. L.
N1 - Publisher Copyright:
© 2020, Springer-Verlag GmbH Germany, part of Springer Nature.
Copyright:
Copyright 2020 Elsevier B.V., All rights reserved.
PY - 2020/8/1
Y1 - 2020/8/1
N2 - Population dynamics with demographic variability is frequently studied using discrete random variables with continuous-time Markov chain (CTMC) models. An approximation of a CTMC model using continuous random variables can be derived in a straightforward manner by applying standard methods based on the reaction rates in the CTMC model. This leads to a system of Itô stochastic differential equations (SDEs) which generally have the form dy=μdt+GdW, where y is the population vector of random variables, μ is the drift vector, and G is the diffusion matrix. In some problems, the derived SDE model may not have real-valued or nonnegative solutions for all time. For such problems, the SDE model may be declared infeasible. In this investigation, new systems of SDEs are derived with real-valued solutions and with nonnegative solutions. To derive real-valued SDE models, reaction rates are assumed to be nonnegative for all time with negative reaction rates assigned probability zero. This biologically realistic assumption leads to the derivation of real-valued SDE population models. However, small but negative values may still arise for a real-valued SDE model. This is due to the magnitudes of certain problem-dependent diffusion coefficients when population sizes are near zero. A slight modification of the diffusion coefficients when population sizes are near zero ensures that a real-valued SDE model has a nonnegative solution, yet maintains the integrity of the SDE model when sizes are not near zero. Several population dynamic problems are examined to illustrate the methodology.
AB - Population dynamics with demographic variability is frequently studied using discrete random variables with continuous-time Markov chain (CTMC) models. An approximation of a CTMC model using continuous random variables can be derived in a straightforward manner by applying standard methods based on the reaction rates in the CTMC model. This leads to a system of Itô stochastic differential equations (SDEs) which generally have the form dy=μdt+GdW, where y is the population vector of random variables, μ is the drift vector, and G is the diffusion matrix. In some problems, the derived SDE model may not have real-valued or nonnegative solutions for all time. For such problems, the SDE model may be declared infeasible. In this investigation, new systems of SDEs are derived with real-valued solutions and with nonnegative solutions. To derive real-valued SDE models, reaction rates are assumed to be nonnegative for all time with negative reaction rates assigned probability zero. This biologically realistic assumption leads to the derivation of real-valued SDE population models. However, small but negative values may still arise for a real-valued SDE model. This is due to the magnitudes of certain problem-dependent diffusion coefficients when population sizes are near zero. A slight modification of the diffusion coefficients when population sizes are near zero ensures that a real-valued SDE model has a nonnegative solution, yet maintains the integrity of the SDE model when sizes are not near zero. Several population dynamic problems are examined to illustrate the methodology.
KW - Demographic variability
KW - Population dynamics
KW - Stochastic differential equation
UR - http://www.scopus.com/inward/record.url?scp=85087986123&partnerID=8YFLogxK
U2 - 10.1007/s00285-020-01516-8
DO - 10.1007/s00285-020-01516-8
M3 - Article
C2 - 32676719
AN - SCOPUS:85087986123
VL - 81
SP - 487
EP - 515
JO - Journal of Mathematical Biology
JF - Journal of Mathematical Biology
SN - 0303-6812
IS - 2
ER -