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Short time analysis of deterministic ODE solutions and the expected value of the corresponding birth-death process

dc.contributor.authorBuzby, Megan H., author
dc.contributor.authorEstep, Donald, advisor
dc.date.accessioned2024-03-13T18:50:55Z
dc.date.available2024-03-13T18:50:55Z
dc.date.issued2009
dc.description.abstractThere is a standard way to construct a discrete birth-death probability model for an evolution system, in which an ODE model of the system is used to define the probabilities governing the evolution of the stochastic model. Given the significant differences in the dynamical behavior of ODE solutions which are inherently smooth, and stochastic models which are subject to random variation, the question naturally arises about the connection between the two models. In particular, we investigate the validity of using a continuum model to define the evolution of a stochastic model.
dc.description.abstractWe show a consistent way to define the probabilities for the stochastic model if the ODE has the form y = f(y) = yg(y). The deterministic model can then be compared to the expected value of the discrete probability model. For an ODE of this form describing population dynamics, we can describe each individual of the population as a categorical random variable. In this formulation, the probability for a birth or death to occur in a population of size y over a time interval of length Δt is given by yg(y)Δt + o(Δt), depending on the sign of g (y).
dc.description.abstractWe derive local and global bounds for the difference between the expected value of the discrete probability model and the solution of the ODE. Locally, the two models behave similarly. Global bounds, however, imply the difference between these two models may be at most exponential in nature. Such a large bound must account for the possibility that the associated probability model may jump across a steady state of the ODE and exhibit divergent behavior while the ODE remains stable.
dc.description.abstractWe explore our results for a number of models. In particular, we provide examples that show that there can be fundamental differences in the dynamical behavior of the stochastic and ODE model solutions, even when they are close over any given step. Our results represent a different approach from another view, which derives some ODE that governs the expected value of the stochastic system. That ODE and the original ODE are not the same in general.
dc.format.mediumborn digital
dc.format.mediumdoctoral dissertations
dc.identifierETDF_Buzby_2009_3385149.pdf
dc.identifier.urihttps://hdl.handle.net/10217/237619
dc.languageEnglish
dc.language.isoeng
dc.publisherColorado State University. Libraries
dc.relation.ispartof2000-2019
dc.rightsCopyright and other restrictions may apply. User is responsible for compliance with all applicable laws. For information about copyright law, please see https://libguides.colostate.edu/copyright.
dc.rights.licensePer the terms of a contractual agreement, all use of this item is limited to the non-commercial use of Colorado State University and its authorized users.
dc.subjectbirth-death process
dc.subjectconditional expectation
dc.subjectdiscrete probability
dc.subjectlocal bound
dc.subjectecology
dc.subjectmathematics
dc.subjectstatistics
dc.titleShort time analysis of deterministic ODE solutions and the expected value of the corresponding birth-death process
dc.typeText
dcterms.rights.dplaThis Item is protected by copyright and/or related rights (https://rightsstatements.org/vocab/InC/1.0/). You are free to use this Item in any way that is permitted by the copyright and related rights legislation that applies to your use. For other uses you need to obtain permission from the rights-holder(s).
thesis.degree.disciplineMathematics
thesis.degree.grantorColorado State University
thesis.degree.levelDoctoral
thesis.degree.nameDoctor of Philosophy (Ph.D.)

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