A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are hence intrinsic to the system and can induce qualitative changes to the dynamics predicted from the deterministic map. From the Chapman-Kolmogorov equation for the discrete-time Markov process, we derive the analogues of the Fokker-Planck equation and the Langevin equation, which are routinely employed for continuous time processes. In particular, a stochastic difference equation is derived which accurately reproduces the results found from the Markov chain model. Stochastic corrections to the deterministic map can be quantified by linearizing the fluctuations around the attractor of the map. The proposed scheme is tested on stochastic models which have the logistic and Ricker maps as their deterministic limits.

The Theory of Individual Based Discrete-Time Processes / Challenger, Joseph D; Fanelli, Duccio; Mckane, Alan J.. - In: JOURNAL OF STATISTICAL PHYSICS. - ISSN 0022-4715. - STAMPA. - 156:(2014), pp. 131-155. [10.1007/s10955-014-0990-2]

The Theory of Individual Based Discrete-Time Processes

CHALLENGER, JOSEPH;FANELLI, DUCCIO;
2014

Abstract

A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are hence intrinsic to the system and can induce qualitative changes to the dynamics predicted from the deterministic map. From the Chapman-Kolmogorov equation for the discrete-time Markov process, we derive the analogues of the Fokker-Planck equation and the Langevin equation, which are routinely employed for continuous time processes. In particular, a stochastic difference equation is derived which accurately reproduces the results found from the Markov chain model. Stochastic corrections to the deterministic map can be quantified by linearizing the fluctuations around the attractor of the map. The proposed scheme is tested on stochastic models which have the logistic and Ricker maps as their deterministic limits.
2014
156
131
155
Challenger, Joseph D; Fanelli, Duccio; Mckane, Alan J.
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Utilizza questo identificatore per citare o creare un link a questa risorsa: https://hdl.handle.net/2158/1011237
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