We explore the properties of discrete-time stochastic processes with a bounded state space, whose deterministic limit is given by a map of the unit interval. We find that, in the mesoscopic description of the system, the large jumps between successive iterates of the process can result in probability leaking out of the unit interval, despite the fact that the noise is multiplicative and vanishes at the boundaries. By including higher-order terms in the mesoscopic expansion, we are able to capture the non-Gaussian nature of the noise distribution near the boundaries, but this does not preclude the possibility of a trajectory leaving the interval.We propose a number of prescriptions for treating these escape events, and we compare the results with those obtained for the metastable behavior of the microscopic model, where escape events are not possible.We find that, rather than truncating the noise distribution, censoring this distribution to prevent escape events leads to results which are more consistent with the microscopic model. The addition of higher moments to the noise distribution does not increase the accuracy of the final results, and it can be replaced by the simpler Gaussian noise.

Suppressing escape events in maps of the unit interval with demographic noise / Parra-Rojas, César; Challenger, Joseph D.; Fanelli, Duccio; McKane, Alan J.. - In: PHYSICAL REVIEW. E. - ISSN 2470-0045. - STAMPA. - 94:(2016), pp. 052133 1-052133 13. [10.1103/PhysRevE.94.052133]

Suppressing escape events in maps of the unit interval with demographic noise

Challenger, Joseph D.;Fanelli, Duccio;
2016

Abstract

We explore the properties of discrete-time stochastic processes with a bounded state space, whose deterministic limit is given by a map of the unit interval. We find that, in the mesoscopic description of the system, the large jumps between successive iterates of the process can result in probability leaking out of the unit interval, despite the fact that the noise is multiplicative and vanishes at the boundaries. By including higher-order terms in the mesoscopic expansion, we are able to capture the non-Gaussian nature of the noise distribution near the boundaries, but this does not preclude the possibility of a trajectory leaving the interval.We propose a number of prescriptions for treating these escape events, and we compare the results with those obtained for the metastable behavior of the microscopic model, where escape events are not possible.We find that, rather than truncating the noise distribution, censoring this distribution to prevent escape events leads to results which are more consistent with the microscopic model. The addition of higher moments to the noise distribution does not increase the accuracy of the final results, and it can be replaced by the simpler Gaussian noise.
2016
94
052133 1
052133 13
Parra-Rojas, César; Challenger, Joseph D.; Fanelli, Duccio; McKane, Alan J.
File in questo prodotto:
File Dimensione Formato  
PhysRevE.94.052133.pdf

Accesso chiuso

Tipologia: Pdf editoriale (Version of record)
Licenza: Tutti i diritti riservati
Dimensione 955.23 kB
Formato Adobe PDF
955.23 kB Adobe PDF   Richiedi una copia

I documenti in FLORE sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificatore per citare o creare un link a questa risorsa: https://hdl.handle.net/2158/1113189
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 0
  • ???jsp.display-item.citation.isi??? 0
social impact