scholarly journals On the emergence of random initial conditions in fluid limits

2016 ◽  
Vol 53 (4) ◽  
pp. 1193-1205 ◽  
Author(s):  
A. D. Barbour ◽  
P. Chigansky ◽  
F. C. Klebaner

Abstract In the paper we present a phenomenon occurring in population processes that start near 0 and have large carrying capacity. By the classical result of Kurtz (1970), such processes, normalized by the carrying capacity, converge on finite intervals to the solutions of ordinary differential equations, also known as the fluid limit. When the initial population is small relative to the carrying capacity, this limit is trivial. Here we show that, viewed at suitably chosen times increasing to ∞, the process converges to the fluid limit, governed by the same dynamics, but with a random initial condition. This random initial condition is related to the martingale limit of an associated linear birth-and-death process.

1974 ◽  
Vol 96 (4) ◽  
pp. 474-477 ◽  
Author(s):  
G. Ahmadi

The problem of heat conduction in solids with random initial condition is studied. A general theory is first discussed and several examples are considered. It is observed that the homogeneity of the random initial condition is sufficient for the homogeneity of the temperature field in an unbounded domain. But in bounded domains the random temperature field becomes nonhomogeneous even though the initial condition is homogeneous.


1985 ◽  
Vol 17 (01) ◽  
pp. 42-52 ◽  
Author(s):  
P. J. Brockwell

The distribution of the extinction time for a linear birth and death process subject to catastrophes is determined. The catastrophes occur at a rate proportional to the population size and their magnitudes are random variables having an arbitrary distribution with generating function d(·). The asymptotic behaviour (for large initial population size) of the expected time to extinction is found under the assumption that d(.) has radius of convergence greater than 1. Corresponding results are derived for a related class of diffusion processes interrupted by catastrophes with sizes having an arbitrary distribution function.


Author(s):  
Christian Kuehn

Propagation of uncertainty in dynamical systems is a significant challenge. Here we focus on random multiscale ordinary differential equation models. In particular, we study Hopf bifurcation in the fast subsystem for random initial conditions. We show that a random initial condition distribution can be transformed during the passage near a delayed/dynamic Hopf bifurcation: (i) to certain classes of symmetric copies, (ii) to an almost deterministic output, (iii) to a mixture distribution with differing moments and (iv) to a very restricted class of general distributions. We prove under which conditions the cases (i)–(iv) occur in certain classes vector fields.


2012 ◽  
Vol 11 (3) ◽  
pp. 893-924 ◽  
Author(s):  
Arne Morten Kvarving ◽  
Tormod Bjøntegaard ◽  
Einar M. Rønquist

AbstractIn this paper we study Bénard-Marangoni convection in confined containers where a thin fluid layer is heated from below. We consider containers with circular, square and hexagonal cross-sections. For Marangoni numbers close to the critical Marangoni number, the flow patterns are dominated by the appearance of the well-known hexagonal convection cells. The main purpose of this computational study is to explore the possible patterns the system may end up in for a given set of parameters. In a series of numerical experiments, the coupled fluid-thermal system is started with a zero initial condition for the velocity and a random initial condition for the temperature. For a given set of parameters we demonstrate that the system can end up in more than one state. For example, the final state of the system may be dominated by a steady convection pattern with a fixed number of cells, however, the same system may occasionally end up in a steady pattern involving a slightly different number of cells, or it may end up in a state where most of the cells are stationary, while one or more cells end up in an oscillatory state. For larger aspect ratio containers, we are also able to reproduce dislocations in the convection pattern, which have also been observed experimentally. It has been conjectured that such imperfections (e.g., a localized star-like pattern) are due to small irregularities in the experimental setup (e.g., the geometry of the container). However, we show, through controlled numerical experiments, that such phenomena may appear under otherwise ideal conditions. By repeating the numerical experiments for the same non-dimensional numbers, using a different random initial condition for the temperature in each case, we are able to get an indication of how rare such events are. Next, we study the effect of symmetrizing the initial conditions. Finally, we study the effect of selected geometry deformations on the resulting convection patterns.


2021 ◽  
Vol 58 (3) ◽  
pp. 637-676
Author(s):  
Eric Foxall

AbstractThe logistic birth and death process is perhaps the simplest stochastic population model that has both density-dependent reproduction and a phase transition, and a lot can be learned about the process by studying its extinction time, $\tau_n$ , as a function of system size n. A number of existing results describe the scaling of $\tau_n$ as $n\to\infty$ for various choices of reproductive rate $r_n$ and initial population $X_n(0)$ as a function of n. We collect and complete this picture, obtaining a complete classification of all sequences $(r_n)$ and $(X_n(0))$ for which there exist rescaling parameters $(s_n)$ and $(t_n)$ such that $(\tau_n-t_n)/s_n$ converges in distribution as $n\to\infty$ , and identifying the limits in each case.


2020 ◽  
Vol 500 (1) ◽  
pp. 663-683
Author(s):  
Michaël Michaux ◽  
Oliver Hahn ◽  
Cornelius Rampf ◽  
Raul E Angulo

ABSTRACT Inaccuracies in the initial conditions for cosmological N-body simulations could easily be the largest source of systematic error in predicting the non-linear large-scale structure. From the theory side, initial conditions are usually provided by using low-order truncations of the displacement field from Lagrangian perturbation theory, with the first- and second-order approximations being the most common ones. Here, we investigate the improvement brought by using initial conditions based on third-order Lagrangian perturbation theory (3LPT). We show that with 3LPT, truncation errors are vastly suppressed, thereby opening the portal to initializing simulations accurately as late as z = 12 (for the resolution we consider). We analyse the competing effects of perturbative truncation and particle discreteness on various summary statistics. Discreteness errors are essentially decaying modes and thus get strongly amplified for earlier initialization times. We show that late starting times with 3LPT provide the most accurate configuration, which we find to coincide with the continuum fluid limit within 1 per cent for the power- and bispectrum at z = 0 up to the particle Nyquist wavenumber of our simulations (k ∼ 3h Mpc−1). In conclusion, to suppress non-fluid artefacts, we recommend initializing simulations as late as possible with 3LPT. We make our 3LPT initial condition generator publicly available.


2018 ◽  
Vol 50 (A) ◽  
pp. 67-81 ◽  
Author(s):  
J. Baker ◽  
P. Chigansky ◽  
K. Hamza ◽  
F. C. Klebaner

AbstractThe effect of small noise in a smooth dynamical system is negligible on any finite time interval; in this paper we study situations where the effect persists on intervals increasing to ∞. Such an asymptotic regime occurs when the system starts from an initial condition that is sufficiently close to an unstable fixed point. In this case, under appropriate scaling, the trajectory converges to a solution of the unperturbed system started from a certainrandominitial condition. In this paper we consider the case of one-dimensional diffusions on the positive half-line; this case often arises as a scaling limit in population dynamics.


1985 ◽  
Vol 17 (1) ◽  
pp. 42-52 ◽  
Author(s):  
P. J. Brockwell

The distribution of the extinction time for a linear birth and death process subject to catastrophes is determined. The catastrophes occur at a rate proportional to the population size and their magnitudes are random variables having an arbitrary distribution with generating function d(·). The asymptotic behaviour (for large initial population size) of the expected time to extinction is found under the assumption that d(.) has radius of convergence greater than 1. Corresponding results are derived for a related class of diffusion processes interrupted by catastrophes with sizes having an arbitrary distribution function.


1968 ◽  
Vol 8 (4) ◽  
pp. 716-722 ◽  
Author(s):  
Phillip Good

The development of a population over time can often be simulated by the behavior of a birth and death process, whose transition probability matrix P(t) = (Pij(t), where X(t) denotes the number of individuals at time t, satisfies the differential equations and the initial condition


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