Dynamic transitions for the S-K-T competition system

<p style='text-indent:20px;'>This paper is concerned with dynamical transition for biological competition system modeled by the S-K-T equations. We study the dynamical behaviour of the S-K-T equations with two different boundary conditions. For the system under non-homogeneous Dirichlet boundary condition, we show that the system undergoes a mixed dynamic transition from the homogeneous state to steady state solutions when the bifurcation parameter cross the critical surface. For the system with Neumann boundary condition, we prove that the system undergoes a mixed dynamic transition, a jump transition and a continuous transition when the bifurcation parameter cross the critical number. Finally, two examples are provided to validate the effectiveness of the theoretical results.</p>

Path-wise versus kinetic modeling for equilibrating non-Langevin jump-type processes

We discuss two independent methods of solution of a master equation whose biased jump transition rates account for long jumps of Lévy-stable type and admit a Boltzmannian (thermal) equilibrium to arise in the large time asymptotics of a probability density function ρ(x, t). Our main goal is to demonstrate a compatibility of a direct solution method (an explicit, albeit numerically assisted, integration of the master equation) with an indirect pathwise procedure, recently proposed in [Physica A 392, 3485, (2013)] as a valid tool for a dynamical analysis of non-Langevin jump-type processes. The path-wise method heavily relies on an accumulation of large sample path data, that are generated by means of a properly tailored Gillespie’s algorithm. Their statistical analysis in turn allows to infer the dynamics of ρ(x, t). However, no consistency check has been completed so far to demonstrate that both methods are fully compatible and indeed provide a solution of the same dynamical problem. Presently we remove this gap, with a focus on potential deficiencies (various cutoffs, including those upon the jump size) of approximations involved in simulation routines and solutions protocols.

Observer-Based H∞ Control on Nonhomogeneous Discrete-Time Markov Jump Systems

This paper concerns the problem of observer-based H∞ controller design for a class of discrete-time Markov jump systems with nonhomogeneous jump parameters. A nonhomogeneous jump transition probability matrix is described by a polytope set, in which values of vertices are given. By Lyapunov function approach, under the designed observer-based controller, a sufficient condition is presented to ensure the resulting closed-loop system is stochastically stable and a prescribed H∞ performance is achieved. Finally, a simulation example is given to show the effectiveness of the developed techniques.