Convergence to equilibrium of critical branching particle systems and superprocesses,and related nonlinear partial differential equations

We consider a class of multitype particle systems in ^d undergoing spatial diffusion and critical stable multitype branching, and their limits known as critical stable multitype Dawson-Watanabe processes, or superprocesses. We show that for large classes of initial states, the particle process and the superprocess converge in distribution towards known equilibrium states as time tends to infinity. As an application we obtain the asymptotic behavior of a system of nonlinear partial differential equations whose solution is related to the distribution of both the particle process and the superprocess.Research partially supported by CONACyT (Mexico), CNRS (France) and BMfWuF (Austria).     

A class of path-valued Markov processes and its applications to superprocesses

Summary Let ( _s ) be a continuous Markov process satisfying certain regularity assumptions. We introduce a path-valued strong Markov process associated with ( _s ), which is closely related to the so-called superprocess with spatial motion ( _s ). In particular, a subsetH of the state space of ( _s ) intersects the range of the superprocess if and only if the set of paths that hitH is not polar for the path-valued process. The latter property can be investigated using the tools of the potential theory of symmetric Markov processes: A set is not polar if and only if it supports a measure of finite energy. The same approach can be applied to study sets that are polar for the graph of the superprocess. In the special case when ( _s ) is a diffusion process, we recover certain results recently obtained by Dynkin.     

A superprocess involving both branching and coalescing

We consider a superprocess with coalescing Brownian spatial motion. We first point out a dual relationship between two systems of coalescing Brownian motions. In consequence we can express the Laplace functionals for the superprocess in terms of coalescing Brownian motions, which allows us to obtain some explicit results. We also point out several connections between such a superprocess and the Arratia flow. A more general model is discussed at the end of this paper.     

Large scale localization of a spatial version of Neveu’s branching process

Recently a spatial version of Neveu’s (1992) continuous-state branching process was constructed by Fleischmann and Sturm (2004). This superprocess with infinite mean branching behaves quite differently from usual supercritical spatial branching processes. In fact, at macroscopic scales, the mass renormalized to a (random) probability measure is concentrated in a single space point which randomly fluctuates according to the underlying symmetric stable motion process.     

Branching measure-valued processes

Summary The objective of this paper is to investigate the structure of a general subcritical branching measure-valued processX subject to the usual regularity conditions. We prove that, if the second moments of the total massX _t (E) are finite, thenX is a superprocess and we give an explicit expression of the branching characteristicsQ andl in terms of the continuous martingale component of the total massX _t (E) and the Lévy measure (jumps compensator) ofX.Partially supported by National Science Foundation Grant DMS-9146347 and by The US Army Research Office through the Mathematical Sciences Institute at Cornell University     

A super-Brownian motion with a locally infinite catalytic mass

Summary. A super-Brownian motion in with “hyperbolic” branching rate , is constructed, which symbolically could be described by the formal stochastic equation (with a space-time white noise ). Starting at this superprocess will never hit the catalytic center: There is an increasing sequence of Brownian stopping times strictly smaller than the hitting time of such that with probability one Dynkin's stopped measures vanish except for finitely many Received: 27 November 1995 / In revised form: 24 July 1996     

Local time and Tanaka formula for a multitype Dawson–Watanabe superprocess

In [3] Dynkin defined the local time of a continuous superprocess as a stochastic integral and gave a criterion for existence of local time. Here we prove that the conditions in Dynkin's existence criterion are satisfied by the multitype Dawson–Watanabe superprocess, and give a Tanaka formula‐like representation of the local time which is used to show that the occupation measure of the multitype superprocess is absolutely continuous with respect to an appropriate reference measure, and that the corresponding density coincides a.s. with the local time. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

UNIQUENESS PROBLEM FOR SPDES FROM POPULATION MODELS

This is a survey on the strong uniqueness of the solutions to stochastic partial differential equations(SPDEs) related to two measure-valued processes: superprocess and Fleming-Viot process which are given as rescaling limits of population biology models. We summarize recent results for Konno-Shiga-Reimers' and Mytnik's SPDEs, and their related distribution-function-valued SPDEs.     

Superprocesses with Coalescing Brownian Spatial Motion as Large-Scale Limits

A Superprocess with coalescing spatial motion is constructed in terms of one-dimensional excursions. Based on this construction, it is proved that the superprocess is purely atomic and arises as scaling limit of a special form of the superprocess with dependent spatial motion studied in Dawson et al. (Refs. 5, 19–20).     

On regularity of superprocesses

Summary Three theorems on regularity of measure-valued processesX with branching property are established which improve earlier results of Fitzsimmons [F1] and the author [D5]. The main difference is that we treatX as a family of random measures associated with finely open setsQ in time-space. Heuristically,X describes an evolution of a cloud of infinitesimal particles. To everyQ there corresponds a random measureX which arises if each particle is observed at its first exit time fromQ. (The stateX _t at a fixed timet is a particular case.) We consider a monotone increasing familyQ _t of finely open sets and we establish regularity properties of as a function oft. The results are used in [D6], [D7] and [D10] for investigating the relations between superprocesses and non-linear partial differential equations. Basic definitions on Markov processes and superprocesses are introduced in Sect. 1. The next three sections are devoted to proving the regularity theorems. They are applied in Sect. 5 to study parts of superprocess. The relation to the previous work is discussed in more detail in the concluding section. It may be helpful to look briefly through this section before reading Sects. 2–5.Partially supported by the National Science Foundation Grant DMS-8802667 and by The US Army Research Office through the Mathematical Sciences Institute at Cornell University     

Law of large numbers for super-Brownian motions with a single point source

We investigate the super-Brownian motion with a single point source in dimensions 2$2$ and 3$3$ as constructed by Fleischmann and Mueller in 2004. Using analytic facts we derive the long time behavior of the mean in dimensions 2$2$ and 3$3$ thereby complementing previous work of Fleischmann, Mueller and Vogt. Using spectral theory and martingale arguments we prove a version of the strong law of large numbers for the two dimensional superprocess with a single point source and finite variance.     

Limit Processes for Age-Dependent Branching Particle Systems

We consider systems of spatially distributed branching particles in R ^d . The particle lifelengths are of general form, hence the time propagation of the system is typically not Markov. A natural time-space-mass scaling is applied to a sequence of particle systems and we derive limit results for the corresponding sequence of measure-valued processes. The limit is identified as the projection on R ^d of a superprocess in R ₊×R ^d . The additive functional characterizing the superprocess is the scaling limit of certain point processes, which count generations along a line of descent for the branching particles.     

CONDITIONED SUPERPROCESSES

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Evolution in predator–prey systems

We study the adaptive dynamics of predator–prey systems modeled by a dynamical system in which the traits of predators and prey are allowed to evolve by small mutations. When only the prey are allowed to evolve, and the size of the mutational change tends to 0, the system does not exhibit long term prey coexistence and the trait of the resident prey type converges to the solution of an ODE. When only the predators are allowed to evolve, coexistence of predators occurs. In this case, depending on the parameters being varied, we see that (i) the number of coexisting predators remains tight and the differences in traits from a reference species converge in distribution to a limit, or (ii) the number of coexisting predators tends to infinity, and we calculate the asymptotic rate at which the traits of the least and most “fit” predators in the population increase. This last result is obtained by comparison with a branching random walk killed to the left of a linear boundary and a finite branching–selection particle system.     

Conditional Log-Laplace Functionals of Immigration Superprocesses with Dependent Spatial Motion

A non-critical branching immigration superprocess with dependent spatial motion is constructed and characterized as the solution of a stochastic equation driven by a time-space white noise and an orthogonal martingale measure. A representation of its conditional log-Laplace functionals is established, which gives the uniqueness of the solution and hence its Markov property. Some properties of the superprocess including an ergodic theorem are also obtained.Mathematics Subject Classifications (2000) 60J80, 60G57, 60J35.Zenghu Li: Supported by the NSFC (No. 10121101 and No. 10131040).Hao Wang: Supported by the research grant of UO.Jie Xiong: Research supported partially by NSA and by Alexander von Humboldt Foundation.     

A microscopic interpretation for adaptive dynamics trait substitution sequence models

We consider an interacting particle Markov process for Darwinian evolution in an asexual population with non-constant population size, involving a linear birth rate, a density-dependent logistic death rate, and a probability μ$\mu$ of mutation at each birth event. We introduce a renormalization parameter K$K$ scaling the size of the population, which leads, when K→+∞$K\to +\infty$, to a deterministic dynamics for the density of individuals holding a given trait. By combining in a non-standard way the limits of large population (K→+∞$K\to +\infty$) and of small mutations (μ→0$\mu \to 0$), we prove that a timescale separation between the birth and death events and the mutation events occurs and that the interacting particle microscopic process converges for finite dimensional distributions to the biological model of evolution known as the “monomorphic trait substitution sequence” model of adaptive dynamics, which describes the Darwinian evolution in an asexual population as a Markov jump process in the trait space.     

Exponential Moments of Solutions for Nonlinear Equations with Catalytic Noise and Large Deviation

Nonlinear equation with catalytic noise is considered. We discuss the existence of catalytic superprocess associated with the equation and derive the exponential moment formula. Moreover, we prove the large deviation principle for catalytic superprocesses.     

A note on superprocesses

Summary Subject to a mild restriction onA, generator of the one-particle motion, we show theA-Fleming-Viot superprocess can be obtained from theA-Dawson-Watanabe superprocess by conditioning the latter to have constant total mass.Research conducted while a Sir Christopher Cox Junior Research FellowResearch supported in part by the National Science Foundation grant NSF-DMS-89-3474     

Construction of immigration superprocesses with dependent spatial motion from one-dimensional excursions

A superprocess with dependent spatial motion and interactive immigration is constructed as the pathwise unique solution of a stochastic integral equation carried by a stochastic flow and driven by Poisson processes of one-dimensional excursions. Supported by an NSERC Research Grant and a Max Planck Award.Supported by the NSFC (No. 10121101 and No. 10131040).Mathematics Subject Classification (2000): Primary 60J80; Secondary 60G57 60H20