کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
755839 896067 2014 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Numerical simulations and modeling for stochastic biological systems with jumps
ترجمه فارسی عنوان
شبیه سازی عددی و مدل سازی سیستم های بیولوژیکی تصادفی با جهش
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی مهندسی مکانیک
چکیده انگلیسی


• We provide a new approach of simulating systems with jumps.
• We give the biological explanation for stochastic integration with jumps.
• How to choose integrand and stationary Poisson point process are showed.
• Infinitesimal method is used to simulate biological systems with jumps.

This paper gives a numerical method to simulate sample paths for stochastic differential equations (SDEs) driven by Poisson random measures. It provides us a new approach to simulate systems with jumps from a different angle. The driving Poisson random measures are assumed to be generated by stationary Poisson point processes instead of Lévy processes. Methods provided in this paper can be used to simulate SDEs with Lévy noise approximately. The simulation is divided into two parts: the part of jumping integration is based on definition without approximation while the continuous part is based on some classical approaches. Biological explanations for stochastic integrations with jumps are motivated by several numerical simulations. How to model biological systems with jumps is showed in this paper. Moreover, method of choosing integrands and stationary Poisson point processes in jumping integrations for biological models are obtained. In addition, results are illustrated through some examples and numerical simulations. For some examples, earthquake is chose as a jumping source which causes jumps on the size of biological population.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Communications in Nonlinear Science and Numerical Simulation - Volume 19, Issue 5, May 2014, Pages 1557–1568
نویسندگان
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