Symmetric branching random walks in random media: comparing theoretical and numerical results

被引:0
作者
Kutsenko, Vladimir [1 ]
Yarovaya, Elena [1 ]
机构
[1] Lomonosov Moscow State Univ, Fac Mech & Math, Dept Probabil Theory, Moscow, Russia
基金
俄罗斯基础研究基金会;
关键词
Continuous-time branching random walks; intermittency; multidimensional lattices; random branching environments; simulation; the Feynman-Kac formula; PARABOLIC PROBLEMS; ANDERSON MODEL; INTERMITTENCY; ASYMPTOTICS;
D O I
10.1080/15326349.2022.2047073
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider a continuous-time branching random walk on a multidimensional lattice in a random branching medium. It is theoretically known that, in such branching random walks, large rare fluctuations of the medium may lead to anomalous properties of a particle field, e.g., such as intermittency. However, the time intervals on which this intermittency phenomenon can be observed are very difficult to estimate in practice. In this paper, branching media containing only a finite and non-finite number of branching sources are considered. The evolution of the mean number of particles with a random point perturbation and one initial ancestor particle at a lattice point is described by an appropriate Cauchy problem for the evolutionary operator. We review some previous results about the long-time behavior of the medium-averaged moments (m(n)(p)), p >= 1, n >= 1 for the particle population at every lattice point as well as the total one over the lattice and present an algorithm for the simulation of branching random walks under various assumptions about the medium, including the medium randomness. The effects arising in random non-homogeneous and homogeneous media are then compared and illustrated by simulations based on the potential with Weibull-type upper tail. A wide range of models under different assumptions on a branching medium, a configuration of branching sources, and a lattice dimension were considered during the comparison. The simulation results indicate that intermittency can be observed in random media even over finite time intervals.
引用
收藏
页码:60 / 79
页数:20
相关论文
共 17 条
[1]   Asymptotics of branching symmetric random walk on the lattice with a single source [J].
Albeverio, S ;
Bogachev, LV ;
Yarovaya, EB .
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1998, 326 (08) :975-980
[2]  
Albeverio S., 2000, MARKOV PROCESS RELAT, V6, P473
[3]   Structure of the Particle Population for a Branching Random Walk with a Critical Reproduction Law [J].
Balashova, Daria ;
Molchanov, Stanislav ;
Yarovaya, Elena .
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2021, 23 (01) :85-102
[4]  
Ermishkina, 2021, J MATH SCI-U TOKYO, V254, P469, DOI [10.1007/s10958-021-05319-0, DOI 10.1007/S10958-021-05319-0]
[5]   PARABOLIC PROBLEMS FOR THE ANDERSON MODEL .1. INTERMITTENCY AND RELATED TOPICS [J].
GARTNER, J ;
MOLCHANOV, SA .
COMMUNICATIONS IN MATHEMATICAL PHYSICS, 1990, 132 (03) :613-655
[6]   Parabolic problems for the Anderson model II. Second-order asymptotics and structure of high peaks [J].
Gartner, J ;
Molchanov, SA .
PROBABILITY THEORY AND RELATED FIELDS, 1998, 111 (01) :17-55
[7]  
Gihman I., 1975, Theory of Stochastic Processes II
[8]   STOCHASTIC MONOTONICITY AND CONTINUITY PROPERTIES OF THE EXTINCTION TIME OF BELLMAN-HARRIS BRANCHING PROCESSES: AN APPLICATION TO EPIDEMIC MODELLING [J].
Gonzalez, M. ;
Martinez, R. ;
Slavtchova-Bojkova, M. .
JOURNAL OF APPLIED PROBABILITY, 2010, 47 (01) :58-71
[9]   A LIMIT THEOREM FOR SUPERCRITICAL RANDOM BRANCHING WALKS WITH BRANCHING SOURCES OF VARYING INTENSITY [J].
Khristolyubov, I. I. ;
Yarovaya, E. B. .
THEORY OF PROBABILITY AND ITS APPLICATIONS, 2019, 64 (03) :365-384
[10]  
Makarova Y., 2021, SPRINGER P MATH STAT, V371, P255, DOI [10.1007/978-3-030-83266-7_19, DOI 10.1007/978-3-030-83266-7_19]