Degenerate Diffusions on Manifolds with Corners

带角流形上的简并扩散

• 批准号: 1507396
• 负责人: Charles Epstein
• 金额: $ 18.55万
• 依托单位: University of Pennsylvania
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2015
• 资助国家: 美国
• 起止时间: 2015-07-15 至 2018-06-30
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=1507396&HistoricalAwards=false
• 关键词: Degenerate; Diffusions; Manifolds; Corners

Models for many problems in Biology and Economics involve the evolution of a collection of variables that are constrained to lie in a domain of Euclidean space bounded by a collection of hypersurfaces. For example the value of a security, or its variance might be constrained to be non-negative, whereas the frequency of a gene must lie between 0 and 1. The actual path that the value of a particular security, or the prevalence of an allele in a single population follow is very complicated and, indeed, fundamentally unpredictable. Collectively these paths constitute what is called a stochastic process. While the time course of a single path is unpredictable, the statistical properties of the whole family of possible paths can often be shown to satisfy partial differential equations, which allow for their detailed analysis. The main goal of Dr. Epstein's research is to understand the solutions of the types of equations that arise in these contexts. This is challenging because the equations display degeneracies connected to the fact that the paths are constrained to lie in certain regions of space, like triangles and tetrahedra, which themselves have non-smooth boundaries. Dr. Epstein is trying to develop a detailed enough understanding of these equations to develop incisive numerical tools for use by biologists and population geneticists.A principal focus of Dr. Epstein's research is to understand the detailed analytic properties of the solutions to Kimura diffusion equations, which arise as limiting cases of Wright-Fisher Markov models. Working jointly with collaborators for the past seven years, he has established analytic foundations for this natural class of equations, on a natural class of domains. In their recent work it became clear that the class of operators needed to be expanded to include equations with somewhat singular coefficients, which are needed for the analysis of problems that arise in more realistic applications to Probability, Mathematical Finance and Population Biology. Much of the work proposed herein deals with developing analytic tools to address these sorts of real world problems. This will include the analysis of such quantities as the heat kernel, stationary measures, probabilities of fixation, and times to fixation. Beyond the abstract analytic work, Dr. Epstein will also develop numerical algorithms to accurately solve Kimura diffusion equations and the associated elliptic problems that arise in the study of statistical property of such processes in cases of genuine applied interest. Dr. Epstein will also pursue the analytic aspects of stable, accurate numerical methods for solving time-dependent problems in electromagnetics. This involves finding novel representations of solutions to the wave equation and full Maxwell equations, which in turn lead to numerical methods with better accuracy and stability properties than pre-existing approaches.

生物学和经济学中许多问题的模型都涉及到一组变量的演化，这些变量被限制在由一组超曲面限定的欧几里得空间域中。例如，证券的价值或其方差可能被限制为非负，而基因的频率必须介于0和1之间。特定证券的价值或等位基因在单个群体中的流行率所遵循的实际路径非常复杂，实际上，从根本上是不可预测的。这些路径共同构成了所谓的随机过程。虽然单个路径的时间过程是不可预测的，但整个可能路径族的统计特性通常可以被证明满足偏微分方程，从而可以对其进行详细的分析。爱泼斯坦博士的研究的主要目标是了解在这些情况下出现的方程类型的解决方案。 这是具有挑战性的，因为方程显示退化，这与路径被限制在空间的某些区域（如三角形和四面体）中的事实有关，这些区域本身具有非光滑边界。 爱泼斯坦博士正试图发展一个足够详细的了解这些方程，以发展精辟的数值工具，供生物学家和人口遗传学家使用。爱泼斯坦博士的研究的主要重点是了解详细的分析性质的解决方案，木村扩散方程，这是出现的限制情况下，赖特-费舍尔马尔可夫模型。 在过去的七年里，他与合作者一起工作，为这类自然方程建立了分析基础，这类自然域。在他们最近的工作中，很明显，这类算子需要扩展到包括具有奇异系数的方程，这是分析概率、数学金融和人口生物学等更现实应用中出现的问题所需要的。本文提出的大部分工作都涉及开发分析工具来解决这些真实的世界问题。这将包括对诸如热核、固定测量、固定概率和固定时间等量的分析。除了抽象的分析工作，爱泼斯坦博士还将开发数值算法，以准确地解决木村扩散方程和相关的椭圆问题，这些问题是在真正应用感兴趣的情况下研究此类过程的统计特性时出现的。爱泼斯坦博士还将追求稳定，准确的数值方法解决电磁学中的时间相关问题的分析方面。这涉及到找到新的表示的波动方程和完整的麦克斯韦方程组的解决方案，这反过来又导致更好的精度和稳定性的数值方法比现有的方法。