Search results for "Stochastic differential equations"
showing 10 items of 24 documents
Stochastic models for phytoplankton dynamics in Mediterranean Sea
2016
Abstract In this paper, we review some results obtained from three one-dimensional stochastic models, which were used to analyze picophytoplankton dynamics in two sites of the Mediterranean Sea. Firstly, we present a stochastic advection–reaction–diffusion model to describe the vertical spatial distribution of picoeukaryotes in a site of the Sicily Channel. The second model, which is an extended version of the first one, is used to obtain the vertical stationary profiles of two groups of picophytoplankton, i.e. Pelagophytes and Prochlorococcus, in the same marine site as in the previous case. Here, we include intraspecific competition of picophytoplanktonic groups for limiting factors, i.e.…
Quadratic backward stochastic differential equations
2017
Tässä tutkielmassa analysoimme takaperoisia stokastisia differentiaaliyhtälöitä. Aloitamme esittelemällä stokastiset prosessit, Brownin liikkeen, stokastiset integraalit ja Itôn kaavan. Tämän jälkeen siirrymme tarkastelemaan stokastisia differentiaaliyhtälöitä ja lopulta takaperoisia stokastisia differentiaaliyhtälöitä. Tämän tutkielman pääaiheena on takaperoiset stokastiset differentiaaliyhtälöt kvadraattisilla oletuksilla. Näillä oletuksilla todistamme olemassaoloteoreeman ja tietyt säännöllisyysehdot takaperoisen stokastisen differentiaaliyhtälön ratkaisulle. In this thesis, we analyze backward stochastic differential equations. We begin by introducing stochastic processes, Brownian moti…
How diffusivity, thermocline and incident light intensity modulate the dynamics of Deep Chlorophyll Maximum in Tyrrhenian Sea
2015
During the last few years theoretical works have shed new light and proposed new hypotheses on the mechanisms which regulate the spatio-temporal behaviour of phytoplankton communities in marine pelagic ecosystems. Despite this, relevant physical and biological issues, such as effects of the time- dependent mixing in the upper layer, competition between groups, and dynamics of non-stationary deep chlorophyll maxima, are still open questions. In this work, we analyze the spatio-temporal behaviour of five phytoplankton populations in a real marine ecosystem by using a one-dimensional reaction-diffusion-taxis model. The study is performed, taking into account the seasonal variations of environm…
Dynamics of Two Picophytoplankton Groups in Mediterranean Sea: Analysis of the Deep Chlorophyll Maximum by a Stochastic Advection-Reaction-Diffusion …
2013
A stochastic advection-reaction-diffusion model with terms of multiplicative white Gaussian noise, valid for weakly mixed waters, is studied to obtain the vertical stationary spatial distributions of two groups of picophytoplankton, i.e., picoeukaryotes and Prochlorococcus, which account about for 60% of total chlorophyll on average in Mediterranean Sea. By numerically solving the equations of the model, we analyze the one-dimensional spatio-temporal dynamics of the total picophytoplankton biomass and nutrient concentration along the water column at different depths. In particular, we integrate the equations over a time interval long enough, obtaining the steady spatial distributions for th…
Spatio-temporal behaviour of five picophytoplankton populations in Tyrrhe- nian Sea: Model and data
2014
Recent works presented detailed analyses of spatio-temporal dynamics in marine ecosystems, reproducing real vertical distributions of phytoplankton biomass. These study however do not take into account the changes in environmental variables. On the contrary, seasonal variations can influence considerably the primary production, i.e. phytoplankton biomass, in marine ecosystems, determining significative consequences in the whole food chain, in particular fish species, whose growth is mainly explained by seasonal changes in the chlorophyll concentration, a marker of phytoplankton species. Here we present a one-dimensional reaction-diffusion-taxis model to describe the spatio-temporal dynamics…
Reaction-diffusion-taxis model for spatio-temporal dynamics of five picophytoplankton populations
2014
Recently new models were devised to study spatio-temporal dynamics of phytoplankton populations in view of obtaining more precise predictions of the vertical biomass distributions in marine ecosystems. These studies can be crucial from the point of view of shery. Indeed the abundance of fi sh species is strictly connected with primary production, i.e. phytoplankton biomass, responsible for chlorophyll concentration. In this work a one-dimensional deterministic reaction-di ffusion-taxis model is used to reproduce the spatio-temporal dynamics, along a water column, of five picophytoplankton populations sampled in a real ecosystem. In our analysis, to better reproduce the spatio-temporal behav…
Solving continuous models with dependent uncertainty: a computational approach
2013
This paper presents a computational study on a quasi-Galerkin projection-based method to deal with a class of systems of random ordinary differential equations (r.o.d.e.'s) which is assumed to depend on a finite number of random variables (r.v.'s). This class of systems of r.o.d.e.'s appears in different areas, particularly in epidemiology modelling. In contrast with the other available Galerkin-based techniques, such as the generalized Polynomial Chaos, the proposed method expands the solution directly in terms of the random inputs rather than auxiliary r.v.'s. Theoretically, Galerkin projection-based methods take advantage of orthogonality with the aim of simplifying the involved computat…
An approximate technique for determining in closed-form the response transition probability density function of diverse nonlinear/hysteretic oscillat…
2019
An approximate analytical technique is developed for determining, in closed form, the transition probability density function (PDF) of a general class of first-order stochastic differential equations (SDEs) with nonlinearities both in the drift and in the diffusion coefficients. Specifically, first, resorting to the Wiener path integral most probable path approximation and utilizing the Cauchy–Schwarz inequality yields a closed-form expression for the system response PDF, at practically zero computational cost. Next, the accuracy of this approximation is enhanced by proposing a more general PDF form with additional parameters to be determined. This is done by relying on the associated Fokke…
Stochastic 0-dimensional Biogeochemical Flux Model: Effect of temperature fluctuations on the dynamics of the biogeochemical properties in a marine e…
2021
Abstract We present a new stochastic model, based on a 0-dimensional version of the well known biogeochemical flux model (BFM), which allows to take into account the temperature random fluctuations present in natural systems and therefore to describe more realistically the dynamics of real marine ecosystems. The study presents a detailed analysis of the effects of randomly varying temperature on the lower trophic levels of the food web and ocean biogeochemical processes. More in detail, the temperature is described as a stochastic process driven by an additive self-correlated Gaussian noise. Varying both correlation time and intensity of the noise source, the predominance of different plank…
STOCHASTIC DYNAMICS OF TWO PICOPHYTOPLANKTON POPULATIONS IN A REAL MARINE ECOSYSTEM
2013
A stochastic reaction-diffusion-taxis model is analyzed to get the stationary distribution along water column of two species of picophytoplankton, that is picoeukaryotes and Prochlorococcus. The model is valid for weakly mixed waters, typical of the Mediterranean Sea. External random fluctuations are considered by adding a multiplicative Gaussian noise to the dynamical equation of the nutrient concentration. The statistical tests show that shape and magnitude of the theoretical concentration profile exhibit a good agreement with the experimental findings. Finally, we study the effects of seasonal variations on picophytoplankton groups, including an oscillating term in the auxiliary equation…