{"title":"随机介质中的对称分支随机游动:理论与数值结果的比较","authors":"Vladimir Kutsenko, E. Yarovaya","doi":"10.1080/15326349.2022.2047073","DOIUrl":null,"url":null,"abstract":"Abstract 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 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.","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":"39 1","pages":"60 - 79"},"PeriodicalIF":0.5000,"publicationDate":"2021-09-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Symmetric branching random walks in random media: comparing theoretical and numerical results\",\"authors\":\"Vladimir Kutsenko, E. Yarovaya\",\"doi\":\"10.1080/15326349.2022.2047073\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Abstract 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 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.\",\"PeriodicalId\":21970,\"journal\":{\"name\":\"Stochastic Models\",\"volume\":\"39 1\",\"pages\":\"60 - 79\"},\"PeriodicalIF\":0.5000,\"publicationDate\":\"2021-09-19\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastic Models\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1080/15326349.2022.2047073\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Models","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/15326349.2022.2047073","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Symmetric branching random walks in random media: comparing theoretical and numerical results
Abstract 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 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.
期刊介绍:
Stochastic Models publishes papers discussing the theory and applications of probability as they arise in the modeling of phenomena in the natural sciences, social sciences and technology. It presents novel contributions to mathematical theory, using structural, analytical, algorithmic or experimental approaches. In an interdisciplinary context, it discusses practical applications of stochastic models to diverse areas such as biology, computer science, telecommunications modeling, inventories and dams, reliability, storage, queueing theory, mathematical finance and operations research.