In this article, we consider the basic contact process in a static random environment on the half space $Z^d\times Z^+$ where the recovery rates are constants and the infection rates are independent and identically distributed random variables. We show that, for almost every environment, the complete convergence theorem holds. This is a generalization of the known result for the classical contact process in the half space case.
We study a two-level contact process. We think of fleas living on a species of animals. The animals are a supercritical contact process in $\mathbb{Z}^d$. The contact process acts as the random environment for the fleas. The fleas do not affect the animals, give birth at rate $μ$ when they are living on a host animal, and die at rate $δ$ when they do not have a host animal. The main result is that if the contact process is supercritical and the fleas survive then the complete convergence theorem holds. This is done using a block construction so as a corollary we conclude that the fleas die out…
We consider a symmetric finite-range contact process on $\mathbb{Z}$ with two types of particles (or infections), which propagate according to the same supercritical rate and die (or heal) at rate $1$. Particles of type $1$ can enter any site in $(-\infty,0]$ that is empty or occupied by a particle of type $2$ and, analogously, particles of type $2$ can enter any site in $[1,\infty)$ that is empty or occupied by a particle of type $1$. Also, almost one particle can occupy each site. We prove that the process beginning with all sites in $(-\infty,0]$ occupied by particles of type 1 and all site…
We consider SDEs with bounded and $α$-Hölder continuous drift, with $α\in (0,1)$, driven by multiplicative noise. We show that under sufficient conditions on the diffusion matrix, which guarantee the existence of a unique strong solution, the weak rate of convergence for the Euler-Maruyama scheme is almost $(1+α)/2$. The present paper forms part of the author's master's thesis.
In this paper, we consider the threshold-one contact process and the threshold-one voter model w/o spontaneous death on homogeneous trees $\mathbb{T}_d$, $d\ge 2$. Mainly inspired by the corresponding arguments for ordinary contact processes, we prove that the complete convergence theorem holds for these three systems under strong survival. When the systems survives weakly, complete convergence may also hold under certain transition and/or initial conditions.
This paper is a further investigation of the problem studied in \cite{xue2020hydrodynamics}, where the authors proved a law of large numbers for the empirical measure of the weakly asymmetric normalized binary contact path process on $\mathbb{Z}^d,\, d \geq 3$, and then conjectured that a central limit theorem should hold under a non-equilibrium initial condition. We prove that the aforesaid conjecture is true when the dimension $d$ of the underlying lattice and the infection rate $λ$ of the process are sufficiently large.
We study in this article the strong rate of convergence of the Euler-Maruyama scheme and associated with the jump-type equation introduced in Li and Mytnik. We obtain the strong rate of convergence under similar assumptions for strong existence and pathwise uniqueness. Models of this type can be considered as a generalization of the CIR (Cox-Ingersoll-Ross) process with jumps.
Classical approximation results for stochastic differential equations analyze the $L^p$-distance between the exact solution and its Euler-Maruyama approximations. In this article we measure the error with temporal-spatial Hölder-norms. Our motivation for this are multigrid approximations of the exact solution viewed as a function of the starting point. We establish the classical strong convergence rate $0.5$ with respect to temporal-spatial Hölder-norms if the coefficient functions have bounded derivatives of first and second order.
Convergence in Hölder norms with applications to Monte Carlo methods in infinite dimensions
Korteweg-de Vries Institute for Mathematics, University of Amsterdam（阿姆斯特丹大学柯蒂格-德弗里斯数学研究所）；Faculty of Mathematics, University of Duisburg-Essen（杜伊斯堡-埃森大学数学学院）；Seminar for Applied Mathematics, ETH Zürich（苏黎世联邦理工学院应用数学研讨会）；Delft Institute of Applied Mathematics, Delft University of Technology（代尔夫特理工大学代尔夫特应用数学研究所）
Graph dynamical systems (GDS) model dynamic processes on a (static) graph. Stochastic GDS has been used for network-based epidemics models such as the contact process and the reversible contact process. In this paper, we consider stochastic GDS that are also continuous-time Markov processes (CTMP), whose transition rates are linear functions of some dynamics parameters $θ$ of interest (i.e., healing, exogeneous, and endogeneous infection rates). Our goal is to estimate $θ$ from a single, finite-time, continuously observed trajectory of the CTMP. Parameter estimation of CTMP is challenging when…
Strong convergence rate of Euler-Maruyama method for stochastic differential equations with Hölder continuous drift coefficient driven by symmetric $α$-stable process
An explicit numerical method is developed for a class of non-autonomous time-changed stochastic differential equations, whose coefficients obey Hölder's continuity in terms of the time variables and are allowed to grow super-linearly in terms of the state variables. The strong convergence of the method in the finite time interval is proved and the convergence rate is obtained. Numerical simulations are provided.
