Title of article :
Numerical simulations and modeling for stochastic biological systems with jumps
Author/Authors :
Zou، نويسنده , , Xiaoling and Wang، نويسنده , , Ke، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2014
Pages :
12
From page :
1557
To page :
1568
Abstract :
This paper gives a numerical method to simulate sample paths for stochastic differential equations (SDEs) driven by Poisson random measures. It provides us a new approach to simulate systems with jumps from a different angle. The driving Poisson random measures are assumed to be generated by stationary Poisson point processes instead of Lévy processes. Methods provided in this paper can be used to simulate SDEs with Lévy noise approximately. The simulation is divided into two parts: the part of jumping integration is based on definition without approximation while the continuous part is based on some classical approaches. Biological explanations for stochastic integrations with jumps are motivated by several numerical simulations. How to model biological systems with jumps is showed in this paper. Moreover, method of choosing integrands and stationary Poisson point processes in jumping integrations for biological models are obtained. In addition, results are illustrated through some examples and numerical simulations. For some examples, earthquake is chose as a jumping source which causes jumps on the size of biological population.
Keywords :
Stationary Poisson point process , Lévy process , Infinitesimal method , Exponential distribution , Jumping noise , earthquake
Journal title :
Communications in Nonlinear Science and Numerical Simulation
Serial Year :
2014
Journal title :
Communications in Nonlinear Science and Numerical Simulation
Record number :
1538466
Link To Document :
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