scholarly journals Understanding the Evolution of Tree Size Diversity within the Multivariate Nonsymmetrical Diffusion Process and Information Measures

Mathematics ◽  
2019 ◽  
Vol 7 (8) ◽  
pp. 761 ◽  
Author(s):  
Rupšys
Keyword(s):  
Differential Equation ◽  
Stochastic Differential Equation ◽  
Probability Density ◽  
Forest Growth ◽  
Tree Size ◽  
Growth And Yield ◽  
State Variables ◽  
Data Set ◽  
Interaction Information ◽  
Information Measures

This study focuses on the stochastic differential calculus of Itô, as an effective tool for the analysis of noise in forest growth and yield modeling. Idea of modeling state (tree size) variable in terms of univariate stochastic differential equation is exposed to a multivariate stochastic differential equation. The new developed multivariate probability density function and its marginal univariate, bivariate and trivariate distributions, and conditional univariate, bivariate and trivariate probability density functions can be applied for the modeling of tree size variables and various stand attributes such as the mean diameter, height, crown base height, crown width, volume, basal area, slenderness ratio, increments, and much more. This study introduces generalized multivariate interaction information measures based on the differential entropy to capture multivariate dependencies between state variables. The present study experimentally confirms the effectiveness of using multivariate interaction information measures to reconstruct multivariate relationships of state variables using measurements obtained from a real-world data set.

scholarly journals Numerical simulation of the two-locus Wright-Fisher stochastic differential equation with application to approximating transition probability densities

2020 ◽  
Author(s):  
Zhangyi He ◽  
Mark Beaumont ◽  
Feng Yu
Keyword(s):  
Differential Equation ◽  
Natural Selection ◽  
Probability Density Function ◽  
Stochastic Differential Equation ◽  
Probability Density ◽  
Density Function ◽  
Genetic Recombination ◽  
Transition Probability ◽  
Superior Performance ◽  
Transition Probability Density

AbstractOver the past decade there has been an increasing focus on the application of the Wright-Fisher diffusion to the inference of natural selection from genetic time series. A key ingredient for modelling the trajectory of gene frequencies through the Wright-Fisher diffusion is its transition probability density function. Recent advances in DNA sequencing techniques have made it possible to monitor genomes in great detail over time, which presents opportunities for investigating natural selection while accounting for genetic recombination and local linkage. However, most existing methods for computing the transition probability density function of the Wright-Fisher diffusion are only applicable to one-locus problems. To address two-locus problems, in this work we propose a novel numerical scheme for the Wright-Fisher stochastic differential equation of population dynamics under natural selection at two linked loci. Our key innovation is that we reformulate the stochastic differential equation in a closed form that is amenable to simulation, which enables us to avoid boundary issues and reduce computational costs. We also propose an adaptive importance sampling approach based on the proposal introduced by Fearnhead (2008) for computing the transition probability density of the Wright-Fisher diffusion between any two observed states. We show through extensive simulation studies that our approach can achieve comparable performance to the method of Fearnhead (2008) but can avoid manually tuning the parameter ρ to deliver superior performance for different observed states.

scholarly journals A Multivariate Hybrid Stochastic Differential Equation Model for Whole-Stand Dynamics

Mathematics ◽  
2020 ◽  
Vol 8 (12) ◽  
pp. 2230
Author(s):  
Petras Rupšys ◽  
Martynas Narmontas ◽  
Edmundas Petrauskas
Keyword(s):  
Differential Equation ◽  
Stochastic Differential Equation ◽  
Diffusion Processes ◽  
Basal Area ◽  
Equation Model ◽  
Forest Stand ◽  
Growth And Yield ◽  
Stand Dynamics ◽  
Mixed Effect ◽  
Pine Tree

The growth and yield modeling of a forest stand has progressed rapidly, starting from the generalized nonlinear regression models of uneven/even-aged stands, and continuing to stochastic differential equation (SDE) models. We focus on the adaptation of the SDEs for the modeling of forest stand dynamics, and relate the tree and stand size variables to the age dimension (time). Two different types of diffusion processes are incorporated into a hybrid model in which the shortcomings of each variable types can be overcome to some extent. This paper presents the hybrid multivariate SDE regarding stand basal area and volume models in a forest stand. We estimate the fixed- and mixed-effect parameters for the multivariate hybrid stochastic differential equation using a maximum likelihood procedure. The results are illustrated using a dataset of measurements from Mountain pine tree (Pinus mugo Turra).

scholarly journals Construction of Reducible Stochastic Differential Equation Systems for Tree Height–Diameter Connections

Mathematics ◽  
2020 ◽  
Vol 8 (8) ◽  
pp. 1363 ◽  
Author(s):  
Martynas Narmontas ◽  
Petras Rupšys ◽  
Edmundas Petrauskas
Keyword(s):  
Differential Equation ◽  
Probability Density Function ◽  
Stochastic Differential Equation ◽  
Probability Density ◽  
Density Function ◽  
Tree Height ◽  
Bivariate Distribution ◽  
General Purpose ◽  
Mixed Effect ◽  
Bivariate Probability

This study proposes a general bivariate stochastic differential equation model of population growth which includes random forces governing the dynamics of the bivariate distribution of size variables. The dynamics of the bivariate probability density function of the size variables in a population are described by the mixed-effect parameters Vasicek, Gompertz, Bertalanffy, and the gamma-type bivariate stochastic differential equations (SDEs). The newly derived bivariate probability density function and its marginal univariate, as well as the conditional univariate function, can be applied for the modeling of population attributes such as the mean value, quantiles, and much more. The models presented here are the basis for further developments toward the tree diameter–height and height–diameter relationships for general purpose in forest management. The present study experimentally confirms the effectiveness of using bivariate SDEs to reconstruct diameter–height and height–diameter relationships by using measurements obtained from mountain pine tree (Pinus mugo Turra) species dataset in Lithuania.

Wiener–Hermite expansion of a process generated by an Itô stochastic differential equation

1983 ◽  
Vol 20 (04) ◽  
pp. 754-765 ◽  
Author(s):  
Etsuo Isobe ◽  
Shunsuke Sato
Keyword(s):  
Differential Equation ◽  
Probability Density Function ◽  
Stochastic Differential Equation ◽  
Probability Density ◽  
Density Function ◽  
Series Expansion ◽  
Transition Probability ◽  
Transition Probability Density ◽  
Hermite Expansion ◽  
Functional Series

In this paper we deal with the Wiener–Hermite expansion of a process generated by an Itô stochastic differential equation. The so-called Wiener kernels which appear in the functional series expansion are expressed in terms of the transition probability density function of the process.

Wiener–Hermite expansion of a process generated by an Itô stochastic differential equation

1983 ◽  
Vol 20 (4) ◽  
pp. 754-765 ◽  
Author(s):  
Etsuo Isobe ◽  
Shunsuke Sato
Keyword(s):  
Differential Equation ◽  
Probability Density Function ◽  
Stochastic Differential Equation ◽  
Probability Density ◽  
Density Function ◽  
Series Expansion ◽  
Transition Probability ◽  
Transition Probability Density ◽  
Hermite Expansion ◽  
Functional Series

In this paper we deal with the Wiener–Hermite expansion of a process generated by an Itô stochastic differential equation. The so-called Wiener kernels which appear in the functional series expansion are expressed in terms of the transition probability density function of the process.

Approximate controllability of a second-order neutral stochastic differential equation with state-dependent delay

2016 ◽  
Vol 21 (6) ◽  
pp. 751-769 ◽  
Author(s):  
Sanjukta Das ◽  
◽  
Dwijendra N. Pandey ◽  
Nagarajan Sukavanam ◽  
◽  
...  
Keyword(s):  
Differential Equation ◽  
Stochastic Differential Equation ◽  
Approximate Controllability ◽  
Second Order ◽  
State Dependent ◽  
State Dependent Delay
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