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Brunet-Derrida particle systems, free boundary problems and Wiener-Hopf equations

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 Added by Rick Durrett
 Publication date 2009
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and research's language is English




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We consider a branching-selection system in $mathbb {R}$ with $N$ particles which give birth independently at rate 1 and where after each birth the leftmost particle is erased, keeping the number of particles constant. We show that, as $Ntoinfty$, the empirical measure process associated to the system converges in distribution to a deterministic measure-valued process whose densities solve a free boundary integro-differential equation. We also show that this equation has a unique traveling wave solution traveling at speed $c$ or no such solution depending on whether $cgeq a$ or $c<a$, where $a$ is the asymptotic speed of the branching random walk obtained by ignoring the removal of the leftmost particles in our process. The traveling wave solutions correspond to solutions of Wiener-Hopf equations.



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We introduce particle systems in one or more dimensions in which particles perform branching Brownian motion and the population size is kept constant equal to $N > 1$, through the following selection mechanism: at all times only the $N$ fittest particles survive, while all the other particles are removed. Fitness is measured with respect to some given score function $s:R^d to R$. For some choices of the function $s$, it is proved that the cloud of particles travels at positive speed in some possibly random direction. In the case where $s$ is linear, we show under some assumptions on the initial configuration that the shape of the cloud scales like $log N$ in the direction parallel to motion but at least $c(log N)^{3/2}$ in the orthogonal direction for some $c > 0$. We conjecture that the exponent 3/2 is sharp. This result is equivalent to the following result of independent interest: in one-dimensional systems, the genealogical time is greater than $c(log N)^3$, thereby contributing a step towards the original predictions of Brunet and Derrida. We discuss several open problems and also explain how our results can be viewed as a rigorous justification of Weismanns arguments for the role of recombination in population genetics.
255 - Jean Berard 2010
We consider a class of branching-selection particle systems on $R$ similar to the one considered by E. Brunet and B. Derrida in their 1997 paper Shift in the velocity of a front due to a cutoff. Based on numerical simulations and heuristic arguments, Brunet and Derrida showed that, as the population size $N$ of the particle system goes to infinity, the asymptotic velocity of the system converges to a limiting value at the unexpectedly slow rate $(log N)^{-2}$. In this paper, we give a rigorous mathematical proof of this fact, for the class of particle systems we consider. The proof makes use of ideas and results by R. Pemantle, and by N. Gantert, Y. Hu and Z. Shi, and relies on a comparison of the particle system with a family of $N$ independent branching random walks killed below a linear space-time barrier.
151 - Jean Berard 2008
We consider a branching-selection particle system on $Z$ with $N geq 1$ particles. During a branching step, each particle is replaced by two new particles, whose positions are shifted from that of the original particle by independently performing two random walk steps according to the distribution $p delta_{1} + (1-p) delta_{0}$, from the location of the original particle. During the selection step that follows, only the N rightmost particles are kept among the 2N particles obtained at the branching step, to form a new population of $N$ particles. After a large number of iterated branching-selection steps, the displacement of the whole population of $N$ particles is ballistic, with deterministic asymptotic speed $v_{N}(p)$. As $N$ goes to infinity, $v_{N}(p)$ converges to a finite limit $v_{infty}(p)$. The main result is that, for every $0<p<1/2$, as $N$ goes to infinity, the order of magnitude of the difference $v_{infty}(p)- v_{N}(p)$ is $log(N)^{-2}$. This is called Brunet-Derrida behavior in reference to the 1997 paper by E. Brunet and B. Derrida Shift in the velocity of a front due to a cutoff (see the reference within the paper), where such a behavior is established for a similar branching-selection particle system, using both numerical simulations and heuristic arguments.
This work contributes to the theory of Wiener-Hopf type factorization for finite Markov chains. This theory originated in the seminal paper Barlow et al. (1980), which treated the case of finite time-homogeneous Markov chains. Since then, several works extended the results of Barlow et al. (1980) in many directions. However, all these extensions were dealing with time-homogeneous Markov case. The first work dealing with the time-inhomogeneous situation was Bielecki et al. (2018), where Wiener-Hopf type factorization for time-inhomogeneous finite Markov chain with piecewise constant generator matrix function was derived. In the present paper we go further: we derive and study Wiener-Hopf type factorization for time-inhomogeneous finite Markov chain with the generator matrix function being a fairly general matrix valued function of time.
We study boundary value problems for degenerate elliptic equations and systems with square integrable boundary data. We can allow for degeneracies in the form of an $A_{2}$ weight. We obtain representations and boundary traces for solutions in appropriate classes, perturbation results for solvability and solvability in some situations. The technology of earlier works of the first two authors can be adapted to the weighted setting once the needed quadratic estimate is established and we even improve some results in the unweighted setting. The proof of this quadratic estimate does not follow from earlier results on the topic and is the core of the article.
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