Extinction times for birth-death processes -- exact results, continuum asymptotics, and the failure of the Fokker-Planck approximation

Abstract

This talk considers extinction times for birth-death Markov processes with an absorbing state, whose rates depend on a control parameter that defines a threshold and on a population scale N, with the deterministic continuum limit reached as N goes to infinity. The Susceptible-Infected-Susceptible (SIS) model serves as the typical example. An exact expression for the mean extinction time is presented, along with its leading-order asymptotics for large N: logarithmic in N below the threshold, proportional to the square root of N at the threshold, and exponential in N (divided by the square root of N) above it. The Fokker-Planck approximation, obtained by replacing the difference equation with a differential one, is shown to be correct only in some special cases. The talk is based on work submitted to the SIAM MMS Special Issue on Multiscale Modeling in Biology.

Date
Mar 15, 2004
Event
Biological Systems and Soft Materials – Future Directions in Statistical Physics Symposium, Virginia Tech
Location
Blacksburg, VA

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