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Auteurs principaux: Yu, Jiguang, Wang, Louis Shuo, Gao, Yuansheng, Liang, Ye
Format: Preprint
Publié: 2026
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Accès en ligne:https://arxiv.org/abs/2602.05336
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author Yu, Jiguang
Wang, Louis Shuo
Gao, Yuansheng
Liang, Ye
author_facet Yu, Jiguang
Wang, Louis Shuo
Gao, Yuansheng
Liang, Ye
contents Many stochastic Rosenzweig--MacArthur predator--prey models inject ad hoc independent (diagonal) noise and therefore cannot encode the event-level coupling created by predation and biomass conversion. We derive an absorbed, fully mechanistic diffusion approximation and its extinction structure from a continuous-time Markov chain on $\mathbb N_0^2$ with four reaction channels: prey birth, prey competition death, predator death, and a coupled predation--conversion event. Absorbing coordinate axes are imposed to represent the irreversibility of demographic extinction. Under Kurtz density-dependent scaling, the law-of-large-numbers limit recovers the classical RM ODE, while central-limit scaling yields a chemical-Langevin diffusion with explicit drift and full state-dependent covariance. A distinctive signature is the strictly negative cross-covariance $Σ_{12}(N,P)=-mNP/(1+N)$ induced solely by the predation--conversion increment $(-1,1)$. We define the absorbed Itô SDE by freezing trajectories at the first boundary hit and prove strong well-posedness, non-explosion, and moment bounds up to absorption. Extinction has positive probability from every interior state, and predator extinction is almost sure when $m\le c$.
format Preprint
id arxiv_https___arxiv_org_abs_2602_05336
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Full-Covariance Chemical Langevin Predator--Prey Diffusion with Absorbing Boundaries
Yu, Jiguang
Wang, Louis Shuo
Gao, Yuansheng
Liang, Ye
Probability
Many stochastic Rosenzweig--MacArthur predator--prey models inject ad hoc independent (diagonal) noise and therefore cannot encode the event-level coupling created by predation and biomass conversion. We derive an absorbed, fully mechanistic diffusion approximation and its extinction structure from a continuous-time Markov chain on $\mathbb N_0^2$ with four reaction channels: prey birth, prey competition death, predator death, and a coupled predation--conversion event. Absorbing coordinate axes are imposed to represent the irreversibility of demographic extinction. Under Kurtz density-dependent scaling, the law-of-large-numbers limit recovers the classical RM ODE, while central-limit scaling yields a chemical-Langevin diffusion with explicit drift and full state-dependent covariance. A distinctive signature is the strictly negative cross-covariance $Σ_{12}(N,P)=-mNP/(1+N)$ induced solely by the predation--conversion increment $(-1,1)$. We define the absorbed Itô SDE by freezing trajectories at the first boundary hit and prove strong well-posedness, non-explosion, and moment bounds up to absorption. Extinction has positive probability from every interior state, and predator extinction is almost sure when $m\le c$.
title Full-Covariance Chemical Langevin Predator--Prey Diffusion with Absorbing Boundaries
topic Probability
url https://arxiv.org/abs/2602.05336