Tractable infinite-dimensional model for long-term environmental impact assessment of long-memory processes

Fuente: arXiv
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Main Authors: Yoshioka, Hidekazu, Hamagami, Kunihiko
Format: Preprint
Published: 2026
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author Yoshioka, Hidekazu
Hamagami, Kunihiko
author_facet Yoshioka, Hidekazu
Hamagami, Kunihiko
contents Focusing on the assessment of benthic algae blooms that decay subexponentially, we propose a tractable (solvable in a closed form) and well-defined (that does not diverge) environmental index for the impact assessment of long-memory processes under model uncertainties. Our target system generates long memory through an infinite superposition of multiscale processes. The sensitivity of the environmental index can be controlled by the degree of model uncertainty in terms of the relative entropy and nonexponential discount; hence, we apply a long-memory discount to evaluate long-memory processes. In our framework, the evaluation of the environmental index is reduced to finding a proper solution to an infinite-dimensional extended Hamilton-Jacobi-Bellman system. We can solve this system under sufficient conditions for the unique existence of sufficiently regular solutions, and numerically handle them by using a quantization technique. Finally, we present a demonstrative application of the proposed framework to benthic algae population dynamics in river environments based on a laboratorial experiment. This paper offers a tractable framework towards the assessment of persistent environmental phenomena.
format Preprint
id arxiv_https___arxiv_org_abs_2603_03713
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Tractable infinite-dimensional model for long-term environmental impact assessment of long-memory processes
Yoshioka, Hidekazu
Hamagami, Kunihiko
Optimization and Control
Focusing on the assessment of benthic algae blooms that decay subexponentially, we propose a tractable (solvable in a closed form) and well-defined (that does not diverge) environmental index for the impact assessment of long-memory processes under model uncertainties. Our target system generates long memory through an infinite superposition of multiscale processes. The sensitivity of the environmental index can be controlled by the degree of model uncertainty in terms of the relative entropy and nonexponential discount; hence, we apply a long-memory discount to evaluate long-memory processes. In our framework, the evaluation of the environmental index is reduced to finding a proper solution to an infinite-dimensional extended Hamilton-Jacobi-Bellman system. We can solve this system under sufficient conditions for the unique existence of sufficiently regular solutions, and numerically handle them by using a quantization technique. Finally, we present a demonstrative application of the proposed framework to benthic algae population dynamics in river environments based on a laboratorial experiment. This paper offers a tractable framework towards the assessment of persistent environmental phenomena.
title Tractable infinite-dimensional model for long-term environmental impact assessment of long-memory processes
topic Optimization and Control
url https://arxiv.org/abs/2603.03713