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Approximation Methods For Singular Diffusions Arising In Genetics, Nacer E. Abrouk
Approximation Methods For Singular Diffusions Arising In Genetics, Nacer E. Abrouk
Mathematical Sciences Technical Reports (MSTR)
Stochastic models in population genetics leading to diffusion equations are considered. When the drift and the square of the diffusion coefficients are polynomials, an infinite system of ordinary differential equations for the moments of the diffusion process can be derived using the Martingale property. An example is provided to show how the classical Fokker-Planck Equation approach may not be appropriate for this derivation. A Gauss-Galerkin method for approximating the laws of the diffusion, originally proposed by Dawson (1980), is examined. In the few special cases for which exact solutions are known, comparison shows that the method is accurate and the …