Since the first cases of HIV/AIDS disease were recognised in the early 1980s, a large number of mathematical models have been proposed. However, the mobility of people among regions, which has an obvious impact on the spread of the disease, has not been much considered in the modelling studies. One of the main reasons is that the models for the spread of the disease in multiple populations are very complex and, as a consequence, they can easily become intractable. In this thesis we provide various new results pertaining to the spread of the disease in mobile populations, including epidemic intervention in multiple populations. We first develop stochastic models for the spread of the disease in a single heterosexual population, considering both constant and varying population sizes. In particular, we consider a class of continuous-time Markov chains (CTMCs). We establish deterministic and Gaussian diffusion analogues of these stochastic processes by applying the theory of density dependent processes. A range of numerical experiments are provided to show how well the deterministic and Gaussian counterparts approximate the dynamic behaviour of the processes. We derive threshold parameters, known as basic reproduction numbers, for both cases above the threshold which the disease is uniformly persistent and below the threshold which disease-free equilibrium is locally attractive. We find that the threshold conditions for both constant and varying population sizes have the same form. In order to take into account the mobility of people among regions, we extend the stochastic models to multiple populations. Various stochastic models for multiple populations are formulated as CTMCs. The deterministic and Gaussian diffusion counterparts of the corresponding stochastic processes for the multiple populations are also established. Threshold parameters for the persistence of the disease in the multiple population models are derived by applying the concept of next generation matrices. The results of this study can serve as a basic framework how to formulate and analyse a more realistic stochastic model for the spread of HIV in mobile heterogeneous populations—classifying all individuals by age, risk, and level of infectivities, and at the same time considering different modes of the disease transmission. Assuming an accurate mathematical model for the spread of HIV/AIDS disease, another question that we address in this thesis is how to control the spread of the disease in a mobile population. Most previous studies for the spread of the disease focus on identifying the most significant parameters in a model. In contrast, we study these problems as optimal epidemic intervention problems. The study is mostly motivated by the fact that more and more local governments allocate budgets over a certain period of time to combat the disease in their areas. The question is how to allocate this limited budget to minimise the number of new HIV cases, say on a country level, over a finite time horizon as people move among regions. The mathematical models developed in the first part of this thesis are used as dynamic constraints of the optimal control problems. In this thesis, we also introduce a novel approach to solve quite general optimal control problems using the Cross-Entropy (CE) method. The effectiveness of the CE method is demonstrated through several illustrative examples in optimal control. The main application is the optimal epidemic intervention problems discussed above. These are highly non-linear and multidimensional problems. Many existing numerical techniques for solving such optimal control problems suffer from the curse of dimensionality. However, we find that the CE technique is very efficient in solving such problems. The numerical results of the optimal epidemic strategies obtained via the CE method suggest that the structure of the optimal trajectories are highly synchronised among patches but the trajectories do not depend much on the structure of the models. Instead, the parameters of the models (such as the time horizon, the amount of available budget, infection rates) much affect the form of the solution.

The present thesis is located within the context of the diffusion approximation of Wright–Fisher models and the Kolmogorov equations describing their evolution. On the one hand, a full account of recombinational Wright–Fisher model is developed as well as their enhancement by other evolutionary mechanisms, including some information geometrical analysis. On the other hand, the thesis addresses several issues arising in the context of analytical solution schemes for such Kolmogorov equations, namely the inclusion of the entire boundary of the state space. For this, a hierarchical extension scheme is developed, both for the forward and the backward evolution, and the uniqueness of such extensions is proven. First, a systematic approach to the diffusion approximation of recombinational two- or more loci Wright–Fisher models is presented. As a point of departure a specific Kolmogorov backward equation for the diffusion approximation of a recombinational two-loci Wright–Fisher model is chosen, to which – with the help of some information geometrical methods, i. e. by calculating the sectional curvatures of the corresponding statistical manifold (which is the domain equipped with the corresponding Fisher metric) – one succeeds to identify the underlying Wright–Fisher model. Accompanying this, for all methods and tools involved a suitable introduction is presented. Furthermore, the considerations span a separate analysis for the two most common underlying models (RUZ and RUG) as well as a comparison of the two models. Finally, transferring corresponding results for a simpler model described by Antonelli and Strobeck, solutions of the Kolmogorov equations are contrasted with Brownian motion in the same domain. Furthermore, the perspective of the diffusion approximation of recombinational Wright–Fisher models is widened as the model underlying the Ohta–Kimura formula is subsequently extended by an integration of the concepts of natural fitness and mutation. Simultaneously, the corresponding extensions of the Ohta–Kimura formula are stated. Crucial for this is the development of a suitable fitness scheme, which is accomplished by a multiplicative aggregation of fitness values for pairs of gametes/zygotes. Furthermore, the model is generalised to have an arbitrary number of alleles and – in the following step – an arbitrary number of loci respectively. The latter involves an increased number of recombination modes, for which the concept of recombination masks is also implemented into the model. Another generalisation in terms of coarse-graining is performed via an application of schemata; this also affects the previously introduced concepts, specifically mask recombination, which are adapted accordingly. Eventually, a geometric analysis of linkage equilibrium states of the multi-loci Wright–Fisher models is carried out, relating to the concept of hierarchical probability distributions in information geometry, which concludes the considerations of recombinational Wright–Fisher models and their extensions. Subsequently, the discussion of analytical solution schemes for the Kolmogorov equations corresponding to the diffusion approximation of Wright–Fisher models is ushered in, which represents the second part of the thesis. This is started with the simplest setting of a 1-dimensional Wright–Fisher model, for which the solution strategy for the corresponding Kolmogorov forward equation given by M. Kimura is recalled. From this, one may construct a unique extended solution which also accounts for the dynamics of the model on lower-dimensional entities of the state space, i. e. configurations of the model where one of the alleles no longer exists in the population, utilising the concept of (boundary) flux of a solution; a discussion of the moments of the distribution confirms the findings. A similar treatment is then carried out for the corresponding Kolmogorov backward equation, yielding analogous results of existence and uniqueness for an extended solution. For the latter in particular, a corresponding account of the configuration on the boundary turns out to be crucial, which is also reflected in the probabilistic interpretation of the backward solution. Additionally, the long-term behaviour of solutions is analysed, and a comparison between such solutions of the forward and the backward equation is made. Next, it is basically aimed to transfer the results obtained in the previous chapter to the subsequent increasingly complicated setting of a Wright–Fisher model with 1 locus and an arbitrary number of alleles: With solution schemes for the interior of the state space (i. e. not encompassing the boundary) already existing in the literature, an extension scheme for a successive determination of the solution on lower-dimensional entities of the domain is developed. This scheme, again, makes use of the concept of the (boundary) flux of solutions, and one may therefore show that this extended solution fulfils additional properties regarding the completeness of the diffusion approximation with respect to the boundary. These properties may be formulated in terms of the moments of the distribution, and their connection to the underlying Wright–Fisher model is illustrated. Altogether, stipulating such a moments condition, existence and uniqueness of an extended solution on the entire domain are shown. Furthermore, the corresponding Kolmogorov backward equation is examined, for which similarly a (backward) extension scheme is presented, which allows extending a solution in a domain (perceived as a boundary instance of a larger domain) to all adjacent higher-dimensional entities of the larger domain along a certain path. This generalises the integration of boundary data observed in the previous chapter; in total, the existence of a solution of the Kolmogorov backward equation in the entire domain is shown for arbitrary boundary data. Of particular interest to the discussion are stationary solutions of the Kolmogorov backward equation as they describe eventual hit probabilities for a certain target set of the model (in accordance with the probabilistic interpretation of solutions of the backward equation). The presented backward extension scheme allows the construction of solutions for all relevant cases, reconfirming some results by R. A. Littler for the stationary case, but now providing a previously missing systematic derivation. Eventually, the hitherto missing uniqueness assertion for this type of solutions is established by means of a specific iterated transformation which resolves the critical incompatibilities of solutions by a successive blow-up while the domain is converted from a simplex into a cube. Then – under certain additional assumptions on the regularity of the transformed solution – the uniqueness directly follows from general principles. Lastly, several other aspects of the blow-up scheme are discussed; in particular, it is illustrated in what way the required extra regularity relates to reasonable additional properties of the underlying Wright–Fisher model.

Es wurde eine SP3-Transportmethode entwickelt, die neutronenkinetische Rechnungen für die Kerne von Leichtwasserreaktoren mit höherer Genauigkeit als die gegenwärtig in der Kernauslegung angewandten Standardmethoden auf Basis der Zweigruppendiffusionsnäherung er-laubt. Eine Verbesserung der Genauigkeit von Abbrandrechnungen und der Berechnung von Tran-sienten ist für heterogene Kerne notwendig, in denen neben UO2-Brennelementen auch Mischoxyd – Brennelemente eingesetzt werden. In einem ersten Schritt wird die in dem Rechenprogramm DYN3D verwendete Zweigruppendiffusi-onsmethode auf viele Energiegruppen erweitert. Auf der Basis von Untersuchungen zu einer optima-len Gruppenstruktur wird die Verwendung von 8-10 Energiegruppen der Neutronen als optimal erach-tet. Das Verfahren wurde anhand von stationären und transienten Rechnungen für das OECD/NEA und US NRC PWR MOX/UO2 Core Transient Benchmark verifiziert. In den nächsten Schritten erfolgte die Entwicklung und Implementierung einer SP3-Näherung in DYN3D. Dabei besteht die Möglichkeit, ein feineres Gitter im BE zu benutzen. Das Verfahren wurde zunächst durch pinweise Berechnung stationärer Zustände des obigen Benchmarks verifiziert. Untersuchungen für das Benchmarkproblem zeigen, dass das Verhältniss des 2-ten Momentes zum 0-ten Moment des Flusses klein ist. Die beiden SP3-Gleichungen können deshalb separat in iterativer Weise gelöst werden. Dies reduziert den benötigten Speicherplatz und erfordert weniger CPU-Zeit. Dieses vereinfachte Verfahren wurde deshalb ebenfalls in das Programm implementiert. Es wird ge-zeigt, dass mit diesem Verfahren eine vergleichbare Genauigkeit erreicht wird. Stabweise Rechnun-gen mit 4, 8 und 16 Energiegrupppen wurden für einen stationären Zustand des Benchmarks durch-geführt. Eine 3-dimensionale Aufgabe des Benchmarks mit Rückkopplung und Vollleistung wurde mit dem optimierten SP3-Verfahren gerechnet. A SP3 transport approximation was developed for neutron kinetic calculations of cores of light water reactors with a higher accuracy than the present standard methods of core design based on the two group diffusion approximation. An improvement of accuracy for burnup and transient calculations is required for cores loaded with UO2 and MOX fuel assemblies. In the first step, the two group diffusion method applied in the computer code DYN3D was extended to an arbitrary number of groups. Investigations for an optimal group structure have shown that a number of 8 to 10 energy groups of neutrons seems to be reasonable. The multi-group technique was verified for steady states and transients of the OECD/NEA und US NRC PWR MOX/UO2 Core Tran-sient Benchmark. In the next steps, a SP3-approximation was developed and implemented into DYN3D. The possibility of using finer meshes inside the fuel assemblies is involved in this method. The technique was veri-fied by pinwise calculations for steady states of the above mentioned benchmark. The investigations to the benchmark problem have shown that ratio of the 2nd moment of flux to the 0th moment is small. Therefore the two coupled SP3 equations can be solved separately in an iterative way. The required computer memory and the CPU time can be reduced by this technique. This sim-pler method was also implemented in the code. It is shown that the reached accuracy is comparable to accuracy of the original technique. Pinwise calculations with 4, 8 and 16 energy groups were per-formed for a steady state of this benchmark. A three-dimensional problem of the benchmark at full power and with feedback was calculated with the optimized SP3 technique. The optimized method was used for the time integration of the transient SP3 equations. The pinwise calculation of a control rod ejection was tested for a simple system and the results were compared with the diffusion solution.

Mobile Ad hoc NETworks (MANETs) aim at making communication between mobile nodes feasible without any infrastructure support. Sparse MANETs fall into the class of Delay Tolerant Networks which are intermittently connected networks and where there is no contemporaneous end-to-end path at any given time. We first, propose a new reliable transport scheme for DTNs based on the use of ACKnowledgments and random linear coding. We model the evolution of the network under our scheme using a fluid-limit approach. We optimize our scheme to obtain mean file transfer times on certain optimal parameters obtained through differential evolution approach. Secondly, we propose and study a novel and enhanced ACK to improve reliable transport for DTNs covering both unicast and multicast flows. We make use of random linear coding at relays so that packets can reach the destination faster. We obtain reliability based on the use of so-called Global Selective ACKnowledgment. We obtain significant improvement through G-SACKs and coding at relays. Finally, we tackle the problem of estimating file-spread in DTNs with direct delivery and epidemic routing. We estimate and track the degree of spread of a message in the network. We provide analytical basis to our estimation framework alongwith insights validated with simulations. We observe that the deterministic fluid model can indeed be a good predictor with a large of nodes. Moreover, we use Kalman filter and Minimum- Mean-Squared-Error (MMSE) to track the spreading process and find that Kalman filter provides more accurate results as compared to MMSE

Customer call centers with hundreds of agents working in parallel are ubiquitous in many industries. These systems have a large amount of daily traffic that is stochastic in nature. It becomes more and more difficult to manage a call center because of its increasingly large scale and the stochastic variability in arrival and service processes. In call center operations, customer abandonment is a key factor and may significantly impact the system performance. It must be modeled explicitly in order for an operational model to be relevant for decision making. In this thesis, a large-scale call center is modeled as a queue with many parallel servers. To model the customer abandonment, each customer is assigned a patience time. When his waiting time for service exceeds his patience time, a customer abandons the system without service. We develop analytical and numerical tools for analyzing such a queue. We first study a sequence of G/G/n+GI queues, where the customer patience times are independent and identically distributed (iid) following a general distribution. The focus is the abandonment and the queue length processes. We prove that under certain conditions, a deterministic relationship holds asymptotically in diffusion scaling between these two stochastic processes, as the number of servers goes to infinity. Next, we restrict the service time distribution to be a phase-type distribution with d phases. Using the aforementioned asymptotic relationship, we prove limit theorems for G/Ph/n+GI queues in the quality- and efficiency-driven (QED) regime. In particular, the limit process for the customer number in each phase is a d-dimensional piecewise Ornstein-Uhlenbeck (OU) process. Motivated by the diffusion limit process, we propose two approximate models for a GI/Ph/n+GI queue. In each model, a d-dimensional diffusion process is used to approximate the dynamics of the queue. These two models differ in how the patience time distribution is built into them. The first diffusion model uses the patience time density at zero and the second one uses the entire patience time distribution. We also develop a numerical algorithm to analyze these diffusion models. The algorithm solves the stationary distribution of each model. The computed stationary distribution is used to estimate the queue's performance. A crucial part of this algorithm is to choose an appropriate reference density that controls the convergence of the algorithm. We develop a systematic approach to constructing a reference density. With the proposed reference density, the algorithm is shown to converge quickly in numerical experiments. These experiments also show that the diffusion models are good approximations of queues with a moderate to large number of servers.

Les réseaux mobiles Ad hoc (MANETs) visent à permettent à des noeuds mobiles de communiquer sans aucun support d'infrastructure. Les MANETs dispersés entrent dans la catégorie des réseaux tolérants aux délais (DTN), qui sont des réseaux connectés par intermittence et où il n'y a aucun chemin de bout-en-bout persistant à n'importe quel temps donné. Nous proposons, d'abord, un nouveau protocole de transport fiable pour les DTNs basé sur l'utilisation d'accusés de réception ainsi que le codage linéaire aléatoire. Nous modélisons l'évolution du réseau conformément à notre plan en utilisant l'approche fluide. Nous obtenons le temps de transfert d'un fichier en fonction de certains paramètres optimaux obtenus par l'approche d'évolution différentielle. Deuxièmement, Nous proposons ainsi et étudions un nouveau mécanisme d'ACK augmenté, pour améliorer le transport fiable pour les DTNs, pour les cas unicast et multicast. Nous nous servons du codage linéaire aléatoire aux relais pour que les paquets puissent atteindre la destination plus rapidement. Nous obtenons la fiabilité basée sur l'utilisation Global Sélective ACKnowledgement. Enfin, nous abordons le problème de l'estimation de propagation des fichiers dans les DTNs avec livraison directe et le routage épidémique. Nous estimons et suivons le degré de propagation d'un message dans le réseau. Nous fournissons la base analytique à notre cadre d'évaluation avec des aperçus validés en se basant sur des simulations. En plus, nous utilisons le filtre de Kalman et Minimum- Mean-Squared Error (MMSE) pour suivre le processus de propagation et trouvons que le filtre de Kalman fournit des résultats plus précis par rapport à MMSE / Mobile Ad hoc NETworks (MANETs) aim at making communication between mobile nodes feasible without any infrastructure support. Sparse MANETs fall into the class of Delay Tolerant Networks which are intermittently connected networks and where there is no contemporaneous end-to-end path at any given time. We first, propose a new reliable transport scheme for DTNs based on the use of ACKnowledgments and random linear coding. We model the evolution of the network under our scheme using a fluid-limit approach. We optimize our scheme to obtain mean file transfer times on certain optimal parameters obtained through differential evolution approach. Secondly, we propose and study a novel and enhanced ACK to improve reliable transport for DTNs covering both unicast and multicast flows. We make use of random linear coding at relays so that packets can reach the destination faster. We obtain reliability based on the use of so-called Global Selective ACKnowledgment. We obtain significant improvement through G-SACKs and coding at relays. Finally, we tackle the problem of estimating file-spread in DTNs with direct delivery and epidemic routing. We estimate and track the degree of spread of a message in the network. We provide analytical basis to our estimation framework alongwith insights validated with simulations. We observe that the deterministic fluid model can indeed be a good predictor with a large of nodes. Moreover, we use Kalman filter and Minimum- Mean-Squared-Error (MMSE) to track the spreading process and find that Kalman filter provides more accurate results as compared to MMSE

Motivated by a zero-intelligence approach, the aim of this thesis is to unify the microscopic (discrete price and volume), mesoscopic (discrete price and continuous volume) and macroscopic (continuous price and volume) frameworks of limit order books, with a view to providing a novel yet analytically tractable description of their behaviour in a high to ultra high-frequency setting. Starting with the canonical microscopic framework, the first part of the thesis examines the limiting behaviour of the order book process when order arrival and cancellation rates are sent to infinity and when volumes are considered to be of infinitesimal size. Mathematically speaking, this amounts to establishing the weak convergence of a discrete-space process to a mesoscopic diffusion limit. This step is initially carried out in a reduced-form context, in other words, by simply looking at the best bid and ask queues, before the procedure is extended to the whole book. This subsequently leads us to the second part of the thesis, which is devoted to the transition between mesoscopic and macroscopic models of limit order books, where the general idea is to send the tick size to zero, or equivalently, to consider infinitely many price levels. The macroscopic limit is then described in terms of reflected SPDEs which typically arise in stochastic interface models. Numerical applications are finally presented, notably via the simulation of the mesocopic and macroscopic limits, which can be used as market simulators for short-term price prediction or optimal execution strategies.

I detta tvärvetenskapliga arbete studeras från den matematiska sidan tre klassiska populationsmodeller: Malthus tillväxtmodell, Verhulsts logistiska modell och Lotka-Volterras jägarebytesmodell. De klassiska modellerna jämförs med stokastiska. De stokastiska modeller som studeras är födelsedödsprocesser och deras diffusionsapproximation. Jämförelse görs med medelvärdesbildade simuleringar. Det krävs många simuleringar för att kunna genomföra jämförelserna. Dessa simuleringar måste utföras i datormiljö och det är här den datalogiska aspekten av arbetet kommer in. Modellerna och deras resultathantering har implementerats i både MatLab och i C, för att kunna möjliggöra en undersökning om skillnaderna i tidsåtgången mellan de båda språken, under genomförandet av ovan nämnda jämförelser. Försök till tidsoptimering utförs och även användarvänligheten under implementeringen av de matematiska problemen i de båda språken behandlas. Följande matematiska slutsatser har dragits, att de medelvärdesbildade lösningarna inte alltid sammanfaller med de klassiska modellerna när de simuleras på stora tidsintervall. I den logistiska modellen samt i Lotka-Volterras modell dör förr eller senare de stokastiska simuleringarna ut när tiden går mot oändligheten, medan deras deterministiska representation lever vidare. I den exponentiella modellen sammanfaller medelvärdet av de stokastiska simuleringarna med den deterministiska lösningen, dock blir spridningen stor för de stokastiska simuleringarna när de utförs på stora tidsintervall. Datalogiska slutsatser som har dragits är att när det kommer till att implementera få modeller, samt resultatbearbetning av dessa, som ska användas upprepade gånger, är C det bäst lämpade språket då det visat sig vara betydligt snabbare under exekvering än vad MatLab är. Dock måste hänsyn tas till alla de svårigheter som implementeringen i C drar med sig. Dessa svårigheter kan till stor del undvikas om implementeringen istället sker i MatLab, då det därmed finns tillgång till en uppsjö av väl lämpade funktioner och färdiga matematiska lösningar. / In this interdisciplinary study, three classic population models will be studied from a mathematical view: Malthus’ growth, Verhulst’s logistic model and Lotka-Volterra’s model for hunter and prey. The classic models are being compared to the stochastic ones. The stochastic models studied are the birthdeath processes and their diffusion approximation. Comparisons are made by averaging simulations. It requires numerous simulations to carry out the comparisons. The simulations must be carried out on a computer and this is where the computer science emerges to the project. The models, along with the handling of the results, have been implemented in both MatLab and in C in order to allow a comparison between the two languages whilst executing the above mentioned study. Attempts to time optimization and an evaluation concerning the user-friendliness regarding the implementation of mathematical problems will be performed. Mathematic conclusions, which have been drawn, are that the averaging solutions do not always coincide with the traditional models when they are being simulated over large time. In the logistic model and in Lotka-Volterra’s model the stochastic simulations will sooner or later die when the time is moving towards infinity, whilst their deterministic representation keeps on living. In the exponential model, the mean values of the stochastic simulations and of the deterministic solution coincide. There is, however, a large spread for the stochastic simulations when they are carried out over a large time. Computer scientific conclusions drawn from the study includes that when it comes to implementing a few models, along with the handling of the results, to be used repeatedly, C is the most appropriate language as it proved to be significantly faster during execution. However, all of the difficulties during the implementation of mathematical problems in C must be kept in mind. These difficulties can be avoided if the implementation instead takes place in MatLab, where a numerous of mathematical functions and solutions will be available.

<p>I detta tvärvetenskapliga arbete studeras från den matematiska sidan tre klassiska populationsmodeller: Malthus tillväxtmodell, Verhulsts logistiska modell och Lotka-Volterras jägarebytesmodell. De klassiska modellerna jämförs med stokastiska. De stokastiska modeller som studeras är födelsedödsprocesser och deras diffusionsapproximation. Jämförelse görs med medelvärdesbildade simuleringar.</p><p>Det krävs många simuleringar för att kunna genomföra jämförelserna. Dessa simuleringar måste utföras i datormiljö och det är här den datalogiska aspekten av arbetet kommer in. Modellerna och deras resultathantering har implementerats i både MatLab och i C, för att kunna möjliggöra en undersökning om skillnaderna i tidsåtgången mellan de båda språken, under genomförandet av ovan nämnda jämförelser. Försök till tidsoptimering utförs och även användarvänligheten under implementeringen av de matematiska problemen i de båda språken behandlas.</p><p>Följande matematiska slutsatser har dragits, att de medelvärdesbildade lösningarna inte alltid sammanfaller med de klassiska modellerna när de simuleras på stora tidsintervall. I den logistiska modellen samt i Lotka-Volterras modell dör förr eller senare de stokastiska simuleringarna ut när tiden går mot oändligheten, medan deras deterministiska representation lever vidare. I den exponentiella modellen sammanfaller medelvärdet av de stokastiska simuleringarna med den deterministiska lösningen, dock blir spridningen stor för de stokastiska simuleringarna när de utförs på stora tidsintervall.</p><p>Datalogiska slutsatser som har dragits är att när det kommer till att implementera få modeller, samt resultatbearbetning av dessa, som ska användas upprepade gånger, är C det bäst lämpade språket då det visat sig vara betydligt snabbare under exekvering än vad MatLab är. Dock måste hänsyn tas till alla de svårigheter som implementeringen i C drar med sig. Dessa svårigheter kan till stor del undvikas om implementeringen istället sker i MatLab, då det därmed finns tillgång till en uppsjö av väl lämpade funktioner och färdiga matematiska lösningar.</p> / <p>In this interdisciplinary study, three classic population models will be studied from a mathematical view: Malthus’ growth, Verhulst’s logistic model and Lotka-Volterra’s model for hunter and prey. The classic models are being compared to the stochastic ones. The stochastic models studied are the birthdeath processes and their diffusion approximation. Comparisons are made by averaging simulations.</p><p>It requires numerous simulations to carry out the comparisons. The simulations must be carried out on a computer and this is where the computer science emerges to the project. The models, along with the handling of the results, have been implemented in both Mat- Lab and in C in order to allow a comparison between the two languages whilst executing the above mentioned study. Attempts to time optimization and an evaluation concerning the user-friendliness regarding the implementation of mathematical problems will be performed.</p><p>Mathematic conclusions, which have been drawn, are that the averaging solutions do not always coincide with the traditional models when they are being simulated over large time. In the logistic model and in Lotka-Volterra’s model the stochastic simulations will sooner or later die when the time is moving towards infinity, whilst their deterministic representation keeps on living. In the exponential model, the mean values of the stochastic simulations and of the deterministic solution coincide. There is, however, a large spread for the stochastic simulations when they are carried out over a large time.</p><p>Computer scientific conclusions drawn from the study includes that when it comes to implementing a few models, along with the handling of the results, to be used repeatedly, C is the most appropriate language as it proved to be significantly faster during execution. However, all of the difficulties during the implementation of mathematical problems in C must be kept in mind. These difficulties can be avoided if the implementation instead takes place in MatLab, where a numerous of mathematical functions and solutions will be available.</p>

<p>I detta tvärvetenskapliga arbete studeras från den matematiska sidan tre klassiska populationsmodeller: Malthus tillväxtmodell, Verhulsts logistiska modell och Lotka-Volterras jägarebytesmodell. De klassiska modellerna jämförs med stokastiska. De stokastiska modeller som studeras är födelsedödsprocesser och deras diffusionsapproximation. Jämförelse görs med medelvärdesbildade simuleringar.</p><p>Det krävs många simuleringar för att kunna genomföra jämförelserna. Dessa simuleringar måste utföras i datormiljö och det är här den datalogiska aspekten av arbetet kommer in. Modellerna och deras resultathantering har implementerats i både MatLab och i C, för att kunna möjliggöra en undersökning om skillnaderna i tidsåtgången mellan de båda språken, under genomförandet av ovan nämnda jämförelser. Försök till tidsoptimering utförs och även användarvänligheten under implementeringen av de matematiska problemen i de båda språken behandlas.</p><p>Följande matematiska slutsatser har dragits, att de medelvärdesbildade lösningarna inte alltid sammanfaller med de klassiska modellerna när de simuleras på stora tidsintervall. I den logistiska modellen samt i Lotka-Volterras modell dör förr eller senare de stokastiska simuleringarna ut när tiden går mot oändligheten, medan deras deterministiska representation lever vidare. I den exponentiella modellen sammanfaller medelvärdet av de stokastiska simuleringarna med den deterministiska lösningen, dock blir spridningen stor för de stokastiska simuleringarna när de utförs på stora tidsintervall.</p><p>Datalogiska slutsatser som har dragits är att när det kommer till att implementera få modeller, samt resultatbearbetning av dessa, som ska användas upprepade gånger, är C det bäst lämpade språket då det visat sig vara betydligt snabbare under exekvering än vad MatLab är. Dock måste hänsyn tas till alla de svårigheter som implementeringen i C drar med sig. Dessa svårigheter kan till stor del undvikas om implementeringen istället sker i MatLab, då det därmed finns tillgång till en uppsjö av väl lämpade funktioner och färdiga matematiska lösningar.</p> / <p>In this interdisciplinary study, three classic population models will be studied from a mathematical view: Malthus’ growth, Verhulst’s logistic model and Lotka-Volterra’s model for hunter and prey. The classic models are being compared to the stochastic ones. The stochastic models studied are the birthdeath processes and their diffusion approximation. Comparisons are made by averaging simulations.</p><p>It requires numerous simulations to carry out the comparisons. The simulations must be carried out on a computer and this is where the computer science emerges to the project. The models, along with the handling of the results, have been implemented in both MatLab and in C in order to allow a comparison between the two languages whilst executing the above mentioned study. Attempts to time optimization and an evaluation concerning the user-friendliness regarding the implementation of mathematical problems will be performed.</p><p>Mathematic conclusions, which have been drawn, are that the averaging solutions do not always coincide with the traditional models when they are being simulated over large time. In the logistic model and in Lotka-Volterra’s model the stochastic simulations will sooner or later die when the time is moving towards infinity, whilst their deterministic representation keeps on living. In the exponential model, the mean values of the stochastic simulations and of the deterministic solution coincide. There is, however, a large spread for the stochastic simulations when they are carried out over a large time.</p><p>Computer scientific conclusions drawn from the study includes that when it comes to implementing a few models, along with the handling of the results, to be used repeatedly, C is the most appropriate language as it proved to be significantly faster during execution. However, all of the difficulties during the implementation of mathematical problems in C must be kept in mind. These difficulties can be avoided if the implementation instead takes place in MatLab, where a numerous of mathematical functions and solutions will be available.</p>