Systems of interacting diffusions with partial annihilation through membranes

We introduce an interacting particle system in which two families of reflected diffusions interact in a singular manner near a deterministic interface $I$. This system can be used to model the transport of positive and negative charges in a solar cell or the population dynamics of two segregated species under competition. A related interacting random walk model with discrete state spaces has recently been introduced and studied in Chen and Fan (2014). In this paper, we establish the functional law of large numbers for this new system, thereby extending the hydrodynamic limit in Chen and Fan (2014) to reflected diffusions in domains with mixed-type boundary conditions, which include absorption (harvest of electric charges). We employ a new and direct approach that avoids going through the delicate BBGKY hierarchy.Comment: Published at http://dx.doi.org/10.1214/15-AOP1047 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Necessary and sufficient conditions for consistent root reconstruction in Markov models on trees

We establish necessary and sufficient conditions for consistent root reconstruction in continuous-time Markov models with countable state space on bounded-height trees. Here a root state estimator is said to be consistent if the probability that it returns to the true root state converges to 1 as the number of leaves tends to infinity. We also derive quantitative bounds on the error of reconstruction. Our results answer a question of Gascuel and Steel and have implications for ancestral sequence reconstruction in a classical evolutionary model of nucleotide insertion and deletion.Comment: 30 pages, 3 figures, title of reference [FR] is update

Genealogies in Expanding Populations

The goal of this paper is to prove rigorous results for the behavior of genealogies in a one-dimensional long range biased voter model introduced by Hallatschek and Nelson [25]. The first step, which is easily accomplished using results of Mueller and Tribe [38], is to show that when space and time are rescaled correctly, our biased voter model converges to a Wright-Fisher SPDE. A simple extension of a result of Durrett and Restrepo [18] then shows that the dual branching coalescing random walk converges to a branching Brownian motion in which particles coalesce after an exponentially distributed amount of intersection local time. Brunet et al. [8] have conjectured that genealogies in models of this type are described by the Bolthausen-Sznitman coalescent, see [39]. However, in the model we study there are no simultaneous coalescences. Our third and most significant result concerns "tracer dynamics" in which some of the initial particles in the biased voter model are labeled. We show that the joint distribution of the labeled and unlabeled particles converges to the solution of a system of stochastic partial differential equations. A new duality equation that generalizes the one Shiga [44] developed for the Wright-Fisher SPDE is the key to the proof of that result.Comment: 40 pages, 1 figur