Integro‐differential equations linked to compound birth processes with infinitely divisible addends

Abstract

Stochastic modelling of fatigue (and other material's deterioration), as well as of cumulative damage in risk theory, are often based on compound sums of independent random variables, where the number of addends is represented by an independent counting process. We consider here a cumulative model where, instead of a renewal process (as in the Poisson case), a linear birth (or Yule) process is used. This corresponds to the assumption that the frequency of “damage” increments accelerates according to the increasing number of “damages”. We start from the partial differential equation satisfied by its transition density, in the case of exponentially distributed addends, and then we generalize it by introducing a space derivative of convolution type (i.e., defined in terms of the Laplace exponent of a subordinator). Then we are concerned with the solution of integro‐differential equations, under proper initial conditions, which, in a special case, reduce to a fractional one. Correspondingly, we analyze the related cumulative jump processes under a general infinitely divisible distribution of the (positive) jumps. Some special cases (such as the stable, tempered stable, gamma, and Poisson) are presented.

Mean first‐passage time of cell migration in confined domains

“…In the present work, motivated by the migration of cells in three‐dimensional domains $$$ \Omega $$$ bounded by closed surfaces $$$ S $$$, we consider the Fickian diffusion equation as a starting point to account for cellular movement. Our main purpose is to push forward alternative procedures, which could complement the already existing ones used in other scenarios (see, e.g., previous works 22–26 ), for computing the mean first passage time (MFPT) for migrating cells to proceed from a generic point $$$ x $$$ inside a finite domain $$$ \Omega $$$ to any other point $$$ y $$$ also inside $$$ \Omega $$$, at which it is absorbed. This problem is relevant when quantifying the characteristic times during which moving cells remain within a well‐defined tissue before transitioning to other organs.…”