7-8 sept. 2023 Fontainebleau (France)
Spatial statistics and stochastic partial differential equations: a mechanistic viewpoint
Denis Allard  1@  , Lionel Roques  2, *@  , Samuel Soubeyrand  2, *@  
1 : Biostatistique et Processus Spatiaux
Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement : UR0546, Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement
Site Agroparc Domaine St Paul 84914 Avignon cedex 9 -  France
2 : Biostatistique et Processus Spatiaux  (BioSP)
Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement
Site Agroparc Domaine St Paul 84914 Avignon cedex 9 -  France
* : Auteur correspondant

The Stochastic Partial Differential Equation (SPDE) approach is revisited from a mechanistic perspective based on the movement of microscopic particles, thereby relating pseudo-differential operators to dispersal kernels. A connection between Lévy flights and PDEs involving the Fractional Laplacian (FL) operator is established. The corresponding Fokker-Planck PDEs will serve as a basis to propose new generalisations by considering a general form of SPDE with terms accounting for dispersal, drift and reaction. The difference between the FL operator (with or without linear reaction term) associated with a fat-tailed dispersal kernel and therefore describing long-distance dependencies and the damped FL operator associated with a thin-tailed kernel, thus corresponding to short-distance dependencies, is detailed. Then, SPDE-based random fields with non-stationary external spatially and temporally varying force are illustrated and nonlinear bistable reaction term are introduced. The physical meaning of the latter and possible applications are discussed. Returning to the particulate interpretation of the above-mentioned equations, their links with point processes is described in a particular case. We unravel the nature of the point processes they generate and show how such mechanistic models, associated to a probabilistic observation model, can be used in a hierarchical setting to estimate the parameters of the particle dynamics.



  • Poster
Personnes connectées : 4 Vie privée
Chargement...