We analyze a birth, migration, and death stochastic process modeling the dynamics of a finite population, in which individuals transit unidirectionally across successive compartments. The model is formulated as a continuous-time Markov chain, whose transition matrix involves multiscale effects; the whole (or part of the) population affects the rates of individual birth, migration, and death events. Using the slow-fast property of the model, we prove the existence and uniqueness of the limit model in the framework of stochastic singular perturbations. The derivation of the limit model is based on compactness and coupling arguments. The uniqueness is handled by applying the ergodicity theory and studying a dedicated Poisson equation. The limit model consists of an ordinary differential equation ruling the dynamics of the first (slow) compartment, coupled with a quasi-stationary distribution in the remaining (fast) compartments, which averages the contribution of the fast component of the Markov chain on the slow one. We illustrate numerically the convergence and highlight the relevance of dealing with nonlinear event rates for our application in reproductive biology. The numerical simulations involve a simple integration scheme for the deterministic part, coupled with the nested algorithm to sample the quasi-stationary distribution.


  1. continuous-time Markov chain
  2. singular perturbations
  3. stochastic coupling techniques
  4. Foster--Lyapunov criterion
  5. nested algorithm
  6. reproductive biology

MSC codes

  1. 92D25
  2. 60G10
  3. 60J28

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Supplementary Material

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Index of Supplementary Materials

Title of paper: Averaging of a Stochastic Slow-fast Model for Population Dynamics: Application to the Development of Ovarian Follicles

Authors: G. Ballif, F. Clement, and R. Yvinec

File: M140961SupMat.pdf

Type: PDF

Contents: Technical parts of the proofs and additional figures.


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Information & Authors


Published In

cover image SIAM Journal on Applied Mathematics
SIAM Journal on Applied Mathematics
Pages: 359 - 380
ISSN (online): 1095-712X


Submitted: 5 April 2021
Accepted: 1 November 2021
Published online: 28 February 2022


  1. continuous-time Markov chain
  2. singular perturbations
  3. stochastic coupling techniques
  4. Foster--Lyapunov criterion
  5. nested algorithm
  6. reproductive biology

MSC codes

  1. 92D25
  2. 60G10
  3. 60J28



Frédérique Clément

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