Part of my research is supported by National Science Foundation under the NSF Grant DMS # 2407669.
Research interests:
Applied Probability, Stochastic Processes, Optimal Control, Dynamical Systems, Mathematical Biology, Stochastic Optimization, Statistics.
Publications:
- (with Chau HN, Kirkby JL, Nguyen D, Nguyen NN, Nguyen T), On the Inversion‐Free Newton’s Method and Its Applications, International Statistical Review. 92(2024) no. 2, 284-321.
- (with Ky Q. Tran, Tran D. Tuong, George Yin), A class of long-run average control problems of Lotka-Voltera systems in a stochastic environment, Mathematical Control and Related Fields (2023).
- (with Tuong, Tran D., Nhu N. Nguyen), Longtime behavior of impulsive stochastic vegetation ecosystem with jump-diffusion, Numerical Algebra, Control and Optimization (2024).
- (with Hieu, Nguyen T., Nhu N. Nguyen, Tran D. Tuong), Hybrid stochastic SIS epidemic models with vaccination: Stability of the disease-free state and applications, Nonlinear Analysis: Hybrid Systems 53 (2024): 101492.
- (with N. Hieu, N. Nguyen, G. Yin), Stochastic multi-group epidemic SVIR models: Degenerate case, Analyzing a class of stochastic SIRS models under imperfect vaccination Journal of the Franklin Institute, 361(2024) no. 3, 1284-1302
- (with D. Nguyen, N. Nguyen, G. Yin), Stability of coupled jump diffusions and applications, J. Differential Equations. 379 (2024), 175-206
- (with N. Nguyen, T. Ta, G. Yin), Stability of Stochastic Functional Differential Equations with Past-Dependent Random Switching Involving Countably Infinite States, IEEE Trans. Automat. Control, 2024
- (with N. Nguyen, T. Tuong), Stochastic multi-group epidemic SVIR models: Degenerate case, Commun. Nonlinear Sci. Numer. Simul. (2024)
- (with A. Hening, N. Hieu, N. Nguyen) Stochastic nutrient-plankton models, J. Differential Equations. 376(2023), 370-405
- (with A. Hening, N. Nguyen, H. Watts) Random switching in an ecosystem with two prey and one predator. SIAM J. Math. Anal. 55 (2023), no. 1, 347–366
- (with A. Hening, S. Schreiber) Coevolution of Patch Selection in Stochastic Environments. The American Naturalist, 202 (2023), no 2, 122-139.
- (with K. Tran, G. Yin), Stability in distribution and stabilization of switching jump diffusions. ESAIM Control Optim. Calc. Var. 28 (2022), Paper No. 72, 26 pp.
- (with K. Tran) Exponential stability of impulsive stochastic differential equations with Markovian switching, Systems Control Lett. 162 (2022), 105178.
- (with M. Benaim and A. Bourquin) Stochastic persistence in degenerate stochastic Lotka-Volterra food chains, Discrete Contin. Dyn. Syst. Ser. B, (2022).
- (with J. Kirkby, D. Nguyen and N. Nguyen) Maximum likelihood estimation of diffusions using continuous time Markov chain, Comput. Statist. Data Anal. 168, April 2022, 107408.
- (with J. Kirby, N. Nguyen, D. Nguyen) Inversion-free subsampling Newton’s method for large sample logistic regression, Statist. Papers.
- (with M.N. Tran, D. Nguyen) Variational Bayes on manifolds, Stat. Comput. 31(2021) Paper No. 71
- (with N. Nguyen, G. Yin) Stochastic functional Kolmogorov equations I: persistence, Stochastic Process. Appl. 142 (2021), 319-364.
- (with N. Nguyen, G. Yin) Stochastic functional Kolmogorov equations II: extinction, J. Differential Equations. 294 (2021), 1-39.
- (with T.A. Phan, J. P. Tian) Deterministic and stochastic modeling for PDGF-driven gliomas reveals a classification of gliomas. J. Math. Biol. 83 (2021), no. 2, Paper No. 22.
- (with A. Hening, S. Schreiber), A classification of the dynamics of three-dimensional stochastic ecological systems, Ann. Appl. Probab. (to appear).
- (with P. Chesson, A. Hening) A general theory of coexistence and extinction for stochastic ecological communities, J. Math. Biol. 82 (2021), no. 6, Paper No. 56.
- (with N. Du, A. Hening and G. Yin) Dynamical systems with fast switching and slow diffusion: Hyperbolic equilibria and stable limit cycles, J. Differential Equations. 293, 25 August 2021, Pages 313-358.
- (with N. Du, N. Nguyen, G. Yin) Stability of stochastic functional differential equations with random switching and applications, Automatica, 125 (2021), 109410.
- (with S.L. Nguyen, D. Nguyen) Stability in Distribution of Path-Dependent Hybrid Diffusion, SIAM J. Control Optim., 59 (2021), no. 1, 434–463.
- (with H. Watts, A. Mishra, T. D. Tuong) Dynamics of a vector-host model under switching environments, Discrete Contin. Dyn. Syst. Ser. B, 22(2021)
- (with J. Kirby, D. Nguyen) A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions, Appl. Math. Comput., 386 (2020), no.1, 125472.
- (with E. Strickler) A method to deal with the critical case in stochastic population dynamics, SIAM J. Appl. Math. 80(2020), 1567–1589.
- (with G. Yin, C. Zhu) Long-term Analysis of A Stochastic SIRS Model with General Incidence Rates, SIAM J. Appl. Math. 80(2020), no. 2, 814–838 (pdf)
- (with N. Nguyen, G. Yin) Analysis of A Spatially Inhomogeneous Stochastic Partial Differential Equation Epidemic Model, J. Appl. Probab. 57(2020), no. 2, 613-636.
- (with N. Nguyen, G. Yin) General nonlinear stochastic systems motivated by chemostat models: Complete characterization of long-time behavior, optimal controls, and applications to wastewater treatment, Stochastic Process. Appl. 130(2020), no. 8, 4608-4642 (pdf)
- (with A. Hening) The competitive exclusion principle in stochastic environments, J. Math. Biol. 80(2020),1323-1351(pdf)
- (with G. Yin) Stability of Stochastic Functional Differential Equations with Regime-Switching: Analysis Using Dupire’s Functional Itô Formula, Potential Anal. 53 (2020), 247–265 (pdf)
- (with T. Tuong, N. Dieu, K. Tran) Extinction and permanence in a stochastic SIRS model in regime-switching with general incidence rate, Nonlinear Anal. Hybrid Syst. 34 (2019),121-130.
- (with G. Yin) Stability of Regime-Switching Diffusion Systems with Discrete States Belonging to a Countable Set, SIAM J. Control Optim. 56(2018) no 5, 3893-3917. (pdf)
- (with A. Hening) Coexistence and extinction for stochastic Kolmogorov systems, Ann. Appl. Probab. 28 (2018), no.(3) 1893-1942, (pdf)
- (with A. Hening, S. C. Ungureanu and T. K. Wong) Asymptotic harvesting of populations in fluctuating environments, to appear in J. Math. Biol (pdf)
- (with G. Yin) Sustainable Harvesting Policies Under Long-Run Average Criteria: Near Optimality, to appear in Appl. Math. Optim 81(2020), 443–478. (pdf)
- (with G. Yin) Recurrence for linearizable switching diffusion with past dependent switching and countable state space, Math. Control Relat. Fields 8(2018) no.(3&4): 879-897. (pdf)
- (with A. Hening) Persistence in stochastic Lotka-Volterra food chains with intraspecific competition, Bull. Math. Biol. 80 (2018), No 10, 2527–2560 (pdf)
- (with A. Hening) Stochastic Lotka-Volterra food chains, J. Math. Biol (2018) 77:135–163 (pdf)
- (with A. Hening and G. Yin) Stochastic population growth in spatially heterogeneous environments: The density-dependent case, J. Math. Biol 76 (2018), No. 3, 697–754. (pdf)
- (with G.Yin) Recurrence and Ergodicity of Switching Diffusions with Past-Dependent Switching Having A Countable State Space, Potential Anal. 48 (2018), no. 4, 405–435. (pdf)
- (with G. Yin and C. Zhu) Certain Properties Related to Well Posedness of Switching Diffusions, Stochastic Process. Appl. 127 (2017), No 10 3135-3158 (pdf).
- (with G. Yin) Switching diffusion with past dependent switching and countable switching space: Existence and uniqueness of solutions, recurrence, and weak stabilization.Decision and Control (CDC), IEEE 56th Annual Conference on. IEEE (2017) 1858-1863.
- (with G. Yin) Coexistence and Exclusion of Stochastic Competitive Lotka-Volterra Models, J. Differential Equations. 262 (2017), no. 3, 1192-1225. (pdf)
- (with G. Yin) Modeling and Analysis of Switching Diffusion Systems: Past-Dependent Switching Having a Countable State Space and Related Control System Models, SIAM J. Control Optim. 54 (2016), no. 5, 2450-2477. (pdf)
- (with N. Dieu, N. Du and G. Yin) Classification of Asymptotic Behavior in A Stochastic SIR Model, SIAM J. Appl. Dyn. Syst. 15 (2016), no. 2, 1062-1084. (pdf)
- (with N. Dieu, N. Du and G. Yin) Protection Zones for Survival of Species in Random Environment, SIAM J. Appl. Math. 76 (2016), no. 4, 1382-1402. (Preprint version)
- (with N. Du and G. Yin) Conditions for permanence and ergodicity of certain stochastic predator-prey models, J. Appl. Probab. 53 (2016), 187-202. (pdf) (Notes)
- (with N. Du and G. Yin) Study of Certain Stochastic Predator-Prey Models, SIAM Conf. Control Appl., (2015) 408-415. (pdf)
- (with N. Du and G. Yin) Existence of stationary distributions for Kolmogorov systems of competitive type under telegraph noise. J. Differential Equations 257 (2014), no. 6, 2078-2101. (pdf)
- (with N. Du) Asymptotic behavior of Kolmogorov systems with predator-prey type in random environment. Commun. Pure Appl. Anal. 13 (2014), no. 6, 2693-2712. (pdf)
- (with P. Auger, N. Du, N. Hieu), Dynamical behavior of a stochastic sirs epidemic model, Math. Model. Nat. Phenom. 10 (no. 2, 2015), (pdf)
- (with N. Du, N. Dieu) On stability in distribution of stochastic differential delay equations with Markovian switching. Systems Control Lett. 65 (2014), 43-49. (pdf)
- A note on sufficient conditions for asymptotic stability in distribution of stochastic differential equations with Markovian switching. Nonlinear Anal. 95 (2014), 625-631. (pdf)
- (with H. Tuan and V. Khu) Dynamics of a stochastic predator-prey model with Beddington DeAngelis functional response. Sci. Ser. A Math. Sci. (N.S.) 22 (2012), 75-84. (pdf)
- (with T. Lan), Exponential stability of nontrivial solutions of stochastic differential equations. Sci. Ser. A Math. Sci. (N.S.) 21 (2011), 97-106. (pdf)
- (with N. Du, T. Ta), Asymptotic behavior of predator-prey systems perturbed by white noise. Acta Appl. Math. 115 (2011), no. 3, 351-370. (pdf)
- (with N. Du), Dynamics of Kolmogorov systems of competitive type under the telegraph noise. J. Differential Equations 250 (2011), no. 1, 386-409. (pdf)