applied mathematics

Diffusion bridge with randomized initial and terminal times and its application to fish migration

arXiv:2607.04253

summary

The paper develops a stochastic differential equation model, a diffusion bridge with random start and end times, to describe migratory fish counts in a river while accounting for environmental factors such as water temperature, and demonstrates parameter estimation using multi‑year fish migration data and environmental DNA.

Abstract

We mathematically model the dynamics of the number of migratory fish observed at a fixed location along a river in a random environment. Particularly, as a new approach, we construct a stochastic differential equation that incorporates the influence of environmental factors on the fluctuations in the start and end of migration. The model is a diffusion bridge with a non-Lipschitz diffusion coefficient, called the Cox-Ingersoll-Ross bridge, and has random initial and terminal times arising from time-change, so that the influences of environmental factors can be efficiently incorporated. The well-posedness of the model is first established, which is considered novel and significant in applied mathematics. Second, we estimate the parameters of the model based on the latest multiyear daily data set for the upstream migration of Plecoglossus altivelis altivelis (Ayu) by relying on the hypothesis that water temperature affects the migration of the fish, which has been suggested in existing studies. We also explore the application of the proposed model to the challenging task of analyzing environmental DNA data. This study advances the development of a theory of fish migration that is simple yet can take environmental factors into account.

Updated on July 15, 2026

Topics & keywords

#stochastic differential equations#diffusion bridge#fish migration#environmental DNA#parameter estimationCox-Ingersoll-Ross bridgenon-Lipschitz diffusionrandom initial timerandom terminal timetime-changeparameter inference