Multi-type branching diffusions with small mutation rates

Abstract

Approximate solutions are found for Feller-like neutral multi-type branching diffusions $\big{(}\mathbf{X}(t)\big{)}_{t \in \mathbb{R}_{\ge 0}}$ in the limit of small mutation rates. The method employed involves solving approximations to the Laplace transformed forward Kolmogorov equation by integrating along characteristics. To leading order in the scale $θ$ of the overall mutation rate the super-critical diffusion is found to collapse onto a line density aligned with the stationary left eigenvector of the rate matrix following a rapid change of behaviour at a critical time $t_{\rm c}$, which has a weak logarithmic dependence on $θ$. First order in $θ$ approximations to the density and moments of $\mathbf{X}(t)$ are also determined. The first-order approximation corresponds to allowing at most one mutation in the coalescent tree of a sample and is valid for $t < t_{\rm c}$ in the supercritical case, and more generally for the critical and sub-critical cases.