Evolutionary Dynamics of Incubation Periods Bertrand Ottino-Loffler1, Jacob G Scott2,3, Steven H Strogatz1*
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Jump Bifurcation and Hysteresis in an Infinite-Dimensional Dynamical System of Coupled Spins*
SIAM J. APPL. MATH. (C) 1990 Society for Industrial and Applied Mathematics Vol. 50, No. 1, pp. 108-124, February 1990 008 JUMP BIFURCATION AND HYSTERESIS IN AN INFINITE-DIMENSIONAL DYNAMICAL SYSTEM OF COUPLED SPINS* RENATO E. MIROLLOt AND STEVEN H. STROGATZ: Abstract. This paper studies an infinite-dimensional dynamical system that models a collection of coupled spins in a random magnetic field. A state of the system is given by a self-map of the unit circle. Critical states for the dynamical system correspond to equilibrium configurations of the spins. Exact solutions are obtained for all the critical states and their stability is characterized by analyzing the second variation of the system's potential function at those states. It is proven rigorously that the system exhibits a jump bifurcation and hysteresis as the coupling between spins is varied. Key words, bifurcation, dynamical system, phase transition, spin system AMS(MOS) subject classifications. 58F14, 82A57, 34F05 1. Introduction. There is currently a great deal of interest in the collective behavior of dynamical systems with many interacting subunits [2]. Such systems are very difficult to analyze rigorously unless some simplifying assumptions are made. "Phase models," in which each subunit is characterized by a single phase angle Oi, provide an analytically tractable class of many-body systems. Phase models have been used in a wide variety of scientific contexts, including charge-density wave transport [8], [9], [23], [24], magnetic spin systems [3], [26], oscillating chemical reactions 15], 18], [28], networks of biological oscillators [4], [7], [14], [27], [28], and arrays of Josephson junctions [11], [25]. -
Question-And-Answer-Physics-Today
Questions and answers with Steven Strogatz An applied mathematician notes that for many physics topics, including general relativity and climate science, the whole is often not equal to the sum of the parts. By Jeremy N. A. Matthews April 2015 Bookends: Questions and answers with Steven Strogatz Questions and answers with Peter Pesic Questions and answers with Marcelo Gleiser Questions and answers with Amit Hagar Questions and answers with A. Douglas Stone Steven Strogatz is the Jacob Schurman Professor of Applied Mathematics at Cornell University in Ithaca, New York. He conducts research on dynamical systems in physics, biology, and social science. His 1998 Nature article “Collective dynamics of ‘small-world’ networks” is considered a seminal contribution to complexity research. Strogatz is also an active communicator of mathematics and related topics to the public. He frequently appears on public radio and writes for The New Yorker and other publications. A 2015 recipient of the Lewis Thomas Prize for Writing About Science, he has written books that include Sync: How Order Emerges from Chaos in the Universe, Nature, and Daily Life (Hyperion, 2003) and The Joy of x: A Guided Tour of Math, from One to Infinity (Houghton Mifflin Harcourt, 2012). Strogatz recently published the second edition of a text he wrote more than two decades ago. The new edition of Nonlinear Dynamics and Chaos: With Applications to Physics, Biology, Chemistry, and Engineering (Westview Press, 2015) contains new exercises on such topics as protein dynamics and superconductivity and covers applications in such emerging fields as sociophysics and systems biology. Physics Today reviewed the book in the April issue. -
A Stochastic Differential Equation Derived from Evolutionary Game Theory
U.U.D.M. Project Report 2019:5 A stochastic differential equation derived from evolutionary game theory Brian Treacy Examensarbete i matematik, 15 hp Handledare: Ingemar Kaj Examinator: Denis Gaidashev Februari 2019 Department of Mathematics Uppsala University Abstract Evolutionary game theory models population dynamics of species when a concept of fit- ness is introduced. Initally ordinary differential equation models were the primary tool but these fail to capture inherent randomness in sufficiently small finite populations. There- fore stochastic models were created to capture the stochasticity in these populations. This thesis connects these two modeling paradigms. It does this by defining a stochastic process model for fitness-dependent population dynamics and deriving its associated in- finitesimal generator. This is followed by linking the finite population stochastic process model to the infinite population ordinary differential equation model by taking the limit of the total population which results in a stochastic differential equation. The behaviour of this stochastic differential equation is analyzed, showing how certain parameters af- fect how closely this stochastic differential equation mimics the behaviour of the ordinary differential equation. The thesis concludes by providing graphical evidence that the one- third rule holds with this stochastic differential equation. 3 Contents Introduction 5 1 Moran Process 6 1.1 Payoff ....................................6 1.2 Fitness . .7 1.3 Transition Probabilities . .7 1.4 Fixation Probabilities and Times . .8 2 Infinitesimal Generator 9 2.1 Infinitesimal Generator for alternative fitness function . 10 3 Stochastic Differential Equations 11 3.1 Heuristics . 11 3.2 Existence and Uniqueness . 11 3.3 Infinitesimal Generator . 12 4 Analysis 13 4.1 Analysis of deterministic component . -
Populations in Environments with a Soft Carrying Capacity Are Eventually
Populations in environments with a soft carrying capacity are eventually extinct † Peter Jagers∗ Sergei Zuyev∗ August 5, 2020 Abstract Consider a population whose size changes stepwise by its members reproducing or dying (disappearing), but is otherwise quite general. Denote the initial (non-random) size by Z0 and the size of the nth change by Cn, n = 1,2,.... Population sizes hence develop successively as Z1 = Z0 +C1, Z2 = Z1 +C2 and so on, indefinitely or until there are no further size changes, due to extinction. Extinction is thus assumed final, so that Zn = 0 implies that Zn+1 = 0, without there being any other finite absorbing class of population sizes. We make no assumptions about the time durations between the successive changes. In the real world, or more specific models, those may be of varying length, depending upon individual life span distributions and their interdepen- dencies, the age-distribution at hand and intervening circumstances. We could con- sider toy models of Galton-Watson type generation counting or of the birth-and-death type, with one individual acting per change, until extinction, or the most general multi- type CMJ branching processes with, say, population size dependence of reproduction. Changes may have quite varying distributions. The basic assumption is that there is a carrying capacity, i.e. a non-negative number K such that the conditional expectation of the change, given the complete past history, is non-positive whenever the population exceeds the carrying capacity. Further, to avoid unnecessary technicalities, we assume that the change Cn equals -1 (one individual dying) with a conditional (given the past) probability uniformly bounded away from 0. -
An Ergodic Theorem for Fleming-Viot Models in Random Environments
An Ergodic Theorem for Fleming-Viot Models in Random Environments 1 Arash Jamshidpey 2 2016 Abstract The Fleming-Viot (FV) process is a measure-valued diffusion that models the evolution of type frequencies in a countable population which evolves under resampling (genetic drift), mutation, and selection. In the classic FV model the fitness (strength) of types is given by a measurable function. In this paper, we introduce and study the Fleming-Viot process in random environment (FVRE), when by random environment we mean the fitness of types is a stochastic process with c`adl`ag paths. We identify FVRE as the unique solution to a so called quenched martingale problem and derive some of its properties via martingale and duality methods. We develop the duality methods for general time-inhomogeneous and quenched martingale problems. In fact, some important aspects of the duality relations only appears for time-inhomogeneous (and quenched) martingale problems. For example, we see that duals evolve backward in time with respect to the main Markov process whose evolution is forward in time. Using a family of function-valued dual processes for FVRE, we prove that, as the number eN of individuals N tends to ∞, the measure-valued Moran process µN (with fitness process eN ) e converges weakly in Skorokhod topology of c`adl`ag functions to the FVRE process µ (with fitness process e), if eN → e a.s. in Skorokhod topology of c`adl`ag functions. We also study e the long-time behaviour of FVRE process (µt )t≥0 joint with its fitness process e =(et)t≥0 and e prove that the joint FV-environment process (µt ,et)t≥0 is ergodic under the assumption of weak ergodicity of e. -
An Extended Moran Process That Captures the Struggle for Fitness
An extended Moran process that captures the struggle for fitness a, b c Marthe M˚aløy ⇤, Frode M˚aløy, Rafael Lahoz-Beltr´a , Juan Carlos Nu˜no , Antonio Brud aDepartment of Mathematics and Statistics, The Arctic University of Norway. bDepartment of Biodiversity, Ecology and Evolution, Complutense University of Madrid, Spain. cDepartamento de Matem´atica Aplicada a los Recursos Naturales, Universidad Polit´ecnica de Madrid, Spain dDepartment of Applied Mathematics, Complutense University of Madrid, Spain Abstract When a new type of individual appears in a stable population, the newcomer is typically not advantageous. Due to stochasticity, the new type can grow in numbers, but the newcomers can only become advantageous if they manage to change the environment in such a way that they increase their fitness. This dy- namics is observed in several situations in which a relatively stable population is invaded by an alternative strategy, for instance the evolution of cooperation among bacteria, the invasion of cancer in a multicellular organism and the evo- lution of ideas that contradict social norms. These examples also show that, by generating di↵erent versions of itself, the new type increases the probability of winning the struggle for fitness. Our model captures the imposed cooperation whereby the first generation of newcomers dies while changing the environment such that the next generations become more advantageous. Keywords: Evolutionary dynamics, Nonlinear dynamics, Mathematical modelling, Game theory, Cooperation 1. Introduction When unconditional cooperators appear in a large group of defectors, they are exploited until they become extinct. The best possible scenario for this type of cooperators is to change the environment such that another type of cooper- 5 ators that are regulated and only cooperate under certain conditions becomes advantageous. -
Dynamics of Markov Chains for Undergraduates
Dynamics of Markov Chains for Undergraduates Ursula Porod February 19, 2021 Contents Preface 6 1 Markov chains 8 1.1 Introduction . .8 1.2 Construction of a Markov chain . .9 1.2.1 Finite-length trajectories . .9 1.2.2 From finite to infinite-length trajectories . 11 1.3 Basic computations for Markov chains . 16 1.4 Strong Markov Property . 21 1.5 Examples of Markov Chains . 23 1.6 Functions of Markov chains . 35 1.7 Irreducibility and class structure of the state space . 42 1.8 Transience and Recurrence . 44 1.9 Absorbing chains . 53 1.9.1 First step analysis . 53 1.9.2 Finite number of transient states . 55 1.9.3 Infinite number of transient states . 61 1.10 Stationary distributions . 66 1.10.1 Existence and uniqueness of an invariant measure . 68 1.10.2 Positive recurrence versus null recurrence . 73 1.10.3 Stationary distributions for reducible chains . 74 1.10.4 Steady state distributions . 76 1.11 Periodicity . 77 1.12 Exercises . 85 2 Limit Theorems for Markov Chains 87 2.1 The Ergodic Theorem . 87 2.2 Convergence . 93 2.3 Long-run behavior of reducible chains . 98 1 CONTENTS 2 2.4 Exercises . 100 3 Random Walks on Z 101 3.1 Basics . 101 3.2 Wald's Equations . 103 3.3 Gambler's Ruin . 105 3.4 P´olya's Random Walk Theorem . 111 3.5 Reflection Principle and Duality . 115 3.5.1 The ballot problem . 120 3.5.2 Dual walks . 121 3.5.3 Maximum and minimum . -
Damien Fair, Never at Rest
Spectrum | Autism Research News https://www.spectrumnews.org PROFILES Rising Star: Damien Fair, never at rest BY SARAH DEWEERDT 9 JANUARY 2019 One day last April, Damien Fair chuckled along with the members of his 30-person lab at their monthly lunch meeting as he attempted to maneuver a bowl of soup, a plate of salad and a pair of crutches all at the same time. The associate professor of behavioral neuroscience at Oregon Health and Science University in Portland had broken his ankle in a city-league basketball game the evening before. Fair waved away offers of help and soon got down to business. “All right, teach us something,” he told the lab members who were presenting their work that day. He mostly let the presenters, a graduate student and a research associate, hold the floor. Fair is tall and trim, with a salt-and- pepper goatee and expressive eyebrows. He laughed appreciatively at the visual puns in their PowerPoint presentation — for example, a photograph of a toddler in a wetsuit, a play on the name ‘FreeSurfer,’ software for analyzing brain scans. “Damien never sweats anything — officially,” says Nico Dosenbach, assistant professor of pediatric neurology at Washington University in St. Louis, Missouri. Underneath his cool exterior, though, Fair is intense and driven, says Dosenbach, who has been Fair’s friend since the two were in graduate school. And Fair is not intimidated by conventional notions of status or rank: He doesn’t hesitate to ask other scientists for their data or time — or to offer his in return. These traits have made Fair one of the most productive and sought-after collaborators in the field of brain imaging. -
Scaling Limits of a Model for Selection at Two Scales
Home Search Collections Journals About Contact us My IOPscience Scaling limits of a model for selection at two scales This content has been downloaded from IOPscience. Please scroll down to see the full text. 2017 Nonlinearity 30 1682 (http://iopscience.iop.org/0951-7715/30/4/1682) View the table of contents for this issue, or go to the journal homepage for more Download details: IP Address: 152.3.102.254 This content was downloaded on 01/06/2017 at 10:54 Please note that terms and conditions apply. You may also be interested in: Stochastic switching in biology: from genotype to phenotype Paul C Bressloff Ergodicity in randomly forced Rayleigh–Bénard convection J Földes, N E Glatt-Holtz, G Richards et al. Regularity of invariant densities for 1D systems with random switching Yuri Bakhtin, Tobias Hurth and Jonathan C Mattingly Cusping, transport and variance of solutions to generalized Fokker–Planck equations Sean Carnaffan and Reiichiro Kawai Anomalous diffusion for a class of systems with two conserved quantities Cédric Bernardin and Gabriel Stoltz Feynman–Kac equation for anomalous processes with space- and time-dependent forces Andrea Cairoli and Adrian Baule Mixing rates of particle systems with energy exchange A Grigo, K Khanin and D Szász Ergodicity of a collective random walk on a circle Michael Blank Stochastic partial differential equations with quadratic nonlinearities D Blömker, M Hairer and G A Pavliotis IOP Nonlinearity Nonlinearity London Mathematical Society Nonlinearity Nonlinearity 30 (2017) 1682–1707 https://doi.org/10.1088/1361-6544/aa5499 -
Stochastische Prozesse
University of Vienna Stochastische Prozesse January 27, 2015 Contents 1 Random Walks 5 1.1 Heads or tails . 5 1.2 Probability of return . 6 1.3 Reflection principle . 7 1.4 Main lemma for symmetric random walks . 7 1.5 First return . 8 1.6 Last visit . 9 1.7 Sojourn times . 10 1.8 Position of maxima . 11 1.9 Changes of sign . 11 1.10 Return to the origin . 12 1.11 Random walks in the plane Z2 . 13 1.12 The ruin problem . 13 1.13 How to gamble if you must . 14 1.14 Expected duration of the game . 15 1.15 Generating function for the duration of the game . 15 1.16 Connection with the diffusion process . 17 2 Branching processes 18 2.1 Extinction or survival of family names . 18 2.2 Proof using generating functions . 19 2.3 Some facts about generating functions . 22 2.4 Moment and cumulant generating functions . 23 2.5 An example from genetics by Fischer (1930) . 24 2.6 Asymptotic behaviour . 26 3 Markov chains 27 3.1 Definition . 27 3.2 Examples of Markov chains . 27 3.3 Transition probabilities . 30 3.4 Invariant distributions . 31 3.5 Ergodic theorem for primitive Markov chains . 31 3.6 Examples for stationary distributions . 34 3.7 Birth-death chains . 34 3.8 Reversible Markov chains . 35 3.9 The Markov chain tree formula . 36 1 3.10 Mean recurrence time . 39 3.11 Recurrence vs. transience . 40 3.12 The renewal equation . 42 3.13 Positive vs. null-recurrence . -
The Moran Process As a Markov Chain on Leaf-Labeled Trees
The Moran Process as a Markov Chain on Leaf-labeled Trees David J. Aldous∗ University of California Department of Statistics 367 Evans Hall # 3860 Berkeley CA 94720-3860 [email protected] http://www.stat.berkeley.edu/users/aldous March 29, 1999 Abstract The Moran process in population genetics may be reinterpreted as a Markov chain on a set of trees with leaves labeled by [n]. It provides an interesting worked example in the theory of mixing times and coupling from the past for Markov chains. Mixing times are shown to be of order n2, as anticipated by the theory surrounding Kingman’s coalescent. Incomplete draft -- do not circulate AMS 1991 subject classification: 05C05,60C05,60J10 Key words and phrases. Coupling from the past, Markov chain, mixing time, phylogenetic tree. ∗Research supported by N.S.F. Grant DMS96-22859 1 1 Introduction The study of mixing times for Markov chains on combinatorial sets has attracted considerable interest over the last ten years [3, 5, 7, 14, 16, 18]. This paper provides another worked example. We must at the outset admit that the mathematics is fairly straightforward, but we do find the example instructive. Its analysis provides a simple but not quite obvious illustration of coupling from the past, reminiscent of the elementary analysis ([1] section 4) of riffle shuffle, and of the analysis of move-to-front list algorithms [12] and move-to-root algorithms for maintaining search trees [9]. The main result, Proposition 2, implies that while most combinatorial chains exhibit the cut-off phenomenon [8], this particular example has the opposite diffusive behavior. -
10-5-19 Workshop Announcement V2
Cornell University Department of Mathematics K-12 Education and Outreach MATH 5080 – Mathematics for Secondary School Teachers October 5, 2019 u 9:00 am – 2:30 pm (lunch provided) u 406 Malott Hall 8:45 – 9:00 am Bagels & Juice (provided) 9:00 – 9:20 am Introductions 9:20 – 10:20 am Business Math for Entrepreneurs Lee Kaltman, M.A.T. (New Roots Charter School) I will describe the course called Business Math for Entrepreneurs, share some student work, and explain how I use real-world experiences to engage and motivate students to want to learn more. 10:30 – 11:30 am The Beauty of Calculus Steven Strogatz, Ph.D. (Cornell University, Mathematics) Based on my new book, Infinite Powers: How Calculus Reveals the Secrets of the Universe, I will present a broad look at the story of calculus, focusing on the connections between calculus and the laws of nature. 11:30 – 12:00 pm Lunch (provided) 12:00 – 12:50 pm Teaching Statistics in the Age of Data Science Michael Nussbaum, Ph.D. (Cornell University, Mathematics) I will try to summarize my 20 years of experience teaching statistics at Cornell, focusing in particular on the basic undergraduate course, which is a slightly more advanced version of AP Statistics. This course always includes a computer component, but new challenges have arisen with the advent of “Data Science,” which promises to revolutionize both the practice and the teaching of statistics, and applied mathematics in general, by total integration with computing. I will conclude with a demonstration of how some of the new CS-inspired courses are taught at Cornell, with on-screen computing using software like R or Python.