Evolutionary Dynamics in Changing Environments
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Statistical Mechanics of Evolutionary Dynamics
Statistical Mechanics of Evolutionary Dynamics Kumulative Dissertation zur Erlangung des Doktorgrades der Mathematisch-Naturwissenschaftlichen Fakult¨at der Christian-Albrechts-Universit¨at zu Kiel vorgelegt von Torsten Rohl¨ Kiel 2007 Referent: Prof. Dr. H. G. Schuster Koreferent(en): Prof. Dr. G. Pfister Tagderm¨undlichenPr¨ufung: 4.Dezember2007 ZumDruckgenehmigt: Kiel,den12.Dezember2007 gez. Prof. Dr. J. Grotemeyer (Dekan) Contents Abstract 1 Kurzfassung 2 1 Introduction 3 1.1 Motivation................................... 3 1.1.1 StatisticalPhysicsandBiologicalSystems . ...... 3 1.1.1.1 Statistical Physics and Evolutionary Dynamics . ... 4 1.1.2 Outline ................................ 7 1.2 GameTheory ................................. 8 1.2.1 ClassicalGameTheory. .. .. .. .. .. .. .. 8 1.2.1.1 TheMatchingPenniesGame . 11 1.2.1.2 ThePrisoner’sDilemmaGame . 13 1.2.2 From Classical Game Theory to Evolutionary Game Theory.... 16 1.3 EvolutionaryDynamics. 18 1.3.1 Introduction.............................. 18 1.3.2 ReplicatorDynamics . 22 1.3.3 GamesinFinitePopulations . 25 1.4 SurveyofthePublications . 29 1.4.1 StochasticGaininPopulationDynamics. ... 29 1.4.2 StochasticGaininFinitePopulations . ... 31 1.4.3 Impact of Fraud on the Mean-Field Dynamics of Cooperative Social Systems................................ 36 2 Publications 41 2.1 Stochasticgaininpopulationdynamics . ..... 42 2.2 Stochasticgaininfinitepopulations . ..... 47 2.3 Impact of fraud on the mean-field dynamics of cooperative socialsystems . 54 Contents II 3 Discussion 63 3.1 ConclusionsandOutlook . 63 Bibliography 67 Curriculum Vitae 78 Selbstandigkeitserkl¨ arung¨ 79 Abstract Evolutionary dynamics is an essential component of a mathematical and computational ap- proach to biology. In recent years the mathematical description of evolution has moved to a description of any kind of process where information is being reproduced in a natural envi- ronment. In this manner everything that lives is a product of evolutionary dynamics. -
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 . -
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. -
The Interface Theory of Perception
!1 The Interface Theory of Perception (To appear in The Stevens' Handbook of Experimental Psychology and Cognitive Neuroscience) DONALD D. HOFFMAN ABSTRACT Our perceptual capacities are products of evolution and have been shaped by natural selection. It is often assumed that natural selection favors veridical perceptions, namely, perceptions that accurately describe those aspects of the environment that are crucial to survival and reproductive fitness. However, analysis of perceptual evolution using evolutionary game theory reveals that veridical perceptions are generically driven to extinction by equally complex non-veridical perceptions that are tuned to the relevant fitness functions. Veridical perceptions are not, in general, favored by natural selection. This result requires a comprehensive reframing of perceptual theory, including new accounts of illusions and hallucinations. This is the intent of the interface theory of perception, which proposes that our perceptions have been shaped by natural selection to hide objective reality and instead to give us species-specific symbols that guide adaptive behavior in our niche. INTRODUCTION Our biological organs — such as our hearts, livers, and bones — are products of evolution. So too are our perceptual capacities — our ability to see an apple, smell an orange, touch a grapefruit, taste a carrot and hear it crunch when we take a bite. Perceptual scientists take this for granted. But it turns out to be a nontrivial fact with surprising consequences for our understanding of perception. The -
Allen&Tarnita
J. Math. Biol. DOI 10.1007/s00285-012-0622-x Mathematical Biology Measures of success in a class of evolutionary models with fixed population size and structure Benjamin Allen Corina E. Tarnita · Received: 3 November 2011 / Revised: 24 October 2012 © Springer-Verlag Berlin Heidelberg 2012 Abstract We investigate a class of evolutionary models, encompassing many established models of well-mixed and spatially structured populations. Models in this class have fixed population size and structure. Evolution proceeds as a Markov chain, with birth and death probabilities dependent on the current population state. Starting from basic assumptions, we show how the asymptotic (long-term) behav- ior of the evolutionary process can be characterized by probability distributions over the set of possible states. We then define and compare three quantities characterizing evolutionary success: fixation probability, expected frequency, and expected change due to selection. We show that these quantities yield the same conditions for success in the limit of low mutation rate, but may disagree when mutation is present. As part of our analysis, we derive versions of the Price equation and the replicator equation that describe the asymptotic behavior of the entire evolutionary process, rather than the change from a single state. We illustrate our results using the frequency-dependent Moran process and the birth–death process on graphs as examples. Our broader aim is to spearhead a new approach to evolutionary theory, in which general principles of evolution are proven as mathematical theorems from axioms. B. Allen (B) Department of Mathematics, Emmanuel College, Boston, MA 02115, USA e-mail: [email protected] B. -
Rates of Convergence of Some Multivariate Markov Chains With
The Annals of Applied Probability 2009, Vol. 19, No. 2, 737–777 DOI: 10.1214/08-AAP562 c Institute of Mathematical Statistics, 2009 RATES OF CONVERGENCE OF SOME MULTIVARIATE MARKOV CHAINS WITH POLYNOMIAL EIGENFUNCTIONS By Kshitij Khare and Hua Zhou Stanford University and University of California, Los Angeles We provide a sharp nonasymptotic analysis of the rates of conver- gence for some standard multivariate Markov chains using spectral techniques. All chains under consideration have multivariate orthog- onal polynomial as eigenfunctions. Our examples include the Moran model in population genetics and its variants in community ecol- ogy, the Dirichlet-multinomial Gibbs sampler, a class of generalized Bernoulli–Laplace processes, a generalized Ehrenfest urn model and the multivariate normal autoregressive process. 1. Introduction. The theory of Markov chains is one of the most useful tools of applied probability and has numerous applications. Markov chains are used for modeling physical processes and evolution of a population in population genetics and community ecology. Another important use is sim- ulating from an intractable probability distribution. It is a well-known fact that under mild conditions discussed in [2], a Markov chain converges to its stationary distribution. In the applications mentioned above, often it is useful to know exactly how many steps it takes for a Markov chain to be reasonably close to its stationary distribution. Answering this question as accurately as possible is what finding “rates of convergence” of Markov chains is about. In the current paper, we provide a sharp nonasymptotic analysis of rates of convergence to stationarity for a variety of multivariate Markov chains.