1
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Sadekar O, Civilini A, Gómez-Gardeñes J, Latora V, Battiston F. Evolutionary game selection creates cooperative environments. Phys Rev E 2024; 110:014306. [PMID: 39161008 DOI: 10.1103/physreve.110.014306] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 11/22/2023] [Accepted: 07/01/2024] [Indexed: 08/21/2024]
Abstract
The emergence of collective cooperation in competitive environments is a well-known phenomenon in biology, economics, and social systems. While most evolutionary game models focus on the evolution of strategies for a fixed game, how strategic decisions coevolve with the environment has so far mostly been overlooked. Here, we consider a game selection model where not only the strategies but also the game can change over time following evolutionary principles. Our results show that coevolutionary dynamics of games and strategies can induce novel collective phenomena, fostering the emergence of cooperative environments. When the model is taken on structured populations the architecture of the interaction network can significantly amplify pro-social behavior, with a critical role played by network heterogeneity and the presence of clustered groups of similar players, distinctive features observed in real-world populations. By unveiling the link between the evolution of strategies and games for different structured populations, our model sheds new light on the origin of social dilemmas ubiquitously observed in real-world social systems.
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Affiliation(s)
| | | | - Jesús Gómez-Gardeñes
- Department of Condensed Matter Physics, University of Zaragoza, 50009 Zaragoza, Spain
- GOTHAM Laboratory, Institute of Biocomputation and Physics of Complex Systems (BIFI), University of Zaragoza, 50018 Zaragoza, Spain
- Center for Computational Social Science, University of Kobe, 657-8501 Kobe, Japan
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2
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Civilini A, Sadekar O, Battiston F, Gómez-Gardeñes J, Latora V. Explosive Cooperation in Social Dilemmas on Higher-Order Networks. PHYSICAL REVIEW LETTERS 2024; 132:167401. [PMID: 38701463 DOI: 10.1103/physrevlett.132.167401] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 03/10/2023] [Revised: 10/27/2023] [Accepted: 03/01/2024] [Indexed: 05/05/2024]
Abstract
Understanding how cooperative behaviors can emerge from competitive interactions is an open problem in biology and social sciences. While interactions are usually modeled as pairwise networks, the units of many real-world systems can also interact in groups of three or more. Here, we introduce a general framework to extend pairwise games to higher-order networks. By studying social dilemmas on hypergraphs with a tunable structure, we find an explosive transition to cooperation triggered by a critical number of higher-order games. The associated bistable regime implies that an initial critical mass of cooperators is also required for the emergence of prosocial behavior. Our results show that higher-order interactions provide a novel explanation for the survival of cooperation.
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Affiliation(s)
- Andrea Civilini
- School of Mathematical Sciences, Queen Mary University of London, London E1 4NS, United Kingdom
- Dipartimento di Fisica ed Astronomia, Università di Catania and INFN, Catania I-95123, Italy
| | - Onkar Sadekar
- Department of Network and Data Science, Central European University Vienna, Vienna 1100, Austria
| | - Federico Battiston
- Department of Network and Data Science, Central European University Vienna, Vienna 1100, Austria
| | - Jesús Gómez-Gardeñes
- Department of Condensed Matter Physics, University of Zaragoza, 50009 Zaragoza, Spain
- GOTHAM lab, Institute of Biocomputation and Physics of Complex Systems (BIFI), University of Zaragoza, 50018 Zaragoza, Spain
| | - Vito Latora
- School of Mathematical Sciences, Queen Mary University of London, London E1 4NS, United Kingdom
- Dipartimento di Fisica ed Astronomia, Università di Catania and INFN, Catania I-95123, Italy
- Complexity Science Hub Vienna, A-1080 Vienna, Austria
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3
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Roitershtein A, Rastegar R, Chapkin RS, Ivanov I. Extinction scenarios in evolutionary processes: a multinomial Wright-Fisher approach. J Math Biol 2023; 87:63. [PMID: 37751048 PMCID: PMC10586398 DOI: 10.1007/s00285-023-01993-7] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [MESH Headings] [Grants] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 12/06/2019] [Revised: 08/16/2023] [Accepted: 08/31/2023] [Indexed: 09/27/2023]
Abstract
We study a discrete-time multi-type Wright-Fisher population process. The mean-field dynamics of the stochastic process is induced by a general replicator difference equation. We prove several results regarding the asymptotic behavior of the model, focusing on the impact of the mean-field dynamics on it. One of the results is a limit theorem that describes sufficient conditions for an almost certain path to extinction, first eliminating the type which is the least fit at the mean-field equilibrium. The effect is explained by the metastability of the stochastic system, which under the conditions of the theorem spends almost all time before the extinction event in a neighborhood of the equilibrium. In addition to the limit theorems, we propose a maximization principle for a general deterministic replicator dynamics and study its implications for the stochastic model.
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Affiliation(s)
| | - Reza Rastegar
- Occidental Petroleum Corporation, Houston, TX, 77046, USA
| | - Robert S Chapkin
- Department of Nutrition - Program in Integrative Nutrition & Complex Diseases, Texas A &M University, College Station, TX, 77843, USA
| | - Ivan Ivanov
- Department of Veterinary Physiology and Pharmacology, Texas A &M University, College Station, TX, 77843, USA.
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4
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An ergodic theorem for asymptotically periodic time-inhomogeneous Markov processes, with application to quasi-stationarity with moving boundaries. ADV APPL PROBAB 2023. [DOI: 10.1017/apr.2022.41] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 03/10/2023]
Abstract
Abstract
This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization condition, it is shown that, for any measurable bounded function f, the time average
$\frac{1}{t} \int_0^t f(X_s)ds$
converges in
$\mathbb{L}^2$
towards a limiting distribution, starting from any initial distribution for the process
$(X_t)_{t \geq 0}$
. This convergence can be improved to an almost sure convergence under an additional assumption on the initial measure. This result is then applied to show the existence of a quasi-ergodic distribution for processes absorbed by an asymptotically periodic moving boundary, satisfying a conditional Doeblin condition.
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5
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Prodhomme A. Strong Gaussian approximation of metastable density-dependent Markov chains on large time scales. Stoch Process Their Appl 2023. [DOI: 10.1016/j.spa.2023.01.018] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 02/15/2023]
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6
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Champagnat N, Villemonais D. General criteria for the study of quasi-stationarity. ELECTRON J PROBAB 2023. [DOI: 10.1214/22-ejp880] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 02/10/2023]
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7
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Costa-Cabanas D, Chalub FACC, Souza MO. Entropy and the arrow of time in population dynamics. Biosystems 2023; 223:104817. [PMID: 36436697 DOI: 10.1016/j.biosystems.2022.104817] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 06/14/2022] [Revised: 10/20/2022] [Accepted: 11/21/2022] [Indexed: 11/27/2022]
Abstract
The concept of entropy in statistical physics is related to the existence of irreversible macroscopic processes. In this work, we explore a recently introduced entropy formula for a class of stochastic processes with more than one absorbing state that is extensively used in population genetics models. We will consider the Moran process as a paradigm for this class, and will extend our discussion to other models outside this class. We will also discuss the relation between non-extensive entropies in physics and epistasis (i.e., when the effects of different alleles are not independent) and the role of symmetries in population genetic models.
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Affiliation(s)
- Diogo Costa-Cabanas
- Departamento de Matemática, Faculdade de Ciências e Tecnologia, Universidade Nova de Lisboa, Quinta da Torre, 2829-516, Caparica, Portugal.
| | - Fabio A C C Chalub
- Departamento de Matemática, Faculdade de Ciências e Tecnologia, Universidade Nova de Lisboa, Quinta da Torre, 2829-516, Caparica, Portugal; Centro de Matemática e Aplicações, Faculdade de Ciências e Tecnologia, Universidade Nova de Lisboa, Quinta da Torre, 2829-516, Caparica, Portugal.
| | - Max O Souza
- Instituto de Matemática e Estatística, Universidade Federal Fluminense, Rua Prof. Marcos Waldemar de Freitas Reis, S/N, Campus do Gragoatá, Niterói, RJ, 24210-201, Brazil.
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8
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Schreiber SJ, Levine JM, Godoy O, Kraft NJB, Hart SP. Does deterministic coexistence theory matter in a finite world? Ecology 2023; 104:e3838. [PMID: 36168209 DOI: 10.1002/ecy.3838] [Citation(s) in RCA: 4] [Impact Index Per Article: 4.0] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Received: 12/08/2021] [Revised: 03/12/2022] [Accepted: 03/22/2022] [Indexed: 02/01/2023]
Abstract
Contemporary studies of species coexistence are underpinned by deterministic models that assume that competing species have continuous (i.e., noninteger) densities, live in infinitely large landscapes, and coexist over infinite time horizons. By contrast, in nature, species are composed of discrete individuals subject to demographic stochasticity and occur in habitats of finite size where extinctions occur in finite time. One consequence of these discrepancies is that metrics of species' coexistence derived from deterministic theory may be unreliable predictors of the duration of species coexistence in nature. These coexistence metrics include invasion growth rates and niche and fitness differences, which are now commonly applied in theoretical and empirical studies of species coexistence. In this study, we tested the efficacy of deterministic coexistence metrics on the duration of species coexistence in a finite world. We introduce new theoretical and computational methods to estimate coexistence times in stochastic counterparts of classic deterministic models of competition. Importantly, we parameterized this model using experimental field data for 90 pairwise combinations of 18 species of annual plants, allowing us to derive biologically informed estimates of coexistence times for a natural system. Strikingly, we found that for species expected to deterministically coexist, community sizes containing only 10 individuals had predicted coexistence times of more than 1000 years. We also found that invasion growth rates explained 60% of the variation in intrinsic coexistence times, reinforcing their general usefulness in studies of coexistence. However, only by integrating information on both invasion growth rates and species' equilibrium population sizes could most (>99%) of the variation in species coexistence times be explained. This integration was achieved with demographically uncoupled single-species models solely determined by the invasion growth rates and equilibrium population sizes. Moreover, because of a complex relationship between niche overlap/fitness differences and equilibrium population sizes, increasing niche overlap and increasing fitness differences did not always result in decreasing coexistence times, as deterministic theory would predict. Nevertheless, our results tend to support the informed use of deterministic theory for understanding the duration of species' coexistence while highlighting the need to incorporate information on species' equilibrium population sizes in addition to invasion growth rates.
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Affiliation(s)
- Sebastian J Schreiber
- Department of Evolution and Ecology and Center for Population Biology, University of California, Davis, California, USA
| | - Jonathan M Levine
- Department of Ecology and Evolutionary Biology, Princeton University, Princeton, New Jersey, USA
| | - Oscar Godoy
- Departamento de Biología, Instituto Universitario de Investigación Marina (INMAR), Universidad de Cádiz, Puerto Real, Spain
| | - Nathan J B Kraft
- Department of Ecology and Evolutionary Biology, University of California, Los Angeles, Los Angeles, California, USA
| | - Simon P Hart
- School of Biological Sciences, University of Queensland, Brisbane, Australia
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9
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Uniform in time propagation of chaos for a Moran model. Stoch Process Their Appl 2022. [DOI: 10.1016/j.spa.2022.09.006] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/23/2022]
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10
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Benaïm M, Champagnat N, Oçafrain W, Villemonais D. Transcritical Bifurcation for the Conditional Distribution of a Diffusion Process. J THEOR PROBAB 2022. [DOI: 10.1007/s10959-022-01216-7] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/29/2022]
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11
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Zhang H, Mo Y. Domain of attraction of quasi-stationary distribution for absorbing Markov processes. Stat Probab Lett 2022. [DOI: 10.1016/j.spl.2022.109692] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 10/14/2022]
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12
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Exponential convergence to a quasi-stationary distribution for birth–death processes with an entrance boundary at infinity. J Appl Probab 2022. [DOI: 10.1017/jpr.2021.100] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/07/2022]
Abstract
Abstract
We study the quasi-stationary behavior of the birth–death process with an entrance boundary at infinity. We give by the h-transform an alternative and simpler proof for the exponential convergence of conditioned distributions to a unique quasi-stationary distribution in the total variation norm. In addition, we also show that starting from any initial distribution the conditional probability converges to the unique quasi-stationary distribution exponentially fast in the
$\psi$
-norm.
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13
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Guillin A, Nectoux B, Wu L. Quasi-stationary distribution for Hamiltonian dynamics with singular potentials. Probab Theory Relat Fields 2022. [DOI: 10.1007/s00440-022-01154-9] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/17/2022]
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14
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Kim J, Sheu KM, Cheng QJ, Hoffmann A, Enciso G. Stochastic models of nucleosome dynamics reveal regulatory rules of stimulus-induced epigenome remodeling. Cell Rep 2022; 40:111076. [PMID: 35830792 PMCID: PMC10074953 DOI: 10.1016/j.celrep.2022.111076] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Key Words] [MESH Headings] [Grants] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 03/02/2021] [Revised: 02/17/2022] [Accepted: 06/20/2022] [Indexed: 11/21/2022] Open
Abstract
The genomic positions of nucleosomes are a defining feature of the cell's epigenomic state, but signal-dependent transcription factors (SDTFs), upon activation, bind to specific genomic locations and modify nucleosome positioning. Here we leverage SDTFs as perturbation probes to learn about nucleosome dynamics in living cells. We develop Markov models of nucleosome dynamics and fit them to time course sequencing data of DNA accessibility. We find that (1) the dynamics of DNA unwrapping are significantly slower in cells than reported from cell-free experiments, (2) only models with cooperativity in wrapping and unwrapping fit the available data, (3) SDTF activity produces the highest eviction probability when its binding site is adjacent to but not on the nucleosome dyad, and (4) oscillatory SDTF activity results in high location variability. Our work uncovers the regulatory rules governing SDTF-induced nucleosome dynamics in live cells, which can predict chromatin accessibility alterations during inflammation at single-nucleosome resolution.
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Affiliation(s)
- Jinsu Kim
- Department of Mathematics, Pohang University of Science and Technology, Pohang, South Korea
| | - Katherine M Sheu
- Department of Microbiology, Immunology, and Molecular Genetics, University of California, Los Angeles, Los Angeles, CA, USA; Institute for Quantitative and Computational Biosciences, University of California, Los Angeles, Los Angeles, CA, USA
| | - Quen J Cheng
- Department of Microbiology, Immunology, and Molecular Genetics, University of California, Los Angeles, Los Angeles, CA, USA; Department of Medicine, Division of Infectious Diseases, University of California, Los Angeles, Los Angeles, CA, USA
| | - Alexander Hoffmann
- Department of Microbiology, Immunology, and Molecular Genetics, University of California, Los Angeles, Los Angeles, CA, USA; Institute for Quantitative and Computational Biosciences, University of California, Los Angeles, Los Angeles, CA, USA.
| | - German Enciso
- Department of Mathematics, University of California, Irvine, Irvine, CA, USA; Department of Developmental and Cell Biology, University of California, Irvine, Irvine, CA, USA.
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15
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Budhiraja A, Dupuis P, Nyquist P, Wu GJ. Quasistationary distributions and ergodic control problems. Stoch Process Their Appl 2022. [DOI: 10.1016/j.spa.2021.12.004] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/16/2022]
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16
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Quasi-stationary distribution for the Langevin process in cylindrical domains, Part I: Existence, uniqueness and long-time convergence. Stoch Process Their Appl 2022. [DOI: 10.1016/j.spa.2021.11.005] [Citation(s) in RCA: 3] [Impact Index Per Article: 1.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/17/2022]
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17
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Velleret A. Unique quasi-stationary distribution, with a possibly stabilizing extinction. Stoch Process Their Appl 2022. [DOI: 10.1016/j.spa.2022.02.004] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 10/19/2022]
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18
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Popov S, Shcherbakov V, Volkov S. Linear competition processes and generalized Pólya urns with removals. Stoch Process Their Appl 2022. [DOI: 10.1016/j.spa.2021.11.001] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/26/2022]
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19
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Budhiraja A, Fraiman N, Waterbury A. Approximating quasi-stationary distributions with interacting reinforced random walks. ESAIM-PROBAB STAT 2022. [DOI: 10.1051/ps/2021019] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/15/2022]
Abstract
We propose two numerical schemes for approximating quasi-stationary distributions (QSD) of finite state Markov chains with absorbing states. Both schemes are described in terms of certain interacting chains in which the interaction is given in terms of the total time occupation measure of all particles in the system and has the impact of reinforcing transitions, in an appropriate fashion, to states where the collection of particles has spent more time. The schemes can be viewed as combining the key features of the two basic simulation-based methods for approximating QSD originating from the works of Fleming and Viot (1979) and Aldous, Flannery and Palacios (1998), respectively. The key difference between the two schemes studied here is that in the first method one starts with a(n) particles at time 0 and number of particles stays constant over time whereas in the second method we start with one particle and at most one particle is added at each time instant in such a manner that there are a(n) particles at time n. We prove almost sure convergence to the unique QSD and establish Central Limit Theorems for the two schemes under the key assumption that a(n) = o(n). When a(n) ~ n, the fluctuation behavior is expected to be non-standard. Some exploratory numerical results are presented to illustrate the performance of the two approximation schemes.
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20
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Cai Z, Lin L, Zhou X. Learn Quasi-Stationary Distributions of Finite State Markov Chain. ENTROPY 2022; 24:e24010133. [PMID: 35052159 PMCID: PMC8774945 DOI: 10.3390/e24010133] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Download PDF] [Figures] [Subscribe] [Scholar Register] [Received: 11/07/2021] [Revised: 01/09/2022] [Accepted: 01/11/2022] [Indexed: 02/04/2023]
Abstract
We propose a reinforcement learning (RL) approach to compute the expression of quasi-stationary distribution. Based on the fixed-point formulation of quasi-stationary distribution, we minimize the KL-divergence of two Markovian path distributions induced by candidate distribution and true target distribution. To solve this challenging minimization problem by gradient descent, we apply a reinforcement learning technique by introducing the reward and value functions. We derive the corresponding policy gradient theorem and design an actor-critic algorithm to learn the optimal solution and the value function. The numerical examples of finite state Markov chain are tested to demonstrate the new method.
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Affiliation(s)
- Zhiqiang Cai
- School of Data Science, City University of Hong Kong, Tat Chee Ave, Kowloon, Hong Kong, China;
- Correspondence:
| | - Ling Lin
- School of Mathematics, Sun Yat-sen University, Guangzhou 510275, China;
| | - Xiang Zhou
- School of Data Science, City University of Hong Kong, Tat Chee Ave, Kowloon, Hong Kong, China;
- Department of Mathematics, City University of Hong Kong, Tat Chee Ave, Kowloon, Hong Kong, China
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21
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Asymptotics of quasi-stationary distributions of small noise stochastic dynamical systems in unbounded domains. ADV APPL PROBAB 2022. [DOI: 10.1017/apr.2021.20] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/07/2022]
Abstract
Abstract
We consider a collection of Markov chains that model the evolution of multitype biological populations. The state space of the chains is the positive orthant, and the boundary of the orthant is the absorbing state for the Markov chain and represents the extinction states of different population types. We are interested in the long-term behavior of the Markov chain away from extinction, under a small noise scaling. Under this scaling, the trajectory of the Markov process over any compact interval converges in distribution to the solution of an ordinary differential equation (ODE) evolving in the positive orthant. We study the asymptotic behavior of the quasi-stationary distributions (QSD) in this scaling regime. Our main result shows that, under conditions, the limit points of the QSD are supported on the union of interior attractors of the flow determined by the ODE. We also give lower bounds on expected extinction times which scale exponentially with the system size. Results of this type when the deterministic dynamical system obtained under the scaling limit is given by a discrete-time evolution equation and the dynamics are essentially in a compact space (namely, the one-step map is a bounded function) have been studied by Faure and Schreiber (2014). Our results extend these to a setting of an unbounded state space and continuous-time dynamics. The proofs rely on uniform large deviation results for small noise stochastic dynamical systems and methods from the theory of continuous-time dynamical systems.
In general, QSD for Markov chains with absorbing states and unbounded state spaces may not exist. We study one basic family of binomial-Poisson models in the positive orthant where one can use Lyapunov function methods to establish existence of QSD and also to argue the tightness of the QSD of the scaled sequence of Markov chains. The results from the first part are then used to characterize the support of limit points of this sequence of QSD.
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22
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Tough O, Nolen J. The Fleming-Viot process with McKean-Vlasov dynamics. ELECTRON J PROBAB 2022. [DOI: 10.1214/22-ejp820] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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23
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Ramil M. Quasi-stationary distribution for the Langevin process in cylindrical domains, part II: overdamped limit. ELECTRON J PROBAB 2022. [DOI: 10.1214/22-ejp789] [Citation(s) in RCA: 2] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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24
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He G, Zhang H, Yang G. Exponential mixing property for absorbing Markov processes. Stat Probab Lett 2021. [DOI: 10.1016/j.spl.2021.109207] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/29/2022]
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25
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Czuppon P, Traulsen A. Understanding evolutionary and ecological dynamics using a continuum limit. Ecol Evol 2021; 11:5857-5873. [PMID: 34141189 PMCID: PMC8207364 DOI: 10.1002/ece3.7205] [Citation(s) in RCA: 6] [Impact Index Per Article: 2.0] [Reference Citation Analysis] [Abstract] [Key Words] [Grants] [Track Full Text] [Download PDF] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Received: 10/06/2020] [Revised: 12/08/2020] [Accepted: 12/23/2020] [Indexed: 01/08/2023] Open
Abstract
Continuum limits in the form of stochastic differential equations are typically used in theoretical population genetics to account for genetic drift or more generally, inherent randomness of the model. In evolutionary game theory and theoretical ecology, however, this method is used less frequently to study demographic stochasticity. Here, we review the use of continuum limits in ecology and evolution. Starting with an individual-based model, we derive a large population size limit, a (stochastic) differential equation which is called continuum limit. By example of the Wright-Fisher diffusion, we outline how to compute the stationary distribution, the fixation probability of a certain type, and the mean extinction time using the continuum limit. In the context of the logistic growth equation, we approximate the quasi-stationary distribution in a finite population.
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Affiliation(s)
- Peter Czuppon
- Institute of Ecology and Environmental Sciences ParisUPECCNRSIRDINRASorbonne UniversitéParisFrance
- Centre Interdisciplinaire de Recherche en BiologieCNRSCollège de FrancePSL Research UniversityParisFrance
- Department of Evolutionary TheoryMax Planck Institute for Evolutionary BiologyPlönGermany
| | - Arne Traulsen
- Department of Evolutionary TheoryMax Planck Institute for Evolutionary BiologyPlönGermany
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26
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Corujo J. Dynamics of a Fleming–Viot type particle system on the cycle graph. Stoch Process Their Appl 2021. [DOI: 10.1016/j.spa.2021.02.001] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/28/2022]
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27
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Hening A, Li Y. Stationary distributions of persistent ecological systems. J Math Biol 2021; 82:64. [PMID: 34037835 DOI: 10.1007/s00285-021-01613-2] [Citation(s) in RCA: 3] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 03/05/2020] [Revised: 02/05/2021] [Accepted: 04/21/2021] [Indexed: 10/21/2022]
Abstract
We analyze ecological systems that are influenced by random environmental fluctuations. We first provide general conditions which ensure that the species coexist and the system converges to a unique invariant probability measure (stationary distribution). Since it is usually impossible to characterize this invariant probability measure analytically, we develop a powerful method for numerically approximating invariant probability measures. This allows us to shed light upon how the various parameters of the ecosystem impact the stationary distribution. We analyze different types of environmental fluctuations. At first we study ecosystems modeled by stochastic differential equations. In the second setting we look at piecewise deterministic Markov processes. These are processes where one follows a system of differential equations for a random time, after which the environmental state changes, and one follows a different set of differential equations-this procedure then gets repeated indefinitely. Finally, we look at stochastic differential equations with switching, which take into account both the white noise fluctuations and the random environmental switches. As applications of our theoretical and numerical analysis, we look at competitive Lotka-Volterra, Beddington-DeAngelis predator-prey, and rock-paper-scissors dynamics. We highlight new biological insights by analyzing the stationary distributions of the ecosystems and by seeing how various types of environmental fluctuations influence the long term fate of populations.
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Affiliation(s)
- Alexandru Hening
- Department of Mathematics, Tufts University, Bromfield-Pearson Hall 503 Boston Avenue, Medford, MA, 02155, USA.
| | - Yao Li
- Department of Mathematics and Statistics, University of Massachusetts Amherst, 710 N Pleasant Street, Amherst, MA, 01003, USA
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28
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Champagnat N, Villemonais D. Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes. Stoch Process Their Appl 2021. [DOI: 10.1016/j.spa.2020.12.005] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 10/22/2022]
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29
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Benaïm M, Champagnat N, Villemonais D. Stochastic approximation of quasi-stationary distributions for diffusion processes in a bounded domain. ANNALES DE L'INSTITUT HENRI POINCARÉ, PROBABILITÉS ET STATISTIQUES 2021. [DOI: 10.1214/20-aihp1093] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 12/16/2022]
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30
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31
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Oçafrain W. Convergence to quasi-stationarity through Poincaré inequalities and Bakry-Émery criteria. ELECTRON J PROBAB 2021. [DOI: 10.1214/21-ejp644] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
Affiliation(s)
- William Oçafrain
- Institut de Mathématiques, Université de Neuchâtel, Rue Emile-Argand, Neuchâtel, Suisse-2000
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32
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Pollock M, Fearnhead P, Johansen AM, Roberts GO. Quasi‐stationary Monte Carlo and the ScaLE algorithm. J R Stat Soc Series B Stat Methodol 2020. [DOI: 10.1111/rssb.12365] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 12/20/2022]
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33
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Mailler C, Villemonais D. Stochastic approximation on noncompact measure spaces and application to measure-valued Pólya processes. ANN APPL PROBAB 2020. [DOI: 10.1214/20-aap1561] [Citation(s) in RCA: 8] [Impact Index Per Article: 2.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 12/13/2022]
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34
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Oçafrain W. Q-processes and asymptotic properties of Markov processes conditioned not to hit moving boundaries. Stoch Process Their Appl 2020. [DOI: 10.1016/j.spa.2019.09.019] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 10/25/2022]
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35
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Hansen MC, Carsten W. Existence of a unique quasi-stationary distribution in stochastic reaction networks. ELECTRON J PROBAB 2020. [DOI: 10.1214/20-ejp445] [Citation(s) in RCA: 5] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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36
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Oçafrain W. Polynomial rate of convergence to the Yaglom limit for Brownian motion with drift. ELECTRONIC COMMUNICATIONS IN PROBABILITY 2020. [DOI: 10.1214/20-ecp315] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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37
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Ocafrain W. Quasi-stationarity for one-dimensional renormalized Brownian motion. ESAIM-PROBAB STAT 2020. [DOI: 10.1051/ps/2020012] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/14/2022]
Abstract
We are interested in the quasi-stationarity for the time-inhomogeneous Markov process$$X_t = \frac{B_t}{(t+1)^\kappa},$$where (Bt)t≥0is a one-dimensional Brownian motion andκ∈ (0,∞). We first show that the law ofXtconditioned not to go out from (−1, 1) until timetconverges weakly towards the Dirac measureδ0whenκ>½, whentgoes to infinity. Then, we show that this conditional probability measure converges weakly towards the quasi-stationary distribution for an Ornstein-Uhlenbeck process whenκ=½. Finally, whenκ<½, it is shown that the conditional probability measure converges towards the quasi-stationary distribution for a Brownian motion. We also prove the existence of aQ-process and a quasi-ergodic distribution forκ=½ andκ<½.
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38
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Champagnat N, Villemonais D. Practical criteria for $R$-positive recurrence of unbounded semigroups. ELECTRONIC COMMUNICATIONS IN PROBABILITY 2020. [DOI: 10.1214/20-ecp288] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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39
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40
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Feynman–Kac penalizations of rotationally symmetric α-stable processes. Stat Probab Lett 2019. [DOI: 10.1016/j.spl.2019.01.006] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/22/2022]
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41
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Hening A, Kolb M. Quasistationary distributions for one-dimensional diffusions with singular boundary points. Stoch Process Their Appl 2019. [DOI: 10.1016/j.spa.2018.05.012] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 10/28/2022]
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42
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Champagnat N, Claisse J. On the link between infinite horizon control and quasi-stationary distributions. Stoch Process Their Appl 2019. [DOI: 10.1016/j.spa.2018.03.018] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 10/17/2022]
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43
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He G, Yang G, Zhu Y. Some conditional limiting theorems for symmetric Markov processes with tightness property. ELECTRONIC COMMUNICATIONS IN PROBABILITY 2019. [DOI: 10.1214/19-ecp265] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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44
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Guo G, Allison J, Zhu L. Bootstrap maximum likelihood for quasi-stationary distributions. J Nonparametr Stat 2018. [DOI: 10.1080/10485252.2018.1531130] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/28/2022]
Affiliation(s)
- Guangbao Guo
- School of Mathematics and Statistics, Shandong University of Technology, Zibo, People's Republic of China
| | - James Allison
- Unit for Business Mathematics and Information, North-West University, Potchefstroom, South Africa
| | - Lixing Zhu
- Unit for Business Mathematics and Information, North-West University, Potchefstroom, South Africa
- Department of Mathematics, Hong Kong Baptist University, Kowloon Tong, Hong Kong
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45
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Benaim M, Cloez B, Panloup F. Stochastic approximation of quasi-stationary distributions on compact spaces and applications. ANN APPL PROBAB 2018. [DOI: 10.1214/17-aap1360] [Citation(s) in RCA: 18] [Impact Index Per Article: 3.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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46
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Pugliese A, Milner F. A structured population model with diffusion in structure space. J Math Biol 2018; 77:2079-2102. [PMID: 29744584 DOI: 10.1007/s00285-018-1246-6] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 09/01/2017] [Revised: 04/27/2018] [Indexed: 11/29/2022]
Abstract
A structured population model is described and analyzed, in which individual dynamics is stochastic. The model consists of a PDE of advection-diffusion type in the structure variable. The population may represent, for example, the density of infected individuals structured by pathogen density x, [Formula: see text]. The individuals with density [Formula: see text] are not infected, but rather susceptible or recovered. Their dynamics is described by an ODE with a source term that is the exact flux from the diffusion and advection as [Formula: see text]. Infection/reinfection is then modeled moving a fraction of these individuals into the infected class by distributing them in the structure variable through a probability density function. Existence of a global-in-time solution is proven, as well as a classical bifurcation result about equilibrium solutions: a net reproduction number [Formula: see text] is defined that separates the case of only the trivial equilibrium existing when [Formula: see text] from the existence of another-nontrivial-equilibrium when [Formula: see text]. Numerical simulation results are provided to show the stabilization towards the positive equilibrium when [Formula: see text] and towards the trivial one when [Formula: see text], result that is not proven analytically. Simulations are also provided to show the Allee effect that helps boost population sizes at low densities.
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Affiliation(s)
- Andrea Pugliese
- Dipartimento di Matematica, Università degli Studi di Trento, Trento, Italy
| | - Fabio Milner
- School of Mathematical and Statistical Sciences, Arizona State University, Tempe, USA.
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Del Moral P, Villemonais D. Exponential mixing properties for time inhomogeneous diffusion processes with killing. BERNOULLI 2018. [DOI: 10.3150/16-bej845] [Citation(s) in RCA: 6] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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48
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Uniform convergence of conditional distributions for absorbed one-dimensional diffusions. ADV APPL PROBAB 2018. [DOI: 10.1017/apr.2018.9] [Citation(s) in RCA: 11] [Impact Index Per Article: 1.8] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/05/2022]
Abstract
Abstract
In this paper we study the quasi-stationary behavior of absorbed one-dimensional diffusions. We obtain necessary and sufficient conditions for the exponential convergence to a unique quasi-stationary distribution in total variation, uniformly with respect to the initial distribution. An important tool is provided by one-dimensional strict local martingale diffusions coming down from infinity. We prove, under mild assumptions, that their expectation at any positive time is uniformly bounded with respect to the initial position. We provide several examples and extensions, including the sticky Brownian motion and some one-dimensional processes with jumps.
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Kovacevic RM. Stochastic contagion models without immunity: their long term behaviour and the optimal level of treatment. CENTRAL EUROPEAN JOURNAL OF OPERATIONS RESEARCH 2018; 26:395-421. [PMID: 29773967 PMCID: PMC5945815 DOI: 10.1007/s10100-018-0526-y] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [Grants] [Track Full Text] [Figures] [Subscribe] [Scholar Register] [Indexed: 06/08/2023]
Abstract
In this paper we analyze two stochastic versions of one of the simplest classes of contagion models, namely so-called SIS models. Several formulations of such models, based on stochastic differential equations, have been recently discussed in literature, mainly with a focus on the existence and uniqueness of stationary distributions. With applicability in view, the present paper uses the Fokker-Planck equations related to SIS stochastic differential equations, not only in order to derive basic facts, but also to derive explicit expressions for stationary densities and further characteristics related to the asymptotic behaviour. Two types of models are analyzed here: The first one is a version of the SIS model with external parameter noise and saturated incidence. The second one is based on the Kramers-Moyal approximation of the simple SIS Markov chain model, which leads to a model with scaled additive noise. In both cases we analyze the asymptotic behaviour, which leads to limiting stationary distributions in the first case and limiting quasistationary distributions in the second case. Finally, we use the derived properties for analyzing the decision problem of choosing the cost-optimal level of treatment intensity.
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Affiliation(s)
- Raimund M. Kovacevic
- Institute of Statistics and Mathematical Methods in Economics, Vienna University of Technology, Vienna, Austria
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50
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Maillard P. The $\lambda$-invariant measures of subcritical Bienaymé–Galton–Watson processes. BERNOULLI 2018. [DOI: 10.3150/16-bej877] [Citation(s) in RCA: 4] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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