Populations are made up of an integer number of individuals and are subject to stochastic birth-death processes whose rates may vary in time. Useful quantities, like the chance of ultimate fixation, satisfy an appropriate difference (master) equation, but closed-form solutions of these equations are rare. Analytical insights in fields like population genetics, ecology and evolution rely, almost exclusively, on an uncontrolled application of the diffusion approximation (DA) which assumes the smoothness of the relevant quantities over the set of integers. Here we combine asymptotic matching techniques with a first-order (controlling-factor) WKB method to obtain a theory whose range of applicability is much wider. This allows us to rederive DA from a more general theory, to identify its limitations, and to suggest alternative analytical solutions and scalable numerical techniques when it fails. We carry out our analysis for the calculation of the fixation probability in a fluctuating environment, highlighting the difference between (on average) deleterious and beneficial mutant invasion and the intricate distinction between weak and strong selection.
How high should be the rate of immigration into a stochastic population in order to significantly reduce the probability of observing the population extinct? Is there any relation between the population size distributions with and without immigration? Under what conditions can one justify the simple patch occupancy models which ignore the population distribution and its dynamics in a patch, and treat a patch simply as either occupied or empty? We address these questions by exactly solving a simple stochastic model obtained by adding a steady immigration to a variant of the Verhulst model: a pr…
Stochastic effects may cause fade-out of an infectious disease in a population immediately after an epidemic outbreak. We develop WKB theory to determine the most probable path of the system toward epidemic fade-out and to evaluate the fade-out probability. The most probable path is an instanton-like orbit in the phase space of the underlying Hamiltonian flow.
We study simple stochastic scenarios, based on birth-and-death Markovian processes, that describe populations with Allee effect, to account for the role of demographic stochasticity. In the mean-field deterministic limit we recover well-known deterministic evolution equations widely employed in population ecology. The mean-time to extinction is in general obtained by the Wentzel-Kramers-Brillouin (WKB) approximation for populations with strong and weak Allee effects. An exact solution for the mean time to extinction can be found via a recursive equation for special cases of the stochastic dyna…
Stochasticity can play an important role in the dynamics of biologically relevant populations. These span a broad range of scales: from intra-cellular populations of molecules to population of cells and then to groups of plants, animals and people. Large deviations in stochastic population dynamics - such as those determining population extinction, fixation or switching between different states - are presently in a focus of attention of statistical physicists. We review recent progress in applying different variants of dissipative WKB approximation (after Wentzel, Kramers and Brillouin) to thi…
It is known that learning of players who interact in a repeated game can be interpreted as an evolutionary process in a population of ideas. These analogies have so far mostly been established in deterministic models, and memory loss in learning has been seen to act similarly to mutation in evolution. We here propose a representation of reinforcement learning as a stochastic process in finite "populations of ideas". The resulting birth-death dynamics has absorbing states and allows for the extinction or fixation of ideas, marking a key difference to mutation-selection processes in finite popul…
Extinction of a long-lived isolated stochastic population can be described as an exponentially slow decay of quasi-stationary probability distribution of the population size. We address extinction of a population in a two-population system in the case when the population turnover -- renewal and removal -- is much slower than all other processes. In this case there is a time scale separation in the system which enables one to introduce a short-time quasi-stationary extinction rate W_1 and a long-time quasi-stationary extinction rate W_2, and develop a time-dependent theory of the transition bet…
The relationship between the M-species stochastic Lotka-Volterra competition (SLVC) model and the M-allele Moran model of population genetics is explored via timescale separation arguments. When selection for species is weak and the population size is large but finite, precise conditions are determined for the stochastic dynamics of the SLVC model to be mappable to the neutral Moran model, the Moran model with frequency-independent selection and the Moran model with frequency-dependent selection (equivalently, a game-theoretic formulation of the Moran model). We demonstrate how these mappings …
We consider a stochastic population model where the intrinsic or demographic noise causes cycling between states before the population eventually goes extinct. A master equation approach coupled with a WKB (Wentzel-Kramers-Brillouin) approximation is used to construct the optimal path to extinction. In addition, a probabilistic argument is used to understand the pre-extinction dynamics and approximate the mean time to extinction. Analytical results agree well with numerical Monte Carlo simulations. A control method is implemented to decrease the mean time to extinction. Analytical results quan…
In this study, first we expand the cubic population model under Allee effect with a quadratic harvest function that represents harvest effect. Then, using four reaction equations representing the micro-interactions within the population under the influence of demographic noise and harvest, we obtain the mean field equations containing the effect of the harvest from the solution of the master equation. In this way, a relationship is established between the micro and macro parameters of the population. As a result, we calculate Mean Time to Extinction (MTE) by using WKB approximation for single …
Momentum-space representation renders an interesting perspective to theory of large fluctuations in populations undergoing Markovian stochastic gain-loss processes. This representation is obtained when the master equation for the probability distribution of the population size is transformed into an evolution equation for the probability generating function. Spectral decomposition then brings about an eigenvalue problem for a non-Hermitian linear differential operator. The ground-state eigenmode encodes the stationary distribution of the population size. For long-lived metastable populations w…
The behavior of interacting populations typically displays irregular temporal and spatial patterns that are difficult to reconcile with an underlying deterministic dynamics. A classical example is the heterogeneous distribution of plankton communities, which has been observed to be patchy over a wide range of spatial and temporal scales. Here, we use plankton communities as prototype systems to present theoretical approaches for the analysis of the combined effects of turbulent advection and stochastic growth in the spatiotemporal dynamics of the population. Incorporation of these two factors …
We study the evolution of a population in a two-locus genotype space, in which the negative effects of two single mutations are overcompensated in a high fitness double mutant. We discuss how the interplay of finite population size, $N$, and sexual recombination at rate $r$ affects the escape times $t_\mathrm{esc}$ to the double mutant. For small populations demographic noise generates massive fluctuations in $t_\mathrm{esc}$. The mean escape time varies non-monotonically with $r$, and grows exponentially as $\ln t_{\mathrm{esc}} \sim N(r - r^\ast)^{3/2}$ beyond a critical value $r^\ast$.
We study the combined impact of a colored environmental noise and demographic noise on the extinction risk of a long-lived and well-mixed isolated stochastic population which exhibits the Allee effect. The environmental noise modulates the population birth and death rates. Assuming that the Allee effect is strong, and the environmental noise is positively correlated and Gaussian, we derive a Fokker-Planck equation for the joint probability distribution of the population sizes and environmental fluctuations. In WKB approximation this equation reduces to an effective two-dimensional Hamiltonian …
We study the dynamics of colonization of a territory by a stochastic population at low immigration pressure. We assume a sufficiently strong Allee effect that introduces, in deterministic theory, a large critical population size for colonization. At low immigration rates, the average pre-colonization population size is small thus invalidating the WKB approximation to the master equation. We circumvent this difficulty by deriving an exact zero-flux solution of the master equation and matching it with an approximate non-zero-flux solution of the pertinent Fokker-Planck equation in a small region…
Field theory tools are applied to analytically study fluctuation and correlation effects in spatially extended stochastic predator-prey systems. In the mean-field rate equation approximation, the classic Lotka-Volterra model is characterized by neutral cycles in phase space, describing undamped oscillations for both predator and prey populations. In contrast, Monte Carlo simulations for stochastic two-species predator-prey reaction systems on regular lattices display complex spatio-temporal structures associated with persistent erratic population oscillations. The Doi-Peliti path integral repr…
Recently, a first step was made by the authors towards a systematic investigation of the effect of reaction-step-size noise - uncertainty in the step size of the reaction - on the dynamics of stochastic populations. This was done by investigating the effect of bursty influx on the switching dynamics of stochastic populations. Here we extend this formalism to account for bursty reproduction processes, and improve the accuracy of the formalism to include subleading-order corrections. Bursty reproduction appears in various contexts, where notable examples include bursty viral production from infe…
Isolated populations ultimately go extinct because of the intrinsic noise of elementary processes. In multi-population systems extinction of a population may occur via more than one route. We investigate this generic situation in a simple predator-prey (or infected-susceptible) model. The predator and prey populations may coexist for a long time but ultimately both go extinct. In the first extinction route the predators go extinct first, whereas the prey thrive for a long time and then also go extinct. In the second route the prey go extinct first causing a rapid extinction of the predators. A…
We study the effects of demographic stochasticity on the long-term dynamics of biological coevolution models of community assembly. The noise is induced in order to check the validity of deterministic population dynamics. While mutualistic communities show little dependence on the stochastic population fluctuations, predator-prey models show strong dependence on the stochasticity, indicating the relevance of the finiteness of the populations. For a predator-prey model, the noise causes drastic decreases in diversity and total population size. The communities that emerge under influence of the …
The Verhulst model is probably the best known macroscopic rate equation in population ecology. It depends on two parameters, the intrinsic growth rate and the carrying capacity. These parameters can be estimated for different populations and are related to the reproductive fitness and the competition for limited resources, respectively. We investigate analytically and numerically the simplest possible microscopic scenarios that give rise to the logistic equation in the deterministic mean-field limit. We provide a definition of the two parameters of the Verhulst equation in terms of microscopic…
We consider non-demographic noise in the form of uncertainty in the reaction step size, and reveal a dramatic effect this noise may have on the stability of self-regulating populations. Employing the reaction scheme mA->kA, but allowing, e.g., the product number k to be a-priori unknown and sampled from a given distribution, we show that such non-demographic noise can greatly reduce the population's extinction risk compared to the fixed k case. Our analysis is tested against numerical simulations, and by using empirical data of different species, we argue that certain distributions may be more…
Many species are unsustainable at small population densities (Allee Effect), i.e., below a threshold named Allee threshold, the population decreases instead of growing. In a closed local population, environmental fluctuations always lead to extinction. Here, we show how, in spatially extended habitats, dispersal can lead to a sustainable population in a region, provided the amplitude of environmental fluctuations is below an extinction threshold. We have identified two types of sustainable populations: high-density and low-density populations (through a mean-field approximation, valid in the l…
Frequency dependent selection and demographic fluctuations play important roles in evolutionary and ecological processes. Under frequency dependent selection, the average fitness of the population may increase or decrease based on interactions between individuals within the population. This should be reflected in fluctuations of the population size even in constant environments. Here, we propose a stochastic model, which naturally combines these two evolutionary ingredients by assuming frequency dependent competition between different types in an individual-based model. In contrast to previous…
We study the adaptation dynamics of an initially maladapted asexual population with genotypes represented by binary sequences of length $L$. The population evolves in a maximally rugged fitness landscape with a large number of local optima. We find that whether the evolutionary trajectory is deterministic or stochastic depends on the effective mutational distance $d_{\mathrm{eff}}$ upto which the population can spread in genotype space. For $d_{\mathrm{eff}}=L$, the deterministic quasispecies theory operates while for $d_{\mathrm{eff}} < 1$, the evolution is completely stochastic. Between thes…
We investigate extinction of a long-lived self-regulating stochastic population, caused by intrinsic (demographic) noise. Extinction typically occurs via one of two scenarios depending on whether the absorbing state n=0 is a repelling (scenario A) or attracting (scenario B) point of the deterministic rate equation. In scenario A the metastable stochastic population resides in the vicinity of an attracting fixed point next to the repelling point n=0. In scenario B there is an intermediate repelling point n=n_1 between the attracting point n=0 and another attracting point n=n_2 in the vicinity o…
We develop a new perturbation method for studying quasi-neutral competition in a broad class of stochastic competition models, and apply it to the analysis of fixation of competing strains in two epidemic models. The first model is a two-strain generalization of the stochastic Susceptible-Infected-Susceptible (SIS) model. Here we extend previous results due to Parsons and Quince (2007), Parsons et al (2008) and Lin, Kim and Doering (2012). The second model, a two-strain generalization of the stochastic Susceptible-Infected-Recovered (SIR) model with population turnover, has not been studied pr…
One of the most popular models for quantitatively understanding the emergence of drug resistance both in bacterial colonies and in malignant tumors was introduced long ago by Luria and Delbrück. Here, individual resistant mutants emerge randomly during the birth events of an exponentially growing sensitive population. A most interesting limit of this process occurs when the population size $N$ is large and mutation rates are low, but not necessarily small compared to $1/N$. Here we provide a scaling solution valid in this limit, making contact with the theory of Levy $α$-stable distributions, …
It is well-established that including spatial structure and stochastic noise in models for predator-prey interactions invalidates the classical deterministic Lotka-Volterra picture of neutral population cycles. In contrast, stochastic models yield long-lived, but ultimately decaying erratic population oscillations, which can be understood through a resonant amplification mechanism for density fluctuations. In Monte Carlo simulations of spatial stochastic predator-prey systems, one observes striking complex spatio-temporal structures. These spreading activity fronts induce persistent correlatio…
Deterministic population growth models with power-law rates can exhibit a large variety of growth behaviors, ranging from algebraic, exponential to hyperexponential (finite time explosion). In this setup, selfsimilarity considerations play a key role, together with two time substitutions. Two stochastic versions of such models are investigated, showing a much richer variety of behaviors. One is the Lamperti construction of selfsimilar positive stochastic processes based on the exponentiation of spectrally positive processes , followed by an appropriate time change. The other one is based on st…
We develop a stochastic, individual-based model for food web simulation which in the large-population limit reduces to the well-studied Webworld model, which has been used to successfully construct model food webs with several realistic features. We demonstrate that an almost exact match is found between the population dynamics in fixed food webs, and that the demographic fluctuations have systematic effects when the new model is used to construct food webs due to the presence of species with small populations.
Two mathematical models of macroevolution are studied. These models have population dynamics at the species level, and mutations and extinction of species are also included. The population dynamics are updated by difference equations with stochastic noise terms that characterize population fluctuations. The effects of the stochastic population fluctuations on diversity and total population sizes on evolutionary time scales are studied. In one model, species can make either predator-prey, mutualistic, or competitive interactions, while the other model allows only predator-prey interactions. Whe…
We present an explicit unified stochastic model of fluctuations in population size due to random birth, death, density-dependent competition and environmental fluctuations. Stochastic dynamics provide insight into small populations, including processes such as extinction, that cannot be correctly treated by deterministic methods. We present exact analytical and simulation-based results for extinction times of our stochastic model and compare the different effects of environmental stochasticity and intrinsic demographic stochasticity. We use both the discrete master equation approach and an exa…
We consider an exponentially growing population of cells undergoing mutations and ask about the effect of reproductive fluctuations (genetic drift) on its long-term evolution. We combine first step analysis with the stochastic dynamics of a birth-death process to analytically calculate the probability that the parent of a given genotype will go extinct. We compare the results with numerical simulations and show how this turnover of genetic clones can be used to infer the rates underlying the population dynamics. Our work is motivated by growing populations of tumour cells, the epidemic spread …
In this manuscript we investigate the long-term behavior of a single-species fishery, which is harvested by several fleets. The time evolution of this population is modeled by a discrete time stochastic age-structured model. We assume that incertitude only affects the recruitment. First, for the deterministic version of this model, we characterize the equilibrium yields in terms of the fishing mortality. Then, for the stochastic version, we introduce the concepts of maximum expected, log expected and harmonic expected sustainable yield, and we analyze how the incertitude affects the behavior o…
The degree to which population fluctuations arise from variable adult survival relative to variable recruitment has been debated widely for marine organisms. Disentangling these effects remains challenging because data generally are not sufficient to evaluate if and how adult survival rates are regulated by stochasticity and/or population density. Using unique time-series for a largely unexploited reef fish, we found both population density and stochastic food supply impacted adult survival. The estimated effect of variable survival on adult abundance (both mean and variability) rivaled that o…
Theoretical ecologists have long sought to understand how the persistence of populations depends on biotic and abiotic factors. Classical work showed that demographic stochasticity causes the mean time to extinction to increase exponentially with population size, whereas variation in environmental conditions can lead to a power law scaling. Recent work has focused especially on the influence of the autocorrelation structure ("color") of environmental noise. In theoretical physics, there is a burst of research activity in analyzing large fluctuations in stochastic population dynamics. This rese…
Identifying the critical domain size necessary for a population to persist is an important question in ecology. Both demographic and environmental stochasticity impact a population's ability to persist. Here we explore ways of including this variability. We study populations which have traditionally been modelled using a deterministic integrodifference equation (IDE) framework, with distinct dispersal and sedentary stages. Individual based models (IBMs) are the most intuitive stochastic analogues to IDEs but yield few analytic insights. We explore two alternate approaches; one is a scaling up …
A fundamental question in biology is how cell populations evolve into different subtypes based on homogeneous processes at the single cell level. Here we show that population bimodality can emerge even when biological processes are homogenous at the cell level and the environment is kept constant. Our model is based on the stochastic partitioning of a cell component with an optimal copy number. We show that the existence of unimodal or bimodal distributions depends on the variance of partition errors and the growth rate tolerance around the optimal copy number. In particular, our theory provid…
Using a stochastic Susceptible-Infected-Removed (SIR) meta-population model of disease transmission, we present analytical calculations and numerical simulations dissecting the interplay between stochasticity and the division of a population into mutually independent sub-populations. We show that subdivision activates two stochastic effects---extinction and desynchronization---diminishing the overall impact of the outbreak, even when the total population has already left the stochastic regime and the basic reproduction number is not altered by the subdivision. Both effects are quantitatively c…
We use a stochastic birth-death model for a population of cells to estimate the normal tissue complication probability (NTCP) under a particular radiotherapy protocol. We specifically allow for interaction between cells, via a nonlinear logistic growth model. To capture some of the effects of intrinsic noise in the population we develop several approximations of NTCP, using Kramers-Moyal expansion techniques. These approaches provide an approximation to the first and second moments of a general first-passage time problem in the limit of large, but finite populations. We use this method to stud…
A feature often observed in epidemiological networks is significant heterogeneity in degree. A popular modelling approach to this has been to consider large populations with highly heterogeneous discrete contact rates. This paper defines an individual-level non-Markovian stochastic process that converges on standard ODE models of such populations in the appropriate asymptotic limit. A generalised Sellke construction is derived for this model, and this is then used to consider final outcomes in the case where heterogeneity follows a truncated Zipf distribution.
Logistic dynamics of small populations with demographic stochasticity
Consejo Nacional de Investigaciones Científicas y Técnicas（国家科学研究委员会）；Centro Atómico Bariloche and Instituto Balseiro, Comisión Nacional de Energía Atómica and Universidad Nacional de Cuyo（巴里洛切原子中心与巴尔塞罗研究所，国家原子能委员会与门多萨国立大学）
In this paper we consider the global qualitative properties of a stochastically perturbed logistic model of population growth. In this model, the stochastic perturbations are assumed to be of the white noise type and are proportional to the current population size. Using the direct Lyapunov method, we established the global properties of this stochastic differential equation. In particular, we found that solutions of the equation oscillate around an interval, and explicitly found the end points of this interval. Moreover, we found that, if the magnitude of the noise exceeds a certain critical …
The conceptual difference between equilibrium and non-equilibrium steady state (NESS) is well established in physics and chemistry. This distinction, however, is not widely appreciated in dynamical descriptions of biological populations in terms of differential equations in which fixed point, steady state, and equilibrium are all synonymous. We study NESS in a stochastic SIS (susceptible-infectious-susceptible) system with heterogeneous individuals in their contact behavior represented in terms of subgroups. In the infinite population limit, the stochastic dynamics yields a system of determini…
We present a general framework to describe the evolutionary dynamics of an arbitrary number of types in finite populations based on stochastic differential equations (SDE). For large, but finite populations this allows to include demographic noise without requiring explicit simulations. Instead, the population size only rescales the amplitude of the noise. Moreover, this framework admits the inclusion of mutations between different types, provided that mutation rates, $μ$, are not too small compared to the inverse population size 1/N. This ensures that all types are almost always represented i…
Evolutionary game dynamics in finite populations is typically subject to noise, inducing effects which are not present in deterministic systems, including fixation and extinction. In the first part of this paper we investigate the phenomenon of drift reversal in finite populations, taking into account that drift is a local quantity in strategy space. Secondly, we study a simple imitation dynamics, and show that it can lead to fixation at internal mixed-strategy fixed points even in finite populations. Imitation in infinite populations is adequately described by conventional replicator dynamics…
Spatially extended population dynamics models that incorporate intrinsic noise serve as case studies for the role of fluctuations and correlations in biological systems. Including spatial structure and stochastic noise in predator-prey competition invalidates the deterministic Lotka-Volterra picture of neutral population cycles. Stochastic models yield long-lived erratic population oscillations stemming from a resonant amplification mechanism. In spatially extended predator-prey systems, one observes noise-stabilized activity and persistent correlations. Fluctuation-induced renormalizations of…
Previously, we developed a population model incorporating the Allee effect and periodic environmental fluctuations, in which organisms alternate between nomadic and colonial behaviours. This switching strategy is regulated by biological clocks and the abundance of environmental resources, and can lead to population persistence despite both behaviours being individually losing. In the present study, we consider stochastic noise models in place of the original periodic ones, thereby allowing a wider range of environmental fluctuations to be modelled. The theoretical framework is generalized to a…
