A finite locus effect diffusion model for the evolution of a quantitative trait

A diffusion model is constructed for the joint distribution of absolute locus effect sizes and allele frequencies for loci contributing to an additive quantitative trait under selection in a haploid, panmictic population. The model is designed to approximate a discrete model exactly in the limit as both population size and the number of loci affecting the trait tend to infinity. For the case when all loci have the same absolute effect size, formal multiple-timescale asymptotics are used to predict the long-time response of the population trait mean to selection. For the case where loci can take on either of two distinct effect sizes, not necessarily with equal probability, numerical solutions of the system indicate that response to selection of a quantitative trait is insensitive to the variability of the distribution of effect sizes when mutation is negligible.     

Understanding evolutionary and ecological dynamics using a continuum limit

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.     

Probability density functions useful for parametrization of heterogeneity in growth and allometry data

This paper addresses the problem of modelling heterogeneous individual characteristics in a population. A flexible unified approach for stochastic parametrization dynamics of the distribution in population data is proposed. To approximate data with multiple observations per individual, models based on Markov processes are constructed. The method can be applied to scalar or multivariate characteristics, and its application to growth and allometry data is considered. Different stochastic versions of known growth and allometry functions are developed, which enable wide applicability. Simple informative growth indices are calculated as the moments of distribution. The three-parameter Gompertz growth model for size-at-age data was reparametrized to a size-increment data model with two parameters. An erratum to this article is available at .     

Network-based analysis of stochastic SIR epidemic models with random and proportionate mixing

In this paper, we outline the theory of epidemic percolation networks and their use in the analysis of stochastic susceptible-infectious-removed (SIR) epidemic models on undirected contact networks. We then show how the same theory can be used to analyze stochastic SIR models with random and proportionate mixing. The epidemic percolation networks for these models are purely directed because undirected edges disappear in the limit of a large population. In a series of simulations, we show that epidemic percolation networks accurately predict the mean outbreak size and probability and final size of an epidemic for a variety of epidemic models in homogeneous and heterogeneous populations. Finally, we show that epidemic percolation networks can be used to re-derive classical results from several different areas of infectious disease epidemiology. In an Appendix, we show that an epidemic percolation network can be defined for any time-homogeneous stochastic SIR model in a closed population and prove that the distribution of outbreak sizes given the infection of any given node in the SIR model is identical to the distribution of its out-component sizes in the corresponding probability space of epidemic percolation networks. We conclude that the theory of percolation on semi-directed networks provides a very general framework for the analysis of stochastic SIR models in closed populations.     

The effect of waning immunity on long-term behaviour of stochastic models for the spread of infection

In stochastic modelling of infectious spread, it is often assumed that infection confers permanent immunity, a susceptible-infective-removed (SIR) model. We show how results concerning long-term (endemic) behaviour may be extended to a susceptible-infective-removed-susceptible (SIRS) model, in which immunity is temporary. Since the full SIRS model with demography is rather intractable, we also consider two simpler models: the susceptible-infective-susceptible (SIS) model with demography, in which there is no immunity; and the SIRS model in a closed population. For each model, we first analyse a deterministic model, then approximate the quasi-stationary distribution (equilibrium distribution conditional upon non-extinction of infection) using a moment closure technique. We look in particular at the effect of the immune period upon infection prevalence and upon time to fade-out of infection. Our main findings are that a shorter average immune period leads to higher infection prevalence in quasi-stationarity, and to longer persistence of infection in the population.     

Novel moment closure approximations in stochastic epidemics

Moment closure approximations are used to provide analytic approximations to non-linear stochastic population models. They often provide insights into model behaviour and help validate simulation results. However, existing closure schemes typically fail in situations where the population distribution is highly skewed or extinctions occur. In this study we address these problems by introducing novel second-and third-order moment closure approximations which we apply to the stochastic SI and SIS epidemic models. In the case of the SI model, which has a highly skewed distribution of infection, we develop a second-order approximation based on the beta-binomial distribution. In addition, a closure approximation based on mixture distribution is developed in order to capture the behaviour of the stochastic SIS model around the threshold between persistence and extinction. This mixture approximation comprises a probability distribution designed to capture the quasi-equilibrium probabilities of the system and a probability mass at 0 which represents the probability of extinction. Two third-order versions of this mixture approximation are considered in which the log-normal and the beta-binomial are used to model the quasi-equilibrium distribution. Comparison with simulation results shows: (1) the beta-binomial approximation is flexible in shape and matches the skewness predicted by simulation as shown by the stochastic SI model and (2) mixture approximations are able to predict transient and extinction behaviour as shown by the stochastic SIS model, in marked contrast with existing approaches. We also apply our mixture approximation to approximate a likehood function and carry out point and interval parameter estimation.     

Inbreeding coefficients for stochastically varying small population sizes-bias of calculation based on effective numbers

The commonly used procedure to calculate inbreeding coefficients by effective population numbers (Ne) by the harmonic mean of generation-by-generation population sizes involves a computational bias. If the individual population sizes are considered as realizations of a binomially distributed random variable with sample size N and probability p, this bias can be investigated for the two cases p = constant and p = variable (Markov chain). The bias is of practical relevance only for small probabilities p, short period of initial successive generations, and small population sizes. The largest values for this computational bias are in the range of 0.05-0.06. It is concluded that for most practical purposes the approximate procedure is appropriate.     

Semiclassical approximations of stochastic epidemiological processes towards parameter estimation using as prime example the SIS system with import

In this paper we investigate several schemes to approximate the stationary distribution of the stochastic SIS system with import. We begin by presenting the model and analytically computing its stationary distribution. We then approximate this distribution using Kramers–Moyal approximation, van Kampen's system size expansion, and a semiclassical scheme, also called WKB or eikonal approximation depending on its different applications in physics. For the semiclassical scheme, done in the context of the Hamilton–Jacobi formalism, two approaches are taken. In the first approach we assume a semiclassical ansatz for the generating function, while in the second the solution of the master equation is approximated directly. The different schemes are compared and the semiclassical approximation, which performs better, is then used to analyse the time dependent solution of stochastic systems for which no analytical expression is known. Stochastic epidemiological models are studied in order to investigate how far such semiclassical approximations can be used for parameter estimation.     

Establishing a beachhead: a stochastic population model with an Allee effect applied to species invasion

We formulated a spatially explicit stochastic population model with an Allee effect in order to explore how invasive species may become established. In our model, we varied the degree of migration between local populations and used an Allee effect with variable birth and death rates. Because of the stochastic component, population sizes below the Allee effect threshold may still have a positive probability for successful invasion. The larger the network of populations, the greater the probability of an invasion occurring when initial population sizes are close to or above the Allee threshold. Furthermore, if migration rates are low, one or more than one patch may be successfully invaded, while if migration rates are high all patches are invaded.     

Effective population size of a population with stochastically varying size

For a Wright–Fisher model with mutation whose population size fluctuates stochastically from generation to generation, a heterozygosity effective population size is defined by means of the equilibrium average heterozygosity of the population. It is shown that this effective population size is equal to the harmonic mean of population size if and only if the stochastic changes of population size are uncorrelated. The effective population size is larger (resp. smaller) than the harmonic mean when the stochastic changes of population size are positively (resp. negatively) autocorrelated. These results and those obtained so far for other stochastic models with fluctuating population size suggest that the property that effective population sizes are always larger than the harmonic mean under the fluctuation of population size holds only for continuous time models such as diffusion and coalescent models, whereas effective population sizes can be equal to or smaller than the harmonic mean for discrete time models.     

Bimodal Epidemic Size Distributions for Near-Critical SIR with Vaccination

We introduce a recursive algorithm which enables the computation of the distribution of epidemic size in a stochastic SIR model for very large population sizes. In the important parameter region where the model is just slightly supercritical, the distribution of epidemic size is decidedly bimodal. We find close agreement between the distribution for large populations and the limiting case where the distribution is that of the time a Brownian motion hits a quadratic curve. The model includes the possibility of vaccination during the epidemic. The effects of the parameters, including vaccination level, on the form of the epidemic size distribution are explored.     

Stochastic models of kleptoparasitism

In this paper, we consider a model of kleptoparasitism amongst a small group of individuals, where the state of the population is described by the distribution of its individuals over three specific types of behaviour (handling, searching for or fighting over, food). The model used is based upon earlier work which considered an equivalent deterministic model relating to large, effectively infinite, populations. We find explicit equations for the probability of the population being in each state. For any reasonably sized population, the number of possible states, and hence the number of equations, is large. These equations are used to find a set of equations for the means, variances, covariances and higher moments for the number of individuals performing each type of behaviour. Given the fixed population size, there are five moments of order one or two (two means, two variances and a covariance). A normal approximation is used to find a set of equations for these five principal moments. The results of our model are then analysed numerically, with the exact solutions, the normal approximation and the deterministic infinite population model compared. It is found that the original deterministic models approximate the stochastic model well in most situations, but that the normal approximations are better, proving to be good approximations to the exact distribution, which can greatly reduce computing time.     

Population Genetic Consequences of the Allee Effect and the Role of Offspring-Number Variation

A strong demographic Allee effect in which the expected population growth rate is negative below a certain critical population size can cause high extinction probabilities in small introduced populations. But many species are repeatedly introduced to the same location and eventually one population may overcome the Allee effect by chance. With the help of stochastic models, we investigate how much genetic diversity such successful populations harbor on average and how this depends on offspring-number variation, an important source of stochastic variability in population size. We find that with increasing variability, the Allee effect increasingly promotes genetic diversity in successful populations. Successful Allee-effect populations with highly variable population dynamics escape rapidly from the region of small population sizes and do not linger around the critical population size. Therefore, they are exposed to relatively little genetic drift. It is also conceivable, however, that an Allee effect itself leads to an increase in offspring-number variation. In this case, successful populations with an Allee effect can exhibit less genetic diversity despite growing faster at small population sizes. Unlike in many classical population genetics models, the role of offspring-number variation for the population genetic consequences of the Allee effect cannot be accounted for by an effective-population-size correction. Thus, our results highlight the importance of detailed biological knowledge, in this case on the probability distribution of family sizes, when predicting the evolutionary potential of newly founded populations or when using genetic data to reconstruct their demographic history.     

Dynamic population epidemic models.

Most multipopulation epidemic models are of the contact distribution type, in which the locations of successive contacts are chosen independently from appropriate contact distributions. This paper is concerned with an alternative class of models, termed dynamic population epidemic models, in which infectives move among the populations and can infect only within their current population. Both the stochastic and deterministic versions of such models are considered. Their threshold behavior is analyzed in some depth, as are their final outcomes. Velocities of spread of infection are considered when the populations have a spatial structure. A criterion for finding the equivalent contact distribution epidemic for any given dynamic population epidemic is provided, enabling comparisons to be made for the velocities and final outcomes displayed by the two classes of models. The relationship between deterministic and stochastic epidemic models is also discussed briefly.     

Population extinction and quasi-stationary behavior in stochastic density-dependent structured models

Density-independent and density-dependent, stochastic and deterministic, discrete-time, structured models are formulated, analysed and numerically simulated. A special case of the deterministic, density-independent, structured model is the well-known Leslie age-structured model. The stochastic, density-independent model is a multitype branching process. A review of linear, density-independent models is given first, then nonlinear, density-dependent models are discussed. In the linear, density-independent structured models, transitions between states are independent of time and state. Population extinction is determined by the dominant eigenvalue λ of the transition matrix. If λ ≤ 1, then extinction occurs with probability one in the stochastic and deterministic models. However, if λ > 1, then the deterministic model has exponential growth, but in the stochastic model there is a positive probability of extinction which depends on the fixed point of the system of probability generating functions. The linear, density-independent, stochastic model is generalized to a nonlinear, density-dependent one. The dependence on state is in terms of a weighted total population size. It is shown for small initial population sizes that the density-dependent, stochastic model can be approximated by the density-independent, stochastic model and thus, the extinction behavior exhibited by the linear model occurs in the nonlinear model. In the deterministic models there is a unique stable equilibrium. Given the population does not go extinct, it is shown that the stochastic model has a quasi-stationary distribution with mean close to the stable equilibrium, provided the population size is sufficiently large. For small values of the population size, complete extinction can be observed in the simulations. However, the persistence time increases rapidly with the population size. This author received partial support by the National Science Foundation grant # DMS-9626417.     

Stochastic models for the spread of HIV in a mobile heterosexual population

An important factor in the dynamic transmission of HIV is the mobility of the population. We formulate various stochastic models for the spread of HIV in a heterosexual mobile population, under the assumptions of constant and varying population sizes. We also derive deterministic and diffusion analogues for these models, using a convenient rescaling technique, and analyze their stability conditions and equilibrium behavior. We illustrate the dynamic behavior of the models and their approximations via a range of numerical experiments.     

Organelle Gene Diversity under Migration, Mutation, and Drift: Equilibrium Expectations, Approach to Equilibrium, Effects of Heteroplasmic Cells, and Comparison to Nuclear Genes

We developed stochastic population genetic theory for mitochondrial and chloroplast genes, using an infinite alleles model appropriate for molecular genetic data. We considered the effects of mutation, random drift, and migration in a finite island model on selectively neutral alleles. Recurrence equations were obtained for the expectation of gene diversities within zygotes, within colonies, and between colonies. The variables are number and sizes of colonies, migration rates, sex ratios, degree of paternal transmission, number of germ line cell divisions, effective number of segregating organelle genomes, and mutation rate. Computer solutions of the recurrence equations were used to study the approach to equilibrium. Gene diversities equilibrate slowly, while GST, used to measure population subdivision, equilibrates rapidly. Approximate equilibrium equations for gene diversities and GST can be obtained by substituting Neo and me, simple functions of the numbers of breeding or migrating males and females and of the degree of paternal transmission, for the effective numbers of genes and migration rates in the corresponding equations for nuclear genes. The approximate equations are not valid when the diversity within individuals is large compared to that between individuals, as is often true for the D-loop of animal mtDNA. We used the exact equations to verify that organelle genes often show more subdivision than nuclear genes; however, we also identified the range of breeding and migrating sex ratios for which population subdivision is greater for nuclear genes. Finally, we show that gene diversities are higher for nuclei than for organelles over a larger range of sex ratios in a subdivided population than in a panmictic population.     

Diffusion analysis and stationary distribution of the two-species lottery competition model

The lottery model is a stochastic population model in which juveniles compete for space. Examples include sedentary organisms such as trees in a forest and members of marine benthic communities. The behavior of this model appears to be characteristic of that found in other sorts of stochastic competition models. In a community with two species, it was previously demonstrated that coexistence of the species is possible if adult death rates are small and environmental variation is large. Environmental variation is incorporated by assuming that the birth rates and death rates are random variables. Complicated conditions for coexistence and competitive exclusion have been derived elsewhere. In this paper, simple and easily interpreted conditions are found by using the technique of diffusion approximation. Formulae are given for the stationary distribution and means and variances of population fluctuations. The shape of the stationary distribution allows the stability of the coexistence to be evaluated.     

The use of Markovian metapopulation models: a comparison of three methods reducing the dimensionality of transition matrices

The use of Markovian models is an established way for deriving the complete distribution of the size of a population and the probability of extinction. However, computationally impractical transition matrices frequently result if this mathematical approach is applied to natural populations. Binning, or aggregating population sizes, has been used to permit a reduction in the dimensionality of matrices. Here, we present three deterministic binning methods and study the errors due to binning for a metapopulation model. Our results indicate that estimation errors of the investigated methods are not consistent and one cannot make generalizations about the quality of a method. For some compared output variables of populations studied, binning methods that caused a strong reduction in dimensionality of matrices resulted in better estimations than methods that produced a weaker reduction. The main problem with deterministic binning methods is that they do not properly take into account the stochastic population process itself. Straightforward usage of binning methods may lead to substantial errors in population-dynamical predictions.