Two SIS epidemiologic models with delays

 The SIS epidemiologic models have a delay corresponding to the infectious period, and disease-related deaths, so that the population size is variable. The population dynamics structures are either logistic or recruitment with natural deaths. Here the thresholds and equilibria are determined, and stabilities are examined. In a similar SIS model with exponential population dynamics, the delay destabilized the endemic equilibrium and led to periodic solutions. In the model with logistic dynamics, periodic solutions in the infectious fraction can occur as the population approaches extinction for a small set of parameter values. Received: 10 January 1997 / 18 November 1997     

Structured population on two patches: modeling dispersal and delay

We derive from the age-structured model a system of delay differential equations to describe the interaction of spatial dispersal (over two patches) and time delay (arising from the maturation period). Our model analysis shows that varying the immature death rate can alter the behavior of the homogeneous equilibria, leading to transient oscillations around an intermediate equilibrium and complicated dynamics (in the form of the coexistence of possibly stable synchronized periodic oscillations and unstable phase-locked oscillations) near the largest equilibrium.     

Numerical bifurcation analysis of delay differential equations arising from physiological modeling

This paper has a dual purpose. First, we describe numerical methods for continuation and bifurcation analysis of steady state solutions and periodic solutions of systems of delay differential equations with an arbitrary number of fixed, discrete delays. Second, we demonstrate how these methods can be used to obtain insight into complex biological regulatory systems in which interactions occur with time delays: for this, we consider a system of two equations for the plasma glucose and insulin concentrations in a diabetic patient subject to a system of external assistance. The model has two delays: the technological delay of the external system, and the physiological delay of the patient's liver. We compute stability of the steady state solution as a function of two parameters, compare with analytical results and compute several branches of periodic solutions and their stability. These numerical results allow to infer two categories of diabetic patients for which the external system has different efficiency.     

Stochastic modelling of environmental variation for biological populations

We examine stochastic effects, in particular environmental variability, in population models of biological systems. Some simple models of environmental stochasticity are suggested, and we demonstrate a number of analytic approximations and simulation-based approaches that can usefully be applied to them. Initially, these techniques, including moment-closure approximations and local linearization, are explored in the context of a simple and relatively tractable process. Our presentation seeks to introduce these techniques to a broad-based audience of applied modellers. Therefore, as a test case, we study a natural stochastic formulation of a non-linear deterministic model for nematode infections in ruminants, proposed by Roberts and Grenfell (1991). This system is particularly suitable for our purposes, since it captures the essence of more complicated formulations of parasite demography and herd immunity found in the literature. We explore two modes of behaviour. In the endemic regime the stochastic dynamic fluctuates widely around the non-zero fixed points of the deterministic model. Enhancement of these fluctuations in the presence of environmental stochasticity can lead to extinction events. Using a simple model of environmental fluctuations we show that the magnitude of this system response reflects not only the variance of environmental noise, but also its autocorrelation structure. In the managed regime host-replacement is modelled via periodic perturbation of the population variables. In the absence of environmental variation stochastic effects are negligible, and we examine the system response to a realistic environmental perturbation based on the effect of micro-climatic fluctuations on the contact rate. The resultant stochastic effects and the relevance of analytic approximations based on simple models of environmental stochasticity are discussed.     

Oscillatory phenomena in a model of infectious diseases

Oscillations of the number of cases around an average endemic level are common in several infectious diseases. In this paper we study simple deterministic models, where the oscillations arise either solely from periodically varying contact rates or from the combined effect of large initial perturbation, small periodic variation of the contact rate, and the destabilizing nature of infectious and latent periods when described as time delays. The main results are: (a) For a model with a periodically varying contact rate and a recovery rate, a threshold amplitude of variation is found by numerical and analytic methods at which 2-year subharmonic resonance appears. (b) Approximate analytic relationships are derived for the amplitude and phase of the forced 1-year oscillations below this threshold and for the 2-year oscillations above it—in terms of the reproduction rate of the infection. (c) Similar calculations are performed when the recovery rate is replaced by a fixed infectious period represented by a pure time delay. The threshold amplitude of variation in the contact rate is found here to be smaller than in the recovery rate model. (d) A model with a fixed infectious period and a constant contact rate is considered. The nontrivial steady state is shown to be locally stable for the parameter range of interest. However, the ratio of the imaginary to real parts of the eigenvalues in the characteristic equation is increased as compared to the corresponding model with a recovery rate. (e) For the model with a fixed infectious period and a constant contact rate an approximation method indicates consistency in a certain range of contact rates with the existence of an unstable periodic solution about the locally stable steady state. The actual existence of such a solution is not verified. The interpretation is that the destabilizing effect of the introduction of a pure delay into the model becomes more significant as the distance in the variables space from the endemic steady state is increased. (f) For a fixed infectious period and very small subthreshold variation in the contact rate, two different types of solutions are found numerically: yearly small-amplitude oscillations about an endemic average and large-amplitude oscillations of a subharmonic period. The pattern seen depends on the initial conditions. For a sufficiently large initial deviation from the endemic level even very small seasonal variations lead to regular recurrent outbreaks of the disease. The effect of latent periods and of changing the form of the interaction are also considered.     

The effect of dispersal on single-species nonautonomous dispersal models with delays

In this paper, single-species nonautonomous dispersal models with delays are considered. An interesting result on the effect of dispersal for persistence and extinction is obtained. That is, if the species is persistent in a patch then it is also persistent in all other patches; if the species is permanent in a patch then it is also permanent in all other patches; if the species is extinct in a patch then it is also extinct in all other patches. Furthermore, some new sufficient conditions for the permanence and extinction of the species in a patch are established. The existence of positive periodic solutions is obtained in the periodic case by employing Teng and Chen's results on the existence of positive periodic solutions for functional differential equations. Received: 26 June 2000 / Revised version: 6 October 2000 / Published online: 10 April 2001     

Performance limitations from delay in human and mechanical motor control

We discuss natural limitations on motor performance caused by the time delay required for feedback signals to propagate within the human body or mechanical control systems. By considering a very simple delayed linear servomechanism model, we show there exists a best possible speed-accuracy trade-off similar to Fitts' law that cannot be exceeded when delay is present. This is strictly a delay effect and does not occur for the ideal case of instantaneous feedback. We then examine the performance of the vector integration to endpoint (VITE) circuit as a model of human movement and show that when this circuit is generalized to include delayed feedback the performance may not exceed that of the servomechanism with an equal delay. We suggest the existence of such a limitation may be a ubiquitous consequence of delay in motor control with the implication that the index of performance in Fitts' law cannot arbitrarily large.     

Variation in plant quality and the population dynamics of herbivores: there is nothing average about aphids

In the attempt to use results from small-scale studies to make large-scale predictions, it is critical that we take into account the greater spatial heterogeneity encountered at larger spatial scales. An important component of this heterogeneity is variation in plant quality, which can have a profound influence on herbivore population dynamics. This influence is particularly relevant when we consider that the strength of density dependence can vary among host plants and that the strength of density dependence determines the difference between exponential and density- dependent growth. Here, we present some simple models and analyses designed to examine the impact of variable plant quality on the dynamics of insect herbivore populations, and specifically the consequences of variation in the strength of density dependence among host plants. We show that average values of herbivore population growth parameters, calculated from plants that vary in quality, do not predict overall population growth. Furthermore, we illustrate that the quality of a few individual plants within a larger plant population can dominate herbivore population growth. Our results demonstrate that ignoring spatial heterogeneity that exists in herbivore population growth on plants that differ in quality can lead to a misunderstanding of the mechanisms that underlie population dynamics.     

A new explicit stability criterion for human periodic breathing<--RID="*"--><--ID="*" This research was supported by grants from DRED (96-920).-->

The aim of this paper is to carry out a stability analysis for periodic breathing in humans that incorporates the dynamic characteristics of ventilation control. A simple CO₂ model that takes into account the main elements of the respiratory system, i.e. the lungs and the ventilatory controller with its dynamic properties, is presented. This model results in a three-dimensional non-linear delay differential system for which there exists a unique equilibrium point. Our stability analysis of this equilibrium point leads to the definition of a new explicit stability criterion and to the demonstration of the existence of a Hopf bifurcation. Numerical simulations illustrate the influence of physiological parameters on the stability of ventilation, and particularly the major role of the dynamic characteristics of the respiratory controller. Received: 2 February 1999 / Revised version: 18 June 1999 / Published online: 23 October 2000     

Dynamics of a physiologically structured population in a time-varying environment

Physiologically structured population models have become a valuable tool to model the dynamics of populations. In a stationary environment such models can exhibit equilibrium solutions as well as periodic solutions. However, for many organisms the environment is not stationary, but varies more or less regularly. In order to understand the interaction between an external environmental forcing and the internal dynamics in a population, we examine the response of a physiologically structured population model to a periodic variation in the food resource. We explore the addition of forcing in two cases: (A) where the population dynamics is in equilibrium in a stationary environment, and (B) where the population dynamics exhibits a periodic solution in a stationary environment. When forcing is applied in case A, the solutions are mainly periodic. In case B the forcing signal interacts with the oscillations of the unforced system, and both periodic and irregular (quasi-periodic or chaotic) solutions occur. In both cases the periodic solutions include one and multiple period cycles, and each cycle can have several reproduction pulses.     

An explicit representation of the Luria–Delbrück distribution

The probability distribution of the number of mutant cells in a growing single-cell population is presented in explicit form. We use a discrete model for mutation and population growth which in the limit of large cell numbers and small mutation rates reduces to certain classical models of the Luria-Delbrück distribution. Our results hold for arbitrarily large values of the mutation rate and for cell populations of arbitrary size. We discuss the influence of cell death on fluctuation experiments and investigate a version of our model that accounts for the possibility that both daughter cells of a non-mutant cell might be mutants. An algorithm is presented for the quick calculation of the distribution. Then, we focus on the derivation of two essentially different limit laws, the first of which applies if the population size tends to infinity while the mutation rate tends to zero such that the product of mutation rate times population size converges. The second limit law emerges after a suitable rescaling of the distribution of non-mutant cells in the population and applies if the product of mutation rate times population size tends to infinity. We discuss the distribution of mutation events for arbitrary values of the mutation rate and cell populations of arbitrary size, and, finally, consider limit laws for this distribution with respect to the behavior of the product of mutation rate times population size. Thus, the present paper substantially extends results due to Lea and Coulson (1949), Bartlett (1955), Stewart et al. (1990), and others.     

Large amplification in stage-structured models: Arnol’d tongues revisited

The coexistence of periodic and point attractors has been confirmed for a range of stage-structured discrete time models. The periodic attractor cycles have large amplitude, with the populations cycling between extremely low and surprisingly high values when compared to the equilibrium level. In this situation a stable state can be shocked by noise of sufficient strength into a state of high volatility. We found that the source of these large amplitude cycles are Arnold tongues, special regions of parameter space where the system exhibits periodic behaviour. Most of these tongues lie entirely in that part of parameter space where the system is unstable, but there are exceptions and these exceptions are the tongues that lead to attractor coexistence. Similarity in the geometry of Arnold tongues over the range of models considered might suggest that this is a common feature of stage-structured models but in the absence of proof this can only be a useful working hypothesis. The analysis shows that although large amplitude cycles might exist mathematically they might not be accessible biologically if biological constraints, such as non-negativity of population densities and vital rates, are imposed. Accessibility is found to be highly sensitive to model structure even though the mathematical structure is not. This highlights the danger of drawing biological conclusions from particular models. Having a comprehensive view of the different mechanisms by which periodic states can arise in families of discrete time models is important in the debate on whether the causes of periodicity in particular ecological systems are intrinsic, environmental or trophic. This paper is a contribution to that continuing debate.     

Chaos and population disappearances in simple ecological models

A class of truncated unimodal discrete-time single species models for which low or high densities result in extinction in the following generation are considered. A classification of the dynamics of these maps into five types is proven: (i) extinction in finite time for all initial densities, (ii) semistability in which all orbits tend toward the origin or a semi-stable fixed point, (iii) bistability for which the origin and an interval bounded away from the origin are attracting, (iv) chaotic semistability in which there is an interval of chaotic dynamics whose compliment lies in the origin’s basin of attraction and (v) essential extinction in which almost every (but not every) initial population density leads to extinction in finite time. Applying these results to the Logistic, Ricker and generalized Beverton-Holt maps with constant harvesting rates, two birfurcations are shown to lead to sudden population disappearances: a saddle node bifurcation corresponding to a transition from bistability to extinction and a chaotic blue sky catastrophe corresponding to a transition from bistability to essential extinction. Received: 14 February 2000 / Revised version: 15 August 2000 / Published online: 16 February 2001     

Random effects in population models with hereditary effects

This paper discusses the influence of environmental noise on the dynamics of single species population models with hereditary effects. A detailed analysis is carried out for the logistic equation with discrete delay in the resource limitation term (Hutchinson's equation). When the system undergoes Hopf bifurcation, we find the stationary probability density distribution for the amplitude of the periodic solution by means of an averaged Fokker-Planck equation. Finally, we estimate the persistence time of the species when the population density has a lower bound beyond which it goes extinct.     

Overcompensatory recruitment and generation delay in discrete age-structured population models

 The effect of overcompensatory recruitment and the combined effect of overcompensatory recruitment and generation delay in discrete nonlinear age-structured population models is studied. Considering overcompensatory recruitment alone, we present formal proofs of the supercritical nature of bifurcations (both flip and Hopf) as well as an extensive analysis of dynamics in unstable parameter regions. One important finding here is that in case of small and moderate year to year survival probabilities there are large regions in parameter space where the qualitative behaviour found in a general n+1 dimensional model is retained already in a one-dimensional model. Another result is that the dynamics at or near the boundary of parameter space may be very complicated. Generally, generation delay is found to act as a destabilizing effect but its effect on dynamics is by no means unique. The most profound effect occurs in the n-generation delay cases. In these cases there is no stable equilibrium X ^* at all, but whenever X ^* small, a stable cycle of period n+1 where the periodic points in the cycle are on a very special form. In other cases generation delay does not alter the dynamics in any substantial way. Received 25 April 1995; received in revised form 21 November 1995     

The dynamics of infectious diseases in orchards with roguing and replanting as control strategy

 Roguing and replanting is a widely adopted control strategy of infectious diseases in orchards. Little is known about the effect of this type of management on the dynamics of the infectious disease. In this paper we analyze a structured population model for the dynamics of an S-I-R type epidemic under roguing and replanting management. The model is structured with respect to the total number of infections and the number of post-infectious infections on a tree. Trees are assumed to be rogued, and replaced by uninfected trees, when the total number of infections on the tree reaches a threshold value. Stability analysis and numerical exploration of the model show that for specific parameter combinations the internal equilibrium can become unstable and large amplitude periodic fluctuations arise. Several hypothesis on the mechanism causing the destabilisation of the steady-state are considered. The mechanism leading to the large amplitude fluctuations is identified and biologically interpreted. Received 2 September 1994     

Effect of immigration on a chaotic insect population

Recently, the most convincing evidence of complex dynamics and chaos in biological populations has been presented for Tribolium castaneaum, a classic laboratory model insect. In this note, the robustness of this system is investigated and a constant immigration term is added to the adult population equation. It has been found that such perturbation to the model can either have a complicating effect (when the isolated system is periodic) or a simplifying one (when the system is chaotic in isolation).     

Traveling waves and pulses in a one-dimensional network of excitable integrate-and-fire neurons

 We study the existence and stability of traveling waves and pulses in a one-dimensional network of integrate-and-fire neurons with synaptic coupling. This provides a simple model of excitable neural tissue. We first derive a self-consistency condition for the existence of traveling waves, which generates a dispersion relation between velocity and wavelength. We use this to investigate how wave-propagation depends on various parameters that characterize neuronal interactions such as synaptic and axonal delays, and the passive membrane properties of dendritic cables. We also establish that excitable networks support the propagation of solitary pulses in the long-wavelength limit. We then derive a general condition for the (local) asymptotic stability of traveling waves in terms of the characteristic equation of the linearized firing time map, which takes the form of an integro-difference equation of infinite order. We use this to analyze the stability of solitary pulses in the long-wavelength limit. Solitary wave solutions are shown to come in pairs with the faster (slower) solution stable (unstable) in the case of zero axonal delays; for non-zero delays and fast synapses the stable wave can itself destabilize via a Hopf bifurcation. Received: 27 October 1998     

Phase and amplitude instability in delay-diffusion population models

We analyze three simple population models that include generation times in their growth dynamics. In the presence of a slow one-dimensional diffusion process it is shown that for sufficiently small wave numbers, the amplitude of the homogeneous limit cycle solution is unstable and the phase of the bifurcating diffusion wave obeys a Burgers' type equation with a negative coefficient in the diffusion term. Numerical solutions for the phase and amplitude in the post-critical regime display a turbulent like behavior in space and time when the size of the system is larger than some critical value. This result follows from the coupling between the delay and diffusion terms.     

Stability analysis of the partial selfing selection model

We undertake a detailed study of the one-locus two-allele partial selfing selection model. We show that a polymorphic equilibrium can exist only in the cases of overdominance and underdominance and only for a certain range of selfing rates. Furthermore, when it exists, we show that the polymorphic equilibrium is unique. The local stability of the polymorphic equilibrium is investigated and exact analytical conditions are presented. We also carry out an analysis of local stability of the fixation states and then conclude that only overdominance can maintain polymorphism in the population. When the linear local analysis is inconclusive, a quadratic analysis is performed. For some sets of selective values, we demonstrate global convergence. Finally, we compare and discuss results under the partial selfing model and the random mating model.