Derivation of stochastic partial differential equations for size- and age-structured populations

Stochastic partial differential equations (SPDEs) for size-structured and age- and size-structured populations are derived from basic principles, i.e. from the changes that occur in a small time interval. Discrete stochastic models of size-structured and age-structured populations are constructed, carefully taking into account the inherent randomness in births, deaths, and size changes. As the time interval decreases, the discrete stochastic models lead to systems of Itô stochastic differential equations. As the size and age intervals decrease, SPDEs are derived for size-structured and age- and size-structured populations. Comparisons between numerical solutions of the SPDEs and independently formulated Monte Carlo calculations support the accuracy of the derivations.     

Simplifying a physiologically structured population model to a stage-structured biomass model

We formulate and analyze an archetypal consumer-resource model in terms of ordinary differential equations that consistently translates individual life history processes, in particular food-dependent growth in body size and stage-specific differences between juveniles and adults in resource use and mortality, to the population level. This stage-structured model is derived as an approximation to a physiologically structured population model, which accounts for a complete size-distribution of the consumer population and which is based on assumptions about the energy budget and size-dependent life history of individual consumers. The approximation ensures that under equilibrium conditions predictions of both models are completely identical. In addition we find that under non-equilibrium conditions the stage-structured model gives rise to dynamics that closely approximate the dynamics exhibited by the size-structured model, as long as adult consumers are superior foragers than juveniles with a higher mass-specific ingestion rate. When the mass-specific intake rate of juvenile consumers is higher, the size-structured model exhibits single-generation cycles, in which a single cohort of consumers dominates population dynamics throughout its life time and the population composition varies over time between a dominance by juveniles and adults, respectively. The stage-structured model does not capture these dynamics because it incorporates a distributed time delay between the birth and maturation of an individual organism in contrast to the size-structured model, in which maturation is a discrete event in individual life history. We investigate model dynamics with both semi-chemostat and logistic resource growth.     

Finding confidence limits on population growth rates: Bootstrap and analytic methods

When predicting population dynamics, the value of the prediction is not enough and should be accompanied by a confidence interval that integrates the whole chain of errors, from observations to predictions via the estimates of the parameters of the model. Matrix models are often used to predict the dynamics of age- or size-structured populations. Their parameters are vital rates. This study aims (1) at assessing the impact of the variability of observations on vital rates, and then on model’s predictions, and (2) at comparing three methods for computing confidence intervals for values predicted from the models. The first method is the bootstrap. The second method is analytic and approximates the standard error of predictions by their asymptotic variance as the sample size tends to infinity. The third method combines use of the bootstrap to estimate the standard errors of vital rates with the analytical method to then estimate the errors of predictions from the model. Computations are done for an Usher matrix models that predicts the asymptotic (as time goes to infinity) stock recovery rate for three timber species in French Guiana. Little difference is found between the hybrid and the analytic method. Their estimates of bias and standard error converge towards the bootstrap estimates when the error on vital rates becomes small enough, which corresponds in the present case to a number of observations greater than 5000 trees.     

Dynamics of age- and size-structured populations in fluctuating environments: Applications of stochastic matrix models to natural populations

Recent developments of the theory of stochastic matrix modeling have made it possible to estimate general properties of age- and size-structured populations in fluctuating environments. However, applications of the theory to natural populations are still few. The empirical studies which have used stochastic matrix models are reviewed here to examine whether predictions made by the theory can be generally found in wild populations. The organisms studied include terrestrial grasses and herbs, a seaweed, a fish, a reptile, a deer and some marine invertebrates. In all the studies, the stochastic population growth rate (ln λ _s ) was no greater than the deterministic population growth rate determined using average vital rates, suggesting that the model based only on average vital rates may overestimate growth rates of populations in fluctuating environments. Factors affecting ln λ _s include the magnitude of variation in vital rates, probability distribution of random environments, fluctuation in different types of vital rates, covariances between vital rates, and autocorrelation between successive environments. However, comprehensive rules were hardly found through the comparisons of the empirical studies. Based on shortcomings of previous studies, I address some important subjects which should be examined in future studies.     

A comparison of persistence-time estimation for discrete and continuous stochastic population models that include demographic and environmental variability

A discrete-time Markov chain model, a continuous-time Markov chain model, and a stochastic differential equation model are compared for a population experiencing demographic and environmental variability. It is assumed that the environment produces random changes in the per capita birth and death rates, which are independent from the inherent random (demographic) variations in the number of births and deaths for any time interval. An existence and uniqueness result is proved for the stochastic differential equation system. Similarities between the models are demonstrated analytically and computational results are provided to show that estimated persistence times for the three stochastic models are generally in good agreement when the models satisfy certain consistency conditions.     

Stochastic modeling of aphid population growth with nonlinear, power-law dynamics

This paper develops a deterministic and a stochastic population size model based on power-law kinetics for the black-margined pecan aphid. The deterministic model in current use incorporates cumulative-size dependency, but its solution is symmetric. The analogous stochastic model incorporates the prolific reproductive capacity of the aphid. These models are generalized in this paper to include a delayed feedback mechanism for aphid death. Whereas the per capita aphid death rate in the current model is proportional to cumulative size, delayed feedback is implemented by assuming that the per capita rate is proportional to some power of cumulative size, leading to so-called power-law dynamics. The solution to the resulting differential equations model is a left-skewed abundance curve. Such skewness is characteristic of observed aphid data, and the generalized model fits data well. The assumed stochastic model is solved using Kolmogrov equations, and differential equations are given for low order cumulants. Moment closure approximations, which are simple to apply, are shown to give accurate predictions of the two endpoints of practical interest, namely (1) a point estimate of peak aphid count and (2) an interval estimate of final cumulative aphid count. The new models should be widely applicable to other aphid species, as they are based on three fundamental properties of aphid population biology.     

Equilibrium and extinction in stochastic population dynamics

Stochastic models of interacting biological populations, with birth and death rates depending on the population size are studied in the quasi-stationary state. Confidence regions in the state space are constructed by a new method for the numerical, solution of the ray equations. The concept of extinction time, which is closely related to the concept of stability for stochastic systems, is discussed. Results of numerical calculations for two-dimensional stochastic population models are presented.     

Quantification of long-term doxorubicin response dynamics in breast cancer cell lines to direct treatment schedules

While acquired chemoresistance is recognized as a key challenge to treating many types of cancer, the dynamics with which drug sensitivity changes after exposure are poorly characterized. Most chemotherapeutic regimens call for repeated dosing at regular intervals, and if drug sensitivity changes on a similar time scale then the treatment interval could be optimized to improve treatment performance. Theoretical work suggests that such optimal schedules exist, but experimental confirmation has been obstructed by the difficulty of deconvolving the simultaneous processes of death, adaptation, and regrowth taking place in cancer cell populations. Here we present a method of optimizing drug schedules in vitro through iterative application of experimentally calibrated models, and demonstrate its ability to characterize dynamic changes in sensitivity to the chemotherapeutic doxorubicin in three breast cancer cell lines subjected to treatment schedules varying in concentration, interval between pulse treatments, and number of sequential pulse treatments. Cell populations are monitored longitudinally through automated imaging for 600–800 hours, and this data is used to calibrate a family of cancer growth models, each consisting of a system of ordinary differential equations, derived from the bi-exponential model which characterizes resistant and sensitive subpopulations. We identify a model incorporating both a period of growth arrest in surviving cells and a delay in the death of chemosensitive cells which outperforms the original bi-exponential growth model in Akaike Information Criterion based model selection, and use the calibrated model to quantify the performance of each drug schedule. We find that the inter-treatment interval is a key variable in determining the performance of sequential dosing schedules and identify an optimal retreatment time for each cell line which extends regrowth time by 40%-239%, demonstrating that the time scale of changes in chemosensitivity following doxorubicin exposure allows optimization of drug scheduling by varying this inter-treatment interval.     

Persistence times of populations with large random fluctuations

The growth of populations which undergo large random fluctuations can be modelled with stochastic differential equations involving Poisson processes. The problem of determining the persistence time is that of finding the time of first passage to some small critical population size. We consider in detail a simple model of logistic growth with additive Poisson disasters of fixed magnitude. The expectation and variability of the persistence time are obtained as solutions of singular differential-difference equations. The dependence of the persistence time of a colonizing species on the parameters of the model is discussed. The model may also be viewed as random harvesting with fixed quotas and a comparison is made between the mean extinction time and those for deterministic models.     

Coexistence of multiple pathogen strains in stochastic epidemic models with density-dependent mortality

Stochastic differential equations that model an SIS epidemic with multiple pathogen strains are derived from a system of ordinary differential equations. The stochastic model assumes there is demographic variability. The dynamics of the deterministic model are summarized. Then the dynamics of the stochastic model are compared to the deterministic model. In the deterministic model, there can be either disease extinction, competitive exclusion, where only one strain persists, or coexistence, where more than one strain persists. In the stochastic model, all strains are eventually eliminated because the disease-free state is an absorbing state. However, if the population size and the initial number of infected individuals are sufficiently large, it may take a long time until all strains are eliminated. Numerical simulations of the stochastic model show that coexistence cases predicted by the deterministic model are an unlikely occurrence in the stochastic model even for short time periods. In the stochastic model, either disease extinction or competitive exclusion occur. The initial number of infected individuals, the basic reproduction numbers, and other epidemiological parameters are important determinants of the dominant strain in the stochastic epidemic model.     

A comparison of three different stochastic population models with regard to persistence time

Results are summarized from the literature on three commonly used stochastic population models with regard to persistence time. In addition, several new results are introduced to clearly illustrate similarities between the models. Specifically, the relations between the mean persistence time and higher-order moments for discrete-time Markov chain models, continuous-time Markov chain models, and stochastic differential equation models are compared for populations experiencing demographic variability. Similarities between the models are demonstrated analytically, and computational results are provided to show that estimated persistence times for the three stochastic models are generally in good agreement when the models are consistently formulated. As an example, the three stochastic models are applied to a population satisfying logistic growth. Logistic growth is interesting as different birth and death rates can yield the same logistic differential equation. However, the persistence behavior of the population is strongly dependent on the explicit forms for the birth and death rates. Computational results demonstrate how dramatically the mean persistence time can vary for different populations that experience the same logistic growth.     

Size-structured Interactions between Native and Introduced Species: Can Intraguild Predation Facilitate Invasion by Stream Salmonids?

Dynamics of biological invasions may be complicated in size-structured animal populations. Differences in timing of life history events such as juvenile emergence create complex interaction webs where different life stages of native and non-native species act as predators, competitors, and prey. Stream salmonids are an ideal group for studying these phenomena because they display competition and predation in size-structured populations and have been introduced worldwide. For example, introduced rainbow trout (Oncorhynchus mykiss) are invading streams of Hokkaido Island, Japan and have caused declines in native masu salmon (O. masou) populations. However, age-0 rainbow trout emerge later than age-0 masu salmon and are smaller, which raises the question of why they are able to recruit and therefore invade in the face of a larger competitor. We conducted experiments in laboratory stream channels to test effects of increasing density of age-0 and age-1 rainbow trout on age-0 masu salmon. Age-1 rainbow trout dominated age-0 masu salmon by aggressive interference, relegating them to less favorable foraging positions downstream and reducing their foraging frequency and growth. The age-1 trout also reduced masu salmon survival by predation of about 40% of the individuals overall. In contrast, age-0 rainbow trout had little effect on age-0 masu salmon. Instead, the salmon dominated the age-0 trout by interference competition and reduced their survival by predation of 60% of the individuals. In each case, biotic interactions by the larger species on the smaller were strongly negative due to a combination of interspecific competition and intraguild predation. We predict that together these produce a positive indirect effect in the interaction chain that will allow the recruitment of rainbow trout in the face of competition and predation from age-0 masu salmon, and thereby facilitate their invasion in northern Japan.     

On the linear birth and death processes of biology as Markoff chains

Stochastic Markoff models for the linear birth and death population growth processes of biology are constructed using the Q-matrix method of Doob. The relationship of the stochastic theory to the classical deterministic foundations of these processes is stressed by showing in detail how the classical postulates are mathematically transformed via the Q-matrix elements into the basis for a stationary Markoff process with continuous time parameter and denumerably many “populations states.” It is shown that the resulting stochastic models predict that the population size will fluctuate about the deterministic time curve, the extent of fluctuation being measured by the variance functions. General formulas covering all possible transitions from one population size to another are derived.     

Stochastic juvenile-adult models with application to a green tree frog population

We derive several stochastic models from a deterministic population model that describes the dynamics of age-structured juveniles coupled with size-structured adults. Numerical simulation results of the stochastic models are compared with the solution of the deterministic model. These models are then used to understand the effect of demographic stochasticity on the dynamics of an urban green tree frog (Hyla cinerea) population.     

Stochastic models for virus and immune system dynamics

New stochastic models are developed for the dynamics of a viral infection and an immune response during the early stages of infection. The stochastic models are derived based on the dynamics of deterministic models. The simplest deterministic model is a well-known system of ordinary differential equations which consists of three populations: uninfected cells, actively infected cells, and virus particles. This basic model is extended to include some factors of the immune response related to Human Immunodeficiency Virus-1 (HIV-1) infection. For the deterministic models, the basic reproduction number, R₀, is calculated and it is shown that if R₀<1, the disease-free equilibrium is locally asymptotically stable and is globally asymptotically stable in some special cases. The new stochastic models are systems of stochastic differential equations (SDEs) and continuous-time Markov chain (CTMC) models that account for the variability in cellular reproduction and death, the infection process, the immune system activation, and viral reproduction. Two viral release strategies are considered: budding and bursting. The CTMC model is used to estimate the probability of virus extinction during the early stages of infection. Numerical simulations are carried out using parameter values applicable to HIV-1 dynamics. The stochastic models provide new insights, distinct from the basic deterministic models. For the case R₀>1, the deterministic models predict the viral infection persists in the host. But for the stochastic models, there is a positive probability of viral extinction. It is shown that the probability of a successful invasion depends on the initial viral dose, whether the immune system is activated, and whether the release strategy is bursting or budding.     

A random-walk model of human mortality and aging

Consideration is made of the roles of certain types of state space and time scales for a random-walk model of individual physiological status change and death. Because the actual measurement of physiological variables omits many variables relevant to survival, we are forced to view this model as operating in a stochastic state space for a population of individuals where only the frequency distributions are deterministic. In this stochastic state space, under the assumption that the “history” of prior movement contains no additional information, the forward partial differential equation is obtained for the distribution of a population whose movement in the selected space is determined by the randomwalk equations. If the initial distribution of the population in the state space is normal, then certain assumptions about movement and mortality will operate to preserve normality thereafter. Under the assumption of normality, simultaneous ordinary differential equations can be derived from the forward partial differential equation defining the distribution function. Examination of the ordinary simultaneous differential equations shows how parameters for certain models of aging and mortality can be obtained.     

Stochastic simulations on a model of circadian rhythm generation

Biological phenomena are often modeled by differential equations, where states of a model system are described by continuous real values. When we consider concentrations of molecules as dynamical variables for a set of biochemical reactions, we implicitly assume that numbers of the molecules are large enough so that their changes can be regarded as continuous and they are described deterministically. However, for a system with small numbers of molecules, changes in their numbers are apparently discrete and molecular noises become significant. In such cases, models with deterministic differential equations may be inappropriate, and the reactions must be described by stochastic equations. In this study, we focus a clock gene expression for a circadian rhythm generation, which is known as a system involving small numbers of molecules. Thus it is appropriate for the system to be modeled by stochastic equations and analyzed by methodologies of stochastic simulations. The interlocked feedback model proposed by Ueda et al. as a set of deterministic ordinary differential equations provides a basis of our analyses. We apply two stochastic simulation methods, namely Gillespie's direct method and the stochastic differential equation method also by Gillespie, to the interlocked feedback model. To this end, we first reformulated the original differential equations back to elementary chemical reactions. With those reactions, we simulate and analyze the dynamics of the model using two methods in order to compare them with the dynamics obtained from the original deterministic model and to characterize dynamics how they depend on the simulation methodologies.     

Terrestrial carbon and intraspecific size-variation shape lake ecosystems

Conceptual models of lake ecosystem structure and function have generally assumed that energy in pelagic systems is derived from in situ photosynthesis and that its use by higher trophic levels depends on the average properties of individuals in consumer populations. These views are challenged by evidence that allochthonous subsidies of organic carbon greatly influence energy mobilization and transfer and the trophic structure of pelagic food webs, and that size variation within consumer species has major ramifications for lake community dynamics and structure. These discoveries represent conceptual shifts that have yet to be integrated into current views on lake ecosystems. Here, we assess key aspects of energy mobilization and size-structured community dynamics, and show how these processes are intertwined in pelagic food webs.     

A study of some diffusion models of population growth

The stochastic differential equations of many diffusion processes which arise in studies of population growth in random environments can be transformed, if the Stratonovich stochastic calculus is employed, to the equation of the Wiener process. If the transformation function has certain properties then the transition probability density function and quantities relating to the time to first attain a given population size can be obtained from the known results for the Wiener process. Some other random growth processes can be derived from the Ornstein-Uhlenbeck process. These transformation methods are applied to the random processes of Malthusian growth, Pearl-Verhulst logistic growth and a recent model of density independent growth due to Levins.     

An Efficient Kinetic Model for Assemblies of Amyloid Fibrils and Its Application to Polyglutamine Aggregation

Protein polymerization consists in the aggregation of single monomers into polymers that may fragment. Fibrils assembly is a key process in amyloid diseases. Up to now, protein aggregation was commonly mathematically simulated by a polymer size-structured ordinary differential equations (ODE) system, which is infinite by definition and therefore leads to high computational costs. Moreover, this Ordinary Differential Equation-based modeling approach implies biological assumptions that may be difficult to justify in the general case. For example, whereas several ordinary differential equation models use the assumption that polymerization would occur at a constant rate independently of polymer size, it cannot be applied to certain protein aggregation mechanisms. Here, we propose a novel and efficient analytical method, capable of modelling and simulating amyloid aggregation processes. This alternative approach consists of an integro-Partial Differential Equation (PDE) model of coalescence-fragmentation type that was mathematically derived from the infinite differential system by asymptotic analysis. To illustrate the efficiency of our approach, we applied it to aggregation experiments on polyglutamine polymers that are involved in Huntington’s disease. Our model demonstrates the existence of a monomeric structural intermediate acting as a nucleus and deriving from a non polymerizing monomer (). Furthermore, we compared our model to previously published works carried out in different contexts and proved its accuracy to describe other amyloid aggregation processes.