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.     

A Quasistationary Analysis of a Stochastic Chemical Reaction: Keizer’s Paradox

For a system of biochemical reactions, it is known from the work of T.G. Kurtz [J. Appl. Prob. 8, 344 (1971)] that the chemical master equation model based on a stochastic formulation approaches the deterministic model based on the Law of Mass Action in the infinite system-size limit in finite time. The two models, however, often show distinctly different steady-state behavior. To further investigate this “paradox,” a comparative study of the deterministic and stochastic models of a simple autocatalytic biochemical reaction, taken from a text by the late J. Keizer, is carried out. We compute the expected time to extinction, the true stochastic steady state, and a quasistationary probability distribution in the stochastic model. We show that the stochastic model predicts the deterministic behavior on a reasonable time scale, which can be consistently obtained from both models. The transition time to the extinction, however, grows exponentially with the system size. Mathematically, we identify that exchanging the limits of infinite system size and infinite time is problematic. The appropriate system size that can be considered sufficiently large, an important parameter in numerical computation, is also discussed.     

An age-dependent stochastic model of population growth

A stochastic model of population growth is treated using the Bellman-Harris theory of agedependent stochastic branching processes. The probability distribution for the population size at any time and the expectation are obtained when it is assumed that there is probability (1−σ), 0≤σ<1, of the organism dividing into two at the end of its lifetime, and probability σ that division will not take place.     

Spread rate for a nonlinear stochastic invasion

Despite the recognized importance of stochastic factors, models for ecological invasions are almost exclusively formulated using deterministic equations [29]. Stochastic factors relevant to invasions can be either extrinsic (quantities such as temperature or habitat quality which vary randomly in time and space and are external to the population itself) or intrinsic (arising from a finite population of individuals each reproducing, dying, and interacting with other individuals in a probabilistic manner). It has been long conjectured [27] that intrinsic stochastic factors associated with interacting individuals can slow the spread of a population or disease, even in a uniform environment. While this conjecture has been borne out by numerical simulations, we are not aware of a thorough analytical investigation. In this paper we analyze the effect of intrinsic stochastic factors when individuals interact locally over small neighborhoods. We formulate a set of equations describing the dynamics of spatial moments of the population. Although the full equations cannot be expressed in closed form, a mixture of a moment closure and comparison methods can be used to derive upper and lower bounds for the expected density of individuals. Analysis of the upper solution gives a bound on the rate of spread of the stochastic invasion process which lies strictly below the rate of spread for the deterministic model. The slow spread is most evident when invaders occur in widely spaced high density foci. In this case spatial correlations between individuals mean that density dependent effects are significant even when expected population densities are low. Finally, we propose a heuristic formula for estimating the true rate of spread for the full nonlinear stochastic process based on a scaling argument for moments. Received: 19 October 1998 / Revised version: 1 September 1999 / Published online: 4 October 2000     

Partitioning the effects of deterministic and stochastic processes on species extinction risk

Species populations are subjected to deterministic and stochastic processes, both of which contribute to their risk of extinction. However, current understanding of the relative contributions of these processes to species extinction risk is far from complete. Here, we address this knowledge gap by analyzing a suite of models representing species populations with negative intrinsic growth rates, to partition extinction risk according to deterministic processes and two broad classes of stochastic processes – demographic and environmental variance. Demographic variance refers to random variations in population abundance arising from random sampling of events given a particular set of intrinsic demographic rates, whereas environmental variance refers to random abundance variations arising from random changes in intrinsic demographic rates over time. When the intrinsic growth rate was not close to zero, we found that deterministic growth was the main driver of mean time to extinction, even when population size was small. This contradicts the intuition that demographic variance is always an important determinant of extinction risk for small populations. In contrast, when the intrinsic growth rate was close to zero, stochastic processes exerted substantial negative effects on the mean time to extinction. Demographic variance had a greater effect than environmental variance at low abundances, with the reverse occurring at higher abundances. In addition, we found that the combined effects of demographic and environmental variance were often substantially lower than the sum of their effects in isolation from each other. This sub-additivity indicates redundancy in the way the two stochastic processes increase extinction risk, and probably arises because both processes ultimately increase extinction risk by boosting variation in abundance over time.     

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.     

Comparison of deterministic and stochastic SIS and SIR models in discrete time

The dynamics of deterministic and stochastic discrete-time epidemic models are analyzed and compared. The discrete-time stochastic models are Markov chains, approximations to the continuous-time models. Models of SIS and SIR type with constant population size and general force of infection are analyzed, then a more general SIS model with variable population size is analyzed. In the deterministic models, the value of the basic reproductive number R0 determines persistence or extinction of the disease. If R0 < 1, the disease is eliminated, whereas if R0 > 1, the disease persists in the population. Since all stochastic models considered in this paper have finite state spaces with at least one absorbing state, ultimate disease extinction is certain regardless of the value of R0. However, in some cases, the time until disease extinction may be very long. In these cases, if the probability distribution is conditioned on non-extinction, then when R0 > 1, there exists a quasi-stationary probability distribution whose mean agrees with deterministic endemic equilibrium. The expected duration of the epidemic is investigated numerically.     

Allee effects in stochastic populations

The Allee effect, or inverse density dependence at low population sizes, could seriously impact preservation and management of biological populations. The mounting evidence for widespread Allee effects has lately inspired theoretical studies of how Allee effects alter population dynamics. However, the recent mathematical models of Allee effects have been missing another important force prevalent at low population sizes: stochasticity. In this paper, the combination of Allee effects and stochasticity is studied using diffusion processes, a type of general stochastic population model that accommodates both demographic and environmental stochastic fluctuations. Including an Allee effect in a conventional deterministic population model typically produces an unstable equilibrium at a low population size, a critical population level below which extinction is certain. In a stochastic version of such a model, the probability of reaching a lower size a before reaching an upper size b , when considered as a function of initial population size, has an inflection point at the underlying deterministic unstable equilibrium. The inflection point represents a threshold in the probabilistic prospects for the population and is independent of the type of stochastic fluctuations in the model. In particular, models containing demographic noise alone (absent Allee effects) do not display this threshold behavior, even though demographic noise is considered an "extinction vortex". The results in this paper provide a new understanding of the interplay of stochastic and deterministic forces in ecological populations.     

On the comparative static properties of the expected population density in the presence of stochastic fluctuations

We consider the impact of increased stochastic fluctuations on the expected density of an unstructured population evolving according to a regular diffusion process subject to a concave expected growth rate. By relying on the flow nature of the solutions of stochastic differential equations and Girsanovs theorem, we demonstrate that typically increased volatility decreases the expected future population density. As a consequence, we are able to characterize the sensitivity of the expected population density with respect to changes in the diffusion coefficient measuring the size of the stochastic fluctuations. We provide both qualitative and quantitative information about the consequences of a mis-specified volatility structure and, especially, of a deterministic approximation to stochastic population growth. We also consider the effect of uncertainty in the initial density and demonstrate that the sign of the relationship between the expected population density and initial uncertainty is unambiguosly negative. Received: 15 February 1999 / Revised version: 29 September 1999 / Published online: 5 May 2000     

Threshold parameters and metapopulation persistence

A method is presented to estimate the minimum viable metapopulation size based on the basic reproductive number R ₀ and the expected time to extinction τ _E for epidemiological models. We exemplify our approach with two simple deterministic metapopulation models of the patch occupancy type and then proceed to stochastic versions that permit the estimation of the minimum viable metapopulation size.     

Monte Carlo simulation of biospecific interactions

Numerical simulations of the stochastic time evolution of biospecific interactions are described and show that when molecular populations are large, time course predictions match those obtained using a deterministic expression. When population size is decreased the effects of stochastic noise become apparent. The significance of stochastic noise in sensitive binding-based assay systems suggests an immediate need for models of this type.     

Volterra-Verhulst prey-predator systems with time dependent coefficients: Diffusion type approximation and periodic solutions

In treating the Volterra-Verhulst prey-predator system with time dependent coefficients, we ask how far this deterministic system represents or approximates the dynamics of the population evolving in a realistic environment which is stochastic in nature. We consider a stochastic system withsmall Gaussian noise type fluctuations. It is shown that the higher moments of the deviation of the deterministic system from the stochastic approach zero as the strength δ of the perturbation decays to zero. For any δ>0 and allT>0, ε>0, the sample population paths that stay within ε distance from the deterministic path during [0,T] form a collection of positive probability. In comparing the stationary distributions of the two systems, we show that the weak limits of those of the stochastic system form a subset of those of the deterministic system. This is in analogy with a result of May connected with the stability of the two systems. Plant and rodent populations possess periodic parameters andexhibit periodic behaivor. We establish theoretically this periodicity under periodicity conditions on the coefficients and perturbing random forces. We also establish a central limit property for the prey-predator system.     

Stochastic models of tumor growth and the probability of elimination by cytotoxic cells

The probability of tumor extinction due to the action of cytotoxic cell populations is investigated by several one dimensional stochastic models of the population growth and elimination processes of a tumor. The several models are made necessary by the nonlinearity of the processes and the different parameter ranges explored. The deterministic form of the model is where γ₀, k′₆ and k ₁ are positive constants. The parameter of most import is which determines the stability of the T = 0 equilibrium. With an initial tumor size of one, a (linear) branching process is used to estimate the extinction probability. However, in the case λ = 0 when the linearization of the deterministic model gives no information (T = 0 is actually unstable) the branching model is unsatisfactory. This makes necessary the utilization of a density-dependent branching process to approximate the population. Through scaling a diffusion limit is reached which enables one to again compute the probability of extinction. For populations away from one a sequence of density-dependent jump Markov processes are approximated by a sequence of diffusion processes. In limiting cases, the estimates of extinction correspond to that computed from the original branching process. Table 1 summarizes the results.     

Colonization–extinction dynamics of epixylic lichens along a decay gradient in a dynamic landscape

Metapopulation models are often used for understanding and predicting species dynamics in fragmented landscapes. Several models have been proposed depending on e.g. the relative importance of patch dynamics on the metapopulation dynamics. Dead wood is a dynamic substrate patch, and species that are confined to such patches have experienced a high degree of habitat loss in managed forests. Little is, however, known about how the population dynamics of epixylic species are affected by the fast dynamics of their substrate patches. We quantified the effect of local patch conditions and metapopulation processes on colonizations and extinctions of epixylic lichen species in a managed boreal forest landscape. This was done by twice surveying seven lichen metapopulations on 293 stumps in 30 stands of ages covering the duration of the dynamic patches (stumps). We also investigated the relative importance of local stochastic extinctions from stumps that remained available, and deterministic extinctions due to stump surface disappearance. We found importance of a decay gradient, surrounding metapopulation size, and local population sizes, in driving the colonization–extinction dynamics of epixylic lichens. The species were sorted along the stump decay gradient. Increasing surrounding metapopulation size was associated with increased colonization rates, and increasing local population size decreased lichen extinction rates. Finally, both local stochastic extinctions and deterministic extinctions due to patch disappearance occur, confirming that the long‐term persistence of epixylic lichens depends on colonization rates that compensate for stochastic population extinctions as well as deterministic extinctions.     

How well can the exponential-growth coalescent approximate constant-rate birth–death population dynamics?

One of the central objectives in the field of phylodynamics is the quantification of population dynamic processes using genetic sequence data or in some cases phenotypic data. Phylodynamics has been successfully applied to many different processes, such as the spread of infectious diseases, within-host evolution of a pathogen, macroevolution and even language evolution. Phylodynamic analysis requires a probability distribution on phylogenetic trees spanned by the genetic data. Because such a probability distribution is not available for many common stochastic population dynamic processes, coalescent-based approximations assuming deterministic population size changes are widely employed. Key to many population dynamic models, in particular epidemiological models, is a period of exponential population growth during the initial phase. Here, we show that the coalescent does not well approximate stochastic exponential population growth, which is typically modelled by a birth–death process. We demonstrate that introducing demographic stochasticity into the population size function of the coalescent improves the approximation for values of R₀ close to 1, but substantial differences remain for large R₀. In addition, the computational advantage of using an approximation over exact models vanishes when introducing such demographic stochasticity. These results highlight that we need to increase efforts to develop phylodynamic tools that correctly account for the stochasticity of population dynamic models for inference.     

Establishment and maintenance of adaptive genetic divergence under migration, selection, and drift

There is a long tradition in population genetics of exploring the maintenance of variation under migration-selection balance using deterministic models that assume infinite population size. With finite population size, stochastic dynamics can greatly reduce the potential for the maintenance of polymorphism, but this has yet to be explored in detail. Here, classical two-patch models are extended to predict: (1) the probability of a locally beneficial mutation rising in frequency in the patch where it is favored and (2) the critical threshold migration rate above which the maintenance of polymorphism is much less likely. Individual-based simulations show that these approximations provide accurate predictions across a wide range of parameter space.     

Stochastic epidemics: the probability of extinction of an infectious disease at the end of a major outbreak

 The aim of this study is to derive an asymptotic expression for the probability that an infectious disease will disappear from a population at the end of a major outbreak (‘fade-out’). The study deals with a stochastic SIR-model. Local asymptotic expansions are constructed for the deterministic trajectories of the corresponding deterministic system, in particular for the deterministic trajectory starting in the saddle point. The analytical expression for the probability of extinction is derived by asymptotically solving a boundary value problem based on the Fokker-Planck equation for the stochastic system. The asymptotic results are compared with results obtained by random walk simulations. Received 20 July 1995; received in revised form 6 May 1996     

Numerical simulations of stochastic circulatory models

Properties of two of the stochastic circulatory models theoretically introduced by Smith et al., 1997, Bull. Math. Biol. 59, 1–22 were investigated. The models assumed the gamma distribution of the cycle time under either the geometric or Poisson elimination scheme. The reason for selecting these models was the fact that the probability density functions of the residence time of these models are formally similar to those of the Bateman and gamma-like function models, i.e., the two common deterministic models. Using published data, the analytical forms of the probability density functions of the residence time and the distributions of the simulated values of the residence time were determined on the basis of the deterministic models and the stochastic circulatory models, respectively. The Kolmogorov-Smirnov test revealed that even for 1000 xenobiotic particles, i.e., a relatively small number if the particles imply drug molecules, the probability density functions of the residence time based on the deterministic models closely matched the distributions of the simulated values of the residence time obtained on the basis of the stochastic circulatory models, provided that parameters of the latter models fulfilled selected conditions.     

Demography of Verreaux’s sifaka in a stochastic rainfall environment

In this study, we use deterministic and stochastic models to analyze the demography of Verreaux’s sifaka (Propithecus verreauxi verreauxi) in a fluctuating rainfall environment. The model is based on 16 years of data from Beza Mahafaly Special Reserve, southwest Madagascar. The parameters in the stage-classified life cycle were estimated using mark-recapture methods. Statistical models were evaluated using information-theoretic techniques and multi-model inference. The highest ranking model is time-invariant, but the averaged model includes rainfall-dependence of survival and breeding. We used a time-series model of rainfall to construct a stochastic demographic model. The time-invariant model and the stochastic model give a population growth rate of about 0.98. Bootstrap confidence intervals on the growth rates, both deterministic and stochastic, include 1. Growth rates are most elastic to changes in adult survival. Many demographic statistics show a nonlinear response to annual rainfall but are depressed when annual rainfall is low, or the variance in annual rainfall is high. Perturbation analyses from both the time-invariant and stochastic models indicate that recruitment and survival of older females are key determinants of population growth rate.