Stochastic population dynamics in spatially extended predator-prey systems

NASA Astrophysics Data System (ADS)

Dobramysl, Ulrich; Mobilia, Mauro; Pleimling, Michel; Täuber, Uwe C.

2018-02-01

Spatially extended population dynamics models that incorporate demographic noise serve as case studies for the crucial role of fluctuations and correlations in biological systems. Numerical and analytic tools from non-equilibrium statistical physics capture the stochastic kinetics of these complex interacting many-particle systems beyond rate equation approximations. Including spatial structure and stochastic noise in models for predator-prey competition invalidates the neutral Lotka-Volterra population cycles. Stochastic models yield long-lived erratic oscillations stemming from a resonant amplification mechanism. Spatially extended predator-prey systems display noise-stabilized activity fronts that generate persistent correlations. Fluctuation-induced renormalizations of the oscillation parameters can be analyzed perturbatively via a Doi-Peliti field theory mapping of the master equation; related tools allow detailed characterization of extinction pathways. The critical steady-state and non-equilibrium relaxation dynamics at the predator extinction threshold are governed by the directed percolation universality class. Spatial predation rate variability results in more localized clusters, enhancing both competing species’ population densities. Affixing variable interaction rates to individual particles and allowing for trait inheritance subject to mutations induces fast evolutionary dynamics for the rate distributions. Stochastic spatial variants of three-species competition with ‘rock-paper-scissors’ interactions metaphorically describe cyclic dominance. These models illustrate intimate connections between population dynamics and evolutionary game theory, underscore the role of fluctuations to drive populations toward extinction, and demonstrate how space can support species diversity. Two-dimensional cyclic three-species May-Leonard models are characterized by the emergence of spiraling patterns whose properties are elucidated by a mapping onto a complex Ginzburg-Landau equation. Multiple-species extensions to general ‘food networks’ can be classified on the mean-field level, providing both fundamental understanding of ensuing cooperativity and profound insight into the rich spatio-temporal features and coarsening kinetics in the corresponding spatially extended systems. Novel space-time patterns emerge as a result of the formation of competing alliances; e.g. coarsening domains that each incorporate rock-paper-scissors competition games.

Extinction in neutrally stable stochastic Lotka-Volterra models

NASA Astrophysics Data System (ADS)

Dobrinevski, Alexander; Frey, Erwin

2012-05-01

Populations of competing biological species exhibit a fascinating interplay between the nonlinear dynamics of evolutionary selection forces and random fluctuations arising from the stochastic nature of the interactions. The processes leading to extinction of species, whose understanding is a key component in the study of evolution and biodiversity, are influenced by both of these factors. Here, we investigate a class of stochastic population dynamics models based on generalized Lotka-Volterra systems. In the case of neutral stability of the underlying deterministic model, the impact of intrinsic noise on the survival of species is dramatic: It destroys coexistence of interacting species on a time scale proportional to the population size. We introduce a new method based on stochastic averaging which allows one to understand this extinction process quantitatively by reduction to a lower-dimensional effective dynamics. This is performed analytically for two highly symmetrical models and can be generalized numerically to more complex situations. The extinction probability distributions and other quantities of interest we obtain show excellent agreement with simulations.

Extinction in neutrally stable stochastic Lotka-Volterra models.

PubMed

Dobrinevski, Alexander; Frey, Erwin

2012-05-01

Populations of competing biological species exhibit a fascinating interplay between the nonlinear dynamics of evolutionary selection forces and random fluctuations arising from the stochastic nature of the interactions. The processes leading to extinction of species, whose understanding is a key component in the study of evolution and biodiversity, are influenced by both of these factors. Here, we investigate a class of stochastic population dynamics models based on generalized Lotka-Volterra systems. In the case of neutral stability of the underlying deterministic model, the impact of intrinsic noise on the survival of species is dramatic: It destroys coexistence of interacting species on a time scale proportional to the population size. We introduce a new method based on stochastic averaging which allows one to understand this extinction process quantitatively by reduction to a lower-dimensional effective dynamics. This is performed analytically for two highly symmetrical models and can be generalized numerically to more complex situations. The extinction probability distributions and other quantities of interest we obtain show excellent agreement with simulations.

Evolutionary Dynamics of Fearfulness and Boldness: A Stochastic Simulation Model

PubMed Central

Lu, Nan; Ji, Ting; Zhang, Jia-Hua; Sun, Yue-Hua; Tao, Yi

2012-01-01

A stochastic simulation model is investigated for the evolution of anti-predator behavior in birds. The main goal is to reveal the effects of population size, predation threats, and energy lost per escape on the evolutionary dynamics of fearfulness and boldness. Two pure strategies, fearfulness and boldness, are assumed to have different responses for the predator attacks and nonlethal disturbance. On the other hand, the co-existence mechanism of fearfulness and boldness is also considered. For the effects of total population size, predation threats, and energy lost per escape, our main results show that: (i) the fearful (bold) individuals will be favored in a small (large) population, i.e. in a small (large) population, the fearfulness (boldness) can be considered to be an ESS; (ii) in a population with moderate size, fearfulness would be favored under moderate predator attacks; and (iii) although the total population size is the most important factor for the evolutionary dynamics of both fearful and bold individuals, the small energy lost per escape enables the fearful individuals to have the ability to win the advantage even in a relatively large population. Finally, we show also that the co-existence of fearful and bold individuals is possible when the competitive interactions between individuals are introduced. PMID:22412859

Evolutionary dynamics of fearfulness and boldness: a stochastic simulation model.

PubMed

Lu, Nan; Ji, Ting; Zhang, Jia-Hua; Sun, Yue-Hua; Tao, Yi

2012-01-01

A stochastic simulation model is investigated for the evolution of anti-predator behavior in birds. The main goal is to reveal the effects of population size, predation threats, and energy lost per escape on the evolutionary dynamics of fearfulness and boldness. Two pure strategies, fearfulness and boldness, are assumed to have different responses for the predator attacks and nonlethal disturbance. On the other hand, the co-existence mechanism of fearfulness and boldness is also considered. For the effects of total population size, predation threats, and energy lost per escape, our main results show that: (i) the fearful (bold) individuals will be favored in a small (large) population, i.e. in a small (large) population, the fearfulness (boldness) can be considered to be an ESS; (ii) in a population with moderate size, fearfulness would be favored under moderate predator attacks; and (iii) although the total population size is the most important factor for the evolutionary dynamics of both fearful and bold individuals, the small energy lost per escape enables the fearful individuals to have the ability to win the advantage even in a relatively large population. Finally, we show also that the co-existence of fearful and bold individuals is possible when the competitive interactions between individuals are introduced.

Evolutionary fields can explain patterns of high-dimensional complexity in ecology

NASA Astrophysics Data System (ADS)

Wilsenach, James; Landi, Pietro; Hui, Cang

2017-04-01

One of the properties that make ecological systems so unique is the range of complex behavioral patterns that can be exhibited by even the simplest communities with only a few species. Much of this complexity is commonly attributed to stochastic factors that have very high-degrees of freedom. Orthodox study of the evolution of these simple networks has generally been limited in its ability to explain complexity, since it restricts evolutionary adaptation to an inertia-free process with few degrees of freedom in which only gradual, moderately complex behaviors are possible. We propose a model inspired by particle-mediated field phenomena in classical physics in combination with fundamental concepts in adaptation, which suggests that small but high-dimensional chaotic dynamics near to the adaptive trait optimum could help explain complex properties shared by most ecological datasets, such as aperiodicity and pink, fractal noise spectra. By examining a simple predator-prey model and appealing to real ecological data, we show that this type of complexity could be easily confused for or confounded by stochasticity, especially when spurred on or amplified by stochastic factors that share variational and spectral properties with the underlying dynamics.

Forecasting transitions in systems with high-dimensional stochastic complex dynamics: a linear stability analysis of the tangled nature model.

PubMed

Cairoli, Andrea; Piovani, Duccio; Jensen, Henrik Jeldtoft

2014-12-31

We propose a new procedure to monitor and forecast the onset of transitions in high-dimensional complex systems. We describe our procedure by an application to the tangled nature model of evolutionary ecology. The quasistable configurations of the full stochastic dynamics are taken as input for a stability analysis by means of the deterministic mean-field equations. Numerical analysis of the high-dimensional stability matrix allows us to identify unstable directions associated with eigenvalues with a positive real part. The overlap of the instantaneous configuration vector of the full stochastic system with the eigenvectors of the unstable directions of the deterministic mean-field approximation is found to be a good early warning of the transitions occurring intermittently.

Dynamic phase transition in the prisoner's dilemma on a lattice with stochastic modifications

NASA Astrophysics Data System (ADS)

Saif, M. Ali; Gade, Prashant M.

2010-03-01

We present a detailed study of the prisoner's dilemma game with stochastic modifications on a two-dimensional lattice, in the presence of evolutionary dynamics. By very nature of the rules, the cooperators have incentives to cheat and fear being cheated. They may cheat even when this is not dictated by the evolutionary dynamics. We consider two variants here. In each case, the agents mimic the action (cooperation or defection) in the previous time step of the most successful agent in the neighborhood. But over and above this, the fraction p of cooperators spontaneously change their strategy to pure defector at every time step in the first variant. In the second variant, there are no pure cooperators. All cooperators keep defecting with probability p at every time step. In both cases, the system switches from a coexistence state to an all-defector state for higher values of p. We show that the transition between these states unambiguously belongs to the directed percolation universality class in 2 + 1 dimensions. We also study the local persistence. The persistence exponents obtained are higher than the ones obtained in previous studies, underlining their dependence on details of the dynamics.

Evolutionary dynamics from a variational principle.

PubMed

Klimek, Peter; Thurner, Stefan; Hanel, Rudolf

2010-07-01

We demonstrate with a thought experiment that fitness-based population dynamical approaches to evolution are not able to make quantitative, falsifiable predictions about the long-term behavior of some evolutionary systems. A key characteristic of evolutionary systems is the ongoing endogenous production of new species. These novel entities change the conditions for already existing species. Even Darwin's Demon, a hypothetical entity with exact knowledge of the abundance of all species and their fitness functions at a given time, could not prestate the impact of these novelties on established populations. We argue that fitness is always a posteriori knowledge--it measures but does not explain why a species has reproductive success or not. To overcome these conceptual limitations, a variational principle is proposed in a spin-model-like setup of evolutionary systems. We derive a functional which is minimized under the most general evolutionary formulation of a dynamical system, i.e., evolutionary trajectories causally emerge as a minimization of a functional. This functional allows the derivation of analytic solutions of the asymptotic diversity for stochastic evolutionary systems within a mean-field approximation. We test these approximations by numerical simulations of the corresponding model and find good agreement in the position of phase transitions in diversity curves. The model is further able to reproduce stylized facts of timeseries from several man-made and natural evolutionary systems. Light will be thrown on how species and their fitness landscapes dynamically coevolve.

Complex dynamics of selection and cellular memory in adaptation to a changing environment

NASA Astrophysics Data System (ADS)

Kussell, Edo; Lin, Wei-Hsiang

We study a synthetic evolutionary system in bacteria in which an antibiotic resistance gene is controlled by a stochastic on/off switching promoter. At the population level, this system displays all the basic ingredients for evolutionary selection, including diversity, fitness differences, and heritability. At the single cell level, physiological processes can modulate the ability of selection to act. We expose the stochastic switching strains to pulses of antibiotics of different durations in periodically changing environments using microfluidics. Small populations are tracked over a large number of periods at single cell resolution, allowing the visualization and quantification of selective sweeps and counter-sweeps at the population level, as well as detailed single cell analysis. A simple model is introduced to predict long-term population growth rates from single cell measurements, and reveals unexpected aspects of population dynamics, including cellular memory that acts on a fast timescale to modulate growth rates. This work is supported by NIH Grant No. R01-GM097356.

Environmental Noise Could Promote Stochastic Local Stability of Behavioral Diversity Evolution

NASA Astrophysics Data System (ADS)

Zheng, Xiu-Deng; Li, Cong; Lessard, Sabin; Tao, Yi

2018-05-01

In this Letter, we investigate stochastic stability in a two-phenotype evolutionary game model for an infinite, well-mixed population undergoing discrete, nonoverlapping generations. We assume that the fitness of a phenotype is an exponential function of its expected payoff following random pairwise interactions whose outcomes randomly fluctuate with time. We show that the stochastic local stability of a constant interior equilibrium can be promoted by the random environmental noise even if the system may display a complicated nonlinear dynamics. This result provides a new perspective for a better understanding of how environmental fluctuations may contribute to the evolution of behavioral diversity.

Comparing reactive and memory-one strategies of direct reciprocity

NASA Astrophysics Data System (ADS)

Baek, Seung Ki; Jeong, Hyeong-Chai; Hilbe, Christian; Nowak, Martin A.

2016-05-01

Direct reciprocity is a mechanism for the evolution of cooperation based on repeated interactions. When individuals meet repeatedly, they can use conditional strategies to enforce cooperative outcomes that would not be feasible in one-shot social dilemmas. Direct reciprocity requires that individuals keep track of their past interactions and find the right response. However, there are natural bounds on strategic complexity: Humans find it difficult to remember past interactions accurately, especially over long timespans. Given these limitations, it is natural to ask how complex strategies need to be for cooperation to evolve. Here, we study stochastic evolutionary game dynamics in finite populations to systematically compare the evolutionary performance of reactive strategies, which only respond to the co-player’s previous move, and memory-one strategies, which take into account the own and the co-player’s previous move. In both cases, we compare deterministic strategy and stochastic strategy spaces. For reactive strategies and small costs, we find that stochasticity benefits cooperation, because it allows for generous-tit-for-tat. For memory one strategies and small costs, we find that stochasticity does not increase the propensity for cooperation, because the deterministic rule of win-stay, lose-shift works best. For memory one strategies and large costs, however, stochasticity can augment cooperation.

Comparing reactive and memory-one strategies of direct reciprocity

PubMed Central

Baek, Seung Ki; Jeong, Hyeong-Chai; Hilbe, Christian; Nowak, Martin A.

2016-01-01

Direct reciprocity is a mechanism for the evolution of cooperation based on repeated interactions. When individuals meet repeatedly, they can use conditional strategies to enforce cooperative outcomes that would not be feasible in one-shot social dilemmas. Direct reciprocity requires that individuals keep track of their past interactions and find the right response. However, there are natural bounds on strategic complexity: Humans find it difficult to remember past interactions accurately, especially over long timespans. Given these limitations, it is natural to ask how complex strategies need to be for cooperation to evolve. Here, we study stochastic evolutionary game dynamics in finite populations to systematically compare the evolutionary performance of reactive strategies, which only respond to the co-player’s previous move, and memory-one strategies, which take into account the own and the co-player’s previous move. In both cases, we compare deterministic strategy and stochastic strategy spaces. For reactive strategies and small costs, we find that stochasticity benefits cooperation, because it allows for generous-tit-for-tat. For memory one strategies and small costs, we find that stochasticity does not increase the propensity for cooperation, because the deterministic rule of win-stay, lose-shift works best. For memory one strategies and large costs, however, stochasticity can augment cooperation. PMID:27161141

Stability of Zero-Sum Games in Evolutionary Game Theory

NASA Astrophysics Data System (ADS)

Knebel, Johannes; Krueger, Torben; Weber, Markus F.; Frey, Erwin

2014-03-01

Evolutionary game theory has evolved into a successful theoretical concept to study mechanisms that govern the evolution of ecological communities. On a mathematical level, this theory was formalized in the framework of the celebrated replicator equations (REs) and its stochastic generalizations. In our work, we analyze the long-time behavior of the REs for zero-sum games with arbitrarily many strategies, which are generalized versions of the children's game Rock-Paper-Scissors.[1] We demonstrate how to determine the strategies that survive and those that become extinct in the long run. Our results show that extinction of strategies is exponentially fast in generic setups, and that conditions for the survival can be formulated in terms of the Pfaffian of the REs' antisymmetric payoff matrix. Consequences for the stochastic dynamics, which arise in finite populations, are reflected by a generalized scaling law for the extinction time in the vicinity of critical reaction rates. Our findings underline the relevance of zero-sum games as a reference for the analysis of other models in evolutionary game theory.

Noise-induced bistability in the quasi-neutral coexistence of viral RNAs under different replication modes.

PubMed

Sardanyés, Josep; Arderiu, Andreu; Elena, Santiago F; Alarcón, Tomás

2018-05-01

Evolutionary and dynamical investigations into real viral populations indicate that RNA replication can range between the two extremes represented by so-called 'stamping machine replication' (SMR) and 'geometric replication' (GR). The impact of asymmetries in replication for single-stranded (+) sense RNA viruses has been mainly studied with deterministic models. However, viral replication should be better described by including stochasticity, as the cell infection process is typically initiated with a very small number of RNA macromolecules, and thus largely influenced by intrinsic noise. Under appropriate conditions, deterministic theoretical descriptions of viral RNA replication predict a quasi-neutral coexistence scenario, with a line of fixed points involving different strands' equilibrium ratios depending on the initial conditions. Recent research into the quasi-neutral coexistence in two competing populations reveals that stochastic fluctuations fundamentally alter the mean-field scenario, and one of the two species outcompetes the other. In this article, we study this phenomenon for viral RNA replication modes by means of stochastic simulations and a diffusion approximation. Our results reveal that noise has a strong impact on the amplification of viral RNAs, also causing the emergence of noise-induced bistability. We provide analytical criteria for the dominance of (+) sense strands depending on the initial populations on the line of equilibria, which are in agreement with direct stochastic simulation results. The biological implications of this noise-driven mechanism are discussed within the framework of the evolutionary dynamics of RNA viruses with different modes of replication. © 2018 The Author(s).

A stochastic evolutionary model generating a mixture of exponential distributions

NASA Astrophysics Data System (ADS)

Fenner, Trevor; Levene, Mark; Loizou, George

2016-02-01

Recent interest in human dynamics has stimulated the investigation of the stochastic processes that explain human behaviour in various contexts, such as mobile phone networks and social media. In this paper, we extend the stochastic urn-based model proposed in [T. Fenner, M. Levene, G. Loizou, J. Stat. Mech. 2015, P08015 (2015)] so that it can generate mixture models, in particular, a mixture of exponential distributions. The model is designed to capture the dynamics of survival analysis, traditionally employed in clinical trials, reliability analysis in engineering, and more recently in the analysis of large data sets recording human dynamics. The mixture modelling approach, which is relatively simple and well understood, is very effective in capturing heterogeneity in data. We provide empirical evidence for the validity of the model, using a data set of popular search engine queries collected over a period of 114 months. We show that the survival function of these queries is closely matched by the exponential mixture solution for our model.

Quantum decision-maker theory and simulation

NASA Astrophysics Data System (ADS)

Zak, Michail; Meyers, Ronald E.; Deacon, Keith S.

2000-07-01

A quantum device simulating the human decision making process is introduced. It consists of quantum recurrent nets generating stochastic processes which represent the motor dynamics, and of classical neural nets describing the evolution of probabilities of these processes which represent the mental dynamics. The autonomy of the decision making process is achieved by a feedback from the mental to motor dynamics which changes the stochastic matrix based upon the probability distribution. This feedback replaces unavailable external information by an internal knowledge- base stored in the mental model in the form of probability distributions. As a result, the coupled motor-mental dynamics is described by a nonlinear version of Markov chains which can decrease entropy without an external source of information. Applications to common sense based decisions as well as to evolutionary games are discussed. An example exhibiting self-organization is computed using quantum computer simulation. Force on force and mutual aircraft engagements using the quantum decision maker dynamics are considered.

Stochastic dynamics of adaptive trait and neutral marker driven by eco-evolutionary feedbacks.

PubMed

Billiard, Sylvain; Ferrière, Régis; Méléard, Sylvie; Tran, Viet Chi

2015-11-01

How the neutral diversity is affected by selection and adaptation is investigated in an eco-evolutionary framework. In our model, we study a finite population in continuous time, where each individual is characterized by a trait under selection and a completely linked neutral marker. Population dynamics are driven by births and deaths, mutations at birth, and competition between individuals. Trait values influence ecological processes (demographic events, competition), and competition generates selection on trait variation, thus closing the eco-evolutionary feedback loop. The demographic effects of the trait are also expected to influence the generation and maintenance of neutral variation. We consider a large population limit with rare mutation, under the assumption that the neutral marker mutates faster than the trait under selection. We prove the convergence of the stochastic individual-based process to a new measure-valued diffusive process with jumps that we call Substitution Fleming-Viot Process (SFVP). When restricted to the trait space this process is the Trait Substitution Sequence first introduced by Metz et al. (1996). During the invasion of a favorable mutation, a genetical bottleneck occurs and the marker associated with this favorable mutant is hitchhiked. By rigorously analysing the hitchhiking effect and how the neutral diversity is restored afterwards, we obtain the condition for a time-scale separation; under this condition, we show that the marker distribution is approximated by a Fleming-Viot distribution between two trait substitutions. We discuss the implications of the SFVP for our understanding of the dynamics of neutral variation under eco-evolutionary feedbacks and illustrate the main phenomena with simulations. Our results highlight the joint importance of mutations, ecological parameters, and trait values in the restoration of neutral diversity after a selective sweep.

Stochastic Dynamics through Hierarchically Embedded Markov Chains

NASA Astrophysics Data System (ADS)

Vasconcelos, Vítor V.; Santos, Fernando P.; Santos, Francisco C.; Pacheco, Jorge M.

2017-02-01

Studying dynamical phenomena in finite populations often involves Markov processes of significant mathematical and/or computational complexity, which rapidly becomes prohibitive with increasing population size or an increasing number of individual configuration states. Here, we develop a framework that allows us to define a hierarchy of approximations to the stationary distribution of general systems that can be described as discrete Markov processes with time invariant transition probabilities and (possibly) a large number of states. This results in an efficient method for studying social and biological communities in the presence of stochastic effects—such as mutations in evolutionary dynamics and a random exploration of choices in social systems—including situations where the dynamics encompasses the existence of stable polymorphic configurations, thus overcoming the limitations of existing methods. The present formalism is shown to be general in scope, widely applicable, and of relevance to a variety of interdisciplinary problems.

Stochastic Dynamics through Hierarchically Embedded Markov Chains.

PubMed

Vasconcelos, Vítor V; Santos, Fernando P; Santos, Francisco C; Pacheco, Jorge M

2017-02-03

Studying dynamical phenomena in finite populations often involves Markov processes of significant mathematical and/or computational complexity, which rapidly becomes prohibitive with increasing population size or an increasing number of individual configuration states. Here, we develop a framework that allows us to define a hierarchy of approximations to the stationary distribution of general systems that can be described as discrete Markov processes with time invariant transition probabilities and (possibly) a large number of states. This results in an efficient method for studying social and biological communities in the presence of stochastic effects-such as mutations in evolutionary dynamics and a random exploration of choices in social systems-including situations where the dynamics encompasses the existence of stable polymorphic configurations, thus overcoming the limitations of existing methods. The present formalism is shown to be general in scope, widely applicable, and of relevance to a variety of interdisciplinary problems.

Multiscale structure in eco-evolutionary dynamics

NASA Astrophysics Data System (ADS)

Stacey, Blake C.

In a complex system, the individual components are neither so tightly coupled or correlated that they can all be treated as a single unit, nor so uncorrelated that they can be approximated as independent entities. Instead, patterns of interdependency lead to structure at multiple scales of organization. Evolution excels at producing such complex structures. In turn, the existence of these complex interrelationships within a biological system affects the evolutionary dynamics of that system. I present a mathematical formalism for multiscale structure, grounded in information theory, which makes these intuitions quantitative, and I show how dynamics defined in terms of population genetics or evolutionary game theory can lead to multiscale organization. For complex systems, "more is different," and I address this from several perspectives. Spatial host--consumer models demonstrate the importance of the structures which can arise due to dynamical pattern formation. Evolutionary game theory reveals the novel effects which can result from multiplayer games, nonlinear payoffs and ecological stochasticity. Replicator dynamics in an environment with mesoscale structure relates to generalized conditionalization rules in probability theory. The idea of natural selection "acting at multiple levels" has been mathematized in a variety of ways, not all of which are equivalent. We will face down the confusion, using the experience developed over the course of this thesis to clarify the situation.

Stochasticity versus determinism: consequences for realistic gene regulatory network modelling and evolution.

PubMed

Jenkins, Dafyd J; Stekel, Dov J

2010-02-01

Gene regulation is one important mechanism in producing observed phenotypes and heterogeneity. Consequently, the study of gene regulatory network (GRN) architecture, function and evolution now forms a major part of modern biology. However, it is impossible to experimentally observe the evolution of GRNs on the timescales on which living species evolve. In silico evolution provides an approach to studying the long-term evolution of GRNs, but many models have either considered network architecture from non-adaptive evolution, or evolution to non-biological objectives. Here, we address a number of important modelling and biological questions about the evolution of GRNs to the realistic goal of biomass production. Can different commonly used simulation paradigms, in particular deterministic and stochastic Boolean networks, with and without basal gene expression, be used to compare adaptive with non-adaptive evolution of GRNs? Are these paradigms together with this goal sufficient to generate a range of solutions? Will the interaction between a biological goal and evolutionary dynamics produce trade-offs between growth and mutational robustness? We show that stochastic basal gene expression forces shrinkage of genomes due to energetic constraints and is a prerequisite for some solutions. In systems that are able to evolve rates of basal expression, two optima, one with and one without basal expression, are observed. Simulation paradigms without basal expression generate bloated networks with non-functional elements. Further, a range of functional solutions was observed under identical conditions only in stochastic networks. Moreover, there are trade-offs between efficiency and yield, indicating an inherent intertwining of fitness and evolutionary dynamics.

Application of stochastic processes in random growth and evolutionary dynamics

NASA Astrophysics Data System (ADS)

Oikonomou, Panagiotis

We study the effect of power-law distributed randomness on the dynamical behavior of processes such as stochastic growth patterns and evolution. First, we examine the geometrical properties of random shapes produced by a generalized stochastic Loewner Evolution driven by a superposition of a Brownian motion and a stable Levy process. The situation is defined by the usual stochastic Loewner Evolution parameter, kappa, as well as alpha which defines the power-law tail of the stable Levy distribution. We show that the properties of these patterns change qualitatively and singularly at critical values of kappa and alpha. It is reasonable to call such changes "phase transitions". These transitions occur as kappa passes through four and as alpha passes through one. Numerical simulations are used to explore the global scaling behavior of these patterns in each "phase". We show both analytically and numerically that the growth continues indefinitely in the vertical direction for alpha greater than 1, goes as logarithmically with time for alpha equals to 1, and saturates for alpha smaller than 1. The probability density has two different scales corresponding to directions along and perpendicular to the boundary. Scaling functions for the probability density are given for various limiting cases. Second, we study the effect of the architecture of biological networks on their evolutionary dynamics. In recent years, studies of the architecture of large networks have unveiled a common topology, called scale-free, in which a majority of the elements are poorly connected except for a small fraction of highly connected components. We ask how networks with distinct topologies can evolve towards a pre-established target phenotype through a process of random mutations and selection. We use networks of Boolean components as a framework to model a large class of phenotypes. Within this approach, we find that homogeneous random networks and scale-free networks exhibit drastically different evolutionary paths. While homogeneous random networks accumulate neutral mutations and evolve by sparse punctuated steps, scale-free networks evolve rapidly and continuously towards the target phenotype. Moreover, we show that scale-free networks always evolve faster than homogeneous random networks; remarkably, this property does not depend on the precise value of the topological parameter. By contrast, homogeneous random networks require a specific tuning of their topological parameter in order to optimize their fitness. This model suggests that the evolutionary paths of biological networks, punctuated or continuous, may solely be determined by the network topology.

How similar can co-occurring species be in the presence of competition and ecological drift?

PubMed

Capitán, José A; Cuenda, Sara; Alonso, David

2015-09-06

If two species live on a single resource, the one with a slight advantage will out-compete the other: complete competitors cannot coexist. This is known as the competitive exclusion principle. If no extinction occurs, it is because evolutionary adaptation to slightly different niches takes place. Therefore, it is widely accepted that ecological communities are assembled by evolutionary differentiation and progressive adaptation of species to different niches. However, some ecologists have recently challenged this classic paradigm highlighting the importance of chance and stochasticity. Using a synthetic framework for community dynamics, here we show that, while deterministic descriptors predict coexistence, species similarity is limited in a more restrictive way in the presence of stochasticity. We analyse the stochastic extinction phenomenon, showing that extinction occurs as competitive overlap increases above a certain threshold well below its deterministic counterpart. We also prove that the extinction threshold cannot be ascribed only to demographic fluctuations around small population sizes. The more restrictive limit to species similarity is, therefore, a consequence of the complex interplay between competitive interactions and ecological drift. As a practical implication, we show that the existence of a stochastic limit to similarity has important consequences in the recovery of fragmented habitats. © 2015 The Author(s).

How similar can co-occurring species be in the presence of competition and ecological drift?

PubMed Central

Capitán, José A.; Cuenda, Sara; Alonso, David

2015-01-01

If two species live on a single resource, the one with a slight advantage will out-compete the other: complete competitors cannot coexist. This is known as the competitive exclusion principle. If no extinction occurs, it is because evolutionary adaptation to slightly different niches takes place. Therefore, it is widely accepted that ecological communities are assembled by evolutionary differentiation and progressive adaptation of species to different niches. However, some ecologists have recently challenged this classic paradigm highlighting the importance of chance and stochasticity. Using a synthetic framework for community dynamics, here we show that, while deterministic descriptors predict coexistence, species similarity is limited in a more restrictive way in the presence of stochasticity. We analyse the stochastic extinction phenomenon, showing that extinction occurs as competitive overlap increases above a certain threshold well below its deterministic counterpart. We also prove that the extinction threshold cannot be ascribed only to demographic fluctuations around small population sizes. The more restrictive limit to species similarity is, therefore, a consequence of the complex interplay between competitive interactions and ecological drift. As a practical implication, we show that the existence of a stochastic limit to similarity has important consequences in the recovery of fragmented habitats. PMID:26269234

Toward the Darwinian transition: Switching between distributed and speciated states in a simple model of early life.

PubMed

Arnoldt, Hinrich; Strogatz, Steven H; Timme, Marc

2015-01-01

It has been hypothesized that in the era just before the last universal common ancestor emerged, life on earth was fundamentally collective. Ancient life forms shared their genetic material freely through massive horizontal gene transfer (HGT). At a certain point, however, life made a transition to the modern era of individuality and vertical descent. Here we present a minimal model for stochastic processes potentially contributing to this hypothesized "Darwinian transition." The model suggests that HGT-dominated dynamics may have been intermittently interrupted by selection-driven processes during which genotypes became fitter and decreased their inclination toward HGT. Stochastic switching in the population dynamics with three-point (hypernetwork) interactions may have destabilized the HGT-dominated collective state and essentially contributed to the emergence of vertical descent and the first well-defined species in early evolution. A systematic nonlinear analysis of the stochastic model dynamics covering key features of evolutionary processes (such as selection, mutation, drift and HGT) supports this view. Our findings thus suggest a viable direction out of early collective evolution, potentially enabling the start of individuality and vertical Darwinian evolution.

Emergence of diversity in homogeneous coupled Boolean networks

NASA Astrophysics Data System (ADS)

Kang, Chris; Aguilar, Boris; Shmulevich, Ilya

2018-05-01

The origin of multicellularity in metazoa is one of the fundamental questions of evolutionary biology. We have modeled the generic behaviors of gene regulatory networks in isogenic cells as stochastic nonlinear dynamical systems—coupled Boolean networks with perturbation. Model simulations under a variety of dynamical regimes suggest that the central characteristic of multicellularity, permanent spatial differentiation (diversification), indeed can arise. Additionally, we observe that diversification is more likely to occur near the critical regime of Lyapunov stability.

Learning and dynamics in social systems. Comment on "Collective learning modeling based on the kinetic theory of active particles" by D. Burini et al.

NASA Astrophysics Data System (ADS)

Dolfin, Marina

2016-03-01

The interesting novelty of the paper by Burini et al. [1] is that the authors present a survey and a new approach of collective learning based on suitable development of methods of the kinetic theory [2] and theoretical tools of evolutionary game theory [3]. Methods of statistical dynamics and kinetic theory lead naturally to stochastic and collective dynamics. Indeed, the authors propose the use of games where the state of the interacting entities is delivered by probability distributions.

The amazing evolutionary dynamics of non-linear optical systems with feedback

NASA Astrophysics Data System (ADS)

Yaroslavsky, Leonid

2013-09-01

Optical systems with feedback are, generally, non-linear dynamic systems. As such, they exhibit evolutionary behavior. In the paper we present results of experimental investigation of evolutionary dynamics of several models of such systems. The models are modifications of the famous mathematical "Game of Life". The modifications are two-fold: "Game of Life" rules are made stochastic and mutual influence of cells is made spatially non-uniform. A number of new phenomena in the evolutionary dynamics of the models are revealed: - "Ordering of chaos". Formation, from seed patterns, of stable maze-like patterns with chaotic "dislocations" that resemble natural patterns, such as skin patterns of some animals and fishes, see shell, fingerprints, magnetic domain patterns and alike, which one can frequently find in the nature. These patterns and their fragments exhibit a remarkable capability of unlimited growth. - "Self-controlled growth" of chaotic "live" formations into "communities" bounded, depending on the model, by a square, hexagon or octagon, until they reach a certain critical size, after which the growth stops. - "Eternal life in a bounded space" of "communities" after reaching a certain size and shape. - "Coherent shrinkage" of "mature", after reaching a certain size, "communities" into one of stable or oscillating patterns preserving in this process isomorphism of their bounding shapes until the very end.

Games of multicellularity.

PubMed

Kaveh, Kamran; Veller, Carl; Nowak, Martin A

2016-08-21

Evolutionary game dynamics are often studied in the context of different population structures. Here we propose a new population structure that is inspired by simple multicellular life forms. In our model, cells reproduce but can stay together after reproduction. They reach complexes of a certain size, n, before producing single cells again. The cells within a complex derive payoff from an evolutionary game by interacting with each other. The reproductive rate of cells is proportional to their payoff. We consider all two-strategy games. We study deterministic evolutionary dynamics with mutations, and derive exact conditions for selection to favor one strategy over another. Our main result has the same symmetry as the well-known sigma condition, which has been proven for stochastic game dynamics and weak selection. For a maximum complex size of n=2 our result holds for any intensity of selection. For n≥3 it holds for weak selection. As specific examples we study the prisoner's dilemma and hawk-dove games. Our model advances theoretical work on multicellularity by allowing for frequency-dependent interactions within groups. Copyright © 2016 Elsevier Ltd. All rights reserved.

The co-evolutionary dynamics of directed network of spin market agents

NASA Astrophysics Data System (ADS)

Horváth, Denis; Kuscsik, Zoltán; Gmitra, Martin

2006-09-01

The spin market model [S. Bornholdt, Int. J. Mod. Phys. C 12 (2001) 667] is generalized by employing co-evolutionary principles, where strategies of the interacting and competitive traders are represented by local and global couplings between the nodes of dynamic directed stochastic network. The co-evolutionary principles are applied in the frame of Bak-Sneppen self-organized dynamics [P. Bak, K. Sneppen, Phys. Rev. Lett. 71 (1993) 4083] that includes the processes of selection and extinction actuated by the local (node) fitness. The local fitness is related to orientation of spin agent with respect to the instant magnetization. The stationary regime is formed due to the interplay of self-organization and adaptivity effects. The fat tailed distributions of log-price returns are identified numerically. The non-trivial model consequence is the evidence of the long time market memory indicated by the power-law range of the autocorrelation function of volatility with exponent smaller than one. The simulations yield network topology with broad-scale node degree distribution characterized by the range of exponents 1.3<γin<3 coinciding with social networks.

Evolutionary dynamics of incubation periods

PubMed Central

Ottino-Loffler, Bertrand; Scott, Jacob G

2017-01-01

The incubation period for typhoid, polio, measles, leukemia and many other diseases follows a right-skewed, approximately lognormal distribution. Although this pattern was discovered more than sixty years ago, it remains an open question to explain its ubiquity. Here, we propose an explanation based on evolutionary dynamics on graphs. For simple models of a mutant or pathogen invading a network-structured population of healthy cells, we show that skewed distributions of incubation periods emerge for a wide range of assumptions about invader fitness, competition dynamics, and network structure. The skewness stems from stochastic mechanisms associated with two classic problems in probability theory: the coupon collector and the random walk. Unlike previous explanations that rely crucially on heterogeneity, our results hold even for homogeneous populations. Thus, we predict that two equally healthy individuals subjected to equal doses of equally pathogenic agents may, by chance alone, show remarkably different time courses of disease. PMID:29266000

Evolutionary dynamics of incubation periods.

PubMed

Ottino-Loffler, Bertrand; Scott, Jacob G; Strogatz, Steven H

2017-12-21

The incubation period for typhoid, polio, measles, leukemia and many other diseases follows a right-skewed, approximately lognormal distribution. Although this pattern was discovered more than sixty years ago, it remains an open question to explain its ubiquity. Here, we propose an explanation based on evolutionary dynamics on graphs. For simple models of a mutant or pathogen invading a network-structured population of healthy cells, we show that skewed distributions of incubation periods emerge for a wide range of assumptions about invader fitness, competition dynamics, and network structure. The skewness stems from stochastic mechanisms associated with two classic problems in probability theory: the coupon collector and the random walk. Unlike previous explanations that rely crucially on heterogeneity, our results hold even for homogeneous populations. Thus, we predict that two equally healthy individuals subjected to equal doses of equally pathogenic agents may, by chance alone, show remarkably different time courses of disease.

Dynamics in atomic signaling games.

PubMed

Fox, Michael J; Touri, Behrouz; Shamma, Jeff S

2015-07-07

We study an atomic signaling game under stochastic evolutionary dynamics. There are a finite number of players who repeatedly update from a finite number of available languages/signaling strategies. Players imitate the most fit agents with high probability or mutate with low probability. We analyze the long-run distribution of states and show that, for sufficiently small mutation probability, its support is limited to efficient communication systems. We find that this behavior is insensitive to the particular choice of evolutionary dynamic, a property that is due to the game having a potential structure with a potential function corresponding to average fitness. Consequently, the model supports conclusions similar to those found in the literature on language competition. That is, we show that efficient languages eventually predominate the society while reproducing the empirical phenomenon of linguistic drift. The emergence of efficiency in the atomic case can be contrasted with results for non-atomic signaling games that establish the non-negligible possibility of convergence, under replicator dynamics, to states of unbounded efficiency loss. Copyright © 2015 Elsevier Ltd. All rights reserved.

Stochastic evolutionary dynamics in minimum-effort coordination games

NASA Astrophysics Data System (ADS)

Li, Kun; Cong, Rui; Wang, Long

2016-08-01

The minimum-effort coordination game draws recently more attention for the fact that human behavior in this social dilemma is often inconsistent with the predictions of classical game theory. Here, we combine evolutionary game theory and coalescence theory to investigate this game in finite populations. Both analytic results and individual-based simulations show that effort costs play a key role in the evolution of contribution levels, which is in good agreement with those observed experimentally. Besides well-mixed populations, set structured populations have also been taken into consideration. Therein we find that large number of sets and moderate migration rate greatly promote effort levels, especially for high effort costs.

A Simple Mechanism for Cooperation in the Well-Mixed Prisoner's Dilemma Game

NASA Astrophysics Data System (ADS)

Perc, Matjaž

2008-11-01

I show that the addition of Gaussian noise to the payoffs is able to stabilize cooperation in well-mixed populations, where individuals play the prisoner's dilemma game. The impact of stochasticity on the evolutionary dynamics can be expressed deterministically via a simple small-noise expansion of multiplicative noisy terms. In particular, cooperation emerges as a stable noise-induced steady state in the replicator dynamics. Due to the generality of the employed theoretical framework, presented results should prove valuable in various scientific disciplines, ranging from economy to ecology.

Stochastic processes constrain the within and between host evolution of influenza virus.

PubMed

McCrone, John T; Woods, Robert J; Martin, Emily T; Malosh, Ryan E; Monto, Arnold S; Lauring, Adam S

2018-05-03

The evolutionary dynamics of influenza virus ultimately derive from processes that take place within and between infected individuals. Here we define influenza virus dynamics in human hosts through sequencing of 249 specimens from 200 individuals collected over 6290 person-seasons of observation. Because these viruses were collected from individuals in a prospective community-based cohort, they are broadly representative of natural infections with seasonal viruses. Consistent with a neutral model of evolution, sequence data from 49 serially sampled individuals illustrated the dynamic turnover of synonymous and nonsynonymous single nucleotide variants and provided little evidence for positive selection of antigenic variants. We also identified 43 genetically-validated transmission pairs in this cohort. Maximum likelihood optimization of multiple transmission models estimated an effective transmission bottleneck of 1-2 genomes. Our data suggest that positive selection is inefficient at the level of the individual host and that stochastic processes dominate the host-level evolution of influenza viruses. © 2018, McCrone et al.

Spatially heterogeneous stochasticity and the adaptive diversification of dormancy.

PubMed

Rajon, E; Venner, S; Menu, F

2009-10-01

Diversified bet-hedging, a strategy that leads several individuals with the same genotype to express distinct phenotypes in a given generation, is now well established as a common evolutionary response to environmental stochasticity. Life-history traits defined as diversified bet-hedging (e.g. germination or diapause strategies) display marked differences between populations in spatial proximity. In order to find out whether such differences can be explained by local adaptations to spatially heterogeneous environmental stochasticity, we explored the evolution of bet-hedging dormancy strategies in a metapopulation using a two-patch model with patch differences in stochastic juvenile survival. We found that spatial differences in the level of environmental stochasticity, restricted dispersal, increased fragmentation and intermediate survival during dormancy all favour the adaptive diversification of bet-hedging dormancy strategies. Density dependency also plays a major role in the diversification of dormancy strategies because: (i) it may interact locally with environmental stochasticity and amplify its effects; however, (ii) it can also generate chaotic population dynamics that may impede diversification. Our work proposes new hypotheses to explain the spatial patterns of bet-hedging strategies that we hope will encourage new empirical studies of this topic.

Stochastic evolution in populations of ideas

PubMed Central

Nicole, Robin; Sollich, Peter; Galla, Tobias

2017-01-01

It is known that learning of players who interact in a repeated game can be interpreted as an evolutionary process in a population of ideas. These analogies have so far mostly been established in deterministic models, and memory loss in learning has been seen to act similarly to mutation in evolution. We here propose a representation of reinforcement learning as a stochastic process in finite ‘populations of ideas’. The resulting birth-death dynamics has absorbing states and allows for the extinction or fixation of ideas, marking a key difference to mutation-selection processes in finite populations. We characterize the outcome of evolution in populations of ideas for several classes of symmetric and asymmetric games. PMID:28098244

Stochastic evolution in populations of ideas

NASA Astrophysics Data System (ADS)

Nicole, Robin; Sollich, Peter; Galla, Tobias

2017-01-01

It is known that learning of players who interact in a repeated game can be interpreted as an evolutionary process in a population of ideas. These analogies have so far mostly been established in deterministic models, and memory loss in learning has been seen to act similarly to mutation in evolution. We here propose a representation of reinforcement learning as a stochastic process in finite ‘populations of ideas’. The resulting birth-death dynamics has absorbing states and allows for the extinction or fixation of ideas, marking a key difference to mutation-selection processes in finite populations. We characterize the outcome of evolution in populations of ideas for several classes of symmetric and asymmetric games.

Chemical Memory Reactions Induced Bursting Dynamics in Gene Expression

PubMed Central

Tian, Tianhai

2013-01-01

Memory is a ubiquitous phenomenon in biological systems in which the present system state is not entirely determined by the current conditions but also depends on the time evolutionary path of the system. Specifically, many memorial phenomena are characterized by chemical memory reactions that may fire under particular system conditions. These conditional chemical reactions contradict to the extant stochastic approaches for modeling chemical kinetics and have increasingly posed significant challenges to mathematical modeling and computer simulation. To tackle the challenge, I proposed a novel theory consisting of the memory chemical master equations and memory stochastic simulation algorithm. A stochastic model for single-gene expression was proposed to illustrate the key function of memory reactions in inducing bursting dynamics of gene expression that has been observed in experiments recently. The importance of memory reactions has been further validated by the stochastic model of the p53-MDM2 core module. Simulations showed that memory reactions is a major mechanism for realizing both sustained oscillations of p53 protein numbers in single cells and damped oscillations over a population of cells. These successful applications of the memory modeling framework suggested that this innovative theory is an effective and powerful tool to study memory process and conditional chemical reactions in a wide range of complex biological systems. PMID:23349679

Chemical memory reactions induced bursting dynamics in gene expression.

PubMed

Tian, Tianhai

2013-01-01

Memory is a ubiquitous phenomenon in biological systems in which the present system state is not entirely determined by the current conditions but also depends on the time evolutionary path of the system. Specifically, many memorial phenomena are characterized by chemical memory reactions that may fire under particular system conditions. These conditional chemical reactions contradict to the extant stochastic approaches for modeling chemical kinetics and have increasingly posed significant challenges to mathematical modeling and computer simulation. To tackle the challenge, I proposed a novel theory consisting of the memory chemical master equations and memory stochastic simulation algorithm. A stochastic model for single-gene expression was proposed to illustrate the key function of memory reactions in inducing bursting dynamics of gene expression that has been observed in experiments recently. The importance of memory reactions has been further validated by the stochastic model of the p53-MDM2 core module. Simulations showed that memory reactions is a major mechanism for realizing both sustained oscillations of p53 protein numbers in single cells and damped oscillations over a population of cells. These successful applications of the memory modeling framework suggested that this innovative theory is an effective and powerful tool to study memory process and conditional chemical reactions in a wide range of complex biological systems.

Predicting evolutionary rescue via evolving plasticity in stochastic environments

PubMed Central

Baskett, Marissa L.

2016-01-01

Phenotypic plasticity and its evolution may help evolutionary rescue in a novel and stressful environment, especially if environmental novelty reveals cryptic genetic variation that enables the evolution of increased plasticity. However, the environmental stochasticity ubiquitous in natural systems may alter these predictions, because high plasticity may amplify phenotype–environment mismatches. Although previous studies have highlighted this potential detrimental effect of plasticity in stochastic environments, they have not investigated how it affects extinction risk in the context of evolutionary rescue and with evolving plasticity. We investigate this question here by integrating stochastic demography with quantitative genetic theory in a model with simultaneous change in the mean and predictability (temporal autocorrelation) of the environment. We develop an approximate prediction of long-term persistence under the new pattern of environmental fluctuations, and compare it with numerical simulations for short- and long-term extinction risk. We find that reduced predictability increases extinction risk and reduces persistence because it increases stochastic load during rescue. This understanding of how stochastic demography, phenotypic plasticity, and evolution interact when evolution acts on cryptic genetic variation revealed in a novel environment can inform expectations for invasions, extinctions, or the emergence of chemical resistance in pests. PMID:27655762

Reactive strategies in indirect reciprocity.

PubMed

Ohtsuki, Hisashi

2004-04-07

Evolution of reactive strategy of indirect reciprocity is discussed, where individuals interact with others through the one-shot Prisoner's Dilemma game, changing their partners in every round. We investigate all of the reactive strategies that are stochastic, including deterministic ones as special cases. First we study adaptive dynamics of reactive strategies by assuming monomorphic population. Results are very similar to the corresponding evolutionary dynamics of direct reciprocity. The discriminating strategy, which prescribes cooperation only with those who cooperated in the previous round, cannot be an outcome of the evolution. Next we examine the case where the population includes a diversity of strategies. We find that only the mean 'discriminatoriness' in the population is the parameter that affects the evolutionary dynamics. The discriminating strategy works as a promoter of cooperation there. However, it is again not the end point of the evolution. This is because retaliatory defection, which was prescribed by the discriminating strategy, is regarded as another defection toward the society. These results caution that we have to reconsider the role of retaliatory defection much more carefully.

Quasi-dynamic earthquake fault systems with rheological heterogeneity

NASA Astrophysics Data System (ADS)

Brietzke, G. B.; Hainzl, S.; Zoeller, G.; Holschneider, M.

2009-12-01

Seismic risk and hazard estimates mostly use pure empirical, stochastic models of earthquake fault systems tuned specifically to the vulnerable areas of interest. Although such models allow for reasonable risk estimates, such models cannot allow for physical statements of the described seismicity. In contrary such empirical stochastic models, physics based earthquake fault systems models allow for a physical reasoning and interpretation of the produced seismicity and system dynamics. Recently different fault system earthquake simulators based on frictional stick-slip behavior have been used to study effects of stress heterogeneity, rheological heterogeneity, or geometrical complexity on earthquake occurrence, spatial and temporal clustering of earthquakes, and system dynamics. Here we present a comparison of characteristics of synthetic earthquake catalogs produced by two different formulations of quasi-dynamic fault system earthquake simulators. Both models are based on discretized frictional faults embedded in an elastic half-space. While one (1) is governed by rate- and state-dependent friction with allowing three evolutionary stages of independent fault patches, the other (2) is governed by instantaneous frictional weakening with scheduled (and therefore causal) stress transfer. We analyze spatial and temporal clustering of events and characteristics of system dynamics by means of physical parameters of the two approaches.

Random Evolutionary Dynamics Driven by Fitness and House-of-Cards Mutations: Sampling Formulae

NASA Astrophysics Data System (ADS)

Huillet, Thierry E.

2017-07-01

We first revisit the multi-allelic mutation-fitness balance problem, especially when mutations obey a house of cards condition, where the discrete-time deterministic evolutionary dynamics of the allelic frequencies derives from a Shahshahani potential. We then consider multi-allelic Wright-Fisher stochastic models whose deviation to neutrality is from the Shahshahani mutation/selection potential. We next focus on the weak selection, weak mutation cases and, making use of a Gamma calculus, we compute the normalizing partition functions of the invariant probability densities appearing in their Wright-Fisher diffusive approximations. Using these results, generalized Ewens sampling formulae (ESF) from the equilibrium distributions are derived. We start treating the ESF in the mixed mutation/selection potential case and then we restrict ourselves to the ESF in the simpler house-of-cards mutations only situation. We also address some issues concerning sampling problems from infinitely-many alleles weak limits.

Examples of equilibrium and non-equilibrium behavior in evolutionary systems

NASA Astrophysics Data System (ADS)

Soulier, Arne

With this thesis, we want to shed some light into the darkness of our understanding of simply defined statistical mechanics systems and the surprisingly complex dynamical behavior they exhibit. We will do so by presenting in turn one equilibrium and then one non-equilibrium system with evolutionary dynamics. In part 1, we will present the seceder-model, a newly developed system that cannot equilibrate. We will then study several properties of the system and obtain an idea of the richness of the dynamics of the seceder model, which is particular impressive given the minimal amount of modeling necessary in its setup. In part 2, we will present extensions to the directed polymer in random media problem on a hypercube and its connection to the Eigen model of evolution. Our main interest will be the influence of time-dependent and time-independent changes in the fitness landscape viewed by an evolving population. This part contains the equilibrium dynamics. The stochastic models and the topic of evolution and non-equilibrium in general will allow us to point out similarities to the various lines of thought in game theory.

Analysing the Effect of Demand Uncertainty in Dynamic Pricing with EAs

NASA Astrophysics Data System (ADS)

Shakya, Siddhartha; Oliveira, Fernando; Owusu, Gilbert

Dynamic pricing is a pricing strategy where a firm adjust the price for their products and services as a function of its perceived demand at different times. In this paper, we show how Evolutionary algorithms (EA) can be used to analyse the effect of demand uncertainty in dynamic pricing. The experiments are conducted in a range of dynamic pricing problems considering a number of different stochastic scenarios with a number of different EAs. The results are analysed, which suggest that higher demand fluctuation may not have adverse effect to the profit in comparison to the lower demand fluctuation, and that the reliability of EA for finding accurate policy could be higher when there is higher fluctuation then when there is lower fluctuation.

Evolving cell models for systems and synthetic biology.

PubMed

Cao, Hongqing; Romero-Campero, Francisco J; Heeb, Stephan; Cámara, Miguel; Krasnogor, Natalio

2010-03-01

This paper proposes a new methodology for the automated design of cell models for systems and synthetic biology. Our modelling framework is based on P systems, a discrete, stochastic and modular formal modelling language. The automated design of biological models comprising the optimization of the model structure and its stochastic kinetic constants is performed using an evolutionary algorithm. The evolutionary algorithm evolves model structures by combining different modules taken from a predefined module library and then it fine-tunes the associated stochastic kinetic constants. We investigate four alternative objective functions for the fitness calculation within the evolutionary algorithm: (1) equally weighted sum method, (2) normalization method, (3) randomly weighted sum method, and (4) equally weighted product method. The effectiveness of the methodology is tested on four case studies of increasing complexity including negative and positive autoregulation as well as two gene networks implementing a pulse generator and a bandwidth detector. We provide a systematic analysis of the evolutionary algorithm's results as well as of the resulting evolved cell models.

Impact of deterministic and stochastic updates on network reciprocity in the prisoner's dilemma game

NASA Astrophysics Data System (ADS)

Tanimoto, Jun

2014-08-01

In 2 × 2 prisoner's dilemma games, network reciprocity is one mechanism for adding social viscosity, which leads to cooperative equilibrium. This study introduced an intriguing framework for the strategy update rule that allows any combination of a purely deterministic method, imitation max (IM), and a purely probabilistic one, pairwise Fermi (Fermi-PW). A series of simulations covering the whole range from IM to Fermi-PW reveals that, as a general tendency, the larger fractions of stochastic updating reduce network reciprocity, so long as the underlying lattice contains no noise in the degree of distribution. However, a small amount of stochastic flavor added to an otherwise perfectly deterministic update rule was actually found to enhance network reciprocity. This occurs because a subtle stochastic effect in the update rule improves the evolutionary trail in games having more stag-hunt-type dilemmas, although the same stochastic effect degenerates evolutionary trails in games having more chicken-type dilemmas. We explain these effects by dividing evolutionary trails into the enduring and expanding periods defined by Shigaki et al. [Phys. Rev. E 86, 031141 (2012), 10.1103/PhysRevE.86.031141].

Spatial Selection and Local Adaptation Jointly Shape Life-History Evolution during Range Expansion.

PubMed

Van Petegem, Katrien H P; Boeye, Jeroen; Stoks, Robby; Bonte, Dries

2016-11-01

In the context of climate change and species invasions, range shifts increasingly gain attention because the rates at which they occur in the Anthropocene induce rapid changes in biological assemblages. During range shifts, species experience multiple selection pressures. For poleward expansions in particular, it is difficult to interpret observed evolutionary dynamics because of the joint action of evolutionary processes related to spatial selection and to adaptation toward local climatic conditions. To disentangle the effects of these two processes, we integrated stochastic modeling and data from a common garden experiment, using the spider mite Tetranychus urticae as a model species. By linking the empirical data with those derived form a highly parameterized individual-based model, we infer that both spatial selection and local adaptation contributed to the observed latitudinal life-history divergence. Spatial selection best described variation in dispersal behavior, while variation in development was best explained by adaptation to the local climate. Divergence in life-history traits in species shifting poleward could consequently be jointly determined by contemporary evolutionary dynamics resulting from adaptation to the environmental gradient and from spatial selection. The integration of modeling with common garden experiments provides a powerful tool to study the contribution of these evolutionary processes on life-history evolution during range expansion.

Evolution of proliferation and the angiogenic switch in tumors with high clonal diversity.

PubMed

Bickel, Scott T; Juliano, Joseph D; Nagy, John D

2014-01-01

Natural selection among tumor cell clones is thought to produce hallmark properties of malignancy. Efforts to understand evolution of one such hallmark--the angiogenic switch--has suggested that selection for angiogenesis can "run away" and generate a hypertumor, a form of evolutionary suicide by extreme vascular hypo- or hyperplasia. This phenomenon is predicted by models of tumor angiogenesis studied with the techniques of adaptive dynamics. These techniques also predict that selection drives tumor proliferative potential towards an evolutionarily stable strategy (ESS) that is also convergence-stable. However, adaptive dynamics are predicated on two key assumptions: (i) no more than two distinct clones or evolutionary strategies can exist in the tumor at any given time; and (ii) mutations cause small phenotypic changes. Here we show, using a stochastic simulation, that relaxation of these assumptions has no effect on the predictions of adaptive dynamics in this case. In particular, selection drives proliferative potential towards, and angiogenic potential away from, their respective ESSs. However, these simulations also show that tumor behavior is highly contingent on mutational history, particularly for angiogenesis. Individual tumors frequently grow to lethal size before the evolutionary endpoint is approached. In fact, most tumor dynamics are predicted to be in the evolutionarily transient regime throughout their natural history, so that clinically, the ESS is often largely irrelevant. In addition, we show that clonal diversity as measured by the Shannon Information Index correlates with the speed of approach to the evolutionary endpoint. This observation dovetails with results showing that clonal diversity in Barrett's esophagus predicts progression to malignancy.

First principles prediction of amorphous phases using evolutionary algorithms

DOE Office of Scientific and Technical Information (OSTI.GOV)

Nahas, Suhas, E-mail: shsnhs@iitk.ac.in; Gaur, Anshu, E-mail: agaur@iitk.ac.in; Bhowmick, Somnath, E-mail: bsomnath@iitk.ac.in

2016-07-07

We discuss the efficacy of evolutionary method for the purpose of structural analysis of amorphous solids. At present, ab initio molecular dynamics (MD) based melt-quench technique is used and this deterministic approach has proven to be successful to study amorphous materials. We show that a stochastic approach motivated by Darwinian evolution can also be used to simulate amorphous structures. Applying this method, in conjunction with density functional theory based electronic, ionic and cell relaxation, we re-investigate two well known amorphous semiconductors, namely silicon and indium gallium zinc oxide. We find that characteristic structural parameters like average bond length and bondmore » angle are within ∼2% of those reported by ab initio MD calculations and experimental studies.« less

Using Nonlinear Stochastic Evolutionary Game Strategy to Model an Evolutionary Biological Network of Organ Carcinogenesis Under a Natural Selection Scheme

PubMed Central

Chen, Bor-Sen; Tsai, Kun-Wei; Li, Cheng-Wei

2015-01-01

Molecular biologists have long recognized carcinogenesis as an evolutionary process that involves natural selection. Cancer is driven by the somatic evolution of cell lineages. In this study, the evolution of somatic cancer cell lineages during carcinogenesis was modeled as an equilibrium point (ie, phenotype of attractor) shifting, the process of a nonlinear stochastic evolutionary biological network. This process is subject to intrinsic random fluctuations because of somatic genetic and epigenetic variations, as well as extrinsic disturbances because of carcinogens and stressors. In order to maintain the normal function (ie, phenotype) of an evolutionary biological network subjected to random intrinsic fluctuations and extrinsic disturbances, a network robustness scheme that incorporates natural selection needs to be developed. This can be accomplished by selecting certain genetic and epigenetic variations to modify the network structure to attenuate intrinsic fluctuations efficiently and to resist extrinsic disturbances in order to maintain the phenotype of the evolutionary biological network at an equilibrium point (attractor). However, during carcinogenesis, the remaining (or neutral) genetic and epigenetic variations accumulate, and the extrinsic disturbances become too large to maintain the normal phenotype at the desired equilibrium point for the nonlinear evolutionary biological network. Thus, the network is shifted to a cancer phenotype at a new equilibrium point that begins a new evolutionary process. In this study, the natural selection scheme of an evolutionary biological network of carcinogenesis was derived from a robust negative feedback scheme based on the nonlinear stochastic Nash game strategy. The evolvability and phenotypic robustness criteria of the evolutionary cancer network were also estimated by solving a Hamilton–Jacobi inequality – constrained optimization problem. The simulation revealed that the phenotypic shift of the lung cancer-associated cell network takes 54.5 years from a normal state to stage I cancer, 1.5 years from stage I to stage II cancer, and 2.5 years from stage II to stage III cancer, with a reasonable match for the statistical result of the average age of lung cancer. These results suggest that a robust negative feedback scheme, based on a stochastic evolutionary game strategy, plays a critical role in an evolutionary biological network of carcinogenesis under a natural selection scheme. PMID:26244004

Evolutionary dynamics of taxonomic structure

PubMed Central

Foote, Michael

2012-01-01

The distribution of species among genera and higher taxa has largely untapped potential to reveal among-clade variation in rates of origination and extinction. The probability distribution of the number of species within a genus is modelled with a stochastic, time-homogeneous birth–death model having two parameters: the rate of species extinction, μ, and the rate of genus origination, γ, each scaled as a multiple of the rate of within-genus speciation, λ. The distribution is more sensitive to γ than to μ, although μ affects the size of the largest genera. The species : genus ratio depends strongly on both γ and μ, and so is not a good diagnostic of evolutionary dynamics. The proportion of monotypic genera, however, depends mainly on γ, and so may provide an index of the genus origination rate. Application to living marine molluscs of New Zealand shows that bivalves have a higher relative rate of genus origination than gastropods. This is supported by the analysis of palaeontological data. This concordance suggests that analysis of living taxonomic distributions may allow inference of macroevolutionary dynamics even without a fossil record. PMID:21865239

How mutation alters the evolutionary dynamics of cooperation on networks

NASA Astrophysics Data System (ADS)

Ichinose, Genki; Satotani, Yoshiki; Sayama, Hiroki

2018-05-01

Cooperation is ubiquitous at every level of living organisms. It is known that spatial (network) structure is a viable mechanism for cooperation to evolve. A recently proposed numerical metric, average gradient of selection (AGoS), a useful tool for interpreting and visualizing evolutionary dynamics on networks, allows simulation results to be visualized on a one-dimensional phase space. However, stochastic mutation of strategies was not considered in the analysis of AGoS. Here we extend AGoS so that it can analyze the evolution of cooperation where mutation may alter strategies of individuals on networks. We show that our extended AGoS correctly visualizes the final states of cooperation with mutation in the individual-based simulations. Our analyses revealed that mutation always has a negative effect on the evolution of cooperation regardless of the payoff functions, fraction of cooperators, and network structures. Moreover, we found that scale-free networks are the most vulnerable to mutation and thus the dynamics of cooperation are altered from bistability to coexistence on those networks, undergoing an imperfect pitchfork bifurcation.

Stochastic Evolutionary Algorithms for Planning Robot Paths

NASA Technical Reports Server (NTRS)

Fink, Wolfgang; Aghazarian, Hrand; Huntsberger, Terrance; Terrile, Richard

2006-01-01

A computer program implements stochastic evolutionary algorithms for planning and optimizing collision-free paths for robots and their jointed limbs. Stochastic evolutionary algorithms can be made to produce acceptably close approximations to exact, optimal solutions for path-planning problems while often demanding much less computation than do exhaustive-search and deterministic inverse-kinematics algorithms that have been used previously for this purpose. Hence, the present software is better suited for application aboard robots having limited computing capabilities (see figure). The stochastic aspect lies in the use of simulated annealing to (1) prevent trapping of an optimization algorithm in local minima of an energy-like error measure by which the fitness of a trial solution is evaluated while (2) ensuring that the entire multidimensional configuration and parameter space of the path-planning problem is sampled efficiently with respect to both robot joint angles and computation time. Simulated annealing is an established technique for avoiding local minima in multidimensional optimization problems, but has not, until now, been applied to planning collision-free robot paths by use of low-power computers.

Generating high-speed dynamic running gaits in a quadruped robot using an evolutionary search.

PubMed

Krasny, Darren P; Orin, David E

2004-08-01

Over the past several decades, there has been a considerable interest in investigating high-speed dynamic gaits for legged robots. While much research has been published, both in the biomechanics and engineering fields regarding the analysis of these gaits, no single study has adequately characterized the dynamics of high-speed running as can be achieved in a realistic, yet simple, robotic system. The goal of this paper is to find the most energy-efficient, natural, and unconstrained gallop that can be achieved using a simulated quadrupedal robot with articulated legs, asymmetric mass distribution, and compliant legs. For comparison purposes, we also implement the bound and canter. The model used here is planar, although we will show that it captures much of the predominant dynamic characteristics observed in animals. While it is not our goal to prove anything about biological locomotion, the dynamic similarities between the gaits we produce and those found in animals does indicate a similar underlying dynamic mechanism. Thus, we will show that achieving natural, efficient high-speed locomotion is possible even with a fairly simple robotic system. To generate the high-speed gaits, we use an efficient evolutionary algorithm called set-based stochastic optimization. This algorithm finds open-loop control parameters to generate periodic trajectories for the body. Several alternative methods are tested to generate periodic trajectories for the legs. The combined solutions found by the evolutionary search and the periodic-leg methods, over a range of speeds up to 10.0 m/s, reveal "biological" characteristics that are emergent properties of the underlying gaits.

Chaos and the (un)predictability of evolution in a changing environment

PubMed Central

Rego-Costa, Artur; Débarre, Florence; Chevin, Luis-Miguel

2018-01-01

Among the factors that may reduce the predictability of evolution, chaos, characterized by a strong dependence on initial conditions, has received much less attention than randomness due to genetic drift or environmental stochasticity. It was recently shown that chaos in phenotypic evolution arises commonly under frequency-dependent selection caused by competitive interactions mediated by many traits. This result has been used to argue that chaos should often make evolutionary dynamics unpredictable. However, populations also evolve largely in response to external changing environments, and such environmental forcing is likely to influence the outcome of evolution in systems prone to chaos. We investigate how a changing environment causing oscillations of an optimal phenotype interacts with the internal dynamics of an eco-evolutionary system that would be chaotic in a constant environment. We show that strong environmental forcing can improve the predictability of evolution, by reducing the probability of chaos arising, and by dampening the magnitude of chaotic oscillations. In contrast, weak forcing can increase the probability of chaos, but it also causes evolutionary trajectories to track the environment more closely. Overall, our results indicate that, although chaos may occur in evolution, it does not necessarily undermine its predictability. PMID:29235104

Geometric quadratic stochastic operator on countable infinite set

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ganikhodjaev, Nasir; Hamzah, Nur Zatul Akmar

2015-02-03

In this paper we construct the family of Geometric quadratic stochastic operators defined on the countable sample space of nonnegative integers and investigate their trajectory behavior. Such operators can be reinterpreted in terms of of evolutionary operator of free population. We show that Geometric quadratic stochastic operators are regular transformations.

Calculating Higher-Order Moments of Phylogenetic Stochastic Mapping Summaries in Linear Time.

PubMed

Dhar, Amrit; Minin, Vladimir N

2017-05-01

Stochastic mapping is a simulation-based method for probabilistically mapping substitution histories onto phylogenies according to continuous-time Markov models of evolution. This technique can be used to infer properties of the evolutionary process on the phylogeny and, unlike parsimony-based mapping, conditions on the observed data to randomly draw substitution mappings that do not necessarily require the minimum number of events on a tree. Most stochastic mapping applications simulate substitution mappings only to estimate the mean and/or variance of two commonly used mapping summaries: the number of particular types of substitutions (labeled substitution counts) and the time spent in a particular group of states (labeled dwelling times) on the tree. Fast, simulation-free algorithms for calculating the mean of stochastic mapping summaries exist. Importantly, these algorithms scale linearly in the number of tips/leaves of the phylogenetic tree. However, to our knowledge, no such algorithm exists for calculating higher-order moments of stochastic mapping summaries. We present one such simulation-free dynamic programming algorithm that calculates prior and posterior mapping variances and scales linearly in the number of phylogeny tips. Our procedure suggests a general framework that can be used to efficiently compute higher-order moments of stochastic mapping summaries without simulations. We demonstrate the usefulness of our algorithm by extending previously developed statistical tests for rate variation across sites and for detecting evolutionarily conserved regions in genomic sequences.

Calculating Higher-Order Moments of Phylogenetic Stochastic Mapping Summaries in Linear Time

PubMed Central

Dhar, Amrit

2017-01-01

Abstract Stochastic mapping is a simulation-based method for probabilistically mapping substitution histories onto phylogenies according to continuous-time Markov models of evolution. This technique can be used to infer properties of the evolutionary process on the phylogeny and, unlike parsimony-based mapping, conditions on the observed data to randomly draw substitution mappings that do not necessarily require the minimum number of events on a tree. Most stochastic mapping applications simulate substitution mappings only to estimate the mean and/or variance of two commonly used mapping summaries: the number of particular types of substitutions (labeled substitution counts) and the time spent in a particular group of states (labeled dwelling times) on the tree. Fast, simulation-free algorithms for calculating the mean of stochastic mapping summaries exist. Importantly, these algorithms scale linearly in the number of tips/leaves of the phylogenetic tree. However, to our knowledge, no such algorithm exists for calculating higher-order moments of stochastic mapping summaries. We present one such simulation-free dynamic programming algorithm that calculates prior and posterior mapping variances and scales linearly in the number of phylogeny tips. Our procedure suggests a general framework that can be used to efficiently compute higher-order moments of stochastic mapping summaries without simulations. We demonstrate the usefulness of our algorithm by extending previously developed statistical tests for rate variation across sites and for detecting evolutionarily conserved regions in genomic sequences. PMID:28177780

Evolution with Stochastic Fitness and Stochastic Migration

PubMed Central

Rice, Sean H.; Papadopoulos, Anthony

2009-01-01

Background Migration between local populations plays an important role in evolution - influencing local adaptation, speciation, extinction, and the maintenance of genetic variation. Like other evolutionary mechanisms, migration is a stochastic process, involving both random and deterministic elements. Many models of evolution have incorporated migration, but these have all been based on simplifying assumptions, such as low migration rate, weak selection, or large population size. We thus have no truly general and exact mathematical description of evolution that incorporates migration. Methodology/Principal Findings We derive an exact equation for directional evolution, essentially a stochastic Price equation with migration, that encompasses all processes, both deterministic and stochastic, contributing to directional change in an open population. Using this result, we show that increasing the variance in migration rates reduces the impact of migration relative to selection. This means that models that treat migration as a single parameter tend to be biassed - overestimating the relative impact of immigration. We further show that selection and migration interact in complex ways, one result being that a strategy for which fitness is negatively correlated with migration rates (high fitness when migration is low) will tend to increase in frequency, even if it has lower mean fitness than do other strategies. Finally, we derive an equation for the effective migration rate, which allows some of the complex stochastic processes that we identify to be incorporated into models with a single migration parameter. Conclusions/Significance As has previously been shown with selection, the role of migration in evolution is determined by the entire distributions of immigration and emigration rates, not just by the mean values. The interactions of stochastic migration with stochastic selection produce evolutionary processes that are invisible to deterministic evolutionary theory. PMID:19816580

Evolution in health and medicine Sackler colloquium: Stochastic epigenetic variation as a driving force of development, evolutionary adaptation, and disease.

PubMed

Feinberg, Andrew P; Irizarry, Rafael A

2010-01-26

Neo-Darwinian evolutionary theory is based on exquisite selection of phenotypes caused by small genetic variations, which is the basis of quantitative trait contribution to phenotype and disease. Epigenetics is the study of nonsequence-based changes, such as DNA methylation, heritable during cell division. Previous attempts to incorporate epigenetics into evolutionary thinking have focused on Lamarckian inheritance, that is, environmentally directed epigenetic changes. Here, we propose a new non-Lamarckian theory for a role of epigenetics in evolution. We suggest that genetic variants that do not change the mean phenotype could change the variability of phenotype; and this could be mediated epigenetically. This inherited stochastic variation model would provide a mechanism to explain an epigenetic role of developmental biology in selectable phenotypic variation, as well as the largely unexplained heritable genetic variation underlying common complex disease. We provide two experimental results as proof of principle. The first result is direct evidence for stochastic epigenetic variation, identifying highly variably DNA-methylated regions in mouse and human liver and mouse brain, associated with development and morphogenesis. The second is a heritable genetic mechanism for variable methylation, namely the loss or gain of CpG dinucleotides over evolutionary time. Finally, we model genetically inherited stochastic variation in evolution, showing that it provides a powerful mechanism for evolutionary adaptation in changing environments that can be mediated epigenetically. These data suggest that genetically inherited propensity to phenotypic variability, even with no change in the mean phenotype, substantially increases fitness while increasing the disease susceptibility of a population with a changing environment.

Biological signatures of dynamic river networks from a coupled landscape evolution and neutral community model

NASA Astrophysics Data System (ADS)

Stokes, M.; Perron, J. T.

2017-12-01

Freshwater systems host exceptionally species-rich communities whose spatial structure is dictated by the topology of the river networks they inhabit. Over geologic time, river networks are dynamic; drainage basins shrink and grow, and river capture establishes new connections between previously separated regions. It has been hypothesized that these changes in river network structure influence the evolution of life by exchanging and isolating species, perhaps boosting biodiversity in the process. However, no general model exists to predict the evolutionary consequences of landscape change. We couple a neutral community model of freshwater organisms to a landscape evolution model in which the river network undergoes drainage divide migration and repeated river capture. Neutral community models are macro-ecological models that include stochastic speciation and dispersal to produce realistic patterns of biodiversity. We explore the consequences of three modes of speciation - point mutation, time-protracted, and vicariant (geographic) speciation - by tracking patterns of diversity in time and comparing the final result to an equilibrium solution of the neutral model on the final landscape. Under point mutation, a simple model of stochastic and instantaneous speciation, the results are identical to the equilibrium solution and indicate the dominance of the species-area relationship in forming patterns of diversity. The number of species in a basin is proportional to its area, and regional species richness reaches its maximum when drainage area is evenly distributed among sub-basins. Time-protracted speciation is also modeled as a stochastic process, but in order to produce more realistic rates of diversification, speciation is not assumed to be instantaneous. Rather, each new species must persist for a certain amount of time before it is considered to be established. When vicariance (geographic speciation) is included, there is a transient signature of increased regional diversity after river capture. The results indicate that the mode of speciation and the rate of speciation relative to the rate of divide migration determine the evolutionary signature of river capture.

Green Algae as Model Organisms for Biological Fluid Dynamics

NASA Astrophysics Data System (ADS)

Goldstein, Raymond E.

2015-01-01

In the past decade, the volvocine green algae, spanning from the unicellular Chlamydomonas to multicellular Volvox, have emerged as model organisms for a number of problems in biological fluid dynamics. These include flagellar propulsion, nutrient uptake by swimming organisms, hydrodynamic interactions mediated by walls, collective dynamics and transport within suspensions of microswimmers, the mechanism of phototaxis, and the stochastic dynamics of flagellar synchronization. Green algae are well suited to the study of such problems because of their range of sizes (from 10 μm to several millimeters), their geometric regularity, the ease with which they can be cultured, and the availability of many mutants that allow for connections between molecular details and organism-level behavior. This review summarizes these recent developments and highlights promising future directions in the study of biological fluid dynamics, especially in the context of evolutionary biology, that can take advantage of these remarkable organisms.

A Stochastic Evolutionary Model for Protein Structure Alignment and Phylogeny

PubMed Central

Challis, Christopher J.; Schmidler, Scott C.

2012-01-01

We present a stochastic process model for the joint evolution of protein primary and tertiary structure, suitable for use in alignment and estimation of phylogeny. Indels arise from a classic Links model, and mutations follow a standard substitution matrix, whereas backbone atoms diffuse in three-dimensional space according to an Ornstein–Uhlenbeck process. The model allows for simultaneous estimation of evolutionary distances, indel rates, structural drift rates, and alignments, while fully accounting for uncertainty. The inclusion of structural information enables phylogenetic inference on time scales not previously attainable with sequence evolution models. The model also provides a tool for testing evolutionary hypotheses and improving our understanding of protein structural evolution. PMID:22723302

Towards a Population Dynamics Theory for Evolutionary Computing: Learning from Biological Population Dynamics in Nature

NASA Astrophysics Data System (ADS)

Ma, Zhanshan (Sam)

In evolutionary computing (EC), population size is one of the critical parameters that a researcher has to deal with. Hence, it was no surprise that the pioneers of EC, such as De Jong (1975) and Holland (1975), had already studied the population sizing from the very beginning of EC. What is perhaps surprising is that more than three decades later, we still largely depend on the experience or ad-hoc trial-and-error approach to set the population size. For example, in a recent monograph, Eiben and Smith (2003) indicated: "In almost all EC applications, the population size is constant and does not change during the evolutionary search." Despite enormous research on this issue in recent years, we still lack a well accepted theory for population sizing. In this paper, I propose to develop a population dynamics theory forEC with the inspiration from the population dynamics theory of biological populations in nature. Essentially, the EC population is considered as a dynamic system over time (generations) and space (search space or fitness landscape), similar to the spatial and temporal dynamics of biological populations in nature. With this conceptual mapping, I propose to 'transplant' the biological population dynamics theory to EC via three steps: (i) experimentally test the feasibility—whether or not emulating natural population dynamics improves the EC performance; (ii) comparatively study the underlying mechanisms—why there are improvements, primarily via statistical modeling analysis; (iii) conduct theoretical analysis with theoretical models such as percolation theory and extended evolutionary game theory that are generally applicable to both EC and natural populations. This article is a summary of a series of studies we have performed to achieve the general goal [27][30]-[32]. In the following, I start with an extremely brief introduction on the theory and models of natural population dynamics (Sections 1 & 2). In Sections 4 to 6, I briefly discuss three categories of population dynamics models: deterministic modeling with Logistic chaos map as an example, stochastic modeling with spatial distribution patterns as an example, as well as survival analysis and extended evolutionary game theory (EEGT) modeling. Sample experiment results with Genetic algorithms (GA) are presented to demonstrate the applications of these models. The proposed EC population dynamics approach also makes survival selection largely unnecessary or much simplified since the individuals are naturally selected (controlled) by the mathematical models for EC population dynamics.

Influence of vectors' risk-spreading strategies and environmental stochasticity on the epidemiology and evolution of vector-borne diseases: the example of Chagas' disease.

PubMed

Pelosse, Perrine; Kribs-Zaleta, Christopher M; Ginoux, Marine; Rabinovich, Jorge E; Gourbière, Sébastien; Menu, Frédéric

2013-01-01

Insects are known to display strategies that spread the risk of encountering unfavorable conditions, thereby decreasing the extinction probability of genetic lineages in unpredictable environments. To what extent these strategies influence the epidemiology and evolution of vector-borne diseases in stochastic environments is largely unknown. In triatomines, the vectors of the parasite Trypanosoma cruzi, the etiological agent of Chagas' disease, juvenile development time varies between individuals and such variation most likely decreases the extinction risk of vector populations in stochastic environments. We developed a simplified multi-stage vector-borne SI epidemiological model to investigate how vector risk-spreading strategies and environmental stochasticity influence the prevalence and evolution of a parasite. This model is based on available knowledge on triatomine biodemography, but its conceptual outcomes apply, to a certain extent, to other vector-borne diseases. Model comparisons between deterministic and stochastic settings led to the conclusion that environmental stochasticity, vector risk-spreading strategies (in particular an increase in the length and variability of development time) and their interaction have drastic consequences on vector population dynamics, disease prevalence, and the relative short-term evolution of parasite virulence. Our work shows that stochastic environments and associated risk-spreading strategies can increase the prevalence of vector-borne diseases and favor the invasion of more virulent parasite strains on relatively short evolutionary timescales. This study raises new questions and challenges in a context of increasingly unpredictable environmental variations as a result of global climate change and human interventions such as habitat destruction or vector control.

Influence of Vectors’ Risk-Spreading Strategies and Environmental Stochasticity on the Epidemiology and Evolution of Vector-Borne Diseases: The Example of Chagas’ Disease

PubMed Central

Pelosse, Perrine; Kribs-Zaleta, Christopher M.; Ginoux, Marine; Rabinovich, Jorge E.; Gourbière, Sébastien; Menu, Frédéric

2013-01-01

Insects are known to display strategies that spread the risk of encountering unfavorable conditions, thereby decreasing the extinction probability of genetic lineages in unpredictable environments. To what extent these strategies influence the epidemiology and evolution of vector-borne diseases in stochastic environments is largely unknown. In triatomines, the vectors of the parasite Trypanosoma cruzi, the etiological agent of Chagas’ disease, juvenile development time varies between individuals and such variation most likely decreases the extinction risk of vector populations in stochastic environments. We developed a simplified multi-stage vector-borne SI epidemiological model to investigate how vector risk-spreading strategies and environmental stochasticity influence the prevalence and evolution of a parasite. This model is based on available knowledge on triatomine biodemography, but its conceptual outcomes apply, to a certain extent, to other vector-borne diseases. Model comparisons between deterministic and stochastic settings led to the conclusion that environmental stochasticity, vector risk-spreading strategies (in particular an increase in the length and variability of development time) and their interaction have drastic consequences on vector population dynamics, disease prevalence, and the relative short-term evolution of parasite virulence. Our work shows that stochastic environments and associated risk-spreading strategies can increase the prevalence of vector-borne diseases and favor the invasion of more virulent parasite strains on relatively short evolutionary timescales. This study raises new questions and challenges in a context of increasingly unpredictable environmental variations as a result of global climate change and human interventions such as habitat destruction or vector control. PMID:23951018

Chaos and the (un)predictability of evolution in a changing environment.

PubMed

Rego-Costa, Artur; Débarre, Florence; Chevin, Luis-Miguel

2018-02-01

Among the factors that may reduce the predictability of evolution, chaos, characterized by a strong dependence on initial conditions, has received much less attention than randomness due to genetic drift or environmental stochasticity. It was recently shown that chaos in phenotypic evolution arises commonly under frequency-dependent selection caused by competitive interactions mediated by many traits. This result has been used to argue that chaos should often make evolutionary dynamics unpredictable. However, populations also evolve largely in response to external changing environments, and such environmental forcing is likely to influence the outcome of evolution in systems prone to chaos. We investigate how a changing environment causing oscillations of an optimal phenotype interacts with the internal dynamics of an eco-evolutionary system that would be chaotic in a constant environment. We show that strong environmental forcing can improve the predictability of evolution by reducing the probability of chaos arising, and by dampening the magnitude of chaotic oscillations. In contrast, weak forcing can increase the probability of chaos, but it also causes evolutionary trajectories to track the environment more closely. Overall, our results indicate that, although chaos may occur in evolution, it does not necessarily undermine its predictability. © 2017 The Author(s). Evolution © 2017 The Society for the Study of Evolution.

Drift-Induced Selection Between Male and Female Heterogamety.

PubMed

Veller, Carl; Muralidhar, Pavitra; Constable, George W A; Nowak, Martin A

2017-10-01

Evolutionary transitions between male and female heterogamety are common in both vertebrates and invertebrates. Theoretical studies of these transitions have found that, when all genotypes are equally fit, continuous paths of intermediate equilibria link the two sex chromosome systems. This observation has led to a belief that neutral evolution along these paths can drive transitions, and that arbitrarily small fitness differences among sex chromosome genotypes can determine the system to which evolution leads. Here, we study stochastic evolutionary dynamics along these equilibrium paths. We find non-neutrality, both in transitions retaining the ancestral pair of sex chromosomes, and in those creating a new pair. In fact, substitution rates are biased in favor of dominant sex determining chromosomes, which fix with higher probabilities than mutations of no effect. Using diffusion approximations, we show that this non-neutrality is a result of "drift-induced selection" operating at every point along the equilibrium paths: stochastic jumps off the paths return with, on average, a directional bias in favor of the dominant segregating sex chromosome. Our results offer a novel explanation for the observed preponderance of dominant sex determining genes, and hint that drift-induced selection may be a common force in standard population genetic systems. Copyright © 2017 by the Genetics Society of America.

Comparative Genomics of Listeria Sensu Lato: Genus-Wide Differences in Evolutionary Dynamics and the Progressive Gain of Complex, Potentially Pathogenicity-Related Traits through Lateral Gene Transfer

PubMed Central

Chiara, Matteo; Caruso, Marta; D’Erchia, Anna Maria; Manzari, Caterina; Fraccalvieri, Rosa; Goffredo, Elisa; Latorre, Laura; Miccolupo, Angela; Padalino, Iolanda; Santagada, Gianfranco; Chiocco, Doriano; Pesole, Graziano; Horner, David S.; Parisi, Antonio

2015-01-01

Historically, genome-wide and molecular characterization of the genus Listeria has concentrated on the important human pathogen Listeria monocytogenes and a small number of closely related species, together termed Listeria sensu strictu. More recently, a number of genome sequences for more basal, and nonpathogenic, members of the Listeria genus have become available, facilitating a wider perspective on the evolution of pathogenicity and genome level evolutionary dynamics within the entire genus (termed Listeria sensu lato). Here, we have sequenced the genomes of additional Listeria fleischmannii and Listeria newyorkensis isolates and explored the dynamics of genome evolution in Listeria sensu lato. Our analyses suggest that acquisition of genetic material through gene duplication and divergence as well as through lateral gene transfer (mostly from outside Listeria) is widespread throughout the genus. Novel genetic material is apparently subject to rapid turnover. Multiple lines of evidence point to significant differences in evolutionary dynamics between the most basal Listeria subclade and all other congeners, including both sensu strictu and other sensu lato isolates. Strikingly, these differences are likely attributable to stochastic, population-level processes and contribute to observed variation in genome size across the genus. Notably, our analyses indicate that the common ancestor of Listeria sensu lato lacked flagella, which were acquired by lateral gene transfer by a common ancestor of Listeria grayi and Listeria sensu strictu, whereas a recently functionally characterized pathogenicity island, responsible for the capacity to produce cobalamin and utilize ethanolamine/propane-2-diol, was acquired in an ancestor of Listeria sensu strictu. PMID:26185097

The role of noise in the spatial public goods game

NASA Astrophysics Data System (ADS)

Javarone, Marco Alberto; Battiston, Federico

2016-07-01

In this work we aim to analyze the role of noise in the spatial public goods game, one of the most famous games in evolutionary game theory. The dynamics of this game is affected by a number of parameters and processes, namely the topology of interactions among the agents, the synergy factor, and the strategy revision phase. The latter is a process that allows agents to change their strategy. Notably, rational agents tend to imitate richer neighbors, in order to increase the probability to maximize their payoff. By implementing a stochastic revision process, it is possible to control the level of noise in the system, so that even irrational updates may occur. In particular, in this work we study the effect of noise on the macroscopic behavior of a finite structured population playing the public goods game. We consider both the case of a homogeneous population, where the noise in the system is controlled by tuning a parameter representing the level of stochasticity in the strategy revision phase, and a heterogeneous population composed of a variable proportion of rational and irrational agents. In both cases numerical investigations show that the public goods game has a very rich behavior which strongly depends on the amount of noise in the system and on the value of the synergy factor. To conclude, our study sheds a new light on the relations between the microscopic dynamics of the public goods game and its macroscopic behavior, strengthening the link between the field of evolutionary game theory and statistical physics.

Analysis of convergence of an evolutionary algorithm with self-adaptation using a stochastic Lyapunov function.

PubMed

Semenov, Mikhail A; Terkel, Dmitri A

2003-01-01

This paper analyses the convergence of evolutionary algorithms using a technique which is based on a stochastic Lyapunov function and developed within the martingale theory. This technique is used to investigate the convergence of a simple evolutionary algorithm with self-adaptation, which contains two types of parameters: fitness parameters, belonging to the domain of the objective function; and control parameters, responsible for the variation of fitness parameters. Although both parameters mutate randomly and independently, they converge to the "optimum" due to the direct (for fitness parameters) and indirect (for control parameters) selection. We show that the convergence velocity of the evolutionary algorithm with self-adaptation is asymptotically exponential, similar to the velocity of the optimal deterministic algorithm on the class of unimodal functions. Although some martingale inequalities have not be proved analytically, they have been numerically validated with 0.999 confidence using Monte-Carlo simulations.

Stochastic win-stay-lose-shift strategy with dynamic aspirations in evolutionary social dilemmas

NASA Astrophysics Data System (ADS)

Amaral, Marco A.; Wardil, Lucas; Perc, Matjaž; da Silva, Jafferson K. L.

2016-09-01

In times of plenty expectations rise, just as in times of crisis they fall. This can be mathematically described as a win-stay-lose-shift strategy with dynamic aspiration levels, where individuals aspire to be as wealthy as their average neighbor. Here we investigate this model in the realm of evolutionary social dilemmas on the square lattice and scale-free networks. By using the master equation and Monte Carlo simulations, we find that cooperators coexist with defectors in the whole phase diagram, even at high temptations to defect. We study the microscopic mechanism that is responsible for the striking persistence of cooperative behavior and find that cooperation spreads through second-order neighbors, rather than by means of network reciprocity that dominates in imitation-based models. For the square lattice the master equation can be solved analytically in the large temperature limit of the Fermi function, while for other cases the resulting differential equations must be solved numerically. Either way, we find good qualitative agreement with the Monte Carlo simulation results. Our analysis also reveals that the evolutionary outcomes are to a large degree independent of the network topology, including the number of neighbors that are considered for payoff determination on lattices, which further corroborates the local character of the microscopic dynamics. Unlike large-scale spatial patterns that typically emerge due to network reciprocity, here local checkerboard-like patterns remain virtually unaffected by differences in the macroscopic properties of the interaction network.

Modeling adaptation of wetland plants under changing environments

NASA Astrophysics Data System (ADS)

Muneepeerakul, R.; Muneepeerakul, C. P.

2010-12-01

An evolutionary-game-theoretic approach is used to study the changes in traits of wetland plants in response to environmental changes, e.g., altered patterns of rainfall and nutrients. Here, a wetland is considered as a complex adaptive system where plants can adapt their strategies and influence one another. The system is subject to stochastic rainfall, which controls the dynamics of water level, soil moisture, and alternation between aerobic and anaerobic conditions in soil. Based on our previous work, a plant unit is characterized by three traits, namely biomass nitrogen content, specific leaf area, and allocation to rhizome. These traits control the basic functions of plants such as assimilation, respiration, and nutrient uptake, while affecting their environment through litter chemistry, root oxygenation, and thus soil microbial dynamics. The outcome of this evolutionary game, i.e., the best-performing plant traits against the backdrop of these interactions and feedbacks, is analyzed and its implications on important roles of wetlands in supporting our sustainability such as carbon sequestration in biosphere, nutrient cycling, and repository of biodiversity are discussed.

Stochastic and information-thermodynamic structures of population dynamics in a fluctuating environment

NASA Astrophysics Data System (ADS)

Kobayashi, Tetsuya J.; Sughiyama, Yuki

2017-07-01

Adaptation in a fluctuating environment is a process of fueling environmental information to gain fitness. Living systems have gradually developed strategies for adaptation from random and passive diversification of the phenotype to more proactive decision making, in which environmental information is sensed and exploited more actively and effectively. Understanding the fundamental relation between fitness and information is therefore crucial to clarify the limits and universal properties of adaptation. In this work, we elucidate the underlying stochastic and information-thermodynamic structure in this process, by deriving causal fluctuation relations (FRs) of fitness and information. Combined with a duality between phenotypic and environmental dynamics, the FRs reveal the limit of fitness gain, the relation of time reversibility with the achievability of the limit, and the possibility and condition for gaining excess fitness due to environmental fluctuation. The loss of fitness due to causal constraints and the limited capacity of real organisms is shown to be the difference between time-forward and time-backward path probabilities of phenotypic and environmental dynamics. Furthermore, the FRs generalize the concept of the evolutionary stable state (ESS) for fluctuating environment by giving the probability that the optimal strategy on average can be invaded by a suboptimal one owing to rare environmental fluctuation. These results clarify the information-thermodynamic structures in adaptation and evolution.

Mutation-selection equilibrium in games with multiple strategies.

PubMed

Antal, Tibor; Traulsen, Arne; Ohtsuki, Hisashi; Tarnita, Corina E; Nowak, Martin A

2009-06-21

In evolutionary games the fitness of individuals is not constant but depends on the relative abundance of the various strategies in the population. Here we study general games among n strategies in populations of large but finite size. We explore stochastic evolutionary dynamics under weak selection, but for any mutation rate. We analyze the frequency dependent Moran process in well-mixed populations, but almost identical results are found for the Wright-Fisher and Pairwise Comparison processes. Surprisingly simple conditions specify whether a strategy is more abundant on average than 1/n, or than another strategy, in the mutation-selection equilibrium. We find one condition that holds for low mutation rate and another condition that holds for high mutation rate. A linear combination of these two conditions holds for any mutation rate. Our results allow a complete characterization of nxn games in the limit of weak selection.

Dynamically orthogonal field equations for stochastic flows and particle dynamics

DTIC Science & Technology

2011-02-01

where uncertainty ‘lives’ as well as a system of Stochastic Di erential Equations that de nes how the uncertainty evolves in the time varying stochastic ... stochastic dynamical component that are both time and space dependent, we derive a system of field equations consisting of a Partial Differential Equation...a system of Stochastic Differential Equations that defines how the stochasticity evolves in the time varying stochastic subspace. These new

Consciousness, crosstalk, and the mereological fallacy: An evolutionary perspective

NASA Astrophysics Data System (ADS)

Wallace, Rodrick

2012-12-01

The cross-sectional decontextualization afflicting contemporary neuroscience - attributing to ‘the brain’ what is the province of the whole organism - is mirrored by an evolutionary decontextualization exceptionalizing consciousness. The living state is characterized by cognitive processes at all scales and levels of organization. Many can be associated with dual information sources that ‘speak’ a ‘language’ of behavior-in-context. Shifting global broadcasts analogous to consciousness, albeit far slower - wound healing, tumor control, immune function, gene expression, etc. - have emerged through repeated evolutionary exaptation of the crosstalk and noise inherent to all information transmission. These recruit ‘unconscious’ cognitive modules into tunable arrays as needed to meet threats and opportunities across multiple frames of reference. The development is straightforward, based on the powerful necessary conditions imposed by the asymptotic limit theorems of communication theory, in the same sense that the Central Limit Theorem constrains sums of stochastic variates. Recognition of information as a form of free energy instantiated by physical processes that consume free energy permits analogs to phase transition and nonequilibrium thermodynamic arguments, leading to ‘dynamic regression models’ useful for data analysis.

Comparative Genomics of Listeria Sensu Lato: Genus-Wide Differences in Evolutionary Dynamics and the Progressive Gain of Complex, Potentially Pathogenicity-Related Traits through Lateral Gene Transfer.

PubMed

Chiara, Matteo; Caruso, Marta; D'Erchia, Anna Maria; Manzari, Caterina; Fraccalvieri, Rosa; Goffredo, Elisa; Latorre, Laura; Miccolupo, Angela; Padalino, Iolanda; Santagada, Gianfranco; Chiocco, Doriano; Pesole, Graziano; Horner, David S; Parisi, Antonio

2015-07-15

Historically, genome-wide and molecular characterization of the genus Listeria has concentrated on the important human pathogen Listeria monocytogenes and a small number of closely related species, together termed Listeria sensu strictu. More recently, a number of genome sequences for more basal, and nonpathogenic, members of the Listeria genus have become available, facilitating a wider perspective on the evolution of pathogenicity and genome level evolutionary dynamics within the entire genus (termed Listeria sensu lato). Here, we have sequenced the genomes of additional Listeria fleischmannii and Listeria newyorkensis isolates and explored the dynamics of genome evolution in Listeria sensu lato. Our analyses suggest that acquisition of genetic material through gene duplication and divergence as well as through lateral gene transfer (mostly from outside Listeria) is widespread throughout the genus. Novel genetic material is apparently subject to rapid turnover. Multiple lines of evidence point to significant differences in evolutionary dynamics between the most basal Listeria subclade and all other congeners, including both sensu strictu and other sensu lato isolates. Strikingly, these differences are likely attributable to stochastic, population-level processes and contribute to observed variation in genome size across the genus. Notably, our analyses indicate that the common ancestor of Listeria sensu lato lacked flagella, which were acquired by lateral gene transfer by a common ancestor of Listeria grayi and Listeria sensu strictu, whereas a recently functionally characterized pathogenicity island, responsible for the capacity to produce cobalamin and utilize ethanolamine/propane-2-diol, was acquired in an ancestor of Listeria sensu strictu. © The Author(s) 2015. Published by Oxford University Press on behalf of the Society for Molecular Biology and Evolution.

Tangent map intermittency as an approximate analysis of intermittency in a high dimensional fully stochastic dynamical system: The Tangled Nature model.

PubMed

Diaz-Ruelas, Alvaro; Jeldtoft Jensen, Henrik; Piovani, Duccio; Robledo, Alberto

2016-12-01

It is well known that low-dimensional nonlinear deterministic maps close to a tangent bifurcation exhibit intermittency and this circumstance has been exploited, e.g., by Procaccia and Schuster [Phys. Rev. A 28, 1210 (1983)], to develop a general theory of 1/f spectra. This suggests it is interesting to study the extent to which the behavior of a high-dimensional stochastic system can be described by such tangent maps. The Tangled Nature (TaNa) Model of evolutionary ecology is an ideal candidate for such a study, a significant model as it is capable of reproducing a broad range of the phenomenology of macroevolution and ecosystems. The TaNa model exhibits strong intermittency reminiscent of punctuated equilibrium and, like the fossil record of mass extinction, the intermittency in the model is found to be non-stationary, a feature typical of many complex systems. We derive a mean-field version for the evolution of the likelihood function controlling the reproduction of species and find a local map close to tangency. This mean-field map, by our own local approximation, is able to describe qualitatively only one episode of the intermittent dynamics of the full TaNa model. To complement this result, we construct a complete nonlinear dynamical system model consisting of successive tangent bifurcations that generates time evolution patterns resembling those of the full TaNa model in macroscopic scales. The switch from one tangent bifurcation to the next in the sequences produced in this model is stochastic in nature, based on criteria obtained from the local mean-field approximation, and capable of imitating the changing set of types of species and total population in the TaNa model. The model combines full deterministic dynamics with instantaneous parameter random jumps at stochastically drawn times. In spite of the limitations of our approach, which entails a drastic collapse of degrees of freedom, the description of a high-dimensional model system in terms of a low-dimensional one appears to be illuminating.

Stochastic modeling indicates that aging and somatic evolution in the hematopoetic system are driven by non-cell-autonomous processes.

PubMed

Rozhok, Andrii I; Salstrom, Jennifer L; DeGregori, James

2014-12-01

Age-dependent tissue decline and increased cancer incidence are widely accepted to be rate-limited by the accumulation of somatic mutations over time. Current models of carcinogenesis are dominated by the assumption that oncogenic mutations have defined advantageous fitness effects on recipient stem and progenitor cells, promoting and rate-limiting somatic evolution. However, this assumption is markedly discrepant with evolutionary theory, whereby fitness is a dynamic property of a phenotype imposed upon and widely modulated by environment. We computationally modeled dynamic microenvironment-dependent fitness alterations in hematopoietic stem cells (HSC) within the Sprengel-Liebig system known to govern evolution at the population level. Our model for the first time integrates real data on age-dependent dynamics of HSC division rates, pool size, and accumulation of genetic changes and demonstrates that somatic evolution is not rate-limited by the occurrence of mutations, but instead results from aged microenvironment-driven alterations in the selective/fitness value of previously accumulated genetic changes. Our results are also consistent with evolutionary models of aging and thus oppose both somatic mutation-centric paradigms of carcinogenesis and tissue functional decline. In total, we demonstrate that aging directly promotes HSC fitness decline and somatic evolution via non-cell-autonomous mechanisms.

Simple stochastic birth and death models of genome evolution: was there enough time for us to evolve?

PubMed

Karev, Georgy P; Wolf, Yuri I; Koonin, Eugene V

2003-10-12

The distributions of many genome-associated quantities, including the membership of paralogous gene families can be approximated with power laws. We are interested in developing mathematical models of genome evolution that adequately account for the shape of these distributions and describe the evolutionary dynamics of their formation. We show that simple stochastic models of genome evolution lead to power-law asymptotics of protein domain family size distribution. These models, called Birth, Death and Innovation Models (BDIM), represent a special class of balanced birth-and-death processes, in which domain duplication and deletion rates are asymptotically equal up to the second order. The simplest, linear BDIM shows an excellent fit to the observed distributions of domain family size in diverse prokaryotic and eukaryotic genomes. However, the stochastic version of the linear BDIM explored here predicts that the actual size of large paralogous families is reached on an unrealistically long timescale. We show that introduction of non-linearity, which might be interpreted as interaction of a particular order between individual family members, allows the model to achieve genome evolution rates that are much better compatible with the current estimates of the rates of individual duplication/loss events.

Evolution and Extinction Dynamics in Rugged Fitness Landscapes

NASA Astrophysics Data System (ADS)

Sibani, Paolo; Brandt, Michael; Alstrøm, Preben

After an introductory section summarizing the paleontological data and some of their theoretical descriptions, we describe the "reset" model and its (in part analytically soluble) mean field version, which have been briefly introduced in Letters.1,2 Macroevolution is considered as a problem of stochastic dynamics in a system with many competing agents. Evolutionary events (speciations and extinctions) are triggered by fitness records found by random exploration of the agents' fitness landscapes. As a consequence, the average fitness in the system increases logarithmically with time, while the rate of extinction steadily decreases. This non-stationary dynamics is studied by numerical simulations and, in a simpler mean field version, analytically. We also consider the effect of externally added "mass" extinctions. The predictions for various quantities of paleontological interest (life-time distribution, distribution of event sizes and behavior of the rate of extinction) are robust and in good agreement with available data.

On the Interplay between the Evolvability and Network Robustness in an Evolutionary Biological Network: A Systems Biology Approach

PubMed Central

Chen, Bor-Sen; Lin, Ying-Po

2011-01-01

In the evolutionary process, the random transmission and mutation of genes provide biological diversities for natural selection. In order to preserve functional phenotypes between generations, gene networks need to evolve robustly under the influence of random perturbations. Therefore, the robustness of the phenotype, in the evolutionary process, exerts a selection force on gene networks to keep network functions. However, gene networks need to adjust, by variations in genetic content, to generate phenotypes for new challenges in the network’s evolution, ie, the evolvability. Hence, there should be some interplay between the evolvability and network robustness in evolutionary gene networks. In this study, the interplay between the evolvability and network robustness of a gene network and a biochemical network is discussed from a nonlinear stochastic system point of view. It was found that if the genetic robustness plus environmental robustness is less than the network robustness, the phenotype of the biological network is robust in evolution. The tradeoff between the genetic robustness and environmental robustness in evolution is discussed from the stochastic stability robustness and sensitivity of the nonlinear stochastic biological network, which may be relevant to the statistical tradeoff between bias and variance, the so-called bias/variance dilemma. Further, the tradeoff could be considered as an antagonistic pleiotropic action of a gene network and discussed from the systems biology perspective. PMID:22084563

Computation of direct and inverse mutations with the SEGM web server (Stochastic Evolution of Genetic Motifs): an application to splice sites of human genome introns.

PubMed

Benard, Emmanuel; Michel, Christian J

2009-08-01

We present here the SEGM web server (Stochastic Evolution of Genetic Motifs) in order to study the evolution of genetic motifs both in the direct evolutionary sense (past-present) and in the inverse evolutionary sense (present-past). The genetic motifs studied can be nucleotides, dinucleotides and trinucleotides. As an example of an application of SEGM and to understand its functionalities, we give an analysis of inverse mutations of splice sites of human genome introns. SEGM is freely accessible at http://lsiit-bioinfo.u-strasbg.fr:8080/webMathematica/SEGM/SEGM.html directly or by the web site http://dpt-info.u-strasbg.fr/~michel/. To our knowledge, this SEGM web server is to date the only computational biology software in this evolutionary approach.

Genetic diversity, virulence and fitness evolution in an obligate fungal parasite of bees.

PubMed

Evison, S E F; Foley, K; Jensen, A B; Hughes, W O H

2015-01-01

Within-host competition is predicted to drive the evolution of virulence in parasites, but the precise outcomes of such interactions are often unpredictable due to many factors including the biology of the host and the parasite, stochastic events and co-evolutionary interactions. Here, we use a serial passage experiment (SPE) with three strains of a heterothallic fungal parasite (Ascosphaera apis) of the Honey bee (Apis mellifera) to assess how evolving under increasing competitive pressure affects parasite virulence and fitness evolution. The results show an increase in virulence after successive generations of selection and consequently faster production of spores. This faster sporulation, however, did not translate into more spores being produced during this longer window of sporulation; rather, it appeared to induce a loss of fitness in terms of total spore production. There was no evidence to suggest that a greater diversity of competing strains was a driver of this increased virulence and subsequent fitness cost, but rather that strain-specific competitive interactions influenced the evolutionary outcomes of mixed infections. It is possible that the parasite may have evolved to avoid competition with multiple strains because of its heterothallic mode of reproduction, which highlights the importance of understanding parasite biology when predicting disease dynamics. © 2014 European Society For Evolutionary Biology. Journal of Evolutionary Biology © 2014 European Society For Evolutionary Biology.

Evolutionary dynamics of phenotype-structured populations: from individual-level mechanisms to population-level consequences

NASA Astrophysics Data System (ADS)

Chisholm, Rebecca H.; Lorenzi, Tommaso; Desvillettes, Laurent; Hughes, Barry D.

2016-08-01

Epigenetic mechanisms are increasingly recognised as integral to the adaptation of species that face environmental changes. In particular, empirical work has provided important insights into the contribution of epigenetic mechanisms to the persistence of clonal species, from which a number of verbal explanations have emerged that are suited to logical testing by proof-of-concept mathematical models. Here, we present a stochastic agent-based model and a related deterministic integrodifferential equation model for the evolution of a phenotype-structured population composed of asexually-reproducing and competing organisms which are exposed to novel environmental conditions. This setting has relevance to the study of biological systems where colonising asexual populations must survive and rapidly adapt to hostile environments, like pathogenesis, invasion and tumour metastasis. We explore how evolution might proceed when epigenetic variation in gene expression can change the reproductive capacity of individuals within the population in the new environment. Simulations and analyses of our models clarify the conditions under which certain evolutionary paths are possible and illustrate that while epigenetic mechanisms may facilitate adaptation in asexual species faced with environmental change, they can also lead to a type of "epigenetic load" and contribute to extinction. Moreover, our results offer a formal basis for the claim that constant environments favour individuals with low rates of stochastic phenotypic variation. Finally, our model provides a "proof of concept" of the verbal hypothesis that phenotypic stability is a key driver in rescuing the adaptive potential of an asexual lineage and supports the notion that intense selection pressure can, to an extent, offset the deleterious effects of high phenotypic instability and biased epimutations, and steer an asexual population back from the brink of an evolutionary dead end.

Sex in an uncertain world: environmental stochasticity helps restore competitive balance between sexually and asexually reproducing populations.

PubMed

Park, A W; Vandekerkhove, J; Michalakis, Y

2014-08-01

Like many organisms, individuals of the freshwater ostracod species Eucypris virens exhibit either obligate sexual or asexual reproductive modes. Both types of individual routinely co-occur, including in the same temporary freshwater pond (their natural habitat in which they undergo seasonal diapause). Given the well-known two-fold cost of sex, this begs the question of how sexually reproducing individuals are able to coexist with their asexual counterparts in spite of such overwhelming costs. Environmental stochasticity in the form of 'false dawn' inundations (where the first hydration is ephemeral and causes loss of early hatching individuals) may provide an advantage to the sexual subpopulation, which shows greater variation in hatching times following inundation. We explore the potential role of environmental stochasticity in this system using life-history data analysis, climate data, and matrix projection models. In the absence of environmental stochasticity, the population growth rate is significantly lower in sexual subpopulations. Climate data reveal that 'false dawn' inundations are common. Using matrix projection modelling with and without environmental stochasticity, we demonstrate that this phenomenon can restore appreciable balance to the system, in terms of population growth rates. This provides support for the role of environmental stochasticity in helping to explain the maintenance of sex and the occurrence of geographical parthenogenesis. © 2014 The Authors. Journal of Evolutionary Biology © 2014 European Society For Evolutionary Biology.

Transient ensemble dynamics in time-independent galactic potentials

NASA Astrophysics Data System (ADS)

Mahon, M. Elaine; Abernathy, Robert A.; Bradley, Brendan O.; Kandrup, Henry E.

1995-07-01

This paper summarizes a numerical investigation of the short-time, possibly transient, behaviour of ensembles of stochastic orbits evolving in fixed non-integrable potentials, with the aim of deriving insights into the structure and evolution of galaxies. The simulations involved three different two-dimensional potentials, quite different in appearance. However, despite these differences, ensembles in all three potentials exhibit similar behaviour. This suggests that the conclusions inferred from the simulations are robust, relying only on basic topological properties, e.g., the existence of KAM tori and cantori. Generic ensembles of initial conditions, corresponding to stochastic orbits, exhibit a rapid coarse-grained approach towards a near-invariant distribution on a time-scale <>t_H, although various irregularities associated with external and/or internal irregularities can drastically accelerate this process. A principal tool in the analysis is the notion of a local Liapounov exponent, which provides a statistical characterization of the overall instability of stochastic orbits over finite time intervals. In particular, there is a precise sense in which confined stochastic orbits are less unstable, with smaller local Liapounov exponents, than are unconfined stochastic orbits.

Neutral Community Dynamics and the Evolution of Species Interactions.

PubMed

Coelho, Marco Túlio P; Rangel, Thiago F

2018-04-01

A contemporary goal in ecology is to determine the ecological and evolutionary processes that generate recurring structural patterns in mutualistic networks. One of the great challenges is testing the capacity of neutral processes to replicate observed patterns in ecological networks, since the original formulation of the neutral theory lacks trophic interactions. Here, we develop a stochastic-simulation neutral model adding trophic interactions to the neutral theory of biodiversity. Without invoking ecological differences among individuals of different species, and assuming that ecological interactions emerge randomly, we demonstrate that a spatially explicit multitrophic neutral model is able to capture the recurrent structural patterns of mutualistic networks (i.e., degree distribution, connectance, nestedness, and phylogenetic signal of species interactions). Nonrandom species distribution, caused by probabilistic events of migration and speciation, create nonrandom network patterns. These findings have broad implications for the interpretation of niche-based processes as drivers of ecological networks, as well as for the integration of network structures with demographic stochasticity.

Population genetics inside a cell: Mutations and mitochondrial genome maintenance

NASA Astrophysics Data System (ADS)

Goyal, Sidhartha; Shraiman, Boris; Gottschling, Dan

2012-02-01

In realistic ecological and evolutionary systems natural selection acts on multiple levels, i.e. it acts on individuals as well as on collection of individuals. An understanding of evolutionary dynamics of such systems is limited in large part due to the lack of experimental systems that can challenge theoretical models. Mitochondrial genomes (mtDNA) are subjected to selection acting on cellular as well as organelle levels. It is well accepted that mtDNA in yeast Saccharomyces cerevisiae is unstable and can degrade over time scales comparable to yeast cell division time. We utilize a recent technology designed in Gottschling lab to extract DNA from populations of aged yeast cells and deep sequencing to characterize mtDNA variation in a population of young and old cells. In tandem, we developed a stochastic model that includes the essential features of mitochondrial biology that provides a null model for expected mtDNA variation. Overall, we find approximately 2% of the polymorphic loci that show significant increase in frequency as cells age providing direct evidence for organelle level selection. Such quantitative study of mtDNA dynamics is absolutely essential to understand the propagation of mtDNA mutations linked to a spectrum of age-related diseases in humans.

Stochastic description of quantum Brownian dynamics

NASA Astrophysics Data System (ADS)

Yan, Yun-An; Shao, Jiushu

2016-08-01

Classical Brownian motion has well been investigated since the pioneering work of Einstein, which inspired mathematicians to lay the theoretical foundation of stochastic processes. A stochastic formulation for quantum dynamics of dissipative systems described by the system-plus-bath model has been developed and found many applications in chemical dynamics, spectroscopy, quantum transport, and other fields. This article provides a tutorial review of the stochastic formulation for quantum dissipative dynamics. The key idea is to decouple the interaction between the system and the bath by virtue of the Hubbard-Stratonovich transformation or Itô calculus so that the system and the bath are not directly entangled during evolution, rather they are correlated due to the complex white noises introduced. The influence of the bath on the system is thereby defined by an induced stochastic field, which leads to the stochastic Liouville equation for the system. The exact reduced density matrix can be calculated as the stochastic average in the presence of bath-induced fields. In general, the plain implementation of the stochastic formulation is only useful for short-time dynamics, but not efficient for long-time dynamics as the statistical errors go very fast. For linear and other specific systems, the stochastic Liouville equation is a good starting point to derive the master equation. For general systems with decomposable bath-induced processes, the hierarchical approach in the form of a set of deterministic equations of motion is derived based on the stochastic formulation and provides an effective means for simulating the dissipative dynamics. A combination of the stochastic simulation and the hierarchical approach is suggested to solve the zero-temperature dynamics of the spin-boson model. This scheme correctly describes the coherent-incoherent transition (Toulouse limit) at moderate dissipation and predicts a rate dynamics in the overdamped regime. Challenging problems such as the dynamical description of quantum phase transition (local- ization) and the numerical stability of the trace-conserving, nonlinear stochastic Liouville equation are outlined.

Detecting evolutionary forces in language change.

PubMed

Newberry, Mitchell G; Ahern, Christopher A; Clark, Robin; Plotkin, Joshua B

2017-11-09

Both language and genes evolve by transmission over generations with opportunity for differential replication of forms. The understanding that gene frequencies change at random by genetic drift, even in the absence of natural selection, was a seminal advance in evolutionary biology. Stochastic drift must also occur in language as a result of randomness in how linguistic forms are copied between speakers. Here we quantify the strength of selection relative to stochastic drift in language evolution. We use time series derived from large corpora of annotated texts dating from the 12th to 21st centuries to analyse three well-known grammatical changes in English: the regularization of past-tense verbs, the introduction of the periphrastic 'do', and variation in verbal negation. We reject stochastic drift in favour of selection in some cases but not in others. In particular, we infer selection towards the irregular forms of some past-tense verbs, which is likely driven by changing frequencies of rhyming patterns over time. We show that stochastic drift is stronger for rare words, which may explain why rare forms are more prone to replacement than common ones. This work provides a method for testing selective theories of language change against a null model and reveals an underappreciated role for stochasticity in language evolution.

Reconstruction of the evolution of microbial defense systems.

PubMed

Puigbò, Pere; Makarova, Kira S; Kristensen, David M; Wolf, Yuri I; Koonin, Eugene V

2017-04-04

Evolution of bacterial and archaeal genomes is a highly dynamic process that involves intensive loss of genes as well as gene gain via horizontal transfer, with a lesser contribution from gene duplication. The rates of these processes can be estimated by comparing genomes that are linked by an evolutionary tree. These estimated rates of genome dynamics events substantially differ for different functional classes of genes. The genes involved in defense against viruses and other invading DNA are among those that are gained and lost at the highest rates. We employed a stochastic birth-and-death model to obtain maximum likelihood estimates of the rates of gain and loss of defense genes in 35 groups of closely related bacterial genomes and one group of archaeal genomes. We find that on average, the defense genes experience 1.4 fold higher flux than the rest of microbial genes. This excessive flux of defense genes over the genomic mean is consistent across diverse microbial groups. The few exceptions include intracellular parasites with small, degraded genomes that possess few defense systems which are more stable than in other microbes. Generally, defense genes follow the previously established pattern of genome dynamics, with gene family loss being about 3 times more common than gain and an order of magnitude more common than expansion or contraction of gene families. Case by case analysis of the evolutionary dynamics of defense genes indicates frequent multiple events in the same locus and widespread involvement of mobile elements in the gain and loss of defense genes. Evolution of microbial defense systems is highly dynamic but, notwithstanding the host-parasite arms race, generally follows the same trends that have been established for the rest of the genes. Apart from the paucity and the low flux of defense genes in parasitic bacteria with deteriorating genomes, there is no clear connection between the evolutionary regime of defense systems and microbial life style.

Evolutionary dynamics in finite populations can explain the full range of cooperative behaviors observed in the centipede game.

PubMed

Rand, David G; Nowak, Martin A

2012-05-07

Classical economic models make behavioral predictions based on the assumption that people are fully rational and care only about maximizing their own payoffs. Although this approach successfully explains human behavior in many situations, there is a wealth of experimental evidence demonstrating conditions where people deviate from the predictions of these models. One setting that has received particular attention is fixed length repeated games. Iterating a social dilemma can promote cooperation through direct reciprocity, even if it is common knowledge that all players are rational and self-interested. However, this is not the case if the length of the game is known to the players. In the final round, a rational player will defect, because there is no future to be concerned with. But if you know the other player will defect in the last round, then you should defect in the second to last round, and so on. This logic of backwards induction leads to immediate defection as the only rational (sub-game perfect Nash equilibrium) strategy. When people actually play such games, however, immediate defection is rare. Here we use evolutionary dynamics in finite populations to study the centipede game, which is designed to explore this issue of backwards induction. We make the following observation: since full cooperation can risk-dominate immediate defection in the centipede game, stochastic evolutionary dynamics can favor both delayed defection and even full cooperation. Furthermore, our evolutionary model can quantitatively reproduce human behavior from two experiments by fitting a single free parameter, which is the product of population size and selection intensity. Thus we provide evidence that people's cooperative behavior in fixed length games, which is often called 'irrational', may in fact be the favored outcome of natural selection. Copyright © 2012 Elsevier Ltd. All rights reserved.

Fixation of strategies with the Moran and Fermi processes in evolutionary games

NASA Astrophysics Data System (ADS)

Liu, Xuesong; He, Mingfeng; Kang, Yibin; Pan, Qiuhui

2017-10-01

A model of stochastic evolutionary game dynamics with finite population was built. It combines the standard Moran and Fermi rules with two strategies cooperation and defection. We obtain the expressions of fixation probabilities and fixation times. The one-third rule which has been found in the frequency dependent Moran process also holds for our model. We obtain the conditions of strategy being an evolutionarily stable strategy in our model, and then make a comparison with the standard Moran process. Besides, the analytical results show that compared with the standard Moran process, fixation occurs with higher probabilities under a prisoner's dilemma game and coordination game, but with lower probabilities under a coexistence game. The simulation result shows that the fixation time in our mixed process is lower than that in the standard Fermi process. In comparison with the standard Moran process, fixation always takes more time on average in spatial populations, regardless of the game. In addition, the fixation time decreases with the growth of the number of neighbors.

A stochastic evolution model for residue Insertion-Deletion Independent from Substitution.

PubMed

Lèbre, Sophie; Michel, Christian J

2010-12-01

We develop here a new class of stochastic models of gene evolution based on residue Insertion-Deletion Independent from Substitution (IDIS). Indeed, in contrast to all existing evolution models, insertions and deletions are modeled here by a concept in population dynamics. Therefore, they are not only independent from each other, but also independent from the substitution process. After a separate stochastic analysis of the substitution and the insertion-deletion processes, we obtain a matrix differential equation combining these two processes defining the IDIS model. By deriving a general solution, we give an analytical expression of the residue occurrence probability at evolution time t as a function of a substitution rate matrix, an insertion rate vector, a deletion rate and an initial residue probability vector. Various mathematical properties of the IDIS model in relation with time t are derived: time scale, time step, time inversion and sequence length. Particular expressions of the nucleotide occurrence probability at time t are given for classical substitution rate matrices in various biological contexts: equal insertion rate, insertion-deletion only and substitution only. All these expressions can be directly used for biological evolutionary applications. The IDIS model shows a strongly different stochastic behavior from the classical substitution only model when compared on a gene dataset. Indeed, by considering three processes of residue insertion, deletion and substitution independently from each other, it allows a more realistic representation of gene evolution and opens new directions and applications in this research field. Copyright © 2010 Elsevier Ltd. All rights reserved.

Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics.

PubMed

Cotter, C J; Gottwald, G A; Holm, D D

2017-09-01

In Holm (Holm 2015 Proc. R. Soc. A 471 , 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small-scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby obtaining stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centring condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow.

Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics

PubMed Central

Cotter, C. J.

2017-01-01

In Holm (Holm 2015 Proc. R. Soc. A 471, 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small-scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby obtaining stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centring condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow. PMID:28989316

The molecular and mathematical basis of Waddington's epigenetic landscape: a framework for post-Darwinian biology?

PubMed

Huang, Sui

2012-02-01

The Neo-Darwinian concept of natural selection is plausible when one assumes a straightforward causation of phenotype by genotype. However, such simple 1:1 mapping must now give place to the modern concepts of gene regulatory networks and gene expression noise. Both can, in the absence of genetic mutations, jointly generate a diversity of inheritable randomly occupied phenotypic states that could also serve as a substrate for natural selection. This form of epigenetic dynamics challenges Neo-Darwinism. It needs to incorporate the non-linear, stochastic dynamics of gene networks. A first step is to consider the mathematical correspondence between gene regulatory networks and Waddington's metaphoric 'epigenetic landscape', which actually represents the quasi-potential function of global network dynamics. It explains the coexistence of multiple stable phenotypes within one genotype. The landscape's topography with its attractors is shaped by evolution through mutational re-wiring of regulatory interactions - offering a link between genetic mutation and sudden, broad evolutionary changes. Copyright © 2012 WILEY Periodicals, Inc.

Hyperbolic scaling and computing in social crowds: Comment on "Human behaviours in evacuation crowd dynamics: From modelling to "big data" toward crisis management" by Nicola Bellomo et al.

NASA Astrophysics Data System (ADS)

Outada, Nisrine

2016-09-01

I have read with great interest the paper [5] where the authors present an overview and critical analysis of the literature on the modeling of the crowd dynamics with special attention to evacuation dynamics. The approach developed is based on suitable development of methods of the kinetic theory. Interactions, which lead to the decision choice, are modeled by theoretical tools of stochastic evolutionary game theory [11,12]. However, the paper [5] provides not only a survey focused on topics of great interest for our society, but also it looks ahead to a variety of interesting and challenging mathematical problems. Specifically, I am interested in the derivation of macroscopic (hydrodynamic) models from the underlying description given from the kinetic theory approach, more specifically by the kinetic theory for active particles [8]. A general reference on crowd modeling is the recently published book [10].

Applications of Evolutionary Technology to Manufacturing and Logistics Systems : State-of-the Art Survey

NASA Astrophysics Data System (ADS)

Gen, Mitsuo; Lin, Lin

Many combinatorial optimization problems from industrial engineering and operations research in real-world are very complex in nature and quite hard to solve them by conventional techniques. Since the 1960s, there has been an increasing interest in imitating living beings to solve such kinds of hard combinatorial optimization problems. Simulating the natural evolutionary process of human beings results in stochastic optimization techniques called evolutionary algorithms (EAs), which can often outperform conventional optimization methods when applied to difficult real-world problems. In this survey paper, we provide a comprehensive survey of the current state-of-the-art in the use of EA in manufacturing and logistics systems. In order to demonstrate the EAs which are powerful and broadly applicable stochastic search and optimization techniques, we deal with the following engineering design problems: transportation planning models, layout design models and two-stage logistics models in logistics systems; job-shop scheduling, resource constrained project scheduling in manufacturing system.

Evolutionary and ecological forces that shape the bacterial communities of the human gut

PubMed Central

Messer, Jeannette S.; Liechty, Emma R; Vogel, Olivia A.; Chang, Eugene B.

2017-01-01

Since microbes were first described in the mid-1600's, we have come to appreciate that they live all around and within us with both beneficial and detrimental effects on nearly every aspect of our lives. The human gastrointestinal tract is inhabited by a dynamic community of trillions of bacteria that constantly interact with each other and their human host. The acquisition of these bacteria is not stochastic, but determined by circumstance (environment), host rules (genetics, immune state, mucus, etc), and dynamic self-selection among microbes to form stable, resilient communities that are in balance with the host. In this review, we will discuss how these factors lead to formation of the gut bacterial community and influence its interactions with the host. We will also address how gut bacteria contribute to disease and how they could potentially be targeted to prevent and treat a variety of human ailments. PMID:28145439

Mutation-selection equilibrium in games with mixed strategies.

PubMed

Tarnita, Corina E; Antal, Tibor; Nowak, Martin A

2009-11-07

We develop a new method for studying stochastic evolutionary game dynamics of mixed strategies. We consider the general situation: there are n pure strategies whose interactions are described by an nxn payoff matrix. Players can use mixed strategies, which are given by the vector (p(1),...,p(n)). Each entry specifies the probability to use the corresponding pure strategy. The sum over all entries is one. Therefore, a mixed strategy is a point in the simplex S(n). We study evolutionary dynamics in a well-mixed population of finite size. Individuals reproduce proportional to payoff. We consider the case of weak selection, which means the payoff from the game is only a small contribution to overall fitness. Reproduction can be subject to mutation; a mutant adopts a randomly chosen mixed strategy. We calculate the average abundance of every mixed strategy in the stationary distribution of the mutation-selection process. We find the crucial conditions that specify if a strategy is favored or opposed by selection. One condition holds for low mutation rate, another for high mutation rate. The result for any mutation rate is a linear combination of those two. As a specific example we study the Hawk-Dove game. We prove general statements about the relationship between games with pure and with mixed strategies.

A theoretical comparison of evolutionary algorithms and simulated annealing

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hart, W.E.

1995-08-28

This paper theoretically compares the performance of simulated annealing and evolutionary algorithms. Our main result is that under mild conditions a wide variety of evolutionary algorithms can be shown to have greater performance than simulated annealing after a sufficiently large number of function evaluations. This class of EAs includes variants of evolutionary strategie and evolutionary programming, the canonical genetic algorithm, as well as a variety of genetic algorithms that have been applied to combinatorial optimization problems. The proof of this result is based on a performance analysis of a very general class of stochastic optimization algorithms, which has implications formore » the performance of a variety of other optimization algorithm.« less

Chaotic evolution of prisoner's dilemma game with volunteering on interdependent networks

NASA Astrophysics Data System (ADS)

Luo, Chao; Zhang, Xiaolin; Zheng, YuanJie

2017-06-01

In this article, the evolution of prisoner's dilemma game with volunteering on interdependent networks is investigated. Different from the traditional two-strategy game, voluntary participation as an additional strategy is involved in repeated game, that can introduce more complex evolutionary dynamics. And, interdependent networks provide a more generalized network architecture to study the intricate variability of dynamics. We have showed that voluntary participation could effectively promote the density of co-operation, that is also greatly affected by interdependent strength between two coupled networks. We further discussed the influence of interdependent strength on the densities of different strategies and found that an intermediate interdependence would play a bigger role on the evolution of dynamics. Subsequently, the critical values of the defection temptation for phase transitions under different conditions have been studied. Moreover, the global oscillations induced by the circle of dominance of three strategies on interdependent networks have been quantitatively investigated. Counter-intuitively, the oscillations of strategy densities are not periodic or stochastic, but have rich dynamical behaviors. By means of various analysis tools, we have demonstrated the global oscillations of strategy densities possessed chaotic characteristics.

Computationally efficient stochastic optimization using multiple realizations

NASA Astrophysics Data System (ADS)

Bayer, P.; Bürger, C. M.; Finkel, M.

2008-02-01

The presented study is concerned with computationally efficient methods for solving stochastic optimization problems involving multiple equally probable realizations of uncertain parameters. A new and straightforward technique is introduced that is based on dynamically ordering the stack of realizations during the search procedure. The rationale is that a small number of critical realizations govern the output of a reliability-based objective function. By utilizing a problem, which is typical to designing a water supply well field, several variants of this "stack ordering" approach are tested. The results are statistically assessed, in terms of optimality and nominal reliability. This study demonstrates that the simple ordering of a given number of 500 realizations while applying an evolutionary search algorithm can save about half of the model runs without compromising the optimization procedure. More advanced variants of stack ordering can, if properly configured, save up to more than 97% of the computational effort that would be required if the entire number of realizations were considered. The findings herein are promising for similar problems of water management and reliability-based design in general, and particularly for non-convex problems that require heuristic search techniques.

Identification and stochastic control of helicopter dynamic modes

NASA Technical Reports Server (NTRS)

Molusis, J. A.; Bar-Shalom, Y.

1983-01-01

A general treatment of parameter identification and stochastic control for use on helicopter dynamic systems is presented. Rotor dynamic models, including specific applications to rotor blade flapping and the helicopter ground resonance problem are emphasized. Dynamic systems which are governed by periodic coefficients as well as constant coefficient models are addressed. The dynamic systems are modeled by linear state variable equations which are used in the identification and stochastic control formulation. The pure identification problem as well as the stochastic control problem which includes combined identification and control for dynamic systems is addressed. The stochastic control problem includes the effect of parameter uncertainty on the solution and the concept of learning and how this is affected by the control's duel effect. The identification formulation requires algorithms suitable for on line use and thus recursive identification algorithms are considered. The applications presented use the recursive extended kalman filter for parameter identification which has excellent convergence for systems without process noise.

Non-linear dynamic characteristics and optimal control of giant magnetostrictive film subjected to in-plane stochastic excitation

NASA Astrophysics Data System (ADS)

Zhu, Z. W.; Zhang, W. D.; Xu, J.

2014-03-01

The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposed in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.

Stochastic dynamics of melt ponds and sea ice-albedo climate feedback

NASA Astrophysics Data System (ADS)

Sudakov, Ivan

Evolution of melt ponds on the Arctic sea surface is a complicated stochastic process. We suggest a low-order model with ice-albedo feedback which describes stochastic dynamics of melt ponds geometrical characteristics. The model is a stochastic dynamical system model of energy balance in the climate system. We describe the equilibria in this model. We conclude the transition in fractal dimension of melt ponds affects the shape of the sea ice albedo curve.

A parametric interpretation of Bayesian Nonparametric Inference from Gene Genealogies: Linking ecological, population genetics and evolutionary processes.

PubMed

Ponciano, José Miguel

2017-11-22

Using a nonparametric Bayesian approach Palacios and Minin (2013) dramatically improved the accuracy, precision of Bayesian inference of population size trajectories from gene genealogies. These authors proposed an extension of a Gaussian Process (GP) nonparametric inferential method for the intensity function of non-homogeneous Poisson processes. They found that not only the statistical properties of the estimators were improved with their method, but also, that key aspects of the demographic histories were recovered. The authors' work represents the first Bayesian nonparametric solution to this inferential problem because they specify a convenient prior belief without a particular functional form on the population trajectory. Their approach works so well and provides such a profound understanding of the biological process, that the question arises as to how truly "biology-free" their approach really is. Using well-known concepts of stochastic population dynamics, here I demonstrate that in fact, Palacios and Minin's GP model can be cast as a parametric population growth model with density dependence and environmental stochasticity. Making this link between population genetics and stochastic population dynamics modeling provides novel insights into eliciting biologically meaningful priors for the trajectory of the effective population size. The results presented here also bring novel understanding of GP as models for the evolution of a trait. Thus, the ecological principles foundation of Palacios and Minin (2013)'s prior adds to the conceptual and scientific value of these authors' inferential approach. I conclude this note by listing a series of insights brought about by this connection with Ecology. Copyright © 2017 The Author. Published by Elsevier Inc. All rights reserved.

Nature-Inspired Cognitive Evolution to Play MS. Pac-Man

NASA Astrophysics Data System (ADS)

Tan, Tse Guan; Teo, Jason; Anthony, Patricia

Recent developments in nature-inspired computation have heightened the need for research into the three main areas of scientific, engineering and industrial applications. Some approaches have reported that it is able to solve dynamic problems and very useful for improving the performance of various complex systems. So far however, there has been little discussion about the effectiveness of the application of these models to computer and video games in particular. The focus of this research is to explore the hybridization of nature-inspired computation methods for optimization of neural network-based cognition in video games, in this case the combination of a neural network with an evolutionary algorithm. In essence, a neural network is an attempt to mimic the extremely complex human brain system, which is building an artificial brain that is able to self-learn intelligently. On the other hand, an evolutionary algorithm is to simulate the biological evolutionary processes that evolve potential solutions in order to solve the problems or tasks by applying the genetic operators such as crossover, mutation and selection into the solutions. This paper investigates the abilities of Evolution Strategies (ES) to evolve feed-forward artificial neural network's internal parameters (i.e. weight and bias values) for automatically generating Ms. Pac-man controllers. The main objective of this game is to clear a maze of dots while avoiding the ghosts and to achieve the highest possible score. The experimental results show that an ES-based system can be successfully applied to automatically generate artificial intelligence for a complex, dynamic and highly stochastic video game environment.

Molecular Clock of Neutral Mutations in a Fitness-Increasing Evolutionary Process

PubMed Central

Iijima, Leo; Suzuki, Shingo; Hashimoto, Tomomi; Oyake, Ayana; Kobayashi, Hisaka; Someya, Yuki; Narisawa, Dai; Yomo, Tetsuya

2015-01-01

The molecular clock of neutral mutations, which represents linear mutation fixation over generations, is theoretically explained by genetic drift in fitness-steady evolution or hitchhiking in adaptive evolution. The present study is the first experimental demonstration for the molecular clock of neutral mutations in a fitness-increasing evolutionary process. The dynamics of genome mutation fixation in the thermal adaptive evolution of Escherichia coli were evaluated in a prolonged evolution experiment in duplicated lineages. The cells from the continuously fitness-increasing evolutionary process were subjected to genome sequencing and analyzed at both the population and single-colony levels. Although the dynamics of genome mutation fixation were complicated by the combination of the stochastic appearance of adaptive mutations and clonal interference, the mutation fixation in the population was simply linear over generations. Each genome in the population accumulated 1.6 synonymous and 3.1 non-synonymous neutral mutations, on average, by the spontaneous mutation accumulation rate, while only a single genome in the population occasionally acquired an adaptive mutation. The neutral mutations that preexisted on the single genome hitchhiked on the domination of the adaptive mutation. The successive fixation processes of the 128 mutations demonstrated that hitchhiking and not genetic drift were responsible for the coincidence of the spontaneous mutation accumulation rate in the genome with the fixation rate of neutral mutations in the population. The molecular clock of neutral mutations to the fitness-increasing evolution suggests that the numerous neutral mutations observed in molecular phylogenetic trees may not always have been fixed in fitness-steady evolution but in adaptive evolution. PMID:26177190

Molecular Clock of Neutral Mutations in a Fitness-Increasing Evolutionary Process.

PubMed

Kishimoto, Toshihiko; Ying, Bei-Wen; Tsuru, Saburo; Iijima, Leo; Suzuki, Shingo; Hashimoto, Tomomi; Oyake, Ayana; Kobayashi, Hisaka; Someya, Yuki; Narisawa, Dai; Yomo, Tetsuya

2015-07-01

The molecular clock of neutral mutations, which represents linear mutation fixation over generations, is theoretically explained by genetic drift in fitness-steady evolution or hitchhiking in adaptive evolution. The present study is the first experimental demonstration for the molecular clock of neutral mutations in a fitness-increasing evolutionary process. The dynamics of genome mutation fixation in the thermal adaptive evolution of Escherichia coli were evaluated in a prolonged evolution experiment in duplicated lineages. The cells from the continuously fitness-increasing evolutionary process were subjected to genome sequencing and analyzed at both the population and single-colony levels. Although the dynamics of genome mutation fixation were complicated by the combination of the stochastic appearance of adaptive mutations and clonal interference, the mutation fixation in the population was simply linear over generations. Each genome in the population accumulated 1.6 synonymous and 3.1 non-synonymous neutral mutations, on average, by the spontaneous mutation accumulation rate, while only a single genome in the population occasionally acquired an adaptive mutation. The neutral mutations that preexisted on the single genome hitchhiked on the domination of the adaptive mutation. The successive fixation processes of the 128 mutations demonstrated that hitchhiking and not genetic drift were responsible for the coincidence of the spontaneous mutation accumulation rate in the genome with the fixation rate of neutral mutations in the population. The molecular clock of neutral mutations to the fitness-increasing evolution suggests that the numerous neutral mutations observed in molecular phylogenetic trees may not always have been fixed in fitness-steady evolution but in adaptive evolution.

Multivariate moment closure techniques for stochastic kinetic models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lakatos, Eszter, E-mail: e.lakatos13@imperial.ac.uk; Ale, Angelique; Kirk, Paul D. W.

2015-09-07

Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporallymore » evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs.« less

Phase-Space Transport of Stochastic Chaos in Population Dynamics of Virus Spread

NASA Astrophysics Data System (ADS)

Billings, Lora; Bollt, Erik M.; Schwartz, Ira B.

2002-06-01

A general way to classify stochastic chaos is presented and applied to population dynamics models. A stochastic dynamical theory is used to develop an algorithmic tool to measure the transport across basin boundaries and predict the most probable regions of transport created by noise. The results of this tool are illustrated on a model of virus spread in a large population, where transport regions reveal how noise completes the necessary manifold intersections for the creation of emerging stochastic chaos.

Low Frequency Predictive Skill Despite Structural Instability and Model Error

DTIC Science & Technology

2014-09-30

Majda, based on earlier theoretical work. 1. Dynamic Stochastic Superresolution of sparseley observed turbulent systems M. Branicki (Post doc...of numerical models. Here, we introduce and study a suite of general Dynamic Stochastic Superresolution (DSS) algorithms and show that, by...resolving subgridscale turbulence through Dynamic Stochastic Superresolution utilizing aliased grids is a potential breakthrough for practical online

Applied Nonlinear Dynamics and Stochastic Systems Near The Millenium. Proceedings

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kadtke, J.B.; Bulsara, A.

These proceedings represent papers presented at the Applied Nonlinear Dynamics and Stochastic Systems conference held in San Diego, California in July 1997. The conference emphasized the applications of nonlinear dynamical systems theory in fields as diverse as neuroscience and biomedical engineering, fluid dynamics, chaos control, nonlinear signal/image processing, stochastic resonance, devices and nonlinear dynamics in socio{minus}economic systems. There were 56 papers presented at the conference and 5 have been abstracted for the Energy Science and Technology database.(AIP)

Phenotypic Evolution With and Beyond Genome Evolution.

PubMed

Félix, M-A

2016-01-01

DNA does not make phenotypes on its own. In this volume entitled "Genes and Phenotypic Evolution," the present review draws the attention on the process of phenotype construction-including development of multicellular organisms-and the multiple interactions and feedbacks between DNA, organism, and environment at various levels and timescales in the evolutionary process. First, during the construction of an individual's phenotype, DNA is recruited as a template for building blocks within the cellular context and may in addition be involved in dynamical feedback loops that depend on the environmental and organismal context. Second, in the production of phenotypic variation among individuals, stochastic, environmental, genetic, and parental sources of variation act jointly. While in controlled laboratory settings, various genetic and environmental factors can be tested one at a time or in various combinations, they cannot be separated in natural populations because the environment is not controlled and the genotype can rarely be replicated. Third, along generations, genotype and environment each have specific properties concerning the origin of their variation, the hereditary transmission of this variation, and the evolutionary feedbacks. Natural selection acts as a feedback from phenotype and environment to genotype. This review integrates recent results and concrete examples that illustrate these three points. Although some themes are shared with recent calls and claims to a new conceptual framework in evolutionary biology, the viewpoint presented here only means to add flesh to the standard evolutionary synthesis. © 2016 Elsevier Inc. All rights reserved.

Non-linear dynamic characteristics and optimal control of giant magnetostrictive film subjected to in-plane stochastic excitation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhu, Z. W., E-mail: zhuzhiwen@tju.edu.cn; Tianjin Key Laboratory of Non-linear Dynamics and Chaos Control, 300072, Tianjin; Zhang, W. D., E-mail: zhangwenditju@126.com

2014-03-15

The non-linear dynamic characteristics and optimal control of a giant magnetostrictive film (GMF) subjected to in-plane stochastic excitation were studied. Non-linear differential items were introduced to interpret the hysteretic phenomena of the GMF, and the non-linear dynamic model of the GMF subjected to in-plane stochastic excitation was developed. The stochastic stability was analysed, and the probability density function was obtained. The condition of stochastic Hopf bifurcation and noise-induced chaotic response were determined, and the fractal boundary of the system's safe basin was provided. The reliability function was solved from the backward Kolmogorov equation, and an optimal control strategy was proposedmore » in the stochastic dynamic programming method. Numerical simulation shows that the system stability varies with the parameters, and stochastic Hopf bifurcation and chaos appear in the process; the area of the safe basin decreases when the noise intensifies, and the boundary of the safe basin becomes fractal; the system reliability improved through stochastic optimal control. Finally, the theoretical and numerical results were proved by experiments. The results are helpful in the engineering applications of GMF.« less

Variational principles for stochastic fluid dynamics

PubMed Central

Holm, Darryl D.

2015-01-01

This paper derives stochastic partial differential equations (SPDEs) for fluid dynamics from a stochastic variational principle (SVP). The paper proceeds by taking variations in the SVP to derive stochastic Stratonovich fluid equations; writing their Itô representation; and then investigating the properties of these stochastic fluid models in comparison with each other, and with the corresponding deterministic fluid models. The circulation properties of the stochastic Stratonovich fluid equations are found to closely mimic those of the deterministic ideal fluid models. As with deterministic ideal flows, motion along the stochastic Stratonovich paths also preserves the helicity of the vortex field lines in incompressible stochastic flows. However, these Stratonovich properties are not apparent in the equivalent Itô representation, because they are disguised by the quadratic covariation drift term arising in the Stratonovich to Itô transformation. This term is a geometric generalization of the quadratic covariation drift term already found for scalar densities in Stratonovich's famous 1966 paper. The paper also derives motion equations for two examples of stochastic geophysical fluid dynamics; namely, the Euler–Boussinesq and quasi-geostropic approximations. PMID:27547083

A Generative Angular Model of Protein Structure Evolution

PubMed Central

Golden, Michael; García-Portugués, Eduardo; Sørensen, Michael; Mardia, Kanti V.; Hamelryck, Thomas; Hein, Jotun

2017-01-01

Abstract Recently described stochastic models of protein evolution have demonstrated that the inclusion of structural information in addition to amino acid sequences leads to a more reliable estimation of evolutionary parameters. We present a generative, evolutionary model of protein structure and sequence that is valid on a local length scale. The model concerns the local dependencies between sequence and structure evolution in a pair of homologous proteins. The evolutionary trajectory between the two structures in the protein pair is treated as a random walk in dihedral angle space, which is modeled using a novel angular diffusion process on the two-dimensional torus. Coupling sequence and structure evolution in our model allows for modeling both “smooth” conformational changes and “catastrophic” conformational jumps, conditioned on the amino acid changes. The model has interpretable parameters and is comparatively more realistic than previous stochastic models, providing new insights into the relationship between sequence and structure evolution. For example, using the trained model we were able to identify an apparent sequence–structure evolutionary motif present in a large number of homologous protein pairs. The generative nature of our model enables us to evaluate its validity and its ability to simulate aspects of protein evolution conditioned on an amino acid sequence, a related amino acid sequence, a related structure or any combination thereof. PMID:28453724

Evolution of fairness and coalition formation in three-person ultimatum games.

PubMed

Nishimura, Takeshi; Okada, Akira; Shirata, Yasuhiro

2017-05-07

We consider the evolution of fairness and coalition formation in a three-person ultimatum game in which the coalition value depends on its size. Traditional game theory, which assumes selfish and rational players, predicts the largest and efficient coalition with a proposer exploiting most of the total value. In a stochastic evolutionary model (the frequency-dependent Moran process with mutations) where players make errors in estimating the payoffs and strategies of others, evolutionary selection favors the formation of a two-person subcoalition under weak selection and in the low mutation limit if and only if its coalition value exceeds a high proportion (0.7) of that of the largest coalition. Proposers offer 30-35% of the subcoalition value to a coalition member, excluding a non-member. Multilateral bargaining is critically different from the bilateral one. Coalition-forming behavior may cause economic inefficiency and social exclusion. Stochastic evolutionary game theory thus provides theoretical support to explain the behavior of human subjects in economic experiments of a three-person ultimatum game. Copyright © 2017 Elsevier Ltd. All rights reserved.

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics.

PubMed

Arampatzis, Georgios; Katsoulakis, Markos A; Rey-Bellet, Luc

2016-03-14

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics

NASA Astrophysics Data System (ADS)

Arampatzis, Georgios; Katsoulakis, Markos A.; Rey-Bellet, Luc

2016-03-01

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systems with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.

Efficient estimators for likelihood ratio sensitivity indices of complex stochastic dynamics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Arampatzis, Georgios; Katsoulakis, Markos A.; Rey-Bellet, Luc

2016-03-14

We demonstrate that centered likelihood ratio estimators for the sensitivity indices of complex stochastic dynamics are highly efficient with low, constant in time variance and consequently they are suitable for sensitivity analysis in long-time and steady-state regimes. These estimators rely on a new covariance formulation of the likelihood ratio that includes as a submatrix a Fisher information matrix for stochastic dynamics and can also be used for fast screening of insensitive parameters and parameter combinations. The proposed methods are applicable to broad classes of stochastic dynamics such as chemical reaction networks, Langevin-type equations and stochastic models in finance, including systemsmore » with a high dimensional parameter space and/or disparate decorrelation times between different observables. Furthermore, they are simple to implement as a standard observable in any existing simulation algorithm without additional modifications.« less

Functional vs. Structural Modularity: do they imply each other?

NASA Astrophysics Data System (ADS)

Toroczkai, Zoltan

2009-03-01

While many deterministic and stochastic processes have been proposed to produce heterogeneous graphs mimicking real-world networks, only a handful of studies attempt to connect structure and dynamics with the function(s) performed by the network. In this talk I will present an approach built on the premise that structure, dynamics, and their observed heterogeneity, are implementations of various functions and their compositions. After a brief review of real-world networks where this connection can explicitly be made, I will focus on biological networks. Biological networks are known to possess functionally specialized modules, which perform tasks almost independently of each other. While proposals have been made for the evolutionary emergence of modularity, it is far from clear that adaptation on evolutionary timescales is the sole mechanism leading to functional specialization. We show that non-evolutionary learning can also lead to the formation of functionally specialized modules in a system exposed to multiple environmental constraints. A natural example suggesting that this is possible is the cerebral cortex, where there are clearly delineated functional areas in spite of the largely uniform anatomical construction of the cortical tissue. However, as numerous experiments show, when damaged, regions specialized for a certain function can be retrained to perform functions normally attributed to other regions. We use the paradigm of neural networks to represent a multitasking system, and use several non-evolutionary learning algorithms as mechanisms for phenotypic adaptation. We show that for a network learning to perform multiple tasks, the degree of independence between the tasks dictates the degree of functional specialization emerging in the network. To uncover the functional modules, we introduce a method of node knockouts that explicitly rates the contribution of each node to different tasks (differential robustness). Through a concrete example we also demonstrate the potential inability of purely topology-based clustering methods to detect functional modules. The robustness of these results suggests that similar mechanisms might be responsible for the emergence of functional specialization in other multitasking networks, as well, including social networks.

Nonlinear Dynamics, Chaotic and Complex Systems

NASA Astrophysics Data System (ADS)

Infeld, E.; Zelazny, R.; Galkowski, A.

2011-04-01

Part I. Dynamic Systems Bifurcation Theory and Chaos: 1. Chaos in random dynamical systems V. M. Gunldach; 2. Controlling chaos using embedded unstable periodic orbits: the problem of optimal periodic orbits B. R. Hunt and E. Ott; 3. Chaotic tracer dynamics in open hydrodynamical flows G. Karolyi, A. Pentek, T. Tel and Z. Toroczkai; 4. Homoclinic chaos L. P. Shilnikov; Part II. Spatially Extended Systems: 5. Hydrodynamics of relativistic probability flows I. Bialynicki-Birula; 6. Waves in ionic reaction-diffusion-migration systems P. Hasal, V. Nevoral, I. Schreiber, H. Sevcikova, D. Snita, and M. Marek; 7. Anomalous scaling in turbulence: a field theoretical approach V. Lvov and I. Procaccia; 8. Abelian sandpile cellular automata M. Markosova; 9. Transport in an incompletely chaotic magnetic field F. Spineanu; Part III. Dynamical Chaos Quantum Physics and Foundations Of Statistical Mechanics: 10. Non-equilibrium statistical mechanics and ergodic theory L. A. Bunimovich; 11. Pseudochaos in statistical physics B. Chirikov; 12. Foundations of non-equilibrium statistical mechanics J. P. Dougherty; 13. Thermomechanical particle simulations W. G. Hoover, H. A. Posch, C. H. Dellago, O. Kum, C. G. Hoover, A. J. De Groot and B. L. Holian; 14. Quantum dynamics on a Markov background and irreversibility B. Pavlov; 15. Time chaos and the laws of nature I. Prigogine and D. J. Driebe; 16. Evolutionary Q and cognitive systems: dynamic entropies and predictability of evolutionary processes W. Ebeling; 17. Spatiotemporal chaos information processing in neural networks H. Szu; 18. Phase transitions and learning in neural networks C. Van den Broeck; 19. Synthesis of chaos A. Vanecek and S. Celikovsky; 20. Computational complexity of continuous problems H. Wozniakowski; Part IV. Complex Systems As An Interface Between Natural Sciences and Environmental Social and Economic Sciences: 21. Stochastic differential geometry in finance studies V. G. Makhankov; Part V. Conference Banquet Speech: Where will the future go? M. J. Feigenbaum.

Use of behavioural stochastic resonance by paddle fish for feeding

NASA Astrophysics Data System (ADS)

Russell, David F.; Wilkens, Lon A.; Moss, Frank

1999-11-01

Stochastic resonance is the phenomenon whereby the addition of an optimal level of noise to a weak information-carrying input to certain nonlinear systems can enhance the information content at their outputs. Computer analysis of spike trains has been needed to reveal stochastic resonance in the responses of sensory receptors except for one study on human psychophysics. But is an animal aware of, and can it make use of, the enhanced sensory information from stochastic resonance? Here, we show that stochastic resonance enhances the normal feeding behaviour of paddlefish (Polyodon spathula), which use passive electroreceptors to detect electrical signals from planktonic prey. We demonstrate significant broadening of the spatial range for the detection of plankton when a noisy electric field of optimal amplitude is applied in the water. We also show that swarms of Daphnia plankton are a natural source of electrical noise. Our demonstration of stochastic resonance at the level of a vital animal behaviour, feeding, which has probably evolved for functional success, provides evidence that stochastic resonance in sensory nervous systems is an evolutionary adaptation.

Stochastic gain in finite populations

NASA Astrophysics Data System (ADS)

Röhl, Torsten; Traulsen, Arne; Claussen, Jens Christian; Schuster, Heinz Georg

2008-08-01

Flexible learning rates can lead to increased payoffs under the influence of noise. In a previous paper [Traulsen , Phys. Rev. Lett. 93, 028701 (2004)], we have demonstrated this effect based on a replicator dynamics model which is subject to external noise. Here, we utilize recent advances on finite population dynamics and their connection to the replicator equation to extend our findings and demonstrate the stochastic gain effect in finite population systems. Finite population dynamics is inherently stochastic, depending on the population size and the intensity of selection, which measures the balance between the deterministic and the stochastic parts of the dynamics. This internal noise can be exploited by a population using an appropriate microscopic update process, even if learning rates are constant.

Quantifying stochasticity in the dynamics of delay-coupled semiconductor lasers via forbidden patterns.

PubMed

Tiana-Alsina, Jordi; Buldú, Javier M; Torrent, M C; García-Ojalvo, Jordi

2010-01-28

We quantify the level of stochasticity in the dynamics of two mutually coupled semiconductor lasers. Specifically, we concentrate on a regime in which the lasers synchronize their dynamics with a non-zero lag time, and the leader and laggard roles alternate irregularly between the lasers. We analyse this switching dynamics in terms of the number of forbidden patterns of the alternate time series. The results reveal that the system operates in a stochastic regime, with the level of stochasticity decreasing as the lasers are pumped further away from their lasing threshold. This behaviour is similar to that exhibited by a single semiconductor laser subject to external optical feedback, as its dynamics shifts from the regime of low-frequency fluctuations to coherence collapse. This journal is © 2010 The Royal Society

The REH theory of protein and nucleic acid divergence - A retrospective update. [Random Evolutionary Hits

NASA Technical Reports Server (NTRS)

Holmquist, R.

1978-01-01

The random evolutionary hits (REH) theory of evolutionary divergence, originally proposed in 1972, is restated with attention to certain aspects of the theory that have caused confusion. The theory assumes that natural selection and stochastic processes interact and that natural selection restricts those codon sites which may fix mutations. The predicted total number of fixed nucleotide replacements agrees with data for cytochrome c, a-hemoglobin, beta-hemoglobin, and myoglobin. The restatement analyzes the magnitude of possible sources of errors and simplifies calculational methodology by supplying polynomial expressions to replace tables and graphs.

Stochastic dynamic modeling of regular and slow earthquakes

NASA Astrophysics Data System (ADS)

Aso, N.; Ando, R.; Ide, S.

2017-12-01

Both regular and slow earthquakes are slip phenomena on plate boundaries and are simulated by a (quasi-)dynamic modeling [Liu and Rice, 2005]. In these numerical simulations, spatial heterogeneity is usually considered not only for explaining real physical properties but also for evaluating the stability of the calculations or the sensitivity of the results on the condition. However, even though we discretize the model space with small grids, heterogeneity at smaller scales than the grid size is not considered in the models with deterministic governing equations. To evaluate the effect of heterogeneity at the smaller scales we need to consider stochastic interactions between slip and stress in a dynamic modeling. Tidal stress is known to trigger or affect both regular and slow earthquakes [Yabe et al., 2015; Ide et al., 2016], and such an external force with fluctuation can also be considered as a stochastic external force. A healing process of faults may also be stochastic, so we introduce stochastic friction law. In the present study, we propose a stochastic dynamic model to explain both regular and slow earthquakes. We solve mode III problem, which corresponds to the rupture propagation along the strike direction. We use BIEM (boundary integral equation method) scheme to simulate slip evolution, but we add stochastic perturbations in the governing equations, which is usually written in a deterministic manner. As the simplest type of perturbations, we adopt Gaussian deviations in the formulation of the slip-stress kernel, external force, and friction. By increasing the amplitude of perturbations of the slip-stress kernel, we reproduce complicated rupture process of regular earthquakes including unilateral and bilateral ruptures. By perturbing external force, we reproduce slow rupture propagation at a scale of km/day. The slow propagation generated by a combination of fast interaction at S-wave velocity is analogous to the kinetic theory of gasses: thermal diffusion appears much slower than the particle velocity of each molecule. The concept of stochastic triggering originates in the Brownian walk model [Ide, 2008], and the present study introduces the stochastic dynamics into dynamic simulations. The stochastic dynamic model has the potential to explain both regular and slow earthquakes more realistically.

Conserving the linear momentum in stochastic dynamics: Dissipative particle dynamics as a general strategy to achieve local thermostatization in molecular dynamics simulations.

PubMed

Passler, Peter P; Hofer, Thomas S

2017-02-15

Stochastic dynamics is a widely employed strategy to achieve local thermostatization in molecular dynamics simulation studies; however, it suffers from an inherent violation of momentum conservation. Although this short-coming has little impact on structural and short-time dynamic properties, it can be shown that dynamics in the long-time limit such as diffusion is strongly dependent on the respective thermostat setting. Application of the methodically similar dissipative particle dynamics (DPD) provides a simple, effective strategy to ensure the advantages of local, stochastic thermostatization while at the same time the linear momentum of the system remains conserved. In this work, the key parameters to employ the DPD thermostats in the framework of periodic boundary conditions are investigated, in particular the dependence of the system properties on the size of the DPD-region as well as the treatment of forces near the cutoff. Structural and dynamical data for light and heavy water as well as a Lennard-Jones fluid have been compared to simulations executed via stochastic dynamics as well as via use of the widely employed Nose-Hoover chain and Berendsen thermostats. It is demonstrated that a small size of the DPD region is sufficient to achieve local thermalization, while at the same time artifacts in the self-diffusion characteristic for stochastic dynamics are eliminated. © 2016 Wiley Periodicals, Inc. © 2016 Wiley Periodicals, Inc.

The Sharma-Parthasarathy stochastic two-body problem

NASA Astrophysics Data System (ADS)

Cresson, J.; Pierret, F.; Puig, B.

2015-03-01

We study the Sharma-Parthasarathy stochastic two-body problem introduced by Sharma and Parthasarathy in ["Dynamics of a stochastically perturbed two-body problem," Proc. R. Soc. A 463, 979-1003 (2007)]. In particular, we focus on the preservation of some fundamental features of the classical two-body problem like the Hamiltonian structure and first integrals in the stochastic case. Numerical simulations are performed which illustrate the dynamical behaviour of the osculating elements as the semi-major axis, the eccentricity, and the pericenter. We also derive a stochastic version of Gauss's equations in the planar case.

Integrating stochastic time-dependent travel speed in solution methods for the dynamic dial-a-ride problem.

PubMed

Schilde, M; Doerner, K F; Hartl, R F

2014-10-01

In urban areas, logistic transportation operations often run into problems because travel speeds change, depending on the current traffic situation. If not accounted for, time-dependent and stochastic travel speeds frequently lead to missed time windows and thus poorer service. Especially in the case of passenger transportation, it often leads to excessive passenger ride times as well. Therefore, time-dependent and stochastic influences on travel speeds are relevant for finding feasible and reliable solutions. This study considers the effect of exploiting statistical information available about historical accidents, using stochastic solution approaches for the dynamic dial-a-ride problem (dynamic DARP). The authors propose two pairs of metaheuristic solution approaches, each consisting of a deterministic method (average time-dependent travel speeds for planning) and its corresponding stochastic version (exploiting stochastic information while planning). The results, using test instances with up to 762 requests based on a real-world road network, show that in certain conditions, exploiting stochastic information about travel speeds leads to significant improvements over deterministic approaches.

Coupled dynamics of body mass and population growth in response to environmental change.

PubMed

Ozgul, Arpat; Childs, Dylan Z; Oli, Madan K; Armitage, Kenneth B; Blumstein, Daniel T; Olson, Lucretia E; Tuljapurkar, Shripad; Coulson, Tim

2010-07-22

Environmental change has altered the phenology, morphological traits and population dynamics of many species. However, the links underlying these joint responses remain largely unknown owing to a paucity of long-term data and the lack of an appropriate analytical framework. Here we investigate the link between phenotypic and demographic responses to environmental change using a new methodology and a long-term (1976-2008) data set from a hibernating mammal (the yellow-bellied marmot) inhabiting a dynamic subalpine habitat. We demonstrate how earlier emergence from hibernation and earlier weaning of young has led to a longer growing season and larger body masses before hibernation. The resulting shift in both the phenotype and the relationship between phenotype and fitness components led to a decline in adult mortality, which in turn triggered an abrupt increase in population size in recent years. Direct and trait-mediated effects of environmental change made comparable contributions to the observed marked increase in population growth. Our results help explain how a shift in phenology can cause simultaneous phenotypic and demographic changes, and highlight the need for a theory integrating ecological and evolutionary dynamics in stochastic environments.

Coupled dynamics of body mass and population growth in response to environmental change

PubMed Central

Ozgul, Arpat; Childs, Dylan Z.; Oli, Madan K.; Armitage, Kenneth B.; Blumstein, Daniel T.; Olson, Lucretia E.; Tuljapurkar, Shripad; Coulson, Tim

2017-01-01

Environmental change has altered the phenology, morphological traits and population dynamics of many species1,2. However, the links underlying these joint responses remain largely unknown due to a paucity of long-term data and the lack of an appropriate analytical framework3. Here, we investigate the link between phenotypic and demographic responses to environmental change using a novel methodology and an exceptional long-term (1976–2008) dataset from a hibernating mammal (the yellow-bellied marmot) inhabiting a dynamic subalpine habitat. We demonstrate how earlier emergence from hibernation and earlier weaning of young has led to a longer growing season and larger body masses prior to hibernation. The resulting shift in both the phenotype and the relationship between phenotype and fitness components led to a decline in adult mortality, which in turn triggered an abrupt increase in population size in recent years. Direct and trait-mediated effects of environmental change had comparable contributions to the observed dramatic increase in population growth. Our results help explain how a shift in phenology can cause simultaneous phenotypic and demographic changes, and highlight the need for a theory integrating ecological and evolutionary dynamics in stochastic environments4,5. PMID:20651690

Exploiting temporal collateral sensitivity in tumor clonal evolution

PubMed Central

Zhao, Boyang; Sedlak, Joseph C.; Srinivas, Raja; Creixell, Pau; Pritchard, Justin R.; Tidor, Bruce; Lauffenburger, Douglas A.; Hemann, Michael T.

2016-01-01

SUMMARY The prevailing approach to addressing secondary drug resistance in cancer focuses on treating the resistance mechanisms at relapse. However, the dynamic nature of clonal evolution, along with potential fitness costs and cost compensations, may present exploitable vulnerabilities; a notion that we term ‘temporal collateral sensitivity’. Using a combined pharmacological screen and drug resistance selection approach in a murine model of Ph+ acute lymphoblastic leukemia, we indeed find that temporal and/or persistent collateral sensitivity to non-classical BCR-ABL1 drugs arises in emergent tumor subpopulations during the evolution of resistance toward initial treatment with BCR-ABL1 targeted inhibitors. We determined the sensitization mechanism via genotypic, phenotypic, signaling, and binding measurements in combination with computational models, and demonstrated significant overall survival extension in mice. Additional stochastic mathematical models and small molecule screens extended our insights, indicating the value of focusing on evolutionary trajectories and pharmacological profiles to identify new strategies to treat dynamic tumor vulnerabilities. PMID:26924578

Exploiting Temporal Collateral Sensitivity in Tumor Clonal Evolution.

PubMed

Zhao, Boyang; Sedlak, Joseph C; Srinivas, Raja; Creixell, Pau; Pritchard, Justin R; Tidor, Bruce; Lauffenburger, Douglas A; Hemann, Michael T

2016-03-24

The prevailing approach to addressing secondary drug resistance in cancer focuses on treating the resistance mechanisms at relapse. However, the dynamic nature of clonal evolution, along with potential fitness costs and cost compensations, may present exploitable vulnerabilities-a notion that we term "temporal collateral sensitivity." Using a combined pharmacological screen and drug resistance selection approach in a murine model of Ph(+) acute lymphoblastic leukemia, we indeed find that temporal and/or persistent collateral sensitivity to non-classical BCR-ABL1 drugs arises in emergent tumor subpopulations during the evolution of resistance toward initial treatment with BCR-ABL1-targeted inhibitors. We determined the sensitization mechanism via genotypic, phenotypic, signaling, and binding measurements in combination with computational models and demonstrated significant overall survival extension in mice. Additional stochastic mathematical models and small-molecule screens extended our insights, indicating the value of focusing on evolutionary trajectories and pharmacological profiles to identify new strategies to treat dynamic tumor vulnerabilities. Copyright © 2016 Elsevier Inc. All rights reserved.

Ecological interactions on macroevolutionary time scales: clams and brachiopods are more than ships that pass in the night.

PubMed

Liow, Lee Hsiang; Reitan, Trond; Harnik, Paul G

2015-10-01

Competition among organisms has ecological and evolutionary consequences. However, whether the consequences of competition are manifested and measureable on macroevolutionary time scales is equivocal. Marine bivalves and brachiopods have overlapping niches such that competition for food and space may occur. Moreover, there is a long-standing debate over whether bivalves outcompeted brachiopods evolutionarily, because brachiopod diversity declined through time while bivalve diversity increased. To answer this question, we estimate the origination and extinction dynamics of fossil marine bivalve and brachiopod genera from the Ordovician through to the Recent while simultaneously accounting for incomplete sampling. Then, using stochastic differential equations, we assess statistical relationships among diversification and sampling dynamics of brachiopods and bivalves and five paleoenvironmental proxies. None of these potential environmental drivers had any detectable influence on brachiopod or bivalve diversification. In contrast, elevated bivalve extinction rates causally increased brachiopod origination rates, suggesting that bivalves have suppressed brachiopod evolution. © 2015 The Authors. Ecology Letters published by CNRS and John Wiley & Sons Ltd.

Accurate hybrid stochastic simulation of a system of coupled chemical or biochemical reactions.

PubMed

Salis, Howard; Kaznessis, Yiannis

2005-02-01

The dynamical solution of a well-mixed, nonlinear stochastic chemical kinetic system, described by the Master equation, may be exactly computed using the stochastic simulation algorithm. However, because the computational cost scales with the number of reaction occurrences, systems with one or more "fast" reactions become costly to simulate. This paper describes a hybrid stochastic method that partitions the system into subsets of fast and slow reactions, approximates the fast reactions as a continuous Markov process, using a chemical Langevin equation, and accurately describes the slow dynamics using the integral form of the "Next Reaction" variant of the stochastic simulation algorithm. The key innovation of this method is its mechanism of efficiently monitoring the occurrences of slow, discrete events while simultaneously simulating the dynamics of a continuous, stochastic or deterministic process. In addition, by introducing an approximation in which multiple slow reactions may occur within a time step of the numerical integration of the chemical Langevin equation, the hybrid stochastic method performs much faster with only a marginal decrease in accuracy. Multiple examples, including a biological pulse generator and a large-scale system benchmark, are simulated using the exact and proposed hybrid methods as well as, for comparison, a previous hybrid stochastic method. Probability distributions of the solutions are compared and the weak errors of the first two moments are computed. In general, these hybrid methods may be applied to the simulation of the dynamics of a system described by stochastic differential, ordinary differential, and Master equations.

Markov stochasticity coordinates

DOE Office of Scientific and Technical Information (OSTI.GOV)

Eliazar, Iddo, E-mail: iddo.eliazar@intel.com

Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.

Estimating demographic contributions to effective population size in an age-structured wild population experiencing environmental and demographic stochasticity.

PubMed

Trask, Amanda E; Bignal, Eric M; McCracken, Davy I; Piertney, Stuart B; Reid, Jane M

2017-09-01

A population's effective size (N e ) is a key parameter that shapes rates of inbreeding and loss of genetic diversity, thereby influencing evolutionary processes and population viability. However, estimating N e , and identifying key demographic mechanisms that underlie the N e to census population size (N) ratio, remains challenging, especially for small populations with overlapping generations and substantial environmental and demographic stochasticity and hence dynamic age-structure. A sophisticated demographic method of estimating N e /N, which uses Fisher's reproductive value to account for dynamic age-structure, has been formulated. However, this method requires detailed individual- and population-level data on sex- and age-specific reproduction and survival, and has rarely been implemented. Here, we use the reproductive value method and detailed demographic data to estimate N e /N for a small and apparently isolated red-billed chough (Pyrrhocorax pyrrhocorax) population of high conservation concern. We additionally calculated two single-sample molecular genetic estimates of N e to corroborate the demographic estimate and examine evidence for unobserved immigration and gene flow. The demographic estimate of N e /N was 0.21, reflecting a high total demographic variance (σ2dg) of 0.71. Females and males made similar overall contributions to σ2dg. However, contributions varied among sex-age classes, with greater contributions from 3 year-old females than males, but greater contributions from ≥5 year-old males than females. The demographic estimate of N e was ~30, suggesting that rates of increase of inbreeding and loss of genetic variation per generation will be relatively high. Molecular genetic estimates of N e computed from linkage disequilibrium and approximate Bayesian computation were approximately 50 and 30, respectively, providing no evidence of substantial unobserved immigration which could bias demographic estimates of N e . Our analyses identify key sex-age classes contributing to demographic variance and thus decreasing N e /N in a small age-structured population inhabiting a variable environment. They thereby demonstrate how assessments of N e can incorporate stochastic sex- and age-specific demography and elucidate key demographic processes affecting a population's evolutionary trajectory and viability. Furthermore, our analyses show that N e for the focal chough population is critically small, implying that management to re-establish genetic connectivity may be required to ensure population viability. © 2017 The Authors. Journal of Animal Ecology © 2017 British Ecological Society.

Fixation times in differentiation and evolution in the presence of bottlenecks, deserts, and oases.

PubMed

Chou, Tom; Wang, Yu

2015-05-07

Cellular differentiation and evolution are stochastic processes that can involve multiple types (or states) of particles moving on a complex, high-dimensional state-space or "fitness" landscape. Cells of each specific type can thus be quantified by their population at a corresponding node within a network of states. Their dynamics across the state-space network involve genotypic or phenotypic transitions that can occur upon cell division, such as during symmetric or asymmetric cell differentiation, or upon spontaneous mutation. Here, we use a general multi-type branching processes to study first passage time statistics for a single cell to appear in a specific state. Our approach readily allows for nonexponentially distributed waiting times between transitions, reflecting, e.g., the cell cycle. For simplicity, we restrict most of our detailed analysis to exponentially distributed waiting times (Poisson processes). We present results for a sequential evolutionary process in which L successive transitions propel a population from a "wild-type" state to a given "terminally differentiated," "resistant," or "cancerous" state. Analytic and numeric results are also found for first passage times across an evolutionary chain containing a node with increased death or proliferation rate, representing a desert/bottleneck or an oasis. Processes involving cell proliferation are shown to be "nonlinear" (even though mean-field equations for the expected particle numbers are linear) resulting in first passage time statistics that depend on the position of the bottleneck or oasis. Our results highlight the sensitivity of stochastic measures to cell division fate and quantify the limitations of using certain approximations (such as the fixed-population and mean-field assumptions) in evaluating fixation times. Published by Elsevier Ltd.

Stochastic sensitivity analysis of the variability of dynamics and transition to chaos in the business cycles model

NASA Astrophysics Data System (ADS)

Bashkirtseva, Irina; Ryashko, Lev; Ryazanova, Tatyana

2018-01-01

A problem of mathematical modeling of complex stochastic processes in macroeconomics is discussed. For the description of dynamics of income and capital stock, the well-known Kaldor model of business cycles is used as a basic example. The aim of the paper is to give an overview of the variety of stochastic phenomena which occur in Kaldor model forced by additive and parametric random noise. We study a generation of small- and large-amplitude stochastic oscillations, and their mixed-mode intermittency. To analyze these phenomena, we suggest a constructive approach combining the study of the peculiarities of deterministic phase portrait, and stochastic sensitivity of attractors. We show how parametric noise can stabilize the unstable equilibrium and transform dynamics of Kaldor system from order to chaos.

Scheduling Earth Observing Satellites with Evolutionary Algorithms

NASA Technical Reports Server (NTRS)

Globus, Al; Crawford, James; Lohn, Jason; Pryor, Anna

2003-01-01

We hypothesize that evolutionary algorithms can effectively schedule coordinated fleets of Earth observing satellites. The constraints are complex and the bottlenecks are not well understood, a condition where evolutionary algorithms are often effective. This is, in part, because evolutionary algorithms require only that one can represent solutions, modify solutions, and evaluate solution fitness. To test the hypothesis we have developed a representative set of problems, produced optimization software (in Java) to solve them, and run experiments comparing techniques. This paper presents initial results of a comparison of several evolutionary and other optimization techniques; namely the genetic algorithm, simulated annealing, squeaky wheel optimization, and stochastic hill climbing. We also compare separate satellite vs. integrated scheduling of a two satellite constellation. While the results are not definitive, tests to date suggest that simulated annealing is the best search technique and integrated scheduling is superior.

The Sharma-Parthasarathy stochastic two-body problem

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cresson, J.; SYRTE/Observatoire de Paris, 75014 Paris; Pierret, F.

2015-03-15

We study the Sharma-Parthasarathy stochastic two-body problem introduced by Sharma and Parthasarathy in [“Dynamics of a stochastically perturbed two-body problem,” Proc. R. Soc. A 463, 979-1003 (2007)]. In particular, we focus on the preservation of some fundamental features of the classical two-body problem like the Hamiltonian structure and first integrals in the stochastic case. Numerical simulations are performed which illustrate the dynamical behaviour of the osculating elements as the semi-major axis, the eccentricity, and the pericenter. We also derive a stochastic version of Gauss’s equations in the planar case.

Eco-evolutionary feedbacks, adaptive dynamics and evolutionary rescue theory

PubMed Central

Ferriere, Regis; Legendre, Stéphane

2013-01-01

Adaptive dynamics theory has been devised to account for feedbacks between ecological and evolutionary processes. Doing so opens new dimensions to and raises new challenges about evolutionary rescue. Adaptive dynamics theory predicts that successive trait substitutions driven by eco-evolutionary feedbacks can gradually erode population size or growth rate, thus potentially raising the extinction risk. Even a single trait substitution can suffice to degrade population viability drastically at once and cause ‘evolutionary suicide’. In a changing environment, a population may track a viable evolutionary attractor that leads to evolutionary suicide, a phenomenon called ‘evolutionary trapping’. Evolutionary trapping and suicide are commonly observed in adaptive dynamics models in which the smooth variation of traits causes catastrophic changes in ecological state. In the face of trapping and suicide, evolutionary rescue requires that the population overcome evolutionary threats generated by the adaptive process itself. Evolutionary repellors play an important role in determining how variation in environmental conditions correlates with the occurrence of evolutionary trapping and suicide, and what evolutionary pathways rescue may follow. In contrast with standard predictions of evolutionary rescue theory, low genetic variation may attenuate the threat of evolutionary suicide and small population sizes may facilitate escape from evolutionary traps. PMID:23209163

A general stochastic model for studying time evolution of transition networks

NASA Astrophysics Data System (ADS)

Zhan, Choujun; Tse, Chi K.; Small, Michael

2016-12-01

We consider a class of complex networks whose nodes assume one of several possible states at any time and may change their states from time to time. Such networks represent practical networks of rumor spreading, disease spreading, language evolution, and so on. Here, we derive a model describing the dynamics of this kind of network and a simulation algorithm for studying the network evolutionary behavior. This model, derived at a microscopic level, can reveal the transition dynamics of every node. A numerical simulation is taken as an ;experiment; or ;realization; of the model. We use this model to study the disease propagation dynamics in four different prototypical networks, namely, the regular nearest-neighbor (RN) network, the classical Erdös-Renyí (ER) random graph, the Watts-Strogátz small-world (SW) network, and the Barabási-Albert (BA) scalefree network. We find that the disease propagation dynamics in these four networks generally have different properties but they do share some common features. Furthermore, we utilize the transition network model to predict user growth in the Facebook network. Simulation shows that our model agrees with the historical data. The study can provide a useful tool for a more thorough understanding of the dynamics networks.

Tangled nature model of evolutionary dynamics reconsidered: Structural and dynamical effects of trait inheritance

NASA Astrophysics Data System (ADS)

Andersen, Christian Walther; Sibani, Paolo

2016-05-01

Based on the stochastic dynamics of interacting agents which reproduce, mutate, and die, the tangled nature model (TNM) describes key emergent features of biological and cultural ecosystems' evolution. While trait inheritance is not included in many applications, i.e., the interactions of an agent and those of its mutated offspring are taken to be uncorrelated, in the family of TNMs introduced in this work correlations of varying strength are parametrized by a positive integer K . We first show that the interactions generated by our rule are nearly independent of K . Consequently, the structural and dynamical effects of trait inheritance can be studied independently of effects related to the form of the interactions. We then show that changing K strengthens the core structure of the ecology, leads to population abundance distributions better approximated by log-normal probability densities, and increases the probability that a species extant at time tw also survives at t >tw . Finally, survival probabilities of species are shown to decay as powers of the ratio t /tw , a so-called pure aging behavior usually seen in glassy systems of physical origin. We find a quantitative dynamical effect of trait inheritance, namely, that increasing the value of K numerically decreases the decay exponent of the species survival probability.

Tangled nature model of evolutionary dynamics reconsidered: Structural and dynamical effects of trait inheritance.

PubMed

Andersen, Christian Walther; Sibani, Paolo

2016-05-01

Based on the stochastic dynamics of interacting agents which reproduce, mutate, and die, the tangled nature model (TNM) describes key emergent features of biological and cultural ecosystems' evolution. While trait inheritance is not included in many applications, i.e., the interactions of an agent and those of its mutated offspring are taken to be uncorrelated, in the family of TNMs introduced in this work correlations of varying strength are parametrized by a positive integer K. We first show that the interactions generated by our rule are nearly independent of K. Consequently, the structural and dynamical effects of trait inheritance can be studied independently of effects related to the form of the interactions. We then show that changing K strengthens the core structure of the ecology, leads to population abundance distributions better approximated by log-normal probability densities, and increases the probability that a species extant at time t_{w} also survives at t>t_{w}. Finally, survival probabilities of species are shown to decay as powers of the ratio t/t_{w}, a so-called pure aging behavior usually seen in glassy systems of physical origin. We find a quantitative dynamical effect of trait inheritance, namely, that increasing the value of K numerically decreases the decay exponent of the species survival probability.

Integrating stochastic time-dependent travel speed in solution methods for the dynamic dial-a-ride problem

PubMed Central

Schilde, M.; Doerner, K.F.; Hartl, R.F.

2014-01-01

In urban areas, logistic transportation operations often run into problems because travel speeds change, depending on the current traffic situation. If not accounted for, time-dependent and stochastic travel speeds frequently lead to missed time windows and thus poorer service. Especially in the case of passenger transportation, it often leads to excessive passenger ride times as well. Therefore, time-dependent and stochastic influences on travel speeds are relevant for finding feasible and reliable solutions. This study considers the effect of exploiting statistical information available about historical accidents, using stochastic solution approaches for the dynamic dial-a-ride problem (dynamic DARP). The authors propose two pairs of metaheuristic solution approaches, each consisting of a deterministic method (average time-dependent travel speeds for planning) and its corresponding stochastic version (exploiting stochastic information while planning). The results, using test instances with up to 762 requests based on a real-world road network, show that in certain conditions, exploiting stochastic information about travel speeds leads to significant improvements over deterministic approaches. PMID:25844013

Nonlinear stochastic interacting dynamics and complexity of financial gasket fractal-like lattice percolation

NASA Astrophysics Data System (ADS)

Zhang, Wei; Wang, Jun

2018-05-01

A novel nonlinear stochastic interacting price dynamics is proposed and investigated by the bond percolation on Sierpinski gasket fractal-like lattice, aim to make a new approach to reproduce and study the complexity dynamics of real security markets. Fractal-like lattices correspond to finite graphs with vertices and edges, which are similar to fractals, and Sierpinski gasket is a well-known example of fractals. Fractional ordinal array entropy and fractional ordinal array complexity are introduced to analyze the complexity behaviors of financial signals. To deeper comprehend the fluctuation characteristics of the stochastic price evolution, the complexity analysis of random logarithmic returns and volatility are preformed, including power-law distribution, fractional sample entropy and fractional ordinal array complexity. For further verifying the rationality and validity of the developed stochastic price evolution, the actual security market dataset are also studied with the same statistical methods for comparison. The empirical results show that this stochastic price dynamics can reconstruct complexity behaviors of the actual security markets to some extent.

Ensemble modeling of stochastic unsteady open-channel flow in terms of its time-space evolutionary probability distribution - Part 2: numerical application

NASA Astrophysics Data System (ADS)

Dib, Alain; Kavvas, M. Levent

2018-03-01

The characteristic form of the Saint-Venant equations is solved in a stochastic setting by using a newly proposed Fokker-Planck Equation (FPE) methodology. This methodology computes the ensemble behavior and variability of the unsteady flow in open channels by directly solving for the flow variables' time-space evolutionary probability distribution. The new methodology is tested on a stochastic unsteady open-channel flow problem, with an uncertainty arising from the channel's roughness coefficient. The computed statistical descriptions of the flow variables are compared to the results obtained through Monte Carlo (MC) simulations in order to evaluate the performance of the FPE methodology. The comparisons show that the proposed methodology can adequately predict the results of the considered stochastic flow problem, including the ensemble averages, variances, and probability density functions in time and space. Unlike the large number of simulations performed by the MC approach, only one simulation is required by the FPE methodology. Moreover, the total computational time of the FPE methodology is smaller than that of the MC approach, which could prove to be a particularly crucial advantage in systems with a large number of uncertain parameters. As such, the results obtained in this study indicate that the proposed FPE methodology is a powerful and time-efficient approach for predicting the ensemble average and variance behavior, in both space and time, for an open-channel flow process under an uncertain roughness coefficient.

PROTECTED POLYMORPHISMS AND EVOLUTIONARY STABILITY OF PATCH-SELECTION STRATEGIES IN STOCHASTIC ENVIRONMENTS

PubMed Central

EVANS, STEVEN N.; HENING, ALEXANDRU; SCHREIBER, SEBASTIAN J.

2015-01-01

We consider a population living in a patchy environment that varies stochastically in space and time. The population is composed of two morphs (that is, individuals of the same species with different genotypes). In terms of survival and reproductive success, the associated phenotypes differ only in their habitat selection strategies. We compute invasion rates corresponding to the rates at which the abundance of an initially rare morph increases in the presence of the other morph established at equilibrium. If both morphs have positive invasion rates when rare, then there is an equilibrium distribution such that the two morphs coexist; that is, there is a protected polymorphism for habitat selection. Alternatively, if one morph has a negative invasion rate when rare, then it is asymptotically displaced by the other morph under all initial conditions where both morphs are present. We refine the characterization of an evolutionary stable strategy for habitat selection from [Schreiber, 2012] in a mathematically rigorous manner. We provide a necessary and sufficient condition for the existence of an ESS that uses all patches and determine when using a single patch is an ESS. We also provide an explicit formula for the ESS when there are two habitat types. We show that adding environmental stochasticity results in an ESS that, when compared to the ESS for the corresponding model without stochasticity, spends less time in patches with larger carrying capacities and possibly makes use of sink patches, thereby practicing a spatial form of bet hedging. PMID:25151369

Momentum Maps and Stochastic Clebsch Action Principles

NASA Astrophysics Data System (ADS)

Cruzeiro, Ana Bela; Holm, Darryl D.; Ratiu, Tudor S.

2018-01-01

We derive stochastic differential equations whose solutions follow the flow of a stochastic nonlinear Lie algebra operation on a configuration manifold. For this purpose, we develop a stochastic Clebsch action principle, in which the noise couples to the phase space variables through a momentum map. This special coupling simplifies the structure of the resulting stochastic Hamilton equations for the momentum map. In particular, these stochastic Hamilton equations collectivize for Hamiltonians that depend only on the momentum map variable. The Stratonovich equations are derived from the Clebsch variational principle and then converted into Itô form. In comparing the Stratonovich and Itô forms of the stochastic dynamical equations governing the components of the momentum map, we find that the Itô contraction term turns out to be a double Poisson bracket. Finally, we present the stochastic Hamiltonian formulation of the collectivized momentum map dynamics and derive the corresponding Kolmogorov forward and backward equations.

Dynamics of non-holonomic systems with stochastic transport

NASA Astrophysics Data System (ADS)

Holm, D. D.; Putkaradze, V.

2018-01-01

This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under non-holonomic constraints. For this purpose, we derive, analyse and numerically study the example of an unbalanced spherical ball rolling under gravity along a stochastic path. Our approach uses the Hamilton-Pontryagin variational principle, constrained by a stochastic rolling condition, which we show is equivalent to the corresponding stochastic Lagrange-d'Alembert principle. In the example of the rolling ball, the stochasticity represents uncertainty in the observation and/or error in the computational simulation of the angular velocity of rolling. The influence of the stochasticity on the deterministically conserved quantities is investigated both analytically and numerically. Our approach applies to a wide variety of stochastic, non-holonomically constrained systems, because it preserves the mathematical properties inherited from the variational principle.

Exact and approximate many-body dynamics with stochastic one-body density matrix evolution

NASA Astrophysics Data System (ADS)

Lacroix, Denis

2005-06-01

We show that the dynamics of interacting fermions can be exactly replaced by a quantum jump theory in the many-body density matrix space. In this theory, jumps occur between densities formed of pairs of Slater determinants, Dab=|Φa><Φb|, where each state evolves according to the stochastic Schrödinger equation given by O. Juillet and Ph. Chomaz [Phys. Rev. Lett. 88, 142503 (2002)]. A stochastic Liouville-von Neumann equation is derived as well as the associated. Bogolyubov-Born-Green-Kirwood-Yvon hierarchy. Due to the specific form of the many-body density along the path, the presented theory is equivalent to a stochastic theory in one-body density matrix space, in which each density matrix evolves according to its own mean-field augmented by a one-body noise. Guided by the exact reformulation, a stochastic mean-field dynamics valid in the weak coupling approximation is proposed. This theory leads to an approximate treatment of two-body effects similar to the extended time-dependent Hartree-Fock scheme. In this stochastic mean-field dynamics, statistical mixing can be directly considered and jumps occur on a coarse-grained time scale. Accordingly, numerical effort is expected to be significantly reduced for applications.

The prisoner's dilemma as a cancer model.

PubMed

West, Jeffrey; Hasnain, Zaki; Mason, Jeremy; Newton, Paul K

2016-09-01

Tumor development is an evolutionary process in which a heterogeneous population of cells with different growth capabilities compete for resources in order to gain a proliferative advantage. What are the minimal ingredients needed to recreate some of the emergent features of such a developing complex ecosystem? What is a tumor doing before we can detect it? We outline a mathematical model, driven by a stochastic Moran process, in which cancer cells and healthy cells compete for dominance in the population. Each are assigned payoffs according to a Prisoner's Dilemma evolutionary game where the healthy cells are the cooperators and the cancer cells are the defectors. With point mutational dynamics, heredity, and a fitness landscape controlling birth and death rates, natural selection acts on the cell population and simulated 'cancer-like' features emerge, such as Gompertzian tumor growth driven by heterogeneity, the log-kill law which (linearly) relates therapeutic dose density to the (log) probability of cancer cell survival, and the Norton-Simon hypothesis which (linearly) relates tumor regression rates to tumor growth rates. We highlight the utility, clarity, and power that such models provide, despite (and because of) their simplicity and built-in assumptions.

Selection within organisms in the nineteenth century: Wilhelm Roux's complex legacy.

PubMed

Heams, Thomas

2012-09-01

Selectionism, or the extension of darwinian chance/selection dynamics beyond the individual level, has a long history in biological thought. It has generated important theories in immunology or neurology, and turns out to be a convincing framework to account for the intrinsic stochastic nature of core events in cellular biology. When looking back at the intellectual origins of selectionism, the essay by the German embryologist Wilhelm Roux, Der Kampf der Theile im Organismus (The Struggle of the Parts in the Organism - 1881) might be one, if not the earliest reference after the darwinian revolution. It describes the individual as a multilevel structure, where each level results from a 'darwinian' struggle of its parts (molecules, cells, tissues, organs). But Roux's theory, far from being a simple extension of natural selection, has complex and even conflictual relationships with darwinism. This essay is worth rediscovering as a subtle historical testimony of the evolutionary and developmental life sciences debates of its time. Moreover, some of its theses may also enrich some current debates among evolutionary biologists over levels of selection, and among cellular and molecular biologists over the status of determinism in biology today. Copyright © 2012 Elsevier Ltd. All rights reserved.

Form of an evolutionary tradeoff affects eco-evolutionary dynamics in a predator-prey system.

PubMed

Kasada, Minoru; Yamamichi, Masato; Yoshida, Takehito

2014-11-11

Evolution on a time scale similar to ecological dynamics has been increasingly recognized for the last three decades. Selection mediated by ecological interactions can change heritable phenotypic variation (i.e., evolution), and evolution of traits, in turn, can affect ecological interactions. Hence, ecological and evolutionary dynamics can be tightly linked and important to predict future dynamics, but our understanding of eco-evolutionary dynamics is still in its infancy and there is a significant gap between theoretical predictions and empirical tests. Empirical studies have demonstrated that the presence of genetic variation can dramatically change ecological dynamics, whereas theoretical studies predict that eco-evolutionary dynamics depend on the details of the genetic variation, such as the form of a tradeoff among genotypes, which can be more important than the presence or absence of the genetic variation. Using a predator-prey (rotifer-algal) experimental system in laboratory microcosms, we studied how different forms of a tradeoff between prey defense and growth affect eco-evolutionary dynamics. Our experimental results show for the first time to our knowledge that different forms of the tradeoff produce remarkably divergent eco-evolutionary dynamics, including near fixation, near extinction, and coexistence of algal genotypes, with quantitatively different population dynamics. A mathematical model, parameterized from completely independent experiments, explains the observed dynamics. The results suggest that knowing the details of heritable trait variation and covariation within a population is essential for understanding how evolution and ecology will interact and what form of eco-evolutionary dynamics will result.

Changing contributions of stochastic and deterministic processes in community assembly over a successional gradient.

PubMed

Måren, Inger Elisabeth; Kapfer, Jutta; Aarrestad, Per Arild; Grytnes, John-Arvid; Vandvik, Vigdis

2018-01-01

Successional dynamics in plant community assembly may result from both deterministic and stochastic ecological processes. The relative importance of different ecological processes is expected to vary over the successional sequence, between different plant functional groups, and with the disturbance levels and land-use management regimes of the successional systems. We evaluate the relative importance of stochastic and deterministic processes in bryophyte and vascular plant community assembly after fire in grazed and ungrazed anthropogenic coastal heathlands in Northern Europe. A replicated series of post-fire successions (n = 12) were initiated under grazed and ungrazed conditions, and vegetation data were recorded in permanent plots over 13 years. We used redundancy analysis (RDA) to test for deterministic successional patterns in species composition repeated across the replicate successional series and analyses of co-occurrence to evaluate to what extent species respond synchronously along the successional gradient. Change in species co-occurrences over succession indicates stochastic successional dynamics at the species level (i.e., species equivalence), whereas constancy in co-occurrence indicates deterministic dynamics (successional niche differentiation). The RDA shows high and deterministic vascular plant community compositional change, especially early in succession. Co-occurrence analyses indicate stochastic species-level dynamics the first two years, which then give way to more deterministic replacements. Grazed and ungrazed successions are similar, but the early stage stochasticity is higher in ungrazed areas. Bryophyte communities in ungrazed successions resemble vascular plant communities. In contrast, bryophytes in grazed successions showed consistently high stochasticity and low determinism in both community composition and species co-occurrence. In conclusion, stochastic and individualistic species responses early in succession give way to more niche-driven dynamics in later successional stages. Grazing reduces predictability in both successional trends and species-level dynamics, especially in plant functional groups that are not well adapted to disturbance. © 2017 The Authors. Ecology, published by Wiley Periodicals, Inc., on behalf of the Ecological Society of America.

Forecasting financial asset processes: stochastic dynamics via learning neural networks.

PubMed

Giebel, S; Rainer, M

2010-01-01

Models for financial asset dynamics usually take into account their inherent unpredictable nature by including a suitable stochastic component into their process. Unknown (forward) values of financial assets (at a given time in the future) are usually estimated as expectations of the stochastic asset under a suitable risk-neutral measure. This estimation requires the stochastic model to be calibrated to some history of sufficient length in the past. Apart from inherent limitations, due to the stochastic nature of the process, the predictive power is also limited by the simplifying assumptions of the common calibration methods, such as maximum likelihood estimation and regression methods, performed often without weights on the historic time series, or with static weights only. Here we propose a novel method of "intelligent" calibration, using learning neural networks in order to dynamically adapt the parameters of the stochastic model. Hence we have a stochastic process with time dependent parameters, the dynamics of the parameters being themselves learned continuously by a neural network. The back propagation in training the previous weights is limited to a certain memory length (in the examples we consider 10 previous business days), which is similar to the maximal time lag of autoregressive processes. We demonstrate the learning efficiency of the new algorithm by tracking the next-day forecasts for the EURTRY and EUR-HUF exchange rates each.

A manifold independent approach to understanding transport in stochastic dynamical systems

NASA Astrophysics Data System (ADS)

Bollt, Erik M.; Billings, Lora; Schwartz, Ira B.

2002-12-01

We develop a new collection of tools aimed at studying stochastically perturbed dynamical systems. Specifically, in the setting of bi-stability, that is a two-attractor system, it has previously been numerically observed that a small noise volume is sufficient to destroy would be zero-noise case barriers in the phase space (pseudo-barriers), thus creating a pre-heteroclinic tangency chaos-like behavior. The stochastic dynamical system has a corresponding Frobenius-Perron operator with a stochastic kernel, which describes how densities of initial conditions move under the noisy map. Thus in studying the action of the Frobenius-Perron operator, we learn about the transport of the map; we have employed a Galerkin-Ulam-like method to project the Frobenius-Perron operator onto a discrete basis set of characteristic functions to highlight this action localized in specified regions of the phase space. Graph theoretic methods allow us to re-order the resulting finite dimensional Markov operator approximation so as to highlight the regions of the original phase space which are particularly active pseudo-barriers of the stochastic dynamics. Our toolbox allows us to find: (1) regions of high activity of transport, (2) flux across pseudo-barriers, and also (3) expected time of escape from pseudo-basins. Some of these quantities are also possible via the manifold dependent stochastic Melnikov method, but Melnikov only applies to a very special class of models for which the unperturbed homoclinic orbit is available. Our methods are unique in that they can essentially be considered as a “black-box” of tools which can be applied to a wide range of stochastic dynamical systems in the absence of a priori knowledge of manifold structures. We use here a model of childhood diseases to showcase our methods. Our tools will allow us to make specific observations of: (1) loss of reducibility between basins with increasing noise, (2) identification in the phase space of active regions of stochastic transport, (3) stochastic flux which essentially completes the heteroclinic tangle.

A Stochastic Tick-Borne Disease Model: Exploring the Probability of Pathogen Persistence.

PubMed

Maliyoni, Milliward; Chirove, Faraimunashe; Gaff, Holly D; Govinder, Keshlan S

2017-09-01

We formulate and analyse a stochastic epidemic model for the transmission dynamics of a tick-borne disease in a single population using a continuous-time Markov chain approach. The stochastic model is based on an existing deterministic metapopulation tick-borne disease model. We compare the disease dynamics of the deterministic and stochastic models in order to determine the effect of randomness in tick-borne disease dynamics. The probability of disease extinction and that of a major outbreak are computed and approximated using the multitype Galton-Watson branching process and numerical simulations, respectively. Analytical and numerical results show some significant differences in model predictions between the stochastic and deterministic models. In particular, we find that a disease outbreak is more likely if the disease is introduced by infected deer as opposed to infected ticks. These insights demonstrate the importance of host movement in the expansion of tick-borne diseases into new geographic areas.

Stochastic lattice model of synaptic membrane protein domains.

PubMed

Li, Yiwei; Kahraman, Osman; Haselwandter, Christoph A

2017-05-01

Neurotransmitter receptor molecules, concentrated in synaptic membrane domains along with scaffolds and other kinds of proteins, are crucial for signal transmission across chemical synapses. In common with other membrane protein domains, synaptic domains are characterized by low protein copy numbers and protein crowding, with rapid stochastic turnover of individual molecules. We study here in detail a stochastic lattice model of the receptor-scaffold reaction-diffusion dynamics at synaptic domains that was found previously to capture, at the mean-field level, the self-assembly, stability, and characteristic size of synaptic domains observed in experiments. We show that our stochastic lattice model yields quantitative agreement with mean-field models of nonlinear diffusion in crowded membranes. Through a combination of analytic and numerical solutions of the master equation governing the reaction dynamics at synaptic domains, together with kinetic Monte Carlo simulations, we find substantial discrepancies between mean-field and stochastic models for the reaction dynamics at synaptic domains. Based on the reaction and diffusion properties of synaptic receptors and scaffolds suggested by previous experiments and mean-field calculations, we show that the stochastic reaction-diffusion dynamics of synaptic receptors and scaffolds provide a simple physical mechanism for collective fluctuations in synaptic domains, the molecular turnover observed at synaptic domains, key features of the observed single-molecule trajectories, and spatial heterogeneity in the effective rates at which receptors and scaffolds are recycled at the cell membrane. Our work sheds light on the physical mechanisms and principles linking the collective properties of membrane protein domains to the stochastic dynamics that rule their molecular components.

Automated Flight Routing Using Stochastic Dynamic Programming

NASA Technical Reports Server (NTRS)

Ng, Hok K.; Morando, Alex; Grabbe, Shon

2010-01-01

Airspace capacity reduction due to convective weather impedes air traffic flows and causes traffic congestion. This study presents an algorithm that reroutes flights in the presence of winds, enroute convective weather, and congested airspace based on stochastic dynamic programming. A stochastic disturbance model incorporates into the reroute design process the capacity uncertainty. A trajectory-based airspace demand model is employed for calculating current and future airspace demand. The optimal routes minimize the total expected traveling time, weather incursion, and induced congestion costs. They are compared to weather-avoidance routes calculated using deterministic dynamic programming. The stochastic reroutes have smaller deviation probability than the deterministic counterpart when both reroutes have similar total flight distance. The stochastic rerouting algorithm takes into account all convective weather fields with all severity levels while the deterministic algorithm only accounts for convective weather systems exceeding a specified level of severity. When the stochastic reroutes are compared to the actual flight routes, they have similar total flight time, and both have about 1% of travel time crossing congested enroute sectors on average. The actual flight routes induce slightly less traffic congestion than the stochastic reroutes but intercept more severe convective weather.

Clinical Applications of Stochastic Dynamic Models of the Brain, Part I: A Primer.

PubMed

Roberts, James A; Friston, Karl J; Breakspear, Michael

2017-04-01

Biological phenomena arise through interactions between an organism's intrinsic dynamics and stochastic forces-random fluctuations due to external inputs, thermal energy, or other exogenous influences. Dynamic processes in the brain derive from neurophysiology and anatomical connectivity; stochastic effects arise through sensory fluctuations, brainstem discharges, and random microscopic states such as thermal noise. The dynamic evolution of systems composed of both dynamic and random effects can be studied with stochastic dynamic models (SDMs). This article, Part I of a two-part series, offers a primer of SDMs and their application to large-scale neural systems in health and disease. The companion article, Part II, reviews the application of SDMs to brain disorders. SDMs generate a distribution of dynamic states, which (we argue) represent ideal candidates for modeling how the brain represents states of the world. When augmented with variational methods for model inversion, SDMs represent a powerful means of inferring neuronal dynamics from functional neuroimaging data in health and disease. Together with deeper theoretical considerations, this work suggests that SDMs will play a unique and influential role in computational psychiatry, unifying empirical observations with models of perception and behavior. Copyright © 2017 Society of Biological Psychiatry. Published by Elsevier Inc. All rights reserved.

Stochastic Modelling, Analysis, and Simulations of the Solar Cycle Dynamic Process

NASA Astrophysics Data System (ADS)

Turner, Douglas C.; Ladde, Gangaram S.

2018-03-01

Analytical solutions, discretization schemes and simulation results are presented for the time delay deterministic differential equation model of the solar dynamo presented by Wilmot-Smith et al. In addition, this model is extended under stochastic Gaussian white noise parametric fluctuations. The introduction of stochastic fluctuations incorporates variables affecting the dynamo process in the solar interior, estimation error of parameters, and uncertainty of the α-effect mechanism. Simulation results are presented and analyzed to exhibit the effects of stochastic parametric volatility-dependent perturbations. The results generalize and extend the work of Hazra et al. In fact, some of these results exhibit the oscillatory dynamic behavior generated by the stochastic parametric additative perturbations in the absence of time delay. In addition, the simulation results of the modified stochastic models influence the change in behavior of the very recently developed stochastic model of Hazra et al.

Evolutionary dynamics with fluctuating population sizes and strong mutualism.

PubMed

Chotibut, Thiparat; Nelson, David R

2015-08-01

Game theory ideas provide a useful framework for studying evolutionary dynamics in a well-mixed environment. This approach, however, typically enforces a strictly fixed overall population size, deemphasizing natural growth processes. We study a competitive Lotka-Volterra model, with number fluctuations, that accounts for natural population growth and encompasses interaction scenarios typical of evolutionary games. We show that, in an appropriate limit, the model describes standard evolutionary games with both genetic drift and overall population size fluctuations. However, there are also regimes where a varying population size can strongly influence the evolutionary dynamics. We focus on the strong mutualism scenario and demonstrate that standard evolutionary game theory fails to describe our simulation results. We then analytically and numerically determine fixation probabilities as well as mean fixation times using matched asymptotic expansions, taking into account the population size degree of freedom. These results elucidate the interplay between population dynamics and evolutionary dynamics in well-mixed systems.

Evolutionary dynamics with fluctuating population sizes and strong mutualism

NASA Astrophysics Data System (ADS)

Chotibut, Thiparat; Nelson, David R.

2015-08-01

Game theory ideas provide a useful framework for studying evolutionary dynamics in a well-mixed environment. This approach, however, typically enforces a strictly fixed overall population size, deemphasizing natural growth processes. We study a competitive Lotka-Volterra model, with number fluctuations, that accounts for natural population growth and encompasses interaction scenarios typical of evolutionary games. We show that, in an appropriate limit, the model describes standard evolutionary games with both genetic drift and overall population size fluctuations. However, there are also regimes where a varying population size can strongly influence the evolutionary dynamics. We focus on the strong mutualism scenario and demonstrate that standard evolutionary game theory fails to describe our simulation results. We then analytically and numerically determine fixation probabilities as well as mean fixation times using matched asymptotic expansions, taking into account the population size degree of freedom. These results elucidate the interplay between population dynamics and evolutionary dynamics in well-mixed systems.

Coexistence and specialization of pathogen strains on contact networks.

PubMed

Eames, Ken T D; Keeling, Matt J

2006-08-01

The coexistence of different pathogen strains has implications for pathogen variability and disease control and has been explained in a number of different ways. We use contact networks, which represent interactions between individuals through which infection could be transmitted, to investigate strain coexistence. For sexually transmitted diseases the structure of contact networks has received detailed study and has been shown to be a vital determinant of the epidemiological dynamics. By using analytical pairwise models and stochastic simulations, we demonstrate that network structure also has a profound influence on the interaction between pathogen strains. In particular, when the population is serially monogamous, fully cross-reactive strains can coexist, with different strains dominating in network regions with different characteristics. Furthermore, we observe specialization of different strains in different risk groups within the network, suggesting the existence of diverging evolutionary pressures.

Theoretical Approaches in Evolutionary Ecology: Environmental Feedback as a Unifying Perspective.

PubMed

Lion, Sébastien

2018-01-01

Evolutionary biology and ecology have a strong theoretical underpinning, and this has fostered a variety of modeling approaches. A major challenge of this theoretical work has been to unravel the tangled feedback loop between ecology and evolution. This has prompted the development of two main classes of models. While quantitative genetics models jointly consider the ecological and evolutionary dynamics of a focal population, a separation of timescales between ecology and evolution is assumed by evolutionary game theory, adaptive dynamics, and inclusive fitness theory. As a result, theoretical evolutionary ecology tends to be divided among different schools of thought, with different toolboxes and motivations. My aim in this synthesis is to highlight the connections between these different approaches and clarify the current state of theory in evolutionary ecology. Central to this approach is to make explicit the dependence on environmental dynamics of the population and evolutionary dynamics, thereby materializing the eco-evolutionary feedback loop. This perspective sheds light on the interplay between environmental feedback and the timescales of ecological and evolutionary processes. I conclude by discussing some potential extensions and challenges to our current theoretical understanding of eco-evolutionary dynamics.

Characterizing the dynamics of rubella relative to measles: the role of stochasticity

PubMed Central

Rozhnova, Ganna; Metcalf, C. Jessica E.; Grenfell, Bryan T.

2013-01-01

Rubella is a completely immunizing and mild infection in children. Understanding its behaviour is of considerable public health importance because of congenital rubella syndrome, which results from infection with rubella during early pregnancy and may entail a variety of birth defects. The recurrent dynamics of rubella are relatively poorly resolved, and appear to show considerable diversity globally. Here, we investigate the behaviour of a stochastic seasonally forced susceptible–infected–recovered model to characterize the determinants of these dynamics and illustrate patterns by comparison with measles. We perform a systematic analysis of spectra of stochastic fluctuations around stable attractors of the corresponding deterministic model and compare them with spectra from full stochastic simulations in large populations. This approach allows us to quantify the effects of demographic stochasticity and to give a coherent picture of measles and rubella dynamics, explaining essential differences in the recurrent patterns exhibited by these diseases. We discuss the implications of our findings in the context of vaccination and changing birth rates as well as the persistence of these two childhood infections. PMID:24026472

Disentangling the stochastic behavior of complex time series

NASA Astrophysics Data System (ADS)

Anvari, Mehrnaz; Tabar, M. Reza Rahimi; Peinke, Joachim; Lehnertz, Klaus

2016-10-01

Complex systems involving a large number of degrees of freedom, generally exhibit non-stationary dynamics, which can result in either continuous or discontinuous sample paths of the corresponding time series. The latter sample paths may be caused by discontinuous events - or jumps - with some distributed amplitudes, and disentangling effects caused by such jumps from effects caused by normal diffusion processes is a main problem for a detailed understanding of stochastic dynamics of complex systems. Here we introduce a non-parametric method to address this general problem. By means of a stochastic dynamical jump-diffusion modelling, we separate deterministic drift terms from different stochastic behaviors, namely diffusive and jumpy ones, and show that all of the unknown functions and coefficients of this modelling can be derived directly from measured time series. We demonstrate appli- cability of our method to empirical observations by a data-driven inference of the deterministic drift term and of the diffusive and jumpy behavior in brain dynamics from ten epilepsy patients. Particularly these different stochastic behaviors provide extra information that can be regarded valuable for diagnostic purposes.

Rich stochastic dynamics of co-doped Er:Yb fluorescence upconversion nanoparticles in the presence of thermal, non-conservative, harmonic and optical forces

NASA Astrophysics Data System (ADS)

Nome, Rene A.; Sorbello, Cecilia; Jobbágy, Matías; Barja, Beatriz C.; Sanches, Vitor; Cruz, Joyce S.; Aguiar, Vinicius F.

2017-03-01

The stochastic dynamics of individual co-doped Er:Yb upconversion nanoparticles (UCNP) were investigated from experiments and simulations. The UCNP were characterized by high-resolution scanning electron microscopy, dynamic light scattering, and zeta potential measurements. Single UCNP measurements were performed by fluorescence upconversion micro-spectroscopy and optical trapping. The mean-square displacement (MSD) from single UCNP exhibited a time-dependent diffusion coefficient which was compared with Brownian dynamics simulations of a viscoelastic model of harmonically bound spheres. Experimental time-dependent two-dimensional trajectories of individual UCNP revealed correlated two-dimensional nanoparticle motion. The measurements were compared with stochastic trajectories calculated in the presence of a non-conservative rotational force field. Overall, the complex interplay of UCNP adhesion, thermal fluctuations and optical forces led to a rich stochastic behavior of these nanoparticles.

Non-Gaussian, non-dynamical stochastic resonance

NASA Astrophysics Data System (ADS)

Szczepaniec, Krzysztof; Dybiec, Bartłomiej

2013-11-01

The classical model revealing stochastic resonance is a motion of an overdamped particle in a double-well fourth order potential when combined action of noise and external periodic driving results in amplifying of weak signals. Resonance behavior can also be observed in non-dynamical systems. The simplest example is a threshold triggered device. It consists of a periodic modulated input and noise. Every time an output crosses the threshold the signal is recorded. Such a digitally filtered signal is sensitive to the noise intensity. There exists the optimal value of the noise intensity resulting in the "most" periodic output. Here, we explore properties of the non-dynamical stochastic resonance in non-equilibrium situations, i.e. when the Gaussian noise is replaced by an α-stable noise. We demonstrate that non-equilibrium α-stable noises, depending on noise parameters, can either weaken or enhance the non-dynamical stochastic resonance.

The contribution of statistical physics to evolutionary biology.

PubMed

de Vladar, Harold P; Barton, Nicholas H

2011-08-01

Evolutionary biology shares many concepts with statistical physics: both deal with populations, whether of molecules or organisms, and both seek to simplify evolution in very many dimensions. Often, methodologies have undergone parallel and independent development, as with stochastic methods in population genetics. Here, we discuss aspects of population genetics that have embraced methods from physics: non-equilibrium statistical mechanics, travelling waves and Monte-Carlo methods, among others, have been used to study polygenic evolution, rates of adaptation and range expansions. These applications indicate that evolutionary biology can further benefit from interactions with other areas of statistical physics; for example, by following the distribution of paths taken by a population through time. Copyright © 2011 Elsevier Ltd. All rights reserved.

Even parasites have parasites: oscillatory population dynamics of mobile genetic elements in your genome

NASA Astrophysics Data System (ADS)

Xue, Chi; Goldenfeld, Nigel

Transposable elements (TEs), or transposons, are a class of mobile genetic elements that can either move or duplicate themselves in the genome, sometimes interfering with gene expression as a result. Some TEs can code all necessary enzymes for their transposition and are thus autonomous, while non-autonomous TEs are parasitic and must depend on the machinery of autonomous ones. I present and solve a stochastic model to describe the dynamics of non-autonomous/autonomous pairs of retrotransposons in the human genome that proliferate by a copy-and-paste mechanism. We predict noise-induced persistent oscillations in their copy numbers, analogous to predator-prey dynamics in an ecosystem. We discuss if it is experimentally feasible to measure these phenomena in the laboratory and to observe them over evolutionary time through bioinformatics. This work shows that it is fruitful to regard the genome as an ecosystem that is host to diverse interacting populations. This work was partially supported by the National Science Foundation through Grant No. PHY-1430124, and by the National Aeronautics and Space Administration Astrobiology Institute (NAI) under Cooperative Agreement No. NNA13AA91A.

Eco-evolutionary spatial dynamics in the Glanville fritillary butterfly.

PubMed

Hanski, Ilkka A

2011-08-30

Demographic population dynamics, gene flow, and local adaptation may influence each other and lead to coupling of ecological and evolutionary dynamics, especially in species inhabiting fragmented heterogeneous environments. Here, I review long-term research on eco-evolutionary spatial dynamics in the Glanville fritillary butterfly inhabiting a large network of approximately 4,000 meadows in Finland. The metapopulation persists in a balance between frequent local extinctions and recolonizations. The genetic spatial structure as defined by neutral markers is much more coarse-grained than the demographic spatial structure determined by the fragmented habitat, yet small-scale spatial structure has important consequences for the dynamics. I discuss three examples of eco-evolutionary spatial dynamics. (i) Extinction-colonization metapopulation dynamics influence allele frequency changes in the phosphoglucose isomerase (Pgi) gene, which leads to strong associations between genetic variation in Pgi and dispersal, recolonization, and local population dynamics. (ii) Inbreeding in local populations increases their risk for extinction, whereas reciprocal effects between inbreeding, population size, and emigration represent likely eco-evolutionary feedbacks. (iii) Genetically determined female oviposition preference for two host plant species exhibits a cline paralleling a gradient in host plant relative abundances, and host plant preference of dispersing females in relation to the host plant composition of habitat patches influences immigration (gene flow) and recolonization (founder events). Eco-evolutionary spatial dynamics in heterogeneous environments may not lead to directional evolutionary changes unless the environment itself changes, but eco-evolutionary dynamics may contribute to the maintenance of genetic variation attributable to fluctuating selection in space and time.

Geographic variation in density-dependent dynamics impacts the synchronizing effect of dispersal and regional stochasticity

Treesearch

Andrew M. Liebhold; Derek M. Johnson; Ottar N. Bj& #248rnstad

2006-01-01

Explanations for the ubiquitous presence of spatially synchronous population dynamics have assumed that density-dependent processes governing the dynamics of local populations are identical among disjunct populations, and low levels of dispersal or small amounts of regionalized stochasticity ("Moran effect") can act to synchronize populations. In this study...

A kinetic theory for age-structured stochastic birth-death processes

NASA Astrophysics Data System (ADS)

Chou, Tom; Greenman, Chris

Classical age-structured mass-action models such as the McKendrick-von Foerster equation have been extensively studied but they are structurally unable to describe stochastic fluctuations or population-size-dependent birth and death rates. Conversely, current theories that include size-dependent population dynamics (e.g., carrying capacity) cannot be easily extended to take into account age-dependent birth and death rates. In this paper, we present a systematic derivation of a new fully stochastic kinetic theory for interacting age-structured populations. By defining multiparticle probability density functions, we derive a hierarchy of kinetic equations for the stochastic evolution of an aging population undergoing birth and death. We show that the fully stochastic age-dependent birth-death process precludes factorization of the corresponding probability densities, which then must be solved by using a BBGKY-like hierarchy. Our results generalize both deterministic models and existing master equation approaches by providing an intuitive and efficient way to simultaneously model age- and population-dependent stochastic dynamics applicable to the study of demography, stem cell dynamics, and disease evolution. NSF.

Dynamic phase transitions and dynamic phase diagrams of the Blume-Emery-Griffiths model in an oscillating field: the effective-field theory based on the Glauber-type stochastic dynamics

NASA Astrophysics Data System (ADS)

Ertaş, Mehmet; Keskin, Mustafa

2015-06-01

Using the effective-field theory based on the Glauber-type stochastic dynamics (DEFT), we investigate dynamic phase transitions and dynamic phase diagrams of the Blume-Emery-Griffiths model under an oscillating magnetic field. We presented the dynamic phase diagrams in (T/J, h0/J), (D/J, T/J) and (K/J, T/J) planes, where T, h0, D, K and z are the temperature, magnetic field amplitude, crystal-field interaction, biquadratic interaction and the coordination number. The dynamic phase diagrams exhibit several ordered phases, coexistence phase regions and special critical points, as well as re-entrant behavior depending on interaction parameters. We also compare and discuss the results with the results of the same system within the mean-field theory based on the Glauber-type stochastic dynamics and find that some of the dynamic first-order phase lines and special dynamic critical points disappeared in the DEFT calculation.

Probability density function evolution of power systems subject to stochastic variation of renewable energy

NASA Astrophysics Data System (ADS)

Wei, J. Q.; Cong, Y. C.; Xiao, M. Q.

2018-05-01

As renewable energies are increasingly integrated into power systems, there is increasing interest in stochastic analysis of power systems.Better techniques should be developed to account for the uncertainty caused by penetration of renewables and consequently analyse its impacts on stochastic stability of power systems. In this paper, the Stochastic Differential Equations (SDEs) are used to represent the evolutionary behaviour of the power systems. The stationary Probability Density Function (PDF) solution to SDEs modelling power systems excited by Gaussian white noise is analysed. Subjected to such random excitation, the Joint Probability Density Function (JPDF) solution to the phase angle and angular velocity is governed by the generalized Fokker-Planck-Kolmogorov (FPK) equation. To solve this equation, the numerical method is adopted. Special measure is taken such that the generalized FPK equation is satisfied in the average sense of integration with the assumed PDF. Both weak and strong intensities of the stochastic excitations are considered in a single machine infinite bus power system. The numerical analysis has the same result as the one given by the Monte Carlo simulation. Potential studies on stochastic behaviour of multi-machine power systems with random excitations are discussed at the end.

Coevolution of patch-type dependent emigration and patch-type dependent immigration.

PubMed

Weigang, Helene C

2017-08-07

The three phases of dispersal - emigration, transfer and immigration - are affecting each other and the former and latter decisions may depend on patch types. Despite the inevitable fact of the complexity of the dispersal process, patch-type dependencies of dispersal decisions modelled as emigration and immigration are usually missing in theoretical dispersal models. Here, I investigate the coevolution of patch-type dependent emigration and patch-type dependent immigration in an extended Hamilton-May model. The dispersing population inhabits a landscape structured into many patches of two types and disperses during a continuous-time season. The trait under consideration is a four dimensional vector consisting of two values for emigration probability from the patches and two values for immigration probability into the patches of each type. Using the adaptive dynamics approach I show that four qualitatively different dispersal strategies may evolve in different parameter regions, including a counterintuitive strategy, where patches of one type are fully dispersed from (emigration probability is one) but individuals nevertheless always immigrate into them during the dispersal season (immigration probability is one). I present examples of evolutionary branching in a wide parameter range, when the patches with high local death rate during the dispersal season guarantee a high expected disperser output. I find that two dispersal strategies can coexist after evolutionary branching: a strategy with full immigration only into the patches with high expected disperser output coexists with a strategy that immigrates into any patch. Stochastic simulations agree with the numerical predictions. Since evolutionary branching is also found when immigration evolves alone, the present study is adding coevolutionary constraints on the emigration traits and hence finds that the coevolution of a higher dimensional trait sometimes hinders evolutionary diversification. Copyright © 2017 Elsevier Ltd. All rights reserved.

Hyper-heuristic Evolution of Dispatching Rules: A Comparison of Rule Representations.

PubMed

Branke, Jürgen; Hildebrandt, Torsten; Scholz-Reiter, Bernd

2015-01-01

Dispatching rules are frequently used for real-time, online scheduling in complex manufacturing systems. Design of such rules is usually done by experts in a time consuming trial-and-error process. Recently, evolutionary algorithms have been proposed to automate the design process. There are several possibilities to represent rules for this hyper-heuristic search. Because the representation determines the search neighborhood and the complexity of the rules that can be evolved, a suitable choice of representation is key for a successful evolutionary algorithm. In this paper we empirically compare three different representations, both numeric and symbolic, for automated rule design: A linear combination of attributes, a representation based on artificial neural networks, and a tree representation. Using appropriate evolutionary algorithms (CMA-ES for the neural network and linear representations, genetic programming for the tree representation), we empirically investigate the suitability of each representation in a dynamic stochastic job shop scenario. We also examine the robustness of the evolved dispatching rules against variations in the underlying job shop scenario, and visualize what the rules do, in order to get an intuitive understanding of their inner workings. Results indicate that the tree representation using an improved version of genetic programming gives the best results if many candidate rules can be evaluated, closely followed by the neural network representation that already leads to good results for small to moderate computational budgets. The linear representation is found to be competitive only for extremely small computational budgets.

Nemo: an evolutionary and population genetics programming framework.

PubMed

Guillaume, Frédéric; Rougemont, Jacques

2006-10-15

Nemo is an individual-based, genetically explicit and stochastic population computer program for the simulation of population genetics and life-history trait evolution in a metapopulation context. It comes as both a C++ programming framework and an executable program file. Its object-oriented programming design gives it the flexibility and extensibility needed to implement a large variety of forward-time evolutionary models. It provides developers with abstract models allowing them to implement their own life-history traits and life-cycle events. Nemo offers a large panel of population models, from the Island model to lattice models with demographic or environmental stochasticity and a variety of already implemented traits (deleterious mutations, neutral markers and more), life-cycle events (mating, dispersal, aging, selection, etc.) and output operators for saving data and statistics. It runs on all major computer platforms including parallel computing environments. The source code, binaries and documentation are available under the GNU General Public License at http://nemo2.sourceforge.net.

Social evolution and genetic interactions in the short and long term.

PubMed

Van Cleve, Jeremy

2015-08-01

The evolution of social traits remains one of the most fascinating and feisty topics in evolutionary biology even after half a century of theoretical research. W.D. Hamilton shaped much of the field initially with his 1964 papers that laid out the foundation for understanding the effect of genetic relatedness on the evolution of social behavior. Early theoretical investigations revealed two critical assumptions required for Hamilton's rule to hold in dynamical models: weak selection and additive genetic interactions. However, only recently have analytical approaches from population genetics and evolutionary game theory developed sufficiently so that social evolution can be studied under the joint action of selection, mutation, and genetic drift. We review how these approaches suggest two timescales for evolution under weak mutation: (i) a short-term timescale where evolution occurs between a finite set of alleles, and (ii) a long-term timescale where a continuum of alleles are possible and populations evolve continuously from one monomorphic trait to another. We show how Hamilton's rule emerges from the short-term analysis under additivity and how non-additive genetic interactions can be accounted for more generally. This short-term approach reproduces, synthesizes, and generalizes many previous results including the one-third law from evolutionary game theory and risk dominance from economic game theory. Using the long-term approach, we illustrate how trait evolution can be described with a diffusion equation that is a stochastic analogue of the canonical equation of adaptive dynamics. Peaks in the stationary distribution of the diffusion capture classic notions of convergence stability from evolutionary game theory and generally depend on the additive genetic interactions inherent in Hamilton's rule. Surprisingly, the peaks of the long-term stationary distribution can predict the effects of simple kinds of non-additive interactions. Additionally, the peaks capture both weak and strong effects of social payoffs in a manner difficult to replicate with the short-term approach. Together, the results from the short and long-term approaches suggest both how Hamilton's insight may be robust in unexpected ways and how current analytical approaches can expand our understanding of social evolution far beyond Hamilton's original work. Copyright © 2015 Elsevier Inc. All rights reserved.

Genetic evolutionary taboo search for optimal marker placement in infrared patient setup

NASA Astrophysics Data System (ADS)

Riboldi, M.; Baroni, G.; Spadea, M. F.; Tagaste, B.; Garibaldi, C.; Cambria, R.; Orecchia, R.; Pedotti, A.

2007-09-01

In infrared patient setup adequate selection of the external fiducial configuration is required for compensating inner target displacements (target registration error, TRE). Genetic algorithms (GA) and taboo search (TS) were applied in a newly designed approach to optimal marker placement: the genetic evolutionary taboo search (GETS) algorithm. In the GETS paradigm, multiple solutions are simultaneously tested in a stochastic evolutionary scheme, where taboo-based decision making and adaptive memory guide the optimization process. The GETS algorithm was tested on a group of ten prostate patients, to be compared to standard optimization and to randomly selected configurations. The changes in the optimal marker configuration, when TRE is minimized for OARs, were specifically examined. Optimal GETS configurations ensured a 26.5% mean decrease in the TRE value, versus 19.4% for conventional quasi-Newton optimization. Common features in GETS marker configurations were highlighted in the dataset of ten patients, even when multiple runs of the stochastic algorithm were performed. Including OARs in TRE minimization did not considerably affect the spatial distribution of GETS marker configurations. In conclusion, the GETS algorithm proved to be highly effective in solving the optimal marker placement problem. Further work is needed to embed site-specific deformation models in the optimization process.

Intermittent targeted therapies and stochastic evolution in patients affected by chronic myeloid leukemia

NASA Astrophysics Data System (ADS)

Pizzolato, N.; Persano Adorno, D.; Valenti, D.; Spagnolo, B.

2016-05-01

Front line therapy for the treatment of patients affected by chronic myeloid leukemia (CML) is based on the administration of tyrosine kinase inhibitors, namely imatinib or, more recently, axitinib. Although imatinib is highly effective and represents an example of a successful molecular targeted therapy, the appearance of resistance is observed in a proportion of patients, especially those in advanced stages. In this work, we investigate the appearance of resistance in patients affected by CML, by modeling the evolutionary dynamics of cancerous cell populations in a simulated patient treated by an intermittent targeted therapy. We simulate, with the Monte Carlo method, the stochastic evolution of initially healthy cells to leukemic clones, due to genetic mutations and changes in their reproductive behavior. We first present the model and its validation with experimental data by considering a continuous therapy. Then, we investigate how fluctuations in the number of leukemic cells affect patient response to the therapy when the drug is administered with an intermittent time scheduling. Here we show that an intermittent therapy (IT) represents a valid choice in patients with high risk of toxicity, despite an associated delay to the complete restoration of healthy cells. Moreover, a suitably tuned IT can reduce the probability of developing resistance.

Coupling all-atom molecular dynamics simulations of ions in water with Brownian dynamics.

PubMed

Erban, Radek

2016-02-01

Molecular dynamics (MD) simulations of ions (K + , Na + , Ca 2+ and Cl - ) in aqueous solutions are investigated. Water is described using the SPC/E model. A stochastic coarse-grained description for ion behaviour is presented and parametrized using MD simulations. It is given as a system of coupled stochastic and ordinary differential equations, describing the ion position, velocity and acceleration. The stochastic coarse-grained model provides an intermediate description between all-atom MD simulations and Brownian dynamics (BD) models. It is used to develop a multiscale method which uses all-atom MD simulations in parts of the computational domain and (less detailed) BD simulations in the remainder of the domain.

Emergence of evolutionary cycles in size-structured food webs.

PubMed

Ritterskamp, Daniel; Bearup, Daniel; Blasius, Bernd

2016-11-07

The interplay of population dynamics and evolution within ecological communities has been of long-standing interest for ecologists and can give rise to evolutionary cycles, e.g. taxon cycles. Evolutionary cycling was intensely studied in small communities with asymmetric competition; the latter drives the evolutionary processes. Here we demonstrate that evolutionary cycling arises naturally in larger communities if trophic interactions are present, since these are intrinsically asymmetric. To investigate the evolutionary dynamics of a trophic community, we use an allometric food web model. We find that evolutionary cycles emerge naturally for a large parameter ranges. The origin of the evolutionary dynamics is an intrinsic asymmetry in the feeding kernel which creates an evolutionary ratchet, driving species towards larger bodysize. We reveal different kinds of cycles: single morph cycles, and coevolutionary and mixed cycling of complete food webs. The latter refers to the case where each trophic level can have different evolutionary dynamics. We discuss the generality of our findings and conclude that ongoing evolution in food webs may be more frequent than commonly believed. Copyright © 2016 Elsevier Ltd. All rights reserved.

Real-time estimation of incident delay in dynamic and stochastic networks

DOT National Transportation Integrated Search

1997-01-01

The ability to predict the link travel times is a necessary requirement for most intelligent transportation systems (ITS) applications such as route guidance systems. In an urban traffic environment, these travel times are dynamic and stochastic and ...

Inter-species competition-facilitation in stochastic riparian vegetation dynamics.

PubMed

Tealdi, Stefano; Camporeale, Carlo; Ridolfi, Luca

2013-02-07

Riparian vegetation is a highly dynamic community that lives on river banks and which depends to a great extent on the fluvial hydrology. The stochasticity of the discharge and erosion/deposition processes in fact play a key role in determining the distribution of vegetation along a riparian transect. These abiotic processes interact with biotic competition/facilitation mechanisms, such as plant competition for light, water, and nutrients. In this work, we focus on the dynamics of plants characterized by three components: (1) stochastic forcing due to river discharges, (2) competition for resources, and (3) inter-species facilitation due to the interplay between vegetation and fluid dynamics processes. A minimalist stochastic bio-hydrological model is proposed for the dynamics of the biomass of two vegetation species: one species is assumed dominant and slow-growing, the other is subdominant, but fast-growing. The stochastic model is solved analytically and the probability density function of the plant biomasses is obtained as a function of both the hydrologic and biologic parameters. The impact of the competition/facilitation processes on the distribution of vegetation species along the riparian transect is investigated and remarkable effects are observed. Finally, a good qualitative agreement is found between the model results and field data. Copyright © 2012 Elsevier Ltd. All rights reserved.

Eco-evolutionary spatial dynamics in the Glanville fritillary butterfly

PubMed Central

Hanski, Ilkka A.

2011-01-01

Demographic population dynamics, gene flow, and local adaptation may influence each other and lead to coupling of ecological and evolutionary dynamics, especially in species inhabiting fragmented heterogeneous environments. Here, I review long-term research on eco-evolutionary spatial dynamics in the Glanville fritillary butterfly inhabiting a large network of approximately 4,000 meadows in Finland. The metapopulation persists in a balance between frequent local extinctions and recolonizations. The genetic spatial structure as defined by neutral markers is much more coarse-grained than the demographic spatial structure determined by the fragmented habitat, yet small-scale spatial structure has important consequences for the dynamics. I discuss three examples of eco-evolutionary spatial dynamics. (i) Extinction-colonization metapopulation dynamics influence allele frequency changes in the phosphoglucose isomerase (Pgi) gene, which leads to strong associations between genetic variation in Pgi and dispersal, recolonization, and local population dynamics. (ii) Inbreeding in local populations increases their risk for extinction, whereas reciprocal effects between inbreeding, population size, and emigration represent likely eco-evolutionary feedbacks. (iii) Genetically determined female oviposition preference for two host plant species exhibits a cline paralleling a gradient in host plant relative abundances, and host plant preference of dispersing females in relation to the host plant composition of habitat patches influences immigration (gene flow) and recolonization (founder events). Eco-evolutionary spatial dynamics in heterogeneous environments may not lead to directional evolutionary changes unless the environment itself changes, but eco-evolutionary dynamics may contribute to the maintenance of genetic variation attributable to fluctuating selection in space and time. PMID:21788506

Sequence data - Magnitude and implications of some ambiguities.

NASA Technical Reports Server (NTRS)

Holmquist, R.; Jukes, T. H.

1972-01-01

A stochastic model is applied to the divergence of the horse-pig lineage from a common ansestor in terms of the alpha and beta chains of hemoglobin and fibrinopeptides. The results are compared with those based on the minimum mutation distance model of Fitch (1972). Buckwheat and cauliflower cytochrome c sequences are analyzed to demonstrate their ambiguities. A comparative analysis of evolutionary rates for various proteins of horses and pigs shows that errors of considerable magnitude are introduced by Glx and Asx ambiguities into evolutionary conclusions drawn from sequences of incompletely analyzed proteins.

Concepts in solid tumor evolution.

PubMed

Sidow, Arend; Spies, Noah

2015-04-01

Evolutionary mechanisms in cancer progression give tumors their individuality. Cancer evolution is different from organismal evolution, however, and we discuss where concepts from evolutionary genetics are useful or limited in facilitating an understanding of cancer. Based on these concepts we construct and apply the simplest plausible model of tumor growth and progression. Simulations using this simple model illustrate the importance of stochastic events early in tumorigenesis, highlight the dominance of exponential growth over linear growth and differentiation, and explain the clonal substructure of tumors. Copyright © 2015 Elsevier Ltd. All rights reserved.

Neutral evolution in a biological population as diffusion in phenotype space: reproduction with local mutation but without selection.

PubMed

Lawson, Daniel John; Jensen, Henrik Jeldtoft

2007-03-02

The process of "evolutionary diffusion," i.e., reproduction with local mutation but without selection in a biological population, resembles standard diffusion in many ways. However, evolutionary diffusion allows the formation of localized peaks that undergo drift, even in the infinite population limit. We relate a microscopic evolution model to a stochastic model which we solve fully. This allows us to understand the large population limit, relates evolution to diffusion, and shows that independent local mutations act as a diffusion of interacting particles taking larger steps.

Host–parasite fluctuating selection in the absence of specificity

PubMed Central

Ashby, Ben; White, Andy; Bowers, Roger; Buckling, Angus; Koskella, Britt

2017-01-01

Fluctuating selection driven by coevolution between hosts and parasites is important for the generation of host and parasite diversity across space and time. Theory has focused primarily on infection genetics, with highly specific ‘matching-allele’ frameworks more likely to generate fluctuating selection dynamics (FSD) than ‘gene-for-gene’ (generalist–specialist) frameworks. However, the environment, ecological feedbacks and life-history characteristics may all play a role in determining when FSD occurs. Here, we develop eco-evolutionary models with explicit ecological dynamics to explore the ecological, epidemiological and host life-history drivers of FSD. Our key result is to demonstrate for the first time, to our knowledge, that specificity between hosts and parasites is not required to generate FSD. Furthermore, highly specific host–parasite interactions produce unstable, less robust stochastic fluctuations in contrast to interactions that lack specificity altogether or those that vary from generalist to specialist, which produce predictable limit cycles. Given the ubiquity of ecological feedbacks and the variation in the nature of specificity in host–parasite interactions, our work emphasizes the underestimated potential for host–parasite coevolution to generate fluctuating selection. PMID:29093222

A coarse-grained biophysical model of sequence evolution and the population size dependence of the speciation rate

PubMed Central

Khatri, Bhavin S.; Goldstein, Richard A.

2015-01-01

Speciation is fundamental to understanding the huge diversity of life on Earth. Although still controversial, empirical evidence suggests that the rate of speciation is larger for smaller populations. Here, we explore a biophysical model of speciation by developing a simple coarse-grained theory of transcription factor-DNA binding and how their co-evolution in two geographically isolated lineages leads to incompatibilities. To develop a tractable analytical theory, we derive a Smoluchowski equation for the dynamics of binding energy evolution that accounts for the fact that natural selection acts on phenotypes, but variation arises from mutations in sequences; the Smoluchowski equation includes selection due to both gradients in fitness and gradients in sequence entropy, which is the logarithm of the number of sequences that correspond to a particular binding energy. This simple consideration predicts that smaller populations develop incompatibilities more quickly in the weak mutation regime; this trend arises as sequence entropy poises smaller populations closer to incompatible regions of phenotype space. These results suggest a generic coarse-grained approach to evolutionary stochastic dynamics, allowing realistic modelling at the phenotypic level. PMID:25936759

Universality of long-range correlations in expansion randomization systems

NASA Astrophysics Data System (ADS)

Messer, P. W.; Lässig, M.; Arndt, P. F.

2005-10-01

We study the stochastic dynamics of sequences evolving by single-site mutations, segmental duplications, deletions, and random insertions. These processes are relevant for the evolution of genomic DNA. They define a universality class of non-equilibrium 1D expansion-randomization systems with generic stationary long-range correlations in a regime of growing sequence length. We obtain explicitly the two-point correlation function of the sequence composition and the distribution function of the composition bias in sequences of finite length. The characteristic exponent χ of these quantities is determined by the ratio of two effective rates, which are explicitly calculated for several specific sequence evolution dynamics of the universality class. Depending on the value of χ, we find two different scaling regimes, which are distinguished by the detectability of the initial composition bias. All analytic results are accurately verified by numerical simulations. We also discuss the non-stationary build-up and decay of correlations, as well as more complex evolutionary scenarios, where the rates of the processes vary in time. Our findings provide a possible example for the emergence of universality in molecular biology.

Some mechanistic requirements for major transitions

PubMed Central

2016-01-01

Major transitions in nature and human society are accompanied by a substantial change towards higher complexity in the core of the evolving system. New features are established, novel hierarchies emerge, new regulatory mechanisms are required and so on. An obvious way to achieve higher complexity is integration of autonomous elements into new organized systems whereby the previously independent units give up their autonomy at least in part. In this contribution, we reconsider the more than 40 years old hypercycle model and analyse it by the tools of stochastic chemical kinetics. An open system is implemented in the form of a flow reactor. The formation of new dynamically organized units through integration of competitors is identified with transcritical bifurcations. In the stochastic model, the fully organized state is quasi-stationary whereas the unorganized state corresponds to a population with natural selection. The stability of the organized state depends strongly on the number of individual subspecies, n, that have to be integrated: two and three classes of individuals, and , readily form quasi-stationary states. The four-membered deterministic dynamical system, , is stable but in the stochastic approach self-enhancing fluctuations drive it into extinction. In systems with five and more classes of individuals, , the state of cooperation is unstable and the solutions of the deterministic ODEs exhibit large amplitude oscillations. In the stochastic system self-enhancing fluctuations lead to extinction as observed with . Interestingly, cooperative systems in nature are commonly two-membered as shown by numerous examples of binary symbiosis. A few cases of symbiosis of three partners, called three-way symbiosis, have been found and were analysed within the past decade. Four-way symbiosis is rather rare but was reported to occur in fungus-growing ants. The model reported here can be used to illustrate the interplay between competition and cooperation whereby we obtain a hint on the role that resources play in major transitions. Abundance of resources seems to be an indispensable prerequisite of radical innovation that apparently needs substantial investments. Economists often claim that scarcity is driving innovation. Our model sheds some light on this apparent contradiction. In a nutshell, the answer is: scarcity drives optimization and increase in efficiency but abundance is required for radical novelty and the development of new features. This article is part of the themed issue ‘The major synthetic evolutionary transitions’. PMID:27431517

Application of biomarkers in cancer risk management: evaluation from stochastic clonal evolutionary and dynamic system optimization points of view.

PubMed

Li, Xiaohong; Blount, Patricia L; Vaughan, Thomas L; Reid, Brian J

2011-02-01

Aside from primary prevention, early detection remains the most effective way to decrease mortality associated with the majority of solid cancers. Previous cancer screening models are largely based on classification of at-risk populations into three conceptually defined groups (normal, cancer without symptoms, and cancer with symptoms). Unfortunately, this approach has achieved limited successes in reducing cancer mortality. With advances in molecular biology and genomic technologies, many candidate somatic genetic and epigenetic "biomarkers" have been identified as potential predictors of cancer risk. However, none have yet been validated as robust predictors of progression to cancer or shown to reduce cancer mortality. In this Perspective, we first define the necessary and sufficient conditions for precise prediction of future cancer development and early cancer detection within a simple physical model framework. We then evaluate cancer risk prediction and early detection from a dynamic clonal evolution point of view, examining the implications of dynamic clonal evolution of biomarkers and the application of clonal evolution for cancer risk management in clinical practice. Finally, we propose a framework to guide future collaborative research between mathematical modelers and biomarker researchers to design studies to investigate and model dynamic clonal evolution. This approach will allow optimization of available resources for cancer control and intervention timing based on molecular biomarkers in predicting cancer among various risk subsets that dynamically evolve over time.

Stochastic volatility of the futures prices of emission allowances: A Bayesian approach

NASA Astrophysics Data System (ADS)

Kim, Jungmu; Park, Yuen Jung; Ryu, Doojin

2017-01-01

Understanding the stochastic nature of the spot volatility of emission allowances is crucial for risk management in emissions markets. In this study, by adopting a stochastic volatility model with or without jumps to represent the dynamics of European Union Allowances (EUA) futures prices, we estimate the daily volatilities and model parameters by using the Markov Chain Monte Carlo method for stochastic volatility (SV), stochastic volatility with return jumps (SVJ) and stochastic volatility with correlated jumps (SVCJ) models. Our empirical results reveal three important features of emissions markets. First, the data presented herein suggest that EUA futures prices exhibit significant stochastic volatility. Second, the leverage effect is noticeable regardless of whether or not jumps are included. Third, the inclusion of jumps has a significant impact on the estimation of the volatility dynamics. Finally, the market becomes very volatile and large jumps occur at the beginning of a new phase. These findings are important for policy makers and regulators.

Portfolio Optimization with Stochastic Dividends and Stochastic Volatility

ERIC Educational Resources Information Center

Varga, Katherine Yvonne

2015-01-01

We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…

Variance decomposition in stochastic simulators.

PubMed

Le Maître, O P; Knio, O M; Moraes, A

2015-06-28

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

Feynman-Kac formula for stochastic hybrid systems.

PubMed

Bressloff, Paul C

2017-01-01

We derive a Feynman-Kac formula for functionals of a stochastic hybrid system evolving according to a piecewise deterministic Markov process. We first derive a stochastic Liouville equation for the moment generator of the stochastic functional, given a particular realization of the underlying discrete Markov process; the latter generates transitions between different dynamical equations for the continuous process. We then analyze the stochastic Liouville equation using methods recently developed for diffusion processes in randomly switching environments. In particular, we obtain dynamical equations for the moment generating function, averaged with respect to realizations of the discrete Markov process. The resulting Feynman-Kac formula takes the form of a differential Chapman-Kolmogorov equation. We illustrate the theory by calculating the occupation time for a one-dimensional velocity jump process on the infinite or semi-infinite real line. Finally, we present an alternative derivation of the Feynman-Kac formula based on a recent path-integral formulation of stochastic hybrid systems.

Switching of bound vector solitons for the coupled nonlinear Schrödinger equations with nonhomogenously stochastic perturbations

NASA Astrophysics Data System (ADS)

Sun, Zhi-Yuan; Gao, Yi-Tian; Yu, Xin; Liu, Ying

2012-12-01

We investigate the dynamics of the bound vector solitons (BVSs) for the coupled nonlinear Schrödinger equations with the nonhomogenously stochastic perturbations added on their dispersion terms. Soliton switching (besides soliton breakup) can be observed between the two components of the BVSs. Rate of the maximum switched energy (absolute values) within the fixed propagation distance (about 10 periods of the BVSs) enhances in the sense of statistics when the amplitudes of stochastic perturbations increase. Additionally, it is revealed that the BVSs with enhanced coherence are more robust against the perturbations with nonhomogenous stochasticity. Diagram describing the approximate borders of the splitting and non-splitting areas is also given. Our results might be helpful in dynamics of the BVSs with stochastic noises in nonlinear optical fibers or with stochastic quantum fluctuations in Bose-Einstein condensates.

Switching of bound vector solitons for the coupled nonlinear Schrödinger equations with nonhomogenously stochastic perturbations.

PubMed

Sun, Zhi-Yuan; Gao, Yi-Tian; Yu, Xin; Liu, Ying

2012-12-01

We investigate the dynamics of the bound vector solitons (BVSs) for the coupled nonlinear Schrödinger equations with the nonhomogenously stochastic perturbations added on their dispersion terms. Soliton switching (besides soliton breakup) can be observed between the two components of the BVSs. Rate of the maximum switched energy (absolute values) within the fixed propagation distance (about 10 periods of the BVSs) enhances in the sense of statistics when the amplitudes of stochastic perturbations increase. Additionally, it is revealed that the BVSs with enhanced coherence are more robust against the perturbations with nonhomogenous stochasticity. Diagram describing the approximate borders of the splitting and non-splitting areas is also given. Our results might be helpful in dynamics of the BVSs with stochastic noises in nonlinear optical fibers or with stochastic quantum fluctuations in Bose-Einstein condensates.

Variance decomposition in stochastic simulators

NASA Astrophysics Data System (ADS)

Le Maître, O. P.; Knio, O. M.; Moraes, A.

2015-06-01

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

Roles of dispersal, stochasticity, and nonlinear dynamics in the spatial structuring of seasonal natural enemy-victim populations

Treesearch

Patrick C. Tobin; Ottar N. Bjornstad

2005-01-01

Natural enemy-victim systems may exhibit a range of dynamic space-time patterns. We used a theoretical framework to study spatiotemporal structuring in a transient natural enemy-victim system subject to differential rates of dispersal, stochastic forcing, and nonlinear dynamics. Highly mobile natural enemies that attacked less mobile victims were locally spatially...

Stochastic collective dynamics of charged-particle beams in the stability regime

NASA Astrophysics Data System (ADS)

Petroni, Nicola Cufaro; de Martino, Salvatore; de Siena, Silvio; Illuminati, Fabrizio

2001-01-01

We introduce a description of the collective transverse dynamics of charged (proton) beams in the stability regime by suitable classical stochastic fluctuations. In this scheme, the collective beam dynamics is described by time-reversal invariant diffusion processes deduced by stochastic variational principles (Nelson processes). By general arguments, we show that the diffusion coefficient, expressed in units of length, is given by λcN, where N is the number of particles in the beam and λc the Compton wavelength of a single constituent. This diffusion coefficient represents an effective unit of beam emittance. The hydrodynamic equations of the stochastic dynamics can be easily recast in the form of a Schrödinger equation, with the unit of emittance replacing the Planck action constant. This fact provides a natural connection to the so-called ``quantum-like approaches'' to beam dynamics. The transition probabilities associated to Nelson processes can be exploited to model evolutions suitable to control the transverse beam dynamics. In particular we show how to control, in the quadrupole approximation to the beam-field interaction, both the focusing and the transverse oscillations of the beam, either together or independently.

Genetic Variation in the Nuclear and Organellar Genomes Modulates Stochastic Variation in the Metabolome, Growth, and Defense

PubMed Central

Joseph, Bindu; Corwin, Jason A.; Kliebenstein, Daniel J.

2015-01-01

Recent studies are starting to show that genetic control over stochastic variation is a key evolutionary solution of single celled organisms in the face of unpredictable environments. This has been expanded to show that genetic variation can alter stochastic variation in transcriptional processes within multi-cellular eukaryotes. However, little is known about how genetic diversity can control stochastic variation within more non-cell autonomous phenotypes. Using an Arabidopsis reciprocal RIL population, we showed that there is significant genetic diversity influencing stochastic variation in the plant metabolome, defense chemistry, and growth. This genetic diversity included loci specific for the stochastic variation of each phenotypic class that did not affect the other phenotypic classes or the average phenotype. This suggests that the organism's networks are established so that noise can exist in one phenotypic level like metabolism and not permeate up or down to different phenotypic levels. Further, the genomic variation within the plastid and mitochondria also had significant effects on the stochastic variation of all phenotypic classes. The genetic influence over stochastic variation within the metabolome was highly metabolite specific, with neighboring metabolites in the same metabolic pathway frequently showing different levels of noise. As expected from bet-hedging theory, there was more genetic diversity and a wider range of stochastic variation for defense chemistry than found for primary metabolism. Thus, it is possible to begin dissecting the stochastic variation of whole organismal phenotypes in multi-cellular organisms. Further, there are loci that modulate stochastic variation at different phenotypic levels. Finding the identity of these genes will be key to developing complete models linking genotype to phenotype. PMID:25569687

Genetic variation in the nuclear and organellar genomes modulates stochastic variation in the metabolome, growth, and defense.

PubMed

Joseph, Bindu; Corwin, Jason A; Kliebenstein, Daniel J

2015-01-01

Recent studies are starting to show that genetic control over stochastic variation is a key evolutionary solution of single celled organisms in the face of unpredictable environments. This has been expanded to show that genetic variation can alter stochastic variation in transcriptional processes within multi-cellular eukaryotes. However, little is known about how genetic diversity can control stochastic variation within more non-cell autonomous phenotypes. Using an Arabidopsis reciprocal RIL population, we showed that there is significant genetic diversity influencing stochastic variation in the plant metabolome, defense chemistry, and growth. This genetic diversity included loci specific for the stochastic variation of each phenotypic class that did not affect the other phenotypic classes or the average phenotype. This suggests that the organism's networks are established so that noise can exist in one phenotypic level like metabolism and not permeate up or down to different phenotypic levels. Further, the genomic variation within the plastid and mitochondria also had significant effects on the stochastic variation of all phenotypic classes. The genetic influence over stochastic variation within the metabolome was highly metabolite specific, with neighboring metabolites in the same metabolic pathway frequently showing different levels of noise. As expected from bet-hedging theory, there was more genetic diversity and a wider range of stochastic variation for defense chemistry than found for primary metabolism. Thus, it is possible to begin dissecting the stochastic variation of whole organismal phenotypes in multi-cellular organisms. Further, there are loci that modulate stochastic variation at different phenotypic levels. Finding the identity of these genes will be key to developing complete models linking genotype to phenotype.

On stochastic control and optimal measurement strategies. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Kramer, L. C.

1971-01-01

The control of stochastic dynamic systems is studied with particular emphasis on those which influence the quality or nature of the measurements which are made to effect control. Four main areas are discussed: (1) the meaning of stochastic optimality and the means by which dynamic programming may be applied to solve a combined control/measurement problem; (2) a technique by which it is possible to apply deterministic methods, specifically the minimum principle, to the study of stochastic problems; (3) the methods described are applied to linear systems with Gaussian disturbances to study the structure of the resulting control system; and (4) several applications are considered.

A deterministic and stochastic model for the system dynamics of tumor-immune responses to chemotherapy

NASA Astrophysics Data System (ADS)

Liu, Xiangdong; Li, Qingze; Pan, Jianxin

2018-06-01

Modern medical studies show that chemotherapy can help most cancer patients, especially for those diagnosed early, to stabilize their disease conditions from months to years, which means the population of tumor cells remained nearly unchanged in quite a long time after fighting against immune system and drugs. In order to better understand the dynamics of tumor-immune responses under chemotherapy, deterministic and stochastic differential equation models are constructed to characterize the dynamical change of tumor cells and immune cells in this paper. The basic dynamical properties, such as boundedness, existence and stability of equilibrium points, are investigated in the deterministic model. Extended stochastic models include stochastic differential equations (SDEs) model and continuous-time Markov chain (CTMC) model, which accounts for the variability in cellular reproduction, growth and death, interspecific competitions, and immune response to chemotherapy. The CTMC model is harnessed to estimate the extinction probability of tumor cells. Numerical simulations are performed, which confirms the obtained theoretical results.

How a small noise generates large-amplitude oscillations of volcanic plug and provides high seismicity

NASA Astrophysics Data System (ADS)

Alexandrov, Dmitri V.; Bashkirtseva, Irina A.; Ryashko, Lev B.

2015-04-01

A non-linear behavior of dynamic model of the magma-plug system under the action of N-shaped friction force and stochastic disturbances is studied. It is shown that the deterministic dynamics essentially depends on the mutual arrangement of an equilibrium point and the friction force branches. Variations of this arrangement imply bifurcations, birth and disappearance of stable limit cycles, changes of the stability of equilibria, system transformations between mono- and bistable regimes. A slope of the right increasing branch of the friction function is responsible for the formation of such regimes. In a bistable zone, the noise generates transitions between small and large amplitude stochastic oscillations. In a monostable zone with single stable equilibrium, a new dynamic phenomenon of noise-induced generation of large amplitude stochastic oscillations in the plug rate and pressure is revealed. A beat-type dynamics of the plug displacement under the influence of stochastic forcing is studied as well.

Crossing the threshold

NASA Astrophysics Data System (ADS)

Bush, John; Tambasco, Lucas

2017-11-01

First, we summarize the circumstances in which chaotic pilot-wave dynamics gives rise to quantum-like statistical behavior. For ``closed'' systems, in which the droplet is confined to a finite domain either by boundaries or applied forces, quantum-like features arise when the persistence time of the waves exceeds the time required for the droplet to cross its domain. Second, motivated by the similarities between this hydrodynamic system and stochastic electrodynamics, we examine the behavior of a bouncing droplet above the Faraday threshold, where a stochastic element is introduced into the drop dynamics by virtue of its interaction with a background Faraday wave field. With a view to extending the dynamical range of pilot-wave systems to capture more quantum-like features, we consider a generalized theoretical framework for stochastic pilot-wave dynamics in which the relative magnitudes of the drop-generated pilot-wave field and a stochastic background field may be varied continuously. We gratefully acknowledge the financial support of the NSF through their CMMI and DMS divisions.

Mixed Effects Modeling Using Stochastic Differential Equations: Illustrated by Pharmacokinetic Data of Nicotinic Acid in Obese Zucker Rats.

PubMed

Leander, Jacob; Almquist, Joachim; Ahlström, Christine; Gabrielsson, Johan; Jirstrand, Mats

2015-05-01

Inclusion of stochastic differential equations in mixed effects models provides means to quantify and distinguish three sources of variability in data. In addition to the two commonly encountered sources, measurement error and interindividual variability, we also consider uncertainty in the dynamical model itself. To this end, we extend the ordinary differential equation setting used in nonlinear mixed effects models to include stochastic differential equations. The approximate population likelihood is derived using the first-order conditional estimation with interaction method and extended Kalman filtering. To illustrate the application of the stochastic differential mixed effects model, two pharmacokinetic models are considered. First, we use a stochastic one-compartmental model with first-order input and nonlinear elimination to generate synthetic data in a simulated study. We show that by using the proposed method, the three sources of variability can be successfully separated. If the stochastic part is neglected, the parameter estimates become biased, and the measurement error variance is significantly overestimated. Second, we consider an extension to a stochastic pharmacokinetic model in a preclinical study of nicotinic acid kinetics in obese Zucker rats. The parameter estimates are compared between a deterministic and a stochastic NiAc disposition model, respectively. Discrepancies between model predictions and observations, previously described as measurement noise only, are now separated into a comparatively lower level of measurement noise and a significant uncertainty in model dynamics. These examples demonstrate that stochastic differential mixed effects models are useful tools for identifying incomplete or inaccurate model dynamics and for reducing potential bias in parameter estimates due to such model deficiencies.

Stochastic hybrid delay population dynamics: well-posed models and extinction.

PubMed

Yuan, Chenggui; Mao, Xuerong; Lygeros, John

2009-01-01

Nonlinear differential equations have been used for decades for studying fluctuations in the populations of species, interactions of species with the environment, and competition and symbiosis between species. Over the years, the original non-linear models have been embellished with delay terms, stochastic terms and more recently discrete dynamics. In this paper, we investigate stochastic hybrid delay population dynamics (SHDPD), a very general class of population dynamics that comprises all of these phenomena. For this class of systems, we provide sufficient conditions to ensure that SHDPD have global positive, ultimately bounded solutions, a minimum requirement for a realistic, well-posed model. We then study the question of extinction and establish conditions under which an ecosystem modelled by SHDPD is doomed.

Effects of stochastic time-delayed feedback on a dynamical system modeling a chemical oscillator.

PubMed

González Ochoa, Héctor O; Perales, Gualberto Solís; Epstein, Irving R; Femat, Ricardo

2018-05-01

We examine how stochastic time-delayed negative feedback affects the dynamical behavior of a model oscillatory reaction. We apply constant and stochastic time-delayed negative feedbacks to a point Field-Körös-Noyes photosensitive oscillator and compare their effects. Negative feedback is applied in the form of simulated inhibitory electromagnetic radiation with an intensity proportional to the concentration of oxidized light-sensitive catalyst in the oscillator. We first characterize the system under nondelayed inhibitory feedback; then we explore and compare the effects of constant (deterministic) versus stochastic time-delayed feedback. We find that the oscillatory amplitude, frequency, and waveform are essentially preserved when low-dispersion stochastic delayed feedback is used, whereas small but measurable changes appear when a large dispersion is applied.

Effects of stochastic time-delayed feedback on a dynamical system modeling a chemical oscillator

NASA Astrophysics Data System (ADS)

González Ochoa, Héctor O.; Perales, Gualberto Solís; Epstein, Irving R.; Femat, Ricardo

2018-05-01

We examine how stochastic time-delayed negative feedback affects the dynamical behavior of a model oscillatory reaction. We apply constant and stochastic time-delayed negative feedbacks to a point Field-Körös-Noyes photosensitive oscillator and compare their effects. Negative feedback is applied in the form of simulated inhibitory electromagnetic radiation with an intensity proportional to the concentration of oxidized light-sensitive catalyst in the oscillator. We first characterize the system under nondelayed inhibitory feedback; then we explore and compare the effects of constant (deterministic) versus stochastic time-delayed feedback. We find that the oscillatory amplitude, frequency, and waveform are essentially preserved when low-dispersion stochastic delayed feedback is used, whereas small but measurable changes appear when a large dispersion is applied.

Quantifying the contribution of chromatin dynamics to stochastic gene expression reveals long, locus-dependent periods between transcriptional bursts.

PubMed

Viñuelas, José; Kaneko, Gaël; Coulon, Antoine; Vallin, Elodie; Morin, Valérie; Mejia-Pous, Camila; Kupiec, Jean-Jacques; Beslon, Guillaume; Gandrillon, Olivier

2013-02-25

A number of studies have established that stochasticity in gene expression may play an important role in many biological phenomena. This therefore calls for further investigations to identify the molecular mechanisms at stake, in order to understand and manipulate cell-to-cell variability. In this work, we explored the role played by chromatin dynamics in the regulation of stochastic gene expression in higher eukaryotic cells. For this purpose, we generated isogenic chicken-cell populations expressing a fluorescent reporter integrated in one copy per clone. Although the clones differed only in the genetic locus at which the reporter was inserted, they showed markedly different fluorescence distributions, revealing different levels of stochastic gene expression. Use of chromatin-modifying agents showed that direct manipulation of chromatin dynamics had a marked effect on the extent of stochastic gene expression. To better understand the molecular mechanism involved in these phenomena, we fitted these data to a two-state model describing the opening/closing process of the chromatin. We found that the differences between clones seemed to be due mainly to the duration of the closed state, and that the agents we used mainly seem to act on the opening probability. In this study, we report biological experiments combined with computational modeling, highlighting the importance of chromatin dynamics in stochastic gene expression. This work sheds a new light on the mechanisms of gene expression in higher eukaryotic cells, and argues in favor of relatively slow dynamics with long (hours to days) periods of quiet state.

Spatial prisoner's dilemma game with volunteering in Newman-Watts small-world networks

NASA Astrophysics Data System (ADS)

Wu, Zhi-Xi; Xu, Xin-Jian; Chen, Yong; Wang, Ying-Hai

2005-03-01

A modified spatial prisoner’s dilemma game with voluntary participation in Newman-Watts small-world networks is studied. Some reasonable ingredients are introduced to the game evolutionary dynamics: each agent in the network is a pure strategist and can only take one of three strategies (cooperator, defector, and loner); its strategical transformation is associated with both the number of strategical states and the magnitude of average profits, which are adopted and acquired by its coplayers in the previous round of play; a stochastic strategy mutation is applied when it gets into the trouble of local commons that the agent and its neighbors are in the same state and get the same average payoffs. In the case of very low temptation to defect, it is found that agents are willing to participate in the game in typical small-world region and intensive collective oscillations arise in more random region.

How did the swiss cheese plant get its holes?

PubMed

Muir, Christopher D

2013-02-01

Adult leaf fenestration in "Swiss cheese" plants (Monstera Adans.) is an unusual leaf shape trait lacking a convincing evolutionary explanation. Monstera are secondary hemiepiphytes that inhabit the understory of tropical rainforests, where photosynthesis from sunflecks often makes up a large proportion of daily carbon assimilation. Here I present a simple model of leaf-level photosynthesis and whole-plant canopy dynamics in a stochastic light environment. The model demonstrates that leaf fenestration can reduce the variance in plant growth and thereby increase geometric mean fitness. This growth-variance hypothesis also suggests explanations for conspicuous ontogenetic changes in leaf morphology (heteroblasty) in Monstera, as well as the absence of leaf fenestration in co-occurring juvenile tree species. The model provides a testable hypothesis of the adaptive significance of a unique leaf shape and illustrates how variance in growth rate could be an important factor shaping plant morphology and physiology.

On Using Surrogates with Genetic Programming.

PubMed

Hildebrandt, Torsten; Branke, Jürgen

2015-01-01

One way to accelerate evolutionary algorithms with expensive fitness evaluations is to combine them with surrogate models. Surrogate models are efficiently computable approximations of the fitness function, derived by means of statistical or machine learning techniques from samples of fully evaluated solutions. But these models usually require a numerical representation, and therefore cannot be used with the tree representation of genetic programming (GP). In this paper, we present a new way to use surrogate models with GP. Rather than using the genotype directly as input to the surrogate model, we propose using a phenotypic characterization. This phenotypic characterization can be computed efficiently and allows us to define approximate measures of equivalence and similarity. Using a stochastic, dynamic job shop scenario as an example of simulation-based GP with an expensive fitness evaluation, we show how these ideas can be used to construct surrogate models and improve the convergence speed and solution quality of GP.

Structural optimization procedure of a composite wind turbine blade for reducing both material cost and blade weight

NASA Astrophysics Data System (ADS)

Hu, Weifei; Park, Dohyun; Choi, DongHoon

2013-12-01

A composite blade structure for a 2 MW horizontal axis wind turbine is optimally designed. Design requirements are simultaneously minimizing material cost and blade weight while satisfying the constraints on stress ratio, tip deflection, fatigue life and laminate layup requirements. The stress ratio and tip deflection under extreme gust loads and the fatigue life under a stochastic normal wind load are evaluated. A blade element wind load model is proposed to explain the wind pressure difference due to blade height change during rotor rotation. For fatigue life evaluation, the stress result of an implicit nonlinear dynamic analysis under a time-varying fluctuating wind is converted to the histograms of mean and amplitude of maximum stress ratio using the rainflow counting algorithm Miner's rule is employed to predict the fatigue life. After integrating and automating the whole analysis procedure an evolutionary algorithm is used to solve the discrete optimization problem.

Sparse learning of stochastic dynamical equations

NASA Astrophysics Data System (ADS)

Boninsegna, Lorenzo; Nüske, Feliks; Clementi, Cecilia

2018-06-01

With the rapid increase of available data for complex systems, there is great interest in the extraction of physically relevant information from massive datasets. Recently, a framework called Sparse Identification of Nonlinear Dynamics (SINDy) has been introduced to identify the governing equations of dynamical systems from simulation data. In this study, we extend SINDy to stochastic dynamical systems which are frequently used to model biophysical processes. We prove the asymptotic correctness of stochastic SINDy in the infinite data limit, both in the original and projected variables. We discuss algorithms to solve the sparse regression problem arising from the practical implementation of SINDy and show that cross validation is an essential tool to determine the right level of sparsity. We demonstrate the proposed methodology on two test systems, namely, the diffusion in a one-dimensional potential and the projected dynamics of a two-dimensional diffusion process.

Dynamics of a stochastic tuberculosis model with constant recruitment and varying total population size

NASA Astrophysics Data System (ADS)

Liu, Qun; Jiang, Daqing; Shi, Ningzhong; Hayat, Tasawar; Alsaedi, Ahmed

2017-03-01

In this paper, we develop a mathematical model for a tuberculosis model with constant recruitment and varying total population size by incorporating stochastic perturbations. By constructing suitable stochastic Lyapunov functions, we establish sufficient conditions for the existence of an ergodic stationary distribution as well as extinction of the disease to the stochastic system.

Simulation of quantum dynamics based on the quantum stochastic differential equation.

PubMed

Li, Ming

2013-01-01

The quantum stochastic differential equation derived from the Lindblad form quantum master equation is investigated. The general formulation in terms of environment operators representing the quantum state diffusion is given. The numerical simulation algorithm of stochastic process of direct photodetection of a driven two-level system for the predictions of the dynamical behavior is proposed. The effectiveness and superiority of the algorithm are verified by the performance analysis of the accuracy and the computational cost in comparison with the classical Runge-Kutta algorithm.

Dynamics of the stochastic low concentration trimolecular oscillatory chemical system with jumps

NASA Astrophysics Data System (ADS)

Wei, Yongchang; Yang, Qigui

2018-06-01

This paper is devoted to discern long time dynamics through the stochastic low concentration trimolecular oscillatory chemical system with jumps. By Lyapunov technique, this system is proved to have a unique global positive solution, and the asymptotic stability in mean square of such model is further established. Moreover, the existence of random attractor and Lyapunov exponents are obtained for the stochastic homeomorphism flow generated by the corresponding global positive solution. And some numerical simulations are given to illustrate the presented results.

Evolution in fluctuating environments: decomposing selection into additive components of the Robertson-Price equation.

PubMed

Engen, Steinar; Saether, Bernt-Erik

2014-03-01

We analyze the stochastic components of the Robertson-Price equation for the evolution of quantitative characters that enables decomposition of the selection differential into components due to demographic and environmental stochasticity. We show how these two types of stochasticity affect the evolution of multivariate quantitative characters by defining demographic and environmental variances as components of individual fitness. The exact covariance formula for selection is decomposed into three components, the deterministic mean value, as well as stochastic demographic and environmental components. We show that demographic and environmental stochasticity generate random genetic drift and fluctuating selection, respectively. This provides a common theoretical framework for linking ecological and evolutionary processes. Demographic stochasticity can cause random variation in selection differentials independent of fluctuating selection caused by environmental variation. We use this model of selection to illustrate that the effect on the expected selection differential of random variation in individual fitness is dependent on population size, and that the strength of fluctuating selection is affected by how environmental variation affects the covariance in Malthusian fitness between individuals with different phenotypes. Thus, our approach enables us to partition out the effects of fluctuating selection from the effects of selection due to random variation in individual fitness caused by demographic stochasticity. © 2013 The Author(s). Evolution © 2013 The Society for the Study of Evolution.

Efficient analysis of stochastic gene dynamics in the non-adiabatic regime using piecewise deterministic Markov processes

PubMed Central

2018-01-01

Single-cell experiments show that gene expression is stochastic and bursty, a feature that can emerge from slow switching between promoter states with different activities. In addition to slow chromatin and/or DNA looping dynamics, one source of long-lived promoter states is the slow binding and unbinding kinetics of transcription factors to promoters, i.e. the non-adiabatic binding regime. Here, we introduce a simple analytical framework, known as a piecewise deterministic Markov process (PDMP), that accurately describes the stochastic dynamics of gene expression in the non-adiabatic regime. We illustrate the utility of the PDMP on a non-trivial dynamical system by analysing the properties of a titration-based oscillator in the non-adiabatic limit. We first show how to transform the underlying chemical master equation into a PDMP where the slow transitions between promoter states are stochastic, but whose rates depend upon the faster deterministic dynamics of the transcription factors regulated by these promoters. We show that the PDMP accurately describes the observed periods of stochastic cycles in activator and repressor-based titration oscillators. We then generalize our PDMP analysis to more complicated versions of titration-based oscillators to explain how multiple binding sites lengthen the period and improve coherence. Last, we show how noise-induced oscillation previously observed in a titration-based oscillator arises from non-adiabatic and discrete binding events at the promoter site. PMID:29386401

Hybridization of Strength Pareto Multiobjective Optimization with Modified Cuckoo Search Algorithm for Rectangular Array

NASA Astrophysics Data System (ADS)

Abdul Rani, Khairul Najmy; Abdulmalek, Mohamedfareq; A. Rahim, Hasliza; Siew Chin, Neoh; Abd Wahab, Alawiyah

2017-04-01

This research proposes the various versions of modified cuckoo search (MCS) metaheuristic algorithm deploying the strength Pareto evolutionary algorithm (SPEA) multiobjective (MO) optimization technique in rectangular array geometry synthesis. Precisely, the MCS algorithm is proposed by incorporating the Roulette wheel selection operator to choose the initial host nests (individuals) that give better results, adaptive inertia weight to control the positions exploration of the potential best host nests (solutions), and dynamic discovery rate to manage the fraction probability of finding the best host nests in 3-dimensional search space. In addition, the MCS algorithm is hybridized with the particle swarm optimization (PSO) and hill climbing (HC) stochastic techniques along with the standard strength Pareto evolutionary algorithm (SPEA) forming the MCSPSOSPEA and MCSHCSPEA, respectively. All the proposed MCS-based algorithms are examined to perform MO optimization on Zitzler-Deb-Thiele’s (ZDT’s) test functions. Pareto optimum trade-offs are done to generate a set of three non-dominated solutions, which are locations, excitation amplitudes, and excitation phases of array elements, respectively. Overall, simulations demonstrates that the proposed MCSPSOSPEA outperforms other compatible competitors, in gaining a high antenna directivity, small half-power beamwidth (HPBW), low average side lobe level (SLL) suppression, and/or significant predefined nulls mitigation, simultaneously.

Adaptation to fragmentation: evolutionary dynamics driven by human influences.

PubMed

Cheptou, Pierre-Olivier; Hargreaves, Anna L; Bonte, Dries; Jacquemyn, Hans

2017-01-19

Fragmentation-the process by which habitats are transformed into smaller patches isolated from each other-has been identified as a major threat for biodiversity. Fragmentation has well-established demographic and population genetic consequences, eroding genetic diversity and hindering gene flow among patches. However, fragmentation should also select on life history, both predictably through increased isolation, demographic stochasticity and edge effects, and more idiosyncratically via altered biotic interactions. While species have adapted to natural fragmentation, adaptation to anthropogenic fragmentation has received little attention. In this review, we address how and whether organisms might adapt to anthropogenic fragmentation. Drawing on selected case studies and evolutionary ecology models, we show that anthropogenic fragmentation can generate selection on traits at both the patch and landscape scale, and affect the adaptive potential of populations. We suggest that dispersal traits are likely to experience especially strong selection, as dispersal both enables migration among patches and increases the risk of landing in the inhospitable matrix surrounding them. We highlight that suites of associated traits are likely to evolve together. Importantly, we show that adaptation will not necessarily rescue populations from the negative effects of fragmentation, and may even exacerbate them, endangering the entire metapopulation.This article is part of the themed issue 'Human influences on evolution, and the ecological and societal consequences'. © 2016 The Author(s).

Toward Control of Universal Scaling in Critical Dynamics

DTIC Science & Technology

2016-01-27

program that aims to synergistically combine two powerful and very successful theories for non-linear stochastic dynamics of cooperative multi...RESPONSIBLE PERSON 19b. TELEPHONE NUMBER Uwe Tauber Uwe C. T? uber , Michel Pleimling, Daniel J. Stilwell 611102 c. THIS PAGE The public reporting burden...to synergistically combine two powerful and very successful theories for non-linear stochastic dynamics of cooperative multi-component systems, namely

Stochastic dynamics and combinatorial optimization

NASA Astrophysics Data System (ADS)

Ovchinnikov, Igor V.; Wang, Kang L.

2017-11-01

Natural dynamics is often dominated by sudden nonlinear processes such as neuroavalanches, gamma-ray bursts, solar flares, etc., that exhibit scale-free statistics much in the spirit of the logarithmic Ritcher scale for earthquake magnitudes. On phase diagrams, stochastic dynamical systems (DSs) exhibiting this type of dynamics belong to the finite-width phase (N-phase for brevity) that precedes ordinary chaotic behavior and that is known under such names as noise-induced chaos, self-organized criticality, dynamical complexity, etc. Within the recently proposed supersymmetric theory of stochastic dynamics, the N-phase can be roughly interpreted as the noise-induced “overlap” between integrable and chaotic deterministic dynamics. As a result, the N-phase dynamics inherits the properties of the both. Here, we analyze this unique set of properties and conclude that the N-phase DSs must naturally be the most efficient optimizers: on one hand, N-phase DSs have integrable flows with well-defined attractors that can be associated with candidate solutions and, on the other hand, the noise-induced attractor-to-attractor dynamics in the N-phase is effectively chaotic or aperiodic so that a DS must avoid revisiting solutions/attractors thus accelerating the search for the best solution. Based on this understanding, we propose a method for stochastic dynamical optimization using the N-phase DSs. This method can be viewed as a hybrid of the simulated and chaotic annealing methods. Our proposition can result in a new generation of hardware devices for efficient solution of various search and/or combinatorial optimization problems.

A matrix-based approach to solving the inverse Frobenius-Perron problem using sequences of density functions of stochastically perturbed dynamical systems

NASA Astrophysics Data System (ADS)

Nie, Xiaokai; Coca, Daniel

2018-01-01

The paper introduces a matrix-based approach to estimate the unique one-dimensional discrete-time dynamical system that generated a given sequence of probability density functions whilst subjected to an additive stochastic perturbation with known density.

A matrix-based approach to solving the inverse Frobenius-Perron problem using sequences of density functions of stochastically perturbed dynamical systems.

PubMed

Nie, Xiaokai; Coca, Daniel

2018-01-01

The paper introduces a matrix-based approach to estimate the unique one-dimensional discrete-time dynamical system that generated a given sequence of probability density functions whilst subjected to an additive stochastic perturbation with known density.

Hybrid stochastic and deterministic simulations of calcium blips.

PubMed

Rüdiger, S; Shuai, J W; Huisinga, W; Nagaiah, C; Warnecke, G; Parker, I; Falcke, M

2007-09-15

Intracellular calcium release is a prime example for the role of stochastic effects in cellular systems. Recent models consist of deterministic reaction-diffusion equations coupled to stochastic transitions of calcium channels. The resulting dynamics is of multiple time and spatial scales, which complicates far-reaching computer simulations. In this article, we introduce a novel hybrid scheme that is especially tailored to accurately trace events with essential stochastic variations, while deterministic concentration variables are efficiently and accurately traced at the same time. We use finite elements to efficiently resolve the extreme spatial gradients of concentration variables close to a channel. We describe the algorithmic approach and we demonstrate its efficiency compared to conventional methods. Our single-channel model matches experimental data and results in intriguing dynamics if calcium is used as charge carrier. Random openings of the channel accumulate in bursts of calcium blips that may be central for the understanding of cellular calcium dynamics.

A stochastic thermostat algorithm for coarse-grained thermomechanical modeling of large-scale soft matters: Theory and application to microfilaments

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, Tong; Gu, YuanTong, E-mail: yuantong.gu@qut.edu.au

As all-atom molecular dynamics method is limited by its enormous computational cost, various coarse-grained strategies have been developed to extend the length scale of soft matters in the modeling of mechanical behaviors. However, the classical thermostat algorithm in highly coarse-grained molecular dynamics method would underestimate the thermodynamic behaviors of soft matters (e.g. microfilaments in cells), which can weaken the ability of materials to overcome local energy traps in granular modeling. Based on all-atom molecular dynamics modeling of microfilament fragments (G-actin clusters), a new stochastic thermostat algorithm is developed to retain the representation of thermodynamic properties of microfilaments at extra coarse-grainedmore » level. The accuracy of this stochastic thermostat algorithm is validated by all-atom MD simulation. This new stochastic thermostat algorithm provides an efficient way to investigate the thermomechanical properties of large-scale soft matters.« less

Stochastic dynamic analysis of marine risers considering Gaussian system uncertainties

NASA Astrophysics Data System (ADS)

Ni, Pinghe; Li, Jun; Hao, Hong; Xia, Yong

2018-03-01

This paper performs the stochastic dynamic response analysis of marine risers with material uncertainties, i.e. in the mass density and elastic modulus, by using Stochastic Finite Element Method (SFEM) and model reduction technique. These uncertainties are assumed having Gaussian distributions. The random mass density and elastic modulus are represented by using the Karhunen-Loève (KL) expansion. The Polynomial Chaos (PC) expansion is adopted to represent the vibration response because the covariance of the output is unknown. Model reduction based on the Iterated Improved Reduced System (IIRS) technique is applied to eliminate the PC coefficients of the slave degrees of freedom to reduce the dimension of the stochastic system. Monte Carlo Simulation (MCS) is conducted to obtain the reference response statistics. Two numerical examples are studied in this paper. The response statistics from the proposed approach are compared with those from MCS. It is noted that the computational time is significantly reduced while the accuracy is kept. The results demonstrate the efficiency of the proposed approach for stochastic dynamic response analysis of marine risers.

Information-theoretic model selection for optimal prediction of stochastic dynamical systems from data

NASA Astrophysics Data System (ADS)

Darmon, David

2018-03-01

In the absence of mechanistic or phenomenological models of real-world systems, data-driven models become necessary. The discovery of various embedding theorems in the 1980s and 1990s motivated a powerful set of tools for analyzing deterministic dynamical systems via delay-coordinate embeddings of observations of their component states. However, in many branches of science, the condition of operational determinism is not satisfied, and stochastic models must be brought to bear. For such stochastic models, the tool set developed for delay-coordinate embedding is no longer appropriate, and a new toolkit must be developed. We present an information-theoretic criterion, the negative log-predictive likelihood, for selecting the embedding dimension for a predictively optimal data-driven model of a stochastic dynamical system. We develop a nonparametric estimator for the negative log-predictive likelihood and compare its performance to a recently proposed criterion based on active information storage. Finally, we show how the output of the model selection procedure can be used to compare candidate predictors for a stochastic system to an information-theoretic lower bound.

Analysis of stochastic model for non-linear volcanic dynamics

NASA Astrophysics Data System (ADS)

Alexandrov, D.; Bashkirtseva, I.; Ryashko, L.

2014-12-01

Motivated by important geophysical applications we consider a dynamic model of the magma-plug system previously derived by Iverson et al. (2006) under the influence of stochastic forcing. Due to strong nonlinearity of the friction force for solid plug along its margins, the initial deterministic system exhibits impulsive oscillations. Two types of dynamic behavior of the system under the influence of the parametric stochastic forcing have been found: random trajectories are scattered on both sides of the deterministic cycle or grouped on its internal side only. It is shown that dispersions are highly inhomogeneous along cycles in the presence of noises. The effects of noise-induced shifts, pressure stabilization and localization of random trajectories have been revealed with increasing the noise intensity. The plug velocity, pressure and displacement are highly dependent of noise intensity as well. These new stochastic phenomena are related with the nonlinear peculiarities of the deterministic phase portrait. It is demonstrated that the repetitive stick-slip motions of the magma-plug system in the case of stochastic forcing can be connected with drumbeat earthquakes.

Chaotic Stochasticity: A Ubiquitous Source of Unpredictability in Epidemics

NASA Astrophysics Data System (ADS)

Rand, D. A.; Wilson, H. B.

1991-11-01

We address the question of whether or not childhood epidemics such as measles and chickenpox are chaotic, and argue that the best explanation of the observed unpredictability is that it is a manifestation of what we call chaotic stochasticity. Such chaos is driven and made permanent by the fluctuations from the mean field encountered in epidemics, or by extrinsic stochastic noise, and is dependent upon the existence of chaotic repellors in the mean field dynamics. Its existence is also a consequence of the near extinctions in the epidemic. For such systems, chaotic stochasticity is likely to be far more ubiquitous than the presence of deterministic chaotic attractors. It is likely to be a common phenomenon in biological dynamics.

Stochastic optimization for the detection of changes in maternal heart rate kinetics during pregnancy

NASA Astrophysics Data System (ADS)

Zakynthinaki, M. S.; Barakat, R. O.; Cordente Martínez, C. A.; Sampedro Molinuevo, J.

2011-03-01

The stochastic optimization method ALOPEX IV has been successfully applied to the problem of detecting possible changes in the maternal heart rate kinetics during pregnancy. For this reason, maternal heart rate data were recorded before, during and after gestation, during sessions of exercises of constant mild intensity; ALOPEX IV stochastic optimization was used to calculate the parameter values that optimally fit a dynamical systems model to the experimental data. The results not only demonstrate the effectiveness of ALOPEX IV stochastic optimization, but also have important implications in the area of exercise physiology, as they reveal important changes in the maternal cardiovascular dynamics, as a result of pregnancy.

Stochasticity and determinism in models of hematopoiesis.

PubMed

Kimmel, Marek

2014-01-01

This chapter represents a novel view of modeling in hematopoiesis, synthesizing both deterministic and stochastic approaches. Whereas the stochastic models work in situations where chance dominates, for example when the number of cells is small, or under random mutations, the deterministic models are more important for large-scale, normal hematopoiesis. New types of models are on the horizon. These models attempt to account for distributed environments such as hematopoietic niches and their impact on dynamics. Mixed effects of such structures and chance events are largely unknown and constitute both a challenge and promise for modeling. Our discussion is presented under the separate headings of deterministic and stochastic modeling; however, the connections between both are frequently mentioned. Four case studies are included to elucidate important examples. We also include a primer of deterministic and stochastic dynamics for the reader's use.

Stochastic simulations on a model of circadian rhythm generation.

PubMed

Miura, Shigehiro; Shimokawa, Tetsuya; Nomura, Taishin

2008-01-01

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.

Dynamics and Physiological Roles of Stochastic Firing Patterns Near Bifurcation Points

NASA Astrophysics Data System (ADS)

Jia, Bing; Gu, Huaguang

2017-06-01

Different stochastic neural firing patterns or rhythms that appeared near polarization or depolarization resting states were observed in biological experiments on three nervous systems, and closely matched those simulated near bifurcation points between stable equilibrium point and limit cycle in a theoretical model with noise. The distinct dynamics of spike trains and interspike interval histogram (ISIH) of these stochastic rhythms were identified and found to build a relationship to the coexisting behaviors or fixed firing frequency of four different types of bifurcations. Furthermore, noise evokes coherence resonances near bifurcation points and plays important roles in enhancing information. The stochastic rhythms corresponding to Hopf bifurcation points with fixed firing frequency exhibited stronger coherence degree and a sharper peak in the power spectrum of the spike trains than those corresponding to saddle-node bifurcation points without fixed firing frequency. Moreover, the stochastic firing patterns changed to a depolarization resting state as the extracellular potassium concentration increased for the injured nerve fiber related to pathological pain or static blood pressure level increased for aortic depressor nerve fiber, and firing frequency decreased, which were different from the physiological viewpoint that firing frequency increased with increasing pressure level or potassium concentration. This shows that rhythms or firing patterns can reflect pressure or ion concentration information related to pathological pain information. Our results present the dynamics of stochastic firing patterns near bifurcation points, which are helpful for the identification of both dynamics and physiological roles of complex neural firing patterns or rhythms, and the roles of noise.

Neutral Evolution in a Biological Population as Diffusion in Phenotype Space: Reproduction with Local Mutation but without Selection

NASA Astrophysics Data System (ADS)

Lawson, Daniel John; Jensen, Henrik Jeldtoft

2007-03-01

The process of “evolutionary diffusion,” i.e., reproduction with local mutation but without selection in a biological population, resembles standard diffusion in many ways. However, evolutionary diffusion allows the formation of localized peaks that undergo drift, even in the infinite population limit. We relate a microscopic evolution model to a stochastic model which we solve fully. This allows us to understand the large population limit, relates evolution to diffusion, and shows that independent local mutations act as a diffusion of interacting particles taking larger steps.

Experimental test of an eco-evolutionary dynamic feedback loop between evolution and population density in the green peach aphid.

PubMed

Turcotte, Martin M; Reznick, David N; Daniel Hare, J

2013-05-01

An eco-evolutionary feedback loop is defined as the reciprocal impacts of ecology on evolutionary dynamics and evolution on ecological dynamics on contemporary timescales. We experimentally tested for an eco-evolutionary feedback loop in the green peach aphid, Myzus persicae, by manipulating initial densities and evolution. We found strong evidence that initial aphid density alters the rate and direction of evolution, as measured by changes in genotype frequencies through time. We also found that evolution of aphids within only 16 days, or approximately three generations, alters the rate of population growth and predicts density compared to nonevolving controls. The impact of evolution on population dynamics also depended on density. In one evolution treatment, evolution accelerated population growth by up to 10.3% at high initial density or reduced it by up to 6.4% at low initial density. The impact of evolution on population growth was as strong as or stronger than that caused by a threefold change in intraspecific density. We found that, taken together, ecological condition, here intraspecific density, alters evolutionary dynamics, which in turn alter concurrent population growth rate (ecological dynamics) in an eco-evolutionary feedback loop. Our results suggest that ignoring evolution in studies predicting population dynamics might lead us to over- or underestimate population density and that we cannot predict the evolutionary outcome within aphid populations without considering population size.

Ensemble modeling of stochastic unsteady open-channel flow in terms of its time-space evolutionary probability distribution - Part 1: theoretical development

NASA Astrophysics Data System (ADS)

Dib, Alain; Kavvas, M. Levent

2018-03-01

The Saint-Venant equations are commonly used as the governing equations to solve for modeling the spatially varied unsteady flow in open channels. The presence of uncertainties in the channel or flow parameters renders these equations stochastic, thus requiring their solution in a stochastic framework in order to quantify the ensemble behavior and the variability of the process. While the Monte Carlo approach can be used for such a solution, its computational expense and its large number of simulations act to its disadvantage. This study proposes, explains, and derives a new methodology for solving the stochastic Saint-Venant equations in only one shot, without the need for a large number of simulations. The proposed methodology is derived by developing the nonlocal Lagrangian-Eulerian Fokker-Planck equation of the characteristic form of the stochastic Saint-Venant equations for an open-channel flow process, with an uncertain roughness coefficient. A numerical method for its solution is subsequently devised. The application and validation of this methodology are provided in a companion paper, in which the statistical results computed by the proposed methodology are compared against the results obtained by the Monte Carlo approach.

Evolutionary maintenance of selfish homing endonuclease genes in the absence of horizontal transfer.

PubMed

Yahara, Koji; Fukuyo, Masaki; Sasaki, Akira; Kobayashi, Ichizo

2009-11-03

Homing endonuclease genes are "selfish" mobile genetic elements whose endonuclease promotes the spread of its own gene by creating a break at a specific target site and using the host machinery to repair the break by copying and inserting the gene at this site. Horizontal transfer across the boundary of a species or population within which mating takes place has been thought to be necessary for their evolutionary persistence. This is based on the assumption that they will become fixed in a host population, where opportunities of homing will disappear, and become susceptible to degeneration. To test this hypothesis, we modeled behavior of a homing endonuclease gene that moves during meiosis through double-strand break repair. We mathematically explored conditions for persistence of the homing endonuclease gene and elucidated their parameter dependence as phase diagrams. We found that, if the cost of the pseudogene is lower than that of the homing endonuclease gene, the 2 forms can persist in a population through autonomous periodic oscillation. If the cost of the pseudogene is higher, 2 types of dynamics appear that enable evolutionary persistence: bistability dependent on initial frequency or fixation irrespective of initial frequency. The prediction of long persistence in the absence of horizontal transfer was confirmed by stochastic simulations in finite populations. The average time to extinction of the endonuclease gene was found to be thousands of meiotic generations or more based on realistic parameter values. These results provide a solid theoretical basis for an understanding of these and other extremely selfish elements.

Evolutionary maintenance of selfish homing endonuclease genes in the absence of horizontal transfer

PubMed Central

Yahara, Koji; Fukuyo, Masaki; Sasaki, Akira; Kobayashi, Ichizo

2009-01-01

Homing endonuclease genes are “selfish” mobile genetic elements whose endonuclease promotes the spread of its own gene by creating a break at a specific target site and using the host machinery to repair the break by copying and inserting the gene at this site. Horizontal transfer across the boundary of a species or population within which mating takes place has been thought to be necessary for their evolutionary persistence. This is based on the assumption that they will become fixed in a host population, where opportunities of homing will disappear, and become susceptible to degeneration. To test this hypothesis, we modeled behavior of a homing endonuclease gene that moves during meiosis through double-strand break repair. We mathematically explored conditions for persistence of the homing endonuclease gene and elucidated their parameter dependence as phase diagrams. We found that, if the cost of the pseudogene is lower than that of the homing endonuclease gene, the 2 forms can persist in a population through autonomous periodic oscillation. If the cost of the pseudogene is higher, 2 types of dynamics appear that enable evolutionary persistence: bistability dependent on initial frequency or fixation irrespective of initial frequency. The prediction of long persistence in the absence of horizontal transfer was confirmed by stochastic simulations in finite populations. The average time to extinction of the endonuclease gene was found to be thousands of meiotic generations or more based on realistic parameter values. These results provide a solid theoretical basis for an understanding of these and other extremely selfish elements. PMID:19837694

Adaptive hybrid simulations for multiscale stochastic reaction networks

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hepp, Benjamin; Gupta, Ankit; Khammash, Mustafa

2015-01-21

The probability distribution describing the state of a Stochastic Reaction Network (SRN) evolves according to the Chemical Master Equation (CME). It is common to estimate its solution using Monte Carlo methods such as the Stochastic Simulation Algorithm (SSA). In many cases, these simulations can take an impractical amount of computational time. Therefore, many methods have been developed that approximate sample paths of the underlying stochastic process and estimate the solution of the CME. A prominent class of these methods include hybrid methods that partition the set of species and the set of reactions into discrete and continuous subsets. Such amore » partition separates the dynamics into a discrete and a continuous part. Simulating such a stochastic process can be computationally much easier than simulating the exact discrete stochastic process with SSA. Moreover, the quasi-stationary assumption to approximate the dynamics of fast subnetworks can be applied for certain classes of networks. However, as the dynamics of a SRN evolves, these partitions may have to be adapted during the simulation. We develop a hybrid method that approximates the solution of a CME by automatically partitioning the reactions and species sets into discrete and continuous components and applying the quasi-stationary assumption on identifiable fast subnetworks. Our method does not require any user intervention and it adapts to exploit the changing timescale separation between reactions and/or changing magnitudes of copy-numbers of constituent species. We demonstrate the efficiency of the proposed method by considering examples from systems biology and showing that very good approximations to the exact probability distributions can be achieved in significantly less computational time. This is especially the case for systems with oscillatory dynamics, where the system dynamics change considerably throughout the time-period of interest.« less

Adaptive hybrid simulations for multiscale stochastic reaction networks.

PubMed

Hepp, Benjamin; Gupta, Ankit; Khammash, Mustafa

2015-01-21

The probability distribution describing the state of a Stochastic Reaction Network (SRN) evolves according to the Chemical Master Equation (CME). It is common to estimate its solution using Monte Carlo methods such as the Stochastic Simulation Algorithm (SSA). In many cases, these simulations can take an impractical amount of computational time. Therefore, many methods have been developed that approximate sample paths of the underlying stochastic process and estimate the solution of the CME. A prominent class of these methods include hybrid methods that partition the set of species and the set of reactions into discrete and continuous subsets. Such a partition separates the dynamics into a discrete and a continuous part. Simulating such a stochastic process can be computationally much easier than simulating the exact discrete stochastic process with SSA. Moreover, the quasi-stationary assumption to approximate the dynamics of fast subnetworks can be applied for certain classes of networks. However, as the dynamics of a SRN evolves, these partitions may have to be adapted during the simulation. We develop a hybrid method that approximates the solution of a CME by automatically partitioning the reactions and species sets into discrete and continuous components and applying the quasi-stationary assumption on identifiable fast subnetworks. Our method does not require any user intervention and it adapts to exploit the changing timescale separation between reactions and/or changing magnitudes of copy-numbers of constituent species. We demonstrate the efficiency of the proposed method by considering examples from systems biology and showing that very good approximations to the exact probability distributions can be achieved in significantly less computational time. This is especially the case for systems with oscillatory dynamics, where the system dynamics change considerably throughout the time-period of interest.

Metaheuristics for the dynamic stochastic dial-a-ride problem with expected return transports.

PubMed

Schilde, M; Doerner, K F; Hartl, R F

2011-12-01

The problem of transporting patients or elderly people has been widely studied in literature and is usually modeled as a dial-a-ride problem (DARP). In this paper we analyze the corresponding problem arising in the daily operation of the Austrian Red Cross. This nongovernmental organization is the largest organization performing patient transportation in Austria. The aim is to design vehicle routes to serve partially dynamic transportation requests using a fixed vehicle fleet. Each request requires transportation from a patient's home location to a hospital (outbound request) or back home from the hospital (inbound request). Some of these requests are known in advance. Some requests are dynamic in the sense that they appear during the day without any prior information. Finally, some inbound requests are stochastic. More precisely, with a certain probability each outbound request causes a corresponding inbound request on the same day. Some stochastic information about these return transports is available from historical data. The purpose of this study is to investigate, whether using this information in designing the routes has a significant positive effect on the solution quality. The problem is modeled as a dynamic stochastic dial-a-ride problem with expected return transports. We propose four different modifications of metaheuristic solution approaches for this problem. In detail, we test dynamic versions of variable neighborhood search (VNS) and stochastic VNS (S-VNS) as well as modified versions of the multiple plan approach (MPA) and the multiple scenario approach (MSA). Tests are performed using 12 sets of test instances based on a real road network. Various demand scenarios are generated based on the available real data. Results show that using the stochastic information on return transports leads to average improvements of around 15%. Moreover, improvements of up to 41% can be achieved for some test instances.

A quantum-classical theory with nonlinear and stochastic dynamics

NASA Astrophysics Data System (ADS)

Burić, N.; Popović, D. B.; Radonjić, M.; Prvanović, S.

2014-12-01

The method of constrained dynamical systems on the quantum-classical phase space is utilized to develop a theory of quantum-classical hybrid systems. Effects of the classical degrees of freedom on the quantum part are modeled using an appropriate constraint, and the interaction also includes the effects of neglected degrees of freedom. Dynamical law of the theory is given in terms of nonlinear stochastic differential equations with Hamiltonian and gradient terms. The theory provides a successful dynamical description of the collapse during quantum measurement.

Stochastic Convection Parameterizations

NASA Technical Reports Server (NTRS)

Teixeira, Joao; Reynolds, Carolyn; Suselj, Kay; Matheou, Georgios

2012-01-01

computational fluid dynamics, radiation, clouds, turbulence, convection, gravity waves, surface interaction, radiation interaction, cloud and aerosol microphysics, complexity (vegetation, biogeochemistry, radiation versus turbulence/convection stochastic approach, non-linearities, Monte Carlo, high resolutions, large-Eddy Simulations, cloud structure, plumes, saturation in tropics, forecasting, parameterizations, stochastic, radiation-clod interaction, hurricane forecasts

Convolutionless Nakajima-Zwanzig equations for stochastic analysis in nonlinear dynamical systems.

PubMed

Venturi, D; Karniadakis, G E

2014-06-08

Determining the statistical properties of stochastic nonlinear systems is of major interest across many disciplines. Currently, there are no general efficient methods to deal with this challenging problem that involves high dimensionality, low regularity and random frequencies. We propose a framework for stochastic analysis in nonlinear dynamical systems based on goal-oriented probability density function (PDF) methods. The key idea stems from techniques of irreversible statistical mechanics, and it relies on deriving evolution equations for the PDF of quantities of interest, e.g. functionals of the solution to systems of stochastic ordinary and partial differential equations. Such quantities could be low-dimensional objects in infinite dimensional phase spaces. We develop the goal-oriented PDF method in the context of the time-convolutionless Nakajima-Zwanzig-Mori formalism. We address the question of approximation of reduced-order density equations by multi-level coarse graining, perturbation series and operator cumulant resummation. Numerical examples are presented for stochastic resonance and stochastic advection-reaction problems.

Variance decomposition in stochastic simulators

DOE Office of Scientific and Technical Information (OSTI.GOV)

Le Maître, O. P., E-mail: olm@limsi.fr; Knio, O. M., E-mail: knio@duke.edu; Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa

This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance.more » Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.« less

Convolutionless Nakajima–Zwanzig equations for stochastic analysis in nonlinear dynamical systems

PubMed Central

Venturi, D.; Karniadakis, G. E.

2014-01-01

Determining the statistical properties of stochastic nonlinear systems is of major interest across many disciplines. Currently, there are no general efficient methods to deal with this challenging problem that involves high dimensionality, low regularity and random frequencies. We propose a framework for stochastic analysis in nonlinear dynamical systems based on goal-oriented probability density function (PDF) methods. The key idea stems from techniques of irreversible statistical mechanics, and it relies on deriving evolution equations for the PDF of quantities of interest, e.g. functionals of the solution to systems of stochastic ordinary and partial differential equations. Such quantities could be low-dimensional objects in infinite dimensional phase spaces. We develop the goal-oriented PDF method in the context of the time-convolutionless Nakajima–Zwanzig–Mori formalism. We address the question of approximation of reduced-order density equations by multi-level coarse graining, perturbation series and operator cumulant resummation. Numerical examples are presented for stochastic resonance and stochastic advection–reaction problems. PMID:24910519

A model for the multiplex dynamics of two-mode and one-mode networks, with an application to employment preference, friendship, and advice

PubMed Central

Snijders, Tom A.B.; Lomi, Alessandro; Torló, Vanina Jasmine

2012-01-01

We propose a new stochastic actor-oriented model for the co-evolution of two-mode and one-mode networks. The model posits that activities of a set of actors, represented in the two-mode network, co-evolve with exchanges and interactions between the actors, as represented in the one-mode network. The model assumes that the actors, not the activities, have agency. The empirical value of the model is demonstrated by examining how employment preferences co-evolve with friendship and advice relations in a group of seventy-five MBA students. The analysis shows that activity in the two-mode network, as expressed by number of employment preferences, is related to activity in the friendship network, as expressed by outdegrees. Further, advice ties between students lead to agreement with respect to employment preferences. In addition, considering the multiplexity of advice and friendship ties yields a better understanding of the dynamics of the advice relation: tendencies to reciprocation and homophily in advice relations are mediated to an important extent by friendship relations. The discussion pays attention to the implications of this study in the broader context of current efforts to model the co-evolutionary dynamics of social networks and individual behavior. PMID:23690653

Learning dynamics in social dilemmas

PubMed Central

Macy, Michael W.; Flache, Andreas

2002-01-01

The Nash equilibrium, the main solution concept in analytical game theory, cannot make precise predictions about the outcome of repeated mixed-motive games. Nor can it tell us much about the dynamics by which a population of players moves from one equilibrium to another. These limitations, along with concerns about the cognitive demands of forward-looking rationality, have motivated efforts to explore backward-looking alternatives to analytical game theory. Most of the effort has been invested in evolutionary models of population dynamics. We shift attention to a learning-theoretic alternative. Computational experiments with adaptive agents identify a fundamental solution concept for social dilemmas–−stochastic collusion–−based on a random walk from a self-limiting noncooperative equilibrium into a self-reinforcing cooperative equilibrium. However, we show that this solution is viable only within a narrow range of aspiration levels. Below the lower threshold, agents are pulled into a deficient equilibrium that is a stronger attractor than mutual cooperation. Above the upper threshold, agents are dissatisfied with mutual cooperation. Aspirations that adapt with experience (producing habituation to stimuli) do not gravitate into the window of viability; rather, they are the worst of both worlds. Habituation destabilizes cooperation and stabilizes defection. Results from the two-person problem suggest that applications to multiplex and embedded relationships will yield unexpected insights into the global dynamics of cooperation in social dilemmas. PMID:12011402

Fixation Times in Deme Structured, Finite Populations with Rare Migration

NASA Astrophysics Data System (ADS)

Hauert, Christoph; Chen, Yu-Ting; Imhof, Lorens A.

2014-08-01

Population structure affects both the outcome and the speed of evolutionary dynamics. Here we consider a finite population that is divided into subpopulations called demes. The dynamics within the demes are stochastic and frequency-dependent. Individuals can adopt one of two strategic types, or . The fitness of each individual is determined by interactions with other individuals in the same deme. With small probability, proportional to fitness, individuals migrate to other demes. The outcome of these dynamics has been studied earlier by analyzing the fixation probability of a single mutant in an otherwise homogeneous population. These results give only a partial picture of the dynamics, because the time when fixation occurs can be exceedingly large. In this paper, we study the impact of deme structures on the speed of evolution. We derive analytical approximations of fixation times in the limit of rare migration and rare mutation. In this limit, the conditional fixation time of a single mutant in a population is the same as that of a single in an population. For the prisoner's dilemma game, simulation results fit very well with our analytical predictions and demonstrate that fixation takes place in a moderate amount of time as compared to the expected waiting time until a mutant successfully invades and fixates. The simulations also confirm that the conditional fixation time of a single cooperator is indeed the same as that of a single defector.

Evolutionary dynamics of the traveler's dilemma and minimum-effort coordination games on complex networks.

PubMed

Iyer, Swami; Killingback, Timothy

2014-10-01

The traveler's dilemma game and the minimum-effort coordination game are social dilemmas that have received significant attention resulting from the fact that the predictions of classical game theory are inconsistent with the results found when the games are studied experimentally. Moreover, both the traveler's dilemma and the minimum-effort coordination games have potentially important applications in evolutionary biology. Interestingly, standard deterministic evolutionary game theory, as represented by the replicator dynamics in a well-mixed population, is also inadequate to account for the behavior observed in these games. Here we study the evolutionary dynamics of both these games in populations with interaction patterns described by a variety of complex network topologies. We investigate the evolutionary dynamics of these games through agent-based simulations on both model and empirical networks. In particular, we study the effects of network clustering and assortativity on the evolutionary dynamics of both games. In general, we show that the evolutionary behavior of the traveler's dilemma and minimum-effort coordination games on complex networks is in good agreement with that observed experimentally. Thus, formulating the traveler's dilemma and the minimum-effort coordination games on complex networks neatly resolves the paradoxical aspects of these games.

Evolutionary dynamics of the traveler's dilemma and minimum-effort coordination games on complex networks

NASA Astrophysics Data System (ADS)

Iyer, Swami; Killingback, Timothy

2014-10-01

The traveler's dilemma game and the minimum-effort coordination game are social dilemmas that have received significant attention resulting from the fact that the predictions of classical game theory are inconsistent with the results found when the games are studied experimentally. Moreover, both the traveler's dilemma and the minimum-effort coordination games have potentially important applications in evolutionary biology. Interestingly, standard deterministic evolutionary game theory, as represented by the replicator dynamics in a well-mixed population, is also inadequate to account for the behavior observed in these games. Here we study the evolutionary dynamics of both these games in populations with interaction patterns described by a variety of complex network topologies. We investigate the evolutionary dynamics of these games through agent-based simulations on both model and empirical networks. In particular, we study the effects of network clustering and assortativity on the evolutionary dynamics of both games. In general, we show that the evolutionary behavior of the traveler's dilemma and minimum-effort coordination games on complex networks is in good agreement with that observed experimentally. Thus, formulating the traveler's dilemma and the minimum-effort coordination games on complex networks neatly resolves the paradoxical aspects of these games.

Effective long wavelength scalar dynamics in de Sitter

DOE Office of Scientific and Technical Information (OSTI.GOV)

Moss, Ian; Rigopoulos, Gerasimos, E-mail: ian.moss@newcastle.ac.uk, E-mail: gerasimos.rigopoulos@ncl.ac.uk

We discuss the effective infrared theory governing a light scalar's long wavelength dynamics in de Sitter spacetime. We show how the separation of scales around the physical curvature radius k / a ∼ H can be performed consistently with a window function and how short wavelengths can be integrated out in the Schwinger-Keldysh path integral formalism. At leading order, and for time scales Δ t >> H {sup −1}, this results in the well-known Starobinsky stochastic evolution. However, our approach allows for the computation of quantum UV corrections, generating an effective potential on which the stochastic dynamics takes place. Themore » long wavelength stochastic dynamical equations are now second order in time, incorporating temporal scales Δ t ∼ H {sup −1} and resulting in a Kramers equation for the probability distribution—more precisely the Wigner function—in contrast to the more usual Fokker-Planck equation. This feature allows us to non-perturbatively evaluate, within the stochastic formalism, not only expectation values of field correlators, but also the stress-energy tensor of φ.« less

Approximate Dynamic Programming and Aerial Refueling

DTIC Science & Technology

2007-06-01

by two Army Air Corps de Havilland DH -4Bs (9). While crude by modern standards, the passing of hoses be- tween planes is effectively the same approach...incorporating stochastic data sets. . . . . . . . . . . 106 55 Total Cost Stochastically Trained Simulations versus Deterministically Trained Simulations...incorporating stochastic data sets. 106 To create meaningful results when testing stochastic data, the data sets are av- eraged so that conclusions are not

Efficient analysis of stochastic gene dynamics in the non-adiabatic regime using piecewise deterministic Markov processes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lin, Yen Ting; Buchler, Nicolas E.

Single-cell experiments show that gene expression is stochastic and bursty, a feature that can emerge from slow switching between promoter states with different activities. In addition to slow chromatin and/or DNA looping dynamics, one source of long-lived promoter states is the slow binding and unbinding kinetics of transcription factors to promoters, i.e. the non-adiabatic binding regime. Here, we introduce a simple analytical framework, known as a piecewise deterministic Markov process (PDMP), that accurately describes the stochastic dynamics of gene expression in the non-adiabatic regime. We illustrate the utility of the PDMP on a non-trivial dynamical system by analysing the propertiesmore » of a titration-based oscillator in the non-adiabatic limit. We first show how to transform the underlying chemical master equation into a PDMP where the slow transitions between promoter states are stochastic, but whose rates depend upon the faster deterministic dynamics of the transcription factors regulated by these promoters. We show that the PDMP accurately describes the observed periods of stochastic cycles in activator and repressor-based titration oscillators. We then generalize our PDMP analysis to more complicated versions of titration-based oscillators to explain how multiple binding sites lengthen the period and improve coherence. Finally, we show how noise-induced oscillation previously observed in a titration-based oscillator arises from non-adiabatic and discrete binding events at the promoter site.« less

Efficient analysis of stochastic gene dynamics in the non-adiabatic regime using piecewise deterministic Markov processes

DOE PAGES

Lin, Yen Ting; Buchler, Nicolas E.

2018-01-31

Single-cell experiments show that gene expression is stochastic and bursty, a feature that can emerge from slow switching between promoter states with different activities. In addition to slow chromatin and/or DNA looping dynamics, one source of long-lived promoter states is the slow binding and unbinding kinetics of transcription factors to promoters, i.e. the non-adiabatic binding regime. Here, we introduce a simple analytical framework, known as a piecewise deterministic Markov process (PDMP), that accurately describes the stochastic dynamics of gene expression in the non-adiabatic regime. We illustrate the utility of the PDMP on a non-trivial dynamical system by analysing the propertiesmore » of a titration-based oscillator in the non-adiabatic limit. We first show how to transform the underlying chemical master equation into a PDMP where the slow transitions between promoter states are stochastic, but whose rates depend upon the faster deterministic dynamics of the transcription factors regulated by these promoters. We show that the PDMP accurately describes the observed periods of stochastic cycles in activator and repressor-based titration oscillators. We then generalize our PDMP analysis to more complicated versions of titration-based oscillators to explain how multiple binding sites lengthen the period and improve coherence. Finally, we show how noise-induced oscillation previously observed in a titration-based oscillator arises from non-adiabatic and discrete binding events at the promoter site.« less

Active Brownian Particles. From Individual to Collective Stochastic Dynamics

NASA Astrophysics Data System (ADS)

Romanczuk, P.; Bär, M.; Ebeling, W.; Lindner, B.; Schimansky-Geier, L.

2012-03-01

We review theoretical models of individual motility as well as collective dynamics and pattern formation of active particles. We focus on simple models of active dynamics with a particular emphasis on nonlinear and stochastic dynamics of such self-propelled entities in the framework of statistical mechanics. Examples of such active units in complex physico-chemical and biological systems are chemically powered nano-rods, localized patterns in reaction-diffusion system, motile cells or macroscopic animals. Based on the description of individual motion of point-like active particles by stochastic differential equations, we discuss different velocity-dependent friction functions, the impact of various types of fluctuations and calculate characteristic observables such as stationary velocity distributions or diffusion coefficients. Finally, we consider not only the free and confined individual active dynamics but also different types of interaction between active particles. The resulting collective dynamical behavior of large assemblies and aggregates of active units is discussed and an overview over some recent results on spatiotemporal pattern formation in such systems is given.

Control of stochastic sensitivity in a stabilization problem for gas discharge system

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bashkirtseva, Irina

2015-11-30

We consider a nonlinear dynamic stochastic system with control. A problem of stochastic sensitivity synthesis of the equilibrium is studied. A mathematical technique of the solution of this problem is discussed. This technique is applied to the problem of the stabilization of the operating mode for the stochastic gas discharge system. We construct a feedback regulator that reduces the stochastic sensitivity of the equilibrium, suppresses large-amplitude oscillations, and provides a proper operation of this engineering device.

Kinetic theory of age-structured stochastic birth-death processes

NASA Astrophysics Data System (ADS)

Greenman, Chris D.; Chou, Tom

2016-01-01

Classical age-structured mass-action models such as the McKendrick-von Foerster equation have been extensively studied but are unable to describe stochastic fluctuations or population-size-dependent birth and death rates. Stochastic theories that treat semi-Markov age-dependent processes using, e.g., the Bellman-Harris equation do not resolve a population's age structure and are unable to quantify population-size dependencies. Conversely, current theories that include size-dependent population dynamics (e.g., mathematical models that include carrying capacity such as the logistic equation) cannot be easily extended to take into account age-dependent birth and death rates. In this paper, we present a systematic derivation of a new, fully stochastic kinetic theory for interacting age-structured populations. By defining multiparticle probability density functions, we derive a hierarchy of kinetic equations for the stochastic evolution of an aging population undergoing birth and death. We show that the fully stochastic age-dependent birth-death process precludes factorization of the corresponding probability densities, which then must be solved by using a Bogoliubov--Born--Green--Kirkwood--Yvon-like hierarchy. Explicit solutions are derived in three limits: no birth, no death, and steady state. These are then compared with their corresponding mean-field results. Our results generalize both deterministic models and existing master equation approaches by providing an intuitive and efficient way to simultaneously model age- and population-dependent stochastic dynamics applicable to the study of demography, stem cell dynamics, and disease evolution.

Stochastic Feshbach Projection for the Dynamics of Open Quantum Systems

NASA Astrophysics Data System (ADS)

Link, Valentin; Strunz, Walter T.

2017-11-01

We present a stochastic projection formalism for the description of quantum dynamics in bosonic or spin environments. The Schrödinger equation in the coherent state representation with respect to the environmental degrees of freedom can be reformulated by employing the Feshbach partitioning technique for open quantum systems based on the introduction of suitable non-Hermitian projection operators. In this picture the reduced state of the system can be obtained as a stochastic average over pure state trajectories, for any temperature of the bath. The corresponding non-Markovian stochastic Schrödinger equations include a memory integral over the past states. In the case of harmonic environments and linear coupling the approach gives a new form of the established non-Markovian quantum state diffusion stochastic Schrödinger equation without functional derivatives. Utilizing spin coherent states, the evolution equation for spin environments resembles the bosonic case with, however, a non-Gaussian average for the reduced density operator.

Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows

NASA Astrophysics Data System (ADS)

Gay-Balmaz, François; Holm, Darryl D.

2018-01-01

Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.

Distributed Consensus of Stochastic Delayed Multi-agent Systems Under Asynchronous Switching.

PubMed

Wu, Xiaotai; Tang, Yang; Cao, Jinde; Zhang, Wenbing

2016-08-01

In this paper, the distributed exponential consensus of stochastic delayed multi-agent systems with nonlinear dynamics is investigated under asynchronous switching. The asynchronous switching considered here is to account for the time of identifying the active modes of multi-agent systems. After receipt of confirmation of mode's switching, the matched controller can be applied, which means that the switching time of the matched controller in each node usually lags behind that of system switching. In order to handle the coexistence of switched signals and stochastic disturbances, a comparison principle of stochastic switched delayed systems is first proved. By means of this extended comparison principle, several easy to verified conditions for the existence of an asynchronously switched distributed controller are derived such that stochastic delayed multi-agent systems with asynchronous switching and nonlinear dynamics can achieve global exponential consensus. Two examples are given to illustrate the effectiveness of the proposed method.

Stochastic Geometric Models with Non-stationary Spatial Correlations in Lagrangian Fluid Flows

NASA Astrophysics Data System (ADS)

Gay-Balmaz, François; Holm, Darryl D.

2018-06-01

Inspired by spatiotemporal observations from satellites of the trajectories of objects drifting near the surface of the ocean in the National Oceanic and Atmospheric Administration's "Global Drifter Program", this paper develops data-driven stochastic models of geophysical fluid dynamics (GFD) with non-stationary spatial correlations representing the dynamical behaviour of oceanic currents. Three models are considered. Model 1 from Holm (Proc R Soc A 471:20140963, 2015) is reviewed, in which the spatial correlations are time independent. Two new models, called Model 2 and Model 3, introduce two different symmetry breaking mechanisms by which the spatial correlations may be advected by the flow. These models are derived using reduction by symmetry of stochastic variational principles, leading to stochastic Hamiltonian systems, whose momentum maps, conservation laws and Lie-Poisson bracket structures are used in developing the new stochastic Hamiltonian models of GFD.

Stochastic feeding dynamics arise from the need for information and energy.

PubMed

Scholz, Monika; Dinner, Aaron R; Levine, Erel; Biron, David

2017-08-29

Animals regulate their food intake in response to the available level of food. Recent observations of feeding dynamics in small animals showed feeding patterns of bursts and pauses, but their function is unknown. Here, we present a data-driven decision-theoretical model of feeding in Caenorhabditis elegans Our central assumption is that food intake serves a dual purpose: to gather information about the external food level and to ingest food when the conditions are good. The model recapitulates experimentally observed feeding patterns. It naturally implements trade-offs between speed versus accuracy and exploration versus exploitation in responding to a dynamic environment. We find that the model predicts three distinct regimes in responding to a dynamical environment, with a transition region where animals respond stochastically to periodic signals. This stochastic response accounts for previously unexplained experimental data.

Stochastic ice stream dynamics

PubMed Central

Bertagni, Matteo Bernard; Ridolfi, Luca

2016-01-01

Ice streams are narrow corridors of fast-flowing ice that constitute the arterial drainage network of ice sheets. Therefore, changes in ice stream flow are key to understanding paleoclimate, sea level changes, and rapid disintegration of ice sheets during deglaciation. The dynamics of ice flow are tightly coupled to the climate system through atmospheric temperature and snow recharge, which are known exhibit stochastic variability. Here we focus on the interplay between stochastic climate forcing and ice stream temporal dynamics. Our work demonstrates that realistic climate fluctuations are able to (i) induce the coexistence of dynamic behaviors that would be incompatible in a purely deterministic system and (ii) drive ice stream flow away from the regime expected in a steady climate. We conclude that environmental noise appears to be crucial to interpreting the past behavior of ice sheets, as well as to predicting their future evolution. PMID:27457960

Optimal Strategy for Integrated Dynamic Inventory Control and Supplier Selection in Unknown Environment via Stochastic Dynamic Programming

NASA Astrophysics Data System (ADS)

Sutrisno; Widowati; Solikhin

2016-06-01

In this paper, we propose a mathematical model in stochastic dynamic optimization form to determine the optimal strategy for an integrated single product inventory control problem and supplier selection problem where the demand and purchasing cost parameters are random. For each time period, by using the proposed model, we decide the optimal supplier and calculate the optimal product volume purchased from the optimal supplier so that the inventory level will be located at some point as close as possible to the reference point with minimal cost. We use stochastic dynamic programming to solve this problem and give several numerical experiments to evaluate the model. From the results, for each time period, the proposed model was generated the optimal supplier and the inventory level was tracked the reference point well.

Resonant activation of population extinctions

NASA Astrophysics Data System (ADS)

Spalding, Christopher; Doering, Charles R.; Flierl, Glenn R.

2017-10-01

Understanding the mechanisms governing population extinctions is of key importance to many problems in ecology and evolution. Stochastic factors are known to play a central role in extinction, but the interactions between a population's demographic stochasticity and environmental noise remain poorly understood. Here we model environmental forcing as a stochastic fluctuation between two states, one with a higher death rate than the other. We find that, in general, there exists a rate of fluctuations that minimizes the mean time to extinction, a phenomenon previously dubbed "resonant activation." We develop a heuristic description of the phenomenon, together with a criterion for the existence of resonant activation. Specifically, the minimum extinction time arises as a result of the system approaching a scenario wherein the severity of rare events is balanced by the time interval between them. We discuss our findings within the context of more general forms of environmental noise and suggest potential applications to evolutionary models.

An improved stochastic fractal search algorithm for 3D protein structure prediction.

PubMed

Zhou, Changjun; Sun, Chuan; Wang, Bin; Wang, Xiaojun

2018-05-03

Protein structure prediction (PSP) is a significant area for biological information research, disease treatment, and drug development and so on. In this paper, three-dimensional structures of proteins are predicted based on the known amino acid sequences, and the structure prediction problem is transformed into a typical NP problem by an AB off-lattice model. This work applies a novel improved Stochastic Fractal Search algorithm (ISFS) to solve the problem. The Stochastic Fractal Search algorithm (SFS) is an effective evolutionary algorithm that performs well in exploring the search space but falls into local minimums sometimes. In order to avoid the weakness, Lvy flight and internal feedback information are introduced in ISFS. In the experimental process, simulations are conducted by ISFS algorithm on Fibonacci sequences and real peptide sequences. Experimental results prove that the ISFS performs more efficiently and robust in terms of finding the global minimum and avoiding getting stuck in local minimums.

Stochastic approach to equilibrium and nonequilibrium thermodynamics.

PubMed

Tomé, Tânia; de Oliveira, Mário J

2015-04-01

We develop the stochastic approach to thermodynamics based on stochastic dynamics, which can be discrete (master equation) and continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of entropy itself and the second the definition of entropy production rate, which is non-negative and vanishes in thermodynamic equilibrium. Based on these assumptions, we study interacting systems with many degrees of freedom in equilibrium or out of thermodynamic equilibrium and how the macroscopic laws are derived from the stochastic dynamics. These studies include the quasiequilibrium processes; the convexity of the equilibrium surface; the monotonic time behavior of thermodynamic potentials, including entropy; the bilinear form of the entropy production rate; the Onsager coefficients and reciprocal relations; and the nonequilibrium steady states of chemical reactions.

Delayed-feedback chimera states: Forced multiclusters and stochastic resonance

NASA Astrophysics Data System (ADS)

Semenov, V.; Zakharova, A.; Maistrenko, Y.; Schöll, E.

2016-07-01

A nonlinear oscillator model with negative time-delayed feedback is studied numerically under external deterministic and stochastic forcing. It is found that in the unforced system complex partial synchronization patterns like chimera states as well as salt-and-pepper-like solitary states arise on the route from regular dynamics to spatio-temporal chaos. The control of the dynamics by external periodic forcing is demonstrated by numerical simulations. It is shown that one-cluster and multi-cluster chimeras can be achieved by adjusting the external forcing frequency to appropriate resonance conditions. If a stochastic component is superimposed to the deterministic external forcing, chimera states can be induced in a way similar to stochastic resonance, they appear, therefore, in regimes where they do not exist without noise.

From Complex to Simple: Interdisciplinary Stochastic Models

ERIC Educational Resources Information Center

Mazilu, D. A.; Zamora, G.; Mazilu, I.

2012-01-01

We present two simple, one-dimensional, stochastic models that lead to a qualitative understanding of very complex systems from biology, nanoscience and social sciences. The first model explains the complicated dynamics of microtubules, stochastic cellular highways. Using the theory of random walks in one dimension, we find analytical expressions…

Identification of Stochastically Perturbed Autonomous Systems from Temporal Sequences of Probability Density Functions

NASA Astrophysics Data System (ADS)

Nie, Xiaokai; Luo, Jingjing; Coca, Daniel; Birkin, Mark; Chen, Jing

2018-03-01

The paper introduces a method for reconstructing one-dimensional iterated maps that are driven by an external control input and subjected to an additive stochastic perturbation, from sequences of probability density functions that are generated by the stochastic dynamical systems and observed experimentally.

The Allee effect, stochastic dynamics and the eradication of alien species

Treesearch

Andrew Liebhold; Jordi Bascompte; Jordi Bascompte

2003-01-01

Previous treatments of the population biology of eradication have assumed that eradication can only be achieved via 100% removal of the alien population. However, this assumption appears to be incorrect because stochastic dynamics and the Allee effect typically contribute to the extinction of very low-density populations. We explore a model that incorporates Allee...

Dynamical Epidemic Suppression Using Stochastic Prediction and Control

DTIC Science & Technology

2004-10-28

initial probability density function (PDF), p: D C R2 -- R, is defined by the stochastic Frobenius - Perron For deterministic systems, normal methods of...induced chaos. To analyze the qualitative change, we apply the technique of the stochastic Frobenius - Perron operator [L. Billings et al., Phys. Rev. Lett...transition matrix describing the probability of transport from one region of phase space to another, which approximates the stochastic Frobenius - Perron

A computational framework for prime implicants identification in noncoherent dynamic systems.

PubMed

Di Maio, Francesco; Baronchelli, Samuele; Zio, Enrico

2015-01-01

Dynamic reliability methods aim at complementing the capability of traditional static approaches (e.g., event trees [ETs] and fault trees [FTs]) by accounting for the system dynamic behavior and its interactions with the system state transition process. For this, the system dynamics is here described by a time-dependent model that includes the dependencies with the stochastic transition events. In this article, we present a novel computational framework for dynamic reliability analysis whose objectives are i) accounting for discrete stochastic transition events and ii) identifying the prime implicants (PIs) of the dynamic system. The framework entails adopting a multiple-valued logic (MVL) to consider stochastic transitions at discretized times. Then, PIs are originally identified by a differential evolution (DE) algorithm that looks for the optimal MVL solution of a covering problem formulated for MVL accident scenarios. For testing the feasibility of the framework, a dynamic noncoherent system composed of five components that can fail at discretized times has been analyzed, showing the applicability of the framework to practical cases. © 2014 Society for Risk Analysis.

Modelling and strategy optimisation for a kind of networked evolutionary games with memories under the bankruptcy mechanism

NASA Astrophysics Data System (ADS)

Fu, Shihua; Li, Haitao; Zhao, Guodong

2018-05-01

This paper investigates the evolutionary dynamic and strategy optimisation for a kind of networked evolutionary games whose strategy updating rules incorporate 'bankruptcy' mechanism, and the situation that each player's bankruptcy is due to the previous continuous low profits gaining from the game is considered. First, by using semi-tensor product of matrices method, the evolutionary dynamic of this kind of games is expressed as a higher order logical dynamic system and then converted into its algebraic form, based on which, the evolutionary dynamic of the given games can be discussed. Second, the strategy optimisation problem is investigated, and some free-type control sequences are designed to maximise the total payoff of the whole game. Finally, an illustrative example is given to show that our new results are very effective.

Effects of patch quality and network structure on patch occupancy dynamics of a yellow-bellied marmot metapopulation.

PubMed

Ozgul, Arpat; Armitage, Kenneth B; Blumstein, Daniel T; Vanvuren, Dirk H; Oli, Madan K

2006-01-01

1. The presence/absence of a species at a particular site is the simplest form of data that can be collected during ecological field studies. We used 13 years (1990-2002) of survey data to parameterize a stochastic patch occupancy model for a metapopulation of the yellow-bellied marmot in Colorado, and investigated the significance of particular patches and the influence of site quality, network characteristics and regional stochasticity on the metapopulation persistence. 2. Persistence of the yellow-bellied marmot metapopulation was strongly dependent on the high quality colony sites, and persistence probability was highly sensitive to small changes in the quality of these sites. 3. A relatively small number of colony sites was ultimately responsible for the regional persistence. However, lower quality satellite sites also made a significant contribution to long-term metapopulation persistence, especially when regional stochasticity was high. 4. The northern network of the marmot metapopulation was more stable compared to the southern network, and the persistence of the southern network depended heavily on the northern network. 5. Although complex models of metapopulation dynamics may provide a more accurate description of metapopulation dynamics, such models are data-intensive. Our study, one of the very few applications of stochastic patch occupancy models to a mammalian species, suggests that stochastic patch occupancy models can provide important insights into metapopulation dynamics using data that are easy to collect.

Parallel replica dynamics method for bistable stochastic reaction networks: Simulation and sensitivity analysis

NASA Astrophysics Data System (ADS)

Wang, Ting; Plecháč, Petr

2017-12-01

Stochastic reaction networks that exhibit bistable behavior are common in systems biology, materials science, and catalysis. Sampling of stationary distributions is crucial for understanding and characterizing the long-time dynamics of bistable stochastic dynamical systems. However, simulations are often hindered by the insufficient sampling of rare transitions between the two metastable regions. In this paper, we apply the parallel replica method for a continuous time Markov chain in order to improve sampling of the stationary distribution in bistable stochastic reaction networks. The proposed method uses parallel computing to accelerate the sampling of rare transitions. Furthermore, it can be combined with the path-space information bounds for parametric sensitivity analysis. With the proposed methodology, we study three bistable biological networks: the Schlögl model, the genetic switch network, and the enzymatic futile cycle network. We demonstrate the algorithmic speedup achieved in these numerical benchmarks. More significant acceleration is expected when multi-core or graphics processing unit computer architectures and programming tools such as CUDA are employed.

Higher-order stochastic differential equations and the positive Wigner function

NASA Astrophysics Data System (ADS)

Drummond, P. D.

2017-12-01

General higher-order stochastic processes that correspond to any diffusion-type tensor of higher than second order are obtained. The relationship of multivariate higher-order stochastic differential equations with tensor decomposition theory and tensor rank is explained. Techniques for generating the requisite complex higher-order noise are proved to exist either using polar coordinates and γ distributions, or from products of Gaussian variates. This method is shown to allow the calculation of the dynamics of the Wigner function, after it is extended to a complex phase space. The results are illustrated physically through dynamical calculations of the positive Wigner distribution for three-mode parametric downconversion, widely used in quantum optics. The approach eliminates paradoxes arising from truncation of the higher derivative terms in Wigner function time evolution. Anomalous results of negative populations and vacuum scattering found in truncated Wigner quantum simulations in quantum optics and Bose-Einstein condensate dynamics are shown not to occur with this type of stochastic theory.

A model of gene expression based on random dynamical systems reveals modularity properties of gene regulatory networks.

PubMed

Antoneli, Fernando; Ferreira, Renata C; Briones, Marcelo R S

2016-06-01

Here we propose a new approach to modeling gene expression based on the theory of random dynamical systems (RDS) that provides a general coupling prescription between the nodes of any given regulatory network given the dynamics of each node is modeled by a RDS. The main virtues of this approach are the following: (i) it provides a natural way to obtain arbitrarily large networks by coupling together simple basic pieces, thus revealing the modularity of regulatory networks; (ii) the assumptions about the stochastic processes used in the modeling are fairly general, in the sense that the only requirement is stationarity; (iii) there is a well developed mathematical theory, which is a blend of smooth dynamical systems theory, ergodic theory and stochastic analysis that allows one to extract relevant dynamical and statistical information without solving the system; (iv) one may obtain the classical rate equations form the corresponding stochastic version by averaging the dynamic random variables (small noise limit). It is important to emphasize that unlike the deterministic case, where coupling two equations is a trivial matter, coupling two RDS is non-trivial, specially in our case, where the coupling is performed between a state variable of one gene and the switching stochastic process of another gene and, hence, it is not a priori true that the resulting coupled system will satisfy the definition of a random dynamical system. We shall provide the necessary arguments that ensure that our coupling prescription does indeed furnish a coupled regulatory network of random dynamical systems. Finally, the fact that classical rate equations are the small noise limit of our stochastic model ensures that any validation or prediction made on the basis of the classical theory is also a validation or prediction of our model. We illustrate our framework with some simple examples of single-gene system and network motifs. Copyright © 2016 Elsevier Inc. All rights reserved.

Machine learning from computer simulations with applications in rail vehicle dynamics

NASA Astrophysics Data System (ADS)

Taheri, Mehdi; Ahmadian, Mehdi

2016-05-01

The application of stochastic modelling for learning the behaviour of a multibody dynamics (MBD) models is investigated. Post-processing data from a simulation run are used to train the stochastic model that estimates the relationship between model inputs (suspension relative displacement and velocity) and the output (sum of suspension forces). The stochastic model can be used to reduce the computational burden of the MBD model by replacing a computationally expensive subsystem in the model (suspension subsystem). With minor changes, the stochastic modelling technique is able to learn the behaviour of a physical system and integrate its behaviour within MBD models. The technique is highly advantageous for MBD models where real-time simulations are necessary, or with models that have a large number of repeated substructures, e.g. modelling a train with a large number of railcars. The fact that the training data are acquired prior to the development of the stochastic model discards the conventional sampling plan strategies like Latin Hypercube sampling plans where simulations are performed using the inputs dictated by the sampling plan. Since the sampling plan greatly influences the overall accuracy and efficiency of the stochastic predictions, a sampling plan suitable for the process is developed where the most space-filling subset of the acquired data with ? number of sample points that best describes the dynamic behaviour of the system under study is selected as the training data.

Shallow slip amplification and enhanced tsunami hazard unravelled by dynamic simulations of mega-thrust earthquakes

PubMed Central

Murphy, S.; Scala, A.; Herrero, A.; Lorito, S.; Festa, G.; Trasatti, E.; Tonini, R.; Romano, F.; Molinari, I.; Nielsen, S.

2016-01-01

The 2011 Tohoku earthquake produced an unexpected large amount of shallow slip greatly contributing to the ensuing tsunami. How frequent are such events? How can they be efficiently modelled for tsunami hazard? Stochastic slip models, which can be computed rapidly, are used to explore the natural slip variability; however, they generally do not deal specifically with shallow slip features. We study the systematic depth-dependence of slip along a thrust fault with a number of 2D dynamic simulations using stochastic shear stress distributions and a geometry based on the cross section of the Tohoku fault. We obtain a probability density for the slip distribution, which varies both with depth, earthquake size and whether the rupture breaks the surface. We propose a method to modify stochastic slip distributions according to this dynamically-derived probability distribution. This method may be efficiently applied to produce large numbers of heterogeneous slip distributions for probabilistic tsunami hazard analysis. Using numerous M9 earthquake scenarios, we demonstrate that incorporating the dynamically-derived probability distribution does enhance the conditional probability of exceedance of maximum estimated tsunami wave heights along the Japanese coast. This technique for integrating dynamic features in stochastic models can be extended to any subduction zone and faulting style. PMID:27725733

A data driven nonlinear stochastic model for blood glucose dynamics.

PubMed

Zhang, Yan; Holt, Tim A; Khovanova, Natalia

2016-03-01

The development of adequate mathematical models for blood glucose dynamics may improve early diagnosis and control of diabetes mellitus (DM). We have developed a stochastic nonlinear second order differential equation to describe the response of blood glucose concentration to food intake using continuous glucose monitoring (CGM) data. A variational Bayesian learning scheme was applied to define the number and values of the system's parameters by iterative optimisation of free energy. The model has the minimal order and number of parameters to successfully describe blood glucose dynamics in people with and without DM. The model accounts for the nonlinearity and stochasticity of the underlying glucose-insulin dynamic process. Being data-driven, it takes full advantage of available CGM data and, at the same time, reflects the intrinsic characteristics of the glucose-insulin system without detailed knowledge of the physiological mechanisms. We have shown that the dynamics of some postprandial blood glucose excursions can be described by a reduced (linear) model, previously seen in the literature. A comprehensive analysis demonstrates that deterministic system parameters belong to different ranges for diabetes and controls. Implications for clinical practice are discussed. This is the first study introducing a continuous data-driven nonlinear stochastic model capable of describing both DM and non-DM profiles. Copyright © 2015 The Authors. Published by Elsevier Ireland Ltd.. All rights reserved.

Evolutionary dynamics of sporophytic self-incompatibility alleles in plants.

PubMed

Schierup, M H; Vekemans, X; Christiansen, F B

1997-10-01

The stationary frequency distribution and allelic dynamics in finite populations are analyzed through stochastic simulations in three models of single-locus, multi-allelic sporophytic self-incompatibility. The models differ in the dominance relationships among alleles. In one model, alleles act codominantly in both pollen and style (SSIcod), in the second, alleles form a dominance hierarchy in pollen and style (SSIdom). In the third model, alleles interact codominantly in the style and form a dominance hierarchy in the pollen (SSIdomcod). The SSIcod model behaves similarly to the model of gametophytic self-incompatibility, but the selection intensity is stronger. With dominance, dominant alleles invade the population more easily than recessive alleles and have a lower frequency at equilibrium. In the SSIdom model, recessive alleles have both a higher allele frequency and higher expected life span. In the SSIdomcod model, however, loss due to drift occurs more easily for pollen-recessive than for pollen-dominant alleles, and therefore, dominant alleles have a higher expected life span than the more recessive alleles. The process of allelic turnover in the SSIdomcod and SSIdom models is closely approximated by a random walk on a dominance ladder. Implications of the results for experimental studies of sporophytic self-incompatibility in natural populations are discussed.

Phylogeography of the current rabies viruses in Indonesia.

PubMed

Dibia, I Nyoman; Sumiarto, Bambang; Susetya, Heru; Putra, Anak Agung Gde; Scott-Orr, Helen; Mahardika, Gusti Ngurah

2015-01-01

Rabies is a major fatal zoonotic disease in Indonesia. This study was conducted to determine the recent dynamics of rabies virus (RABV) in various areas and animal species throughout Indonesia. A total of 27 brain samples collected from rabid animals of various species in Bali, Sumatra, Kalimantan, Sulawesi, Java, and Flores in 2008 to 2010 were investigated. The cDNA of the nucleoprotein gene from each sample was generated and amplified by one-step reverse transcription-PCR, after which the products were sequenced and analyzed. The symmetric substitution model of a Bayesian stochastic search variable selection extension of the discrete phylogeographic model of the social network was applied in BEAST ver. 1.7.5 software. The spatial dispersal was visualized in Cartographica using Spatial Phylogenetic Reconstruction of Evolutionary Dynamics. We demonstrated inter-island introduction and reintroduction, and dog was found to be the only source of infection of other animals. Ancestors of Indonesian RABVs originated in Java and its descendants were transmitted to Kalimantan, then further to Sumatra, Flores, and Bali. The Flores descendent was subsequently transmitted to Sulawesi and back to Kalimantan. The viruses found in various animal species were transmitted by the dog.

Phylogeography of the current rabies viruses in Indonesia

PubMed Central

Dibia, I Nyoman; Sumiarto, Bambang; Susetya, Heru; Putra, Anak Agung Gde; Scott-Orr, Helen

2015-01-01

Rabies is a major fatal zoonotic disease in Indonesia. This study was conducted to determine the recent dynamics of rabies virus (RABV) in various areas and animal species throughout Indonesia. A total of 27 brain samples collected from rabid animals of various species in Bali, Sumatra, Kalimantan, Sulawesi, Java, and Flores in 2008 to 2010 were investigated. The cDNA of the nucleoprotein gene from each sample was generated and amplified by one-step reverse transcription-PCR, after which the products were sequenced and analyzed. The symmetric substitution model of a Bayesian stochastic search variable selection extension of the discrete phylogeographic model of the social network was applied in BEAST ver. 1.7.5 software. The spatial dispersal was visualized in Cartographica using Spatial Phylogenetic Reconstruction of Evolutionary Dynamics. We demonstrated inter-island introduction and reintroduction, and dog was found to be the only source of infection of other animals. Ancestors of Indonesian RABVs originated in Java and its descendants were transmitted to Kalimantan, then further to Sumatra, Flores, and Bali. The Flores descendent was subsequently transmitted to Sulawesi and back to Kalimantan. The viruses found in various animal species were transmitted by the dog. PMID:25643792

The ConSurf-DB: pre-calculated evolutionary conservation profiles of protein structures.

PubMed

Goldenberg, Ofir; Erez, Elana; Nimrod, Guy; Ben-Tal, Nir

2009-01-01

ConSurf-DB is a repository for evolutionary conservation analysis of the proteins of known structures in the Protein Data Bank (PDB). Sequence homologues of each of the PDB entries were collected and aligned using standard methods. The evolutionary conservation of each amino acid position in the alignment was calculated using the Rate4Site algorithm, implemented in the ConSurf web server. The algorithm takes into account the phylogenetic relations between the aligned proteins and the stochastic nature of the evolutionary process explicitly. Rate4Site assigns a conservation level for each position in the multiple sequence alignment using an empirical Bayesian inference. Visual inspection of the conservation patterns on the 3D structure often enables the identification of key residues that comprise the functionally important regions of the protein. The repository is updated with the latest PDB entries on a monthly basis and will be rebuilt annually. ConSurf-DB is available online at http://consurfdb.tau.ac.il/

The ConSurf-DB: pre-calculated evolutionary conservation profiles of protein structures

PubMed Central

Goldenberg, Ofir; Erez, Elana; Nimrod, Guy; Ben-Tal, Nir

2009-01-01

ConSurf-DB is a repository for evolutionary conservation analysis of the proteins of known structures in the Protein Data Bank (PDB). Sequence homologues of each of the PDB entries were collected and aligned using standard methods. The evolutionary conservation of each amino acid position in the alignment was calculated using the Rate4Site algorithm, implemented in the ConSurf web server. The algorithm takes into account the phylogenetic relations between the aligned proteins and the stochastic nature of the evolutionary process explicitly. Rate4Site assigns a conservation level for each position in the multiple sequence alignment using an empirical Bayesian inference. Visual inspection of the conservation patterns on the 3D structure often enables the identification of key residues that comprise the functionally important regions of the protein. The repository is updated with the latest PDB entries on a monthly basis and will be rebuilt annually. ConSurf-DB is available online at http://consurfdb.tau.ac.il/ PMID:18971256

Dynamical behavior of a stochastic SVIR epidemic model with vaccination

NASA Astrophysics Data System (ADS)

Zhang, Xinhong; Jiang, Daqing; Hayat, Tasawar; Ahmad, Bashir

2017-10-01

In this paper, we investigate the dynamical behavior of SVIR models in random environments. Firstly, we show that if R0s < 1, the disease of stochastic autonomous SVIR model will die out exponentially; if R˜0s > 1, the disease will be prevail. Moreover, this system admits a unique stationary distribution and it is ergodic when R˜0s > 1. Results show that environmental white noise is helpful for disease control. Secondly, we give sufficient conditions for the existence of nontrivial periodic solutions to stochastic SVIR model with periodic parameters. Finally, numerical simulations validate the analytical results.

Stochastic modeling and simulation of reaction-diffusion system with Hill function dynamics.

PubMed

Chen, Minghan; Li, Fei; Wang, Shuo; Cao, Young

2017-03-14

Stochastic simulation of reaction-diffusion systems presents great challenges for spatiotemporal biological modeling and simulation. One widely used framework for stochastic simulation of reaction-diffusion systems is reaction diffusion master equation (RDME). Previous studies have discovered that for the RDME, when discretization size approaches zero, reaction time for bimolecular reactions in high dimensional domains tends to infinity. In this paper, we demonstrate that in the 1D domain, highly nonlinear reaction dynamics given by Hill function may also have dramatic change when discretization size is smaller than a critical value. Moreover, we discuss methods to avoid this problem: smoothing over space, fixed length smoothing over space and a hybrid method. Our analysis reveals that the switch-like Hill dynamics reduces to a linear function of discretization size when the discretization size is small enough. The three proposed methods could correctly (under certain precision) simulate Hill function dynamics in the microscopic RDME system.

Dynamic Infinite Mixed-Membership Stochastic Blockmodel.

PubMed

Fan, Xuhui; Cao, Longbing; Xu, Richard Yi Da

2015-09-01

Directional and pairwise measurements are often used to model interactions in a social network setting. The mixed-membership stochastic blockmodel (MMSB) was a seminal work in this area, and its ability has been extended. However, models such as MMSB face particular challenges in modeling dynamic networks, for example, with the unknown number of communities. Accordingly, this paper proposes a dynamic infinite mixed-membership stochastic blockmodel, a generalized framework that extends the existing work to potentially infinite communities inside a network in dynamic settings (i.e., networks are observed over time). Additional model parameters are introduced to reflect the degree of persistence among one's memberships at consecutive time stamps. Under this framework, two specific models, namely mixture time variant and mixture time invariant models, are proposed to depict two different time correlation structures. Two effective posterior sampling strategies and their results are presented, respectively, using synthetic and real-world data.

Reduced linear noise approximation for biochemical reaction networks with time-scale separation: The stochastic tQSSA+

NASA Astrophysics Data System (ADS)

Herath, Narmada; Del Vecchio, Domitilla

2018-03-01

Biochemical reaction networks often involve reactions that take place on different time scales, giving rise to "slow" and "fast" system variables. This property is widely used in the analysis of systems to obtain dynamical models with reduced dimensions. In this paper, we consider stochastic dynamics of biochemical reaction networks modeled using the Linear Noise Approximation (LNA). Under time-scale separation conditions, we obtain a reduced-order LNA that approximates both the slow and fast variables in the system. We mathematically prove that the first and second moments of this reduced-order model converge to those of the full system as the time-scale separation becomes large. These mathematical results, in particular, provide a rigorous justification to the accuracy of LNA models derived using the stochastic total quasi-steady state approximation (tQSSA). Since, in contrast to the stochastic tQSSA, our reduced-order model also provides approximations for the fast variable stochastic properties, we term our method the "stochastic tQSSA+". Finally, we demonstrate the application of our approach on two biochemical network motifs found in gene-regulatory and signal transduction networks.

Evolutionary Development of the Simulation by Logical Modeling System (SIBYL)

NASA Technical Reports Server (NTRS)

Wu, Helen

1995-01-01

Through the evolutionary development of the Simulation by Logical Modeling System (SIBYL) we have re-engineered the expensive and complex IBM mainframe based Long-term Hardware Projection Model (LHPM) to a robust cost-effective computer based mode that is easy to use. We achieved significant cost reductions and improved productivity in preparing long-term forecasts of Space Shuttle Main Engine (SSME) hardware. The LHPM for the SSME is a stochastic simulation model that projects the hardware requirements over 10 years. SIBYL is now the primary modeling tool for developing SSME logistics proposals and Program Operating Plan (POP) for NASA and divisional marketing studies.

Rapid evolution of hosts begets species diversity at the cost of intraspecific diversity.

PubMed

Frickel, Jens; Theodosiou, Loukas; Becks, Lutz

2017-10-17

Ecosystems are complex food webs in which multiple species interact and ecological and evolutionary processes continuously shape populations and communities. Previous studies on eco-evolutionary dynamics have shown that the presence of intraspecific diversity affects community structure and function, and that eco-evolutionary feedback dynamics can be an important driver for its maintenance. Within communities, feedbacks are, however, often indirect, and they can feed back over many generations. Here, we studied eco-evolutionary feedbacks in evolving communities over many generations and compared two-species systems (virus-host and prey-predator) with a more complex three-species system (virus-host-predator). Both indirect density- and trait-mediated effects drove the dynamics in the complex system, where host-virus coevolution facilitated coexistence of predator and virus, and where coexistence, in return, lowered intraspecific diversity of the host population. Furthermore, ecological and evolutionary dynamics were significantly altered in the three-species system compared with the two-species systems. We found that the predator slowed host-virus coevolution in the complex system and that the virus' effect on the overall population dynamics was negligible when the three species coexisted. Overall, we show that a detailed understanding of the mechanism driving eco-evolutionary feedback dynamics is necessary for explaining trait and species diversity in communities, even in communities with only three species.

Evolution in Mind: Evolutionary Dynamics, Cognitive Processes, and Bayesian Inference.

PubMed

Suchow, Jordan W; Bourgin, David D; Griffiths, Thomas L

2017-07-01

Evolutionary theory describes the dynamics of population change in settings affected by reproduction, selection, mutation, and drift. In the context of human cognition, evolutionary theory is most often invoked to explain the origins of capacities such as language, metacognition, and spatial reasoning, framing them as functional adaptations to an ancestral environment. However, evolutionary theory is useful for understanding the mind in a second way: as a mathematical framework for describing evolving populations of thoughts, ideas, and memories within a single mind. In fact, deep correspondences exist between the mathematics of evolution and of learning, with perhaps the deepest being an equivalence between certain evolutionary dynamics and Bayesian inference. This equivalence permits reinterpretation of evolutionary processes as algorithms for Bayesian inference and has relevance for understanding diverse cognitive capacities, including memory and creativity. Copyright © 2017 Elsevier Ltd. All rights reserved.

Markov State Models of gene regulatory networks.

PubMed

Chu, Brian K; Tse, Margaret J; Sato, Royce R; Read, Elizabeth L

2017-02-06

Gene regulatory networks with dynamics characterized by multiple stable states underlie cell fate-decisions. Quantitative models that can link molecular-level knowledge of gene regulation to a global understanding of network dynamics have the potential to guide cell-reprogramming strategies. Networks are often modeled by the stochastic Chemical Master Equation, but methods for systematic identification of key properties of the global dynamics are currently lacking. The method identifies the number, phenotypes, and lifetimes of long-lived states for a set of common gene regulatory network models. Application of transition path theory to the constructed Markov State Model decomposes global dynamics into a set of dominant transition paths and associated relative probabilities for stochastic state-switching. In this proof-of-concept study, we found that the Markov State Model provides a general framework for analyzing and visualizing stochastic multistability and state-transitions in gene networks. Our results suggest that this framework-adopted from the field of atomistic Molecular Dynamics-can be a useful tool for quantitative Systems Biology at the network scale.

Stochastic Swift-Hohenberg Equation with Degenerate Linear Multiplicative Noise

NASA Astrophysics Data System (ADS)

Hernández, Marco; Ong, Kiah Wah

2018-03-01

We study the dynamic transition of the Swift-Hohenberg equation (SHE) when linear multiplicative noise acting on a finite set of modes of the dominant linear flow is introduced. Existence of a stochastic flow and a local stochastic invariant manifold for this stochastic form of SHE are both addressed in this work. We show that the approximate reduced system corresponding to the invariant manifold undergoes a stochastic pitchfork bifurcation, and obtain numerical evidence suggesting that this picture is a good approximation for the full system as well.

Some mechanistic requirements for major transitions.

PubMed

Schuster, Peter

2016-08-19

Major transitions in nature and human society are accompanied by a substantial change towards higher complexity in the core of the evolving system. New features are established, novel hierarchies emerge, new regulatory mechanisms are required and so on. An obvious way to achieve higher complexity is integration of autonomous elements into new organized systems whereby the previously independent units give up their autonomy at least in part. In this contribution, we reconsider the more than 40 years old hypercycle model and analyse it by the tools of stochastic chemical kinetics. An open system is implemented in the form of a flow reactor. The formation of new dynamically organized units through integration of competitors is identified with transcritical bifurcations. In the stochastic model, the fully organized state is quasi-stationary whereas the unorganized state corresponds to a population with natural selection. The stability of the organized state depends strongly on the number of individual subspecies, n, that have to be integrated: two and three classes of individuals, [Formula: see text] and [Formula: see text], readily form quasi-stationary states. The four-membered deterministic dynamical system, [Formula: see text], is stable but in the stochastic approach self-enhancing fluctuations drive it into extinction. In systems with five and more classes of individuals, [Formula: see text], the state of cooperation is unstable and the solutions of the deterministic ODEs exhibit large amplitude oscillations. In the stochastic system self-enhancing fluctuations lead to extinction as observed with [Formula: see text] Interestingly, cooperative systems in nature are commonly two-membered as shown by numerous examples of binary symbiosis. A few cases of symbiosis of three partners, called three-way symbiosis, have been found and were analysed within the past decade. Four-way symbiosis is rather rare but was reported to occur in fungus-growing ants. The model reported here can be used to illustrate the interplay between competition and cooperation whereby we obtain a hint on the role that resources play in major transitions. Abundance of resources seems to be an indispensable prerequisite of radical innovation that apparently needs substantial investments. Economists often claim that scarcity is driving innovation. Our model sheds some light on this apparent contradiction. In a nutshell, the answer is: scarcity drives optimization and increase in efficiency but abundance is required for radical novelty and the development of new features.This article is part of the themed issue 'The major synthetic evolutionary transitions'. © 2016 The Author(s).

Eco-evolutionary dynamics in a coevolving host-virus system.

PubMed

Frickel, Jens; Sieber, Michael; Becks, Lutz

2016-04-01

Eco-evolutionary dynamics have been shown to be important for understanding population and community stability and their adaptive potential. However, coevolution in the framework of eco-evolutionary theory has not been addressed directly. Combining experiments with an algal host and its viral parasite, and mathematical model analyses we show eco-evolutionary dynamics in antagonistic coevolving populations. The interaction between antagonists initially resulted in arms race dynamics (ARD) with selective sweeps, causing oscillating host-virus population dynamics. However, ARD ended and populations stabilised after the evolution of a general resistant host, whereas a trade-off between host resistance and growth then maintained host diversity over time (trade-off driven dynamics). Most importantly, our study shows that the interaction between ecology and evolution had important consequences for the predictability of the mode and tempo of adaptive change and for the stability and adaptive potential of populations. © 2016 John Wiley & Sons Ltd/CNRS.

Energy-optimal path planning by stochastic dynamically orthogonal level-set optimization

NASA Astrophysics Data System (ADS)

Subramani, Deepak N.; Lermusiaux, Pierre F. J.

2016-04-01

A stochastic optimization methodology is formulated for computing energy-optimal paths from among time-optimal paths of autonomous vehicles navigating in a dynamic flow field. Based on partial differential equations, the methodology rigorously leverages the level-set equation that governs time-optimal reachability fronts for a given relative vehicle-speed function. To set up the energy optimization, the relative vehicle-speed and headings are considered to be stochastic and new stochastic Dynamically Orthogonal (DO) level-set equations are derived. Their solution provides the distribution of time-optimal reachability fronts and corresponding distribution of time-optimal paths. An optimization is then performed on the vehicle's energy-time joint distribution to select the energy-optimal paths for each arrival time, among all stochastic time-optimal paths for that arrival time. Numerical schemes to solve the reduced stochastic DO level-set equations are obtained, and accuracy and efficiency considerations are discussed. These reduced equations are first shown to be efficient at solving the governing stochastic level-sets, in part by comparisons with direct Monte Carlo simulations. To validate the methodology and illustrate its accuracy, comparisons with semi-analytical energy-optimal path solutions are then completed. In particular, we consider the energy-optimal crossing of a canonical steady front and set up its semi-analytical solution using a energy-time nested nonlinear double-optimization scheme. We then showcase the inner workings and nuances of the energy-optimal path planning, considering different mission scenarios. Finally, we study and discuss results of energy-optimal missions in a wind-driven barotropic quasi-geostrophic double-gyre ocean circulation.

The simulation of the non-Markovian behaviour of a two-level system

NASA Astrophysics Data System (ADS)

Semina, I.; Petruccione, F.

2016-05-01

Non-Markovian relaxation dynamics of a two-level system is studied with the help of the non-linear stochastic Schrödinger equation with coloured Ornstein-Uhlenbeck noise. This stochastic Schrödinger equation is investigated numerically with an adapted Platen scheme. It is shown, that the memory effects have a significant impact to the dynamics of the system.

Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models.

PubMed

Daunizeau, J; Friston, K J; Kiebel, S J

2009-11-01

In this paper, we describe a general variational Bayesian approach for approximate inference on nonlinear stochastic dynamic models. This scheme extends established approximate inference on hidden-states to cover: (i) nonlinear evolution and observation functions, (ii) unknown parameters and (precision) hyperparameters and (iii) model comparison and prediction under uncertainty. Model identification or inversion entails the estimation of the marginal likelihood or evidence of a model. This difficult integration problem can be finessed by optimising a free-energy bound on the evidence using results from variational calculus. This yields a deterministic update scheme that optimises an approximation to the posterior density on the unknown model variables. We derive such a variational Bayesian scheme in the context of nonlinear stochastic dynamic hierarchical models, for both model identification and time-series prediction. The computational complexity of the scheme is comparable to that of an extended Kalman filter, which is critical when inverting high dimensional models or long time-series. Using Monte-Carlo simulations, we assess the estimation efficiency of this variational Bayesian approach using three stochastic variants of chaotic dynamic systems. We also demonstrate the model comparison capabilities of the method, its self-consistency and its predictive power.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wu, Wei; Wang, Jin, E-mail: jin.wang.1@stonybrook.edu; State Key Laboratory of Electroanalytical Chemistry, Changchun Institute of Applied Chemistry, Chinese Academy of Sciences, 130022 Changchun, China and College of Physics, Jilin University, 130021 Changchun

We have established a general non-equilibrium thermodynamic formalism consistently applicable to both spatially homogeneous and, more importantly, spatially inhomogeneous systems, governed by the Langevin and Fokker-Planck stochastic dynamics with multiple state transition mechanisms, using the potential-flux landscape framework as a bridge connecting stochastic dynamics with non-equilibrium thermodynamics. A set of non-equilibrium thermodynamic equations, quantifying the relations of the non-equilibrium entropy, entropy flow, entropy production, and other thermodynamic quantities, together with their specific expressions, is constructed from a set of dynamical decomposition equations associated with the potential-flux landscape framework. The flux velocity plays a pivotal role on both the dynamic andmore » thermodynamic levels. On the dynamic level, it represents a dynamic force breaking detailed balance, entailing the dynamical decomposition equations. On the thermodynamic level, it represents a thermodynamic force generating entropy production, manifested in the non-equilibrium thermodynamic equations. The Ornstein-Uhlenbeck process and more specific examples, the spatial stochastic neuronal model, in particular, are studied to test and illustrate the general theory. This theoretical framework is particularly suitable to study the non-equilibrium (thermo)dynamics of spatially inhomogeneous systems abundant in nature. This paper is the second of a series.« less

Most Colorful Example of Genetic Assimilation? Exploring the Evolutionary Destiny of Recurrent Phenotypic Accommodation.

PubMed

Badyaev, Alexander V; Potticary, Ahva L; Morrison, Erin S

2017-08-01

Evolution of adaptation requires both generation of novel phenotypic variation and retention of a locally beneficial subset of this variation. Such retention can be facilitated by genetic assimilation, the accumulation of genetic and molecular mechanisms that stabilize induced phenotypes and assume progressively greater control over their reliable production. A particularly strong inference into genetic assimilation as an evolutionary process requires a system where it is possible to directly evaluate the extent to which an induced phenotype is progressively incorporated into preexisting developmental pathways. Evolution of diet-dependent pigmentation in birds-where external carotenoids are coopted into internal metabolism to a variable degree before being integrated with a feather's developmental processes-provides such an opportunity. Here we combine a metabolic network view of carotenoid evolution with detailed empirical study of feather modifications to show that the effect of physical properties of carotenoids on feather structure depends on their metabolic modification, their environmental recurrence, and biochemical redundancy, as predicted by the genetic assimilation hypothesis. Metabolized carotenoids caused less stochastic variation in feather structure and were more closely integrated with feather growth than were dietary carotenoids of the same molecular weight. These patterns were driven by the recurrence of organism-carotenoid associations: commonly used dietary carotenoids and biochemically redundant derived carotenoids caused less stochastic variation in feather structure than did rarely used or biochemically unique compounds. We discuss implications of genetic assimilation processes for the evolutionary diversification of diet-dependent animal coloration.

Effective size of density-dependent two-sex populations: the effect of mating systems.

PubMed

Myhre, A M; Engen, S; SAEther, B-E

2017-08-01

Density dependence in vital rates is a key feature affecting temporal fluctuations of natural populations. This has important implications for the rate of random genetic drift. Mating systems also greatly affect effective population sizes, but knowledge of how mating system and density regulation interact to affect random genetic drift is poor. Using theoretical models and simulations, we compare N e in short-lived, density-dependent animal populations with different mating systems. We study the impact of a fluctuating, density-dependent sex ratio and consider both a stable and a fluctuating environment. We find a negative relationship between annual N e /N and adult population size N due to density dependence, suggesting that loss of genetic variation is reduced at small densities. The magnitude of this decrease was affected by mating system and life history. A male-biased, density-dependent sex ratio reduces the rate of genetic drift compared to an equal, density-independent sex ratio, but a stochastic change towards male bias reduces the N e /N ratio. Environmental stochasticity amplifies temporal fluctuations in population size and is thus vital to consider in estimation of effective population sizes over longer time periods. Our results on the reduced loss of genetic variation at small densities, particularly in polygamous populations, indicate that density regulation may facilitate adaptive evolution at small population sizes. © 2017 European Society For Evolutionary Biology. Journal of Evolutionary Biology © 2017 European Society For Evolutionary Biology.

Demographic noise can reverse the direction of deterministic selection

PubMed Central

Constable, George W. A.; Rogers, Tim; McKane, Alan J.; Tarnita, Corina E.

2016-01-01

Deterministic evolutionary theory robustly predicts that populations displaying altruistic behaviors will be driven to extinction by mutant cheats that absorb common benefits but do not themselves contribute. Here we show that when demographic stochasticity is accounted for, selection can in fact act in the reverse direction to that predicted deterministically, instead favoring cooperative behaviors that appreciably increase the carrying capacity of the population. Populations that exist in larger numbers experience a selective advantage by being more stochastically robust to invasions than smaller populations, and this advantage can persist even in the presence of reproductive costs. We investigate this general effect in the specific context of public goods production and find conditions for stochastic selection reversal leading to the success of public good producers. This insight, developed here analytically, is missed by the deterministic analysis as well as by standard game theoretic models that enforce a fixed population size. The effect is found to be amplified by space; in this scenario we find that selection reversal occurs within biologically reasonable parameter regimes for microbial populations. Beyond the public good problem, we formulate a general mathematical framework for models that may exhibit stochastic selection reversal. In this context, we describe a stochastic analog to r−K theory, by which small populations can evolve to higher densities in the absence of disturbance. PMID:27450085

On the evolution of specialization with a mechanistic underpinning in structured metapopulations.

PubMed

Nurmi, Tuomas; Parvinen, Kalle

2008-03-01

We analyze the evolution of specialization in resource utilization in a discrete-time metapopulation model using the adaptive dynamics approach. The local dynamics in the metapopulation are based on the Beverton-Holt model with mechanistic underpinnings. The consumer faces a trade-off in the abilities to consume two resources that are spatially heterogeneously distributed to patches that are prone to local catastrophes. We explore the factors favoring the spread of generalist or specialist strategies. Increasing fecundity or decreasing catastrophe probability favors the spread of the generalist strategy and increasing environmental heterogeneity enlarges the parameter domain where the evolutionary branching is possible. When there are no catastrophes, increasing emigration diminishes the parameter domain where the evolutionary branching may occur. Otherwise, the effect of emigration on evolutionary dynamics is non-monotonous: both small and large values of emigration probability favor the spread of the specialist strategies whereas the parameter domain where evolutionary branching may occur is largest when the emigration probability has intermediate values. We compare how different forms of spatial heterogeneity and different models of local growth affect the evolutionary dynamics. We show that even small changes in the resource dynamics may have outstanding evolutionary effects to the consumers.

Metaheuristics for the dynamic stochastic dial-a-ride problem with expected return transports

PubMed Central

Schilde, M.; Doerner, K.F.; Hartl, R.F.

2011-01-01

The problem of transporting patients or elderly people has been widely studied in literature and is usually modeled as a dial-a-ride problem (DARP). In this paper we analyze the corresponding problem arising in the daily operation of the Austrian Red Cross. This nongovernmental organization is the largest organization performing patient transportation in Austria. The aim is to design vehicle routes to serve partially dynamic transportation requests using a fixed vehicle fleet. Each request requires transportation from a patient's home location to a hospital (outbound request) or back home from the hospital (inbound request). Some of these requests are known in advance. Some requests are dynamic in the sense that they appear during the day without any prior information. Finally, some inbound requests are stochastic. More precisely, with a certain probability each outbound request causes a corresponding inbound request on the same day. Some stochastic information about these return transports is available from historical data. The purpose of this study is to investigate, whether using this information in designing the routes has a significant positive effect on the solution quality. The problem is modeled as a dynamic stochastic dial-a-ride problem with expected return transports. We propose four different modifications of metaheuristic solution approaches for this problem. In detail, we test dynamic versions of variable neighborhood search (VNS) and stochastic VNS (S-VNS) as well as modified versions of the multiple plan approach (MPA) and the multiple scenario approach (MSA). Tests are performed using 12 sets of test instances based on a real road network. Various demand scenarios are generated based on the available real data. Results show that using the stochastic information on return transports leads to average improvements of around 15%. Moreover, improvements of up to 41% can be achieved for some test instances. PMID:23543641

The Stochastic Multi-strain Dengue Model: Analysis of the Dynamics

NASA Astrophysics Data System (ADS)

Aguiar, Maíra; Stollenwerk, Nico; Kooi, Bob W.

2011-09-01

Dengue dynamics is well known to be particularly complex with large fluctuations of disease incidences. An epidemic multi-strain model motivated by dengue fever epidemiology shows deterministic chaos in wide parameter regions. The addition of seasonal forcing, mimicking the vectorial dynamics, and a low import of infected individuals, which is realistic in the dynamics of infectious diseases epidemics show complex dynamics and qualitatively a good agreement between empirical DHF monitoring data and the obtained model simulation. The addition of noise can explain the fluctuations observed in the empirical data and for large enough population size, the stochastic system can be well described by the deterministic skeleton.

Formal Darwinism, the individual-as-maximizing-agent analogy and bet-hedging

PubMed Central

Grafen, A.

1999-01-01

The central argument of The origin of species was that mechanical processes (inheritance of features and the differential reproduction they cause) can give rise to the appearance of design. The 'mechanical processes' are now mathematically represented by the dynamic systems of population genetics, and the appearance of design by optimization and game theory in which the individual plays the part of the maximizing agent. Establishing a precise individual-as-maximizing-agent (IMA) analogy for a population-genetics system justifies optimization approaches, and so provides a modern formal representation of the core of Darwinism. It is a hitherto unnoticed implication of recent population-genetics models that, contrary to a decades-long consensus, an IMA analogy can be found in models with stochastic environments (subject to a convexity assumption), in which individuals maximize expected reproductive value. The key is that the total reproductive value of a species must be considered as constant, so therefore reproductive value should always be calculated in relative terms. This result removes a major obstacle from the theoretical challenge to find a unifying framework which establishes the IMA analogy for all of Darwinian biology, including as special cases inclusive fitness, evolutionarily stable strategies, evolutionary life-history theory, age-structured models and sex ratio theory. This would provide a formal, mathematical justification of fruitful and widespread but 'intentional' terms in evolutionary biology, such as 'selfish', 'altruism' and 'conflict'.

Stochastic eco-evolutionary model of a prey-predator community.

PubMed

Costa, Manon; Hauzy, Céline; Loeuille, Nicolas; Méléard, Sylvie

2016-02-01

We are interested in the impact of natural selection in a prey-predator community. We introduce an individual-based model of the community that takes into account both prey and predator phenotypes. Our aim is to understand the phenotypic coevolution of prey and predators. The community evolves as a multi-type birth and death process with mutations. We first consider the infinite particle approximation of the process without mutation. In this limit, the process can be approximated by a system of differential equations. We prove the existence of a unique globally asymptotically stable equilibrium under specific conditions on the interaction among prey individuals. When mutations are rare, the community evolves on the mutational scale according to a Markovian jump process. This process describes the successive equilibria of the prey-predator community and extends the polymorphic evolutionary sequence to a coevolutionary framework. We then assume that mutations have a small impact on phenotypes and consider the evolution of monomorphic prey and predator populations. The limit of small mutation steps leads to a system of two differential equations which is a version of the canonical equation of adaptive dynamics for the prey-predator coevolution. We illustrate these different limits with an example of prey-predator community that takes into account different prey defense mechanisms. We observe through simulations how these various prey strategies impact the community.

Human impact in naturally patched small populations: genetic structure and conservation of the burrowing rodent, tuco-tuco (Ctenomys lami).

PubMed

Lopes, Carla M; de Freitas, Thales R O

2012-01-01

Isolated or semi-isolated small populations are commonly found among species, due to a naturally patchy occupancy of suitable habitats or also as a result of habitat alterations. These populations are subject to an increased risk of local extinction because they are more vulnerable to demographic, genetic, and environmental stochasticity. Considering that natural areas have been becoming progressively more fragmented and smaller, understanding the genetic structure and evolutionary dynamics of small populations is critical. Ctenomys lami has 26 karyotypes distributed in a small area (936 km(2)) continually modified by human actions. We assessed the genetic geographical structure of this species, examining 178 specimens sampled on a fine scale, using information from chromosomal variability, mitochondrial DNA control region and cytochrome c oxidase subunit I sequences, and 14 microsatellite loci. The observed isolation-by-distance pattern and a clinal genetic variation suggest a stepping-stone population model. The results did not indicate genetic structuring associated with distinct karyotypes. However, mitochondrial and nuclear molecular markers demonstrated the existence of 2 demes, which are not completely isolated but are probably reinforced by a geographical barrier. The vulnerability of C. lami is greater than previously supposed, and our data support the designation of one Evolutionary Significant Unit and one Management Unit, and also the inclusion of this species' conservation status as vulnerable.

Unperturbed Schelling Segregation in Two or Three Dimensions

NASA Astrophysics Data System (ADS)

Barmpalias, George; Elwes, Richard; Lewis-Pye, Andrew

2016-09-01

Schelling's models of segregation, first described in 1969 (Am Econ Rev 59:488-493, 1969) are among the best known models of self-organising behaviour. Their original purpose was to identify mechanisms of urban racial segregation. But his models form part of a family which arises in statistical mechanics, neural networks, social science, and beyond, where populations of agents interact on networks. Despite extensive study, unperturbed Schelling models have largely resisted rigorous analysis, prior results generally focusing on variants in which noise is introduced into the dynamics, the resulting system being amenable to standard techniques from statistical mechanics or stochastic evolutionary game theory (Young in Individual strategy and social structure: an evolutionary theory of institutions, Princeton University Press, Princeton, 1998). A series of recent papers (Brandt et al. in: Proceedings of the 44th annual ACM symposium on theory of computing (STOC 2012), 2012); Barmpalias et al. in: 55th annual IEEE symposium on foundations of computer science, Philadelphia, 2014, J Stat Phys 158:806-852, 2015), has seen the first rigorous analyses of 1-dimensional unperturbed Schelling models, in an asymptotic framework largely unknown in statistical mechanics. Here we provide the first such analysis of 2- and 3-dimensional unperturbed models, establishing most of the phase diagram, and answering a challenge from Brandt et al. in: Proceedings of the 44th annual ACM symposium on theory of computing (STOC 2012), 2012).

Extensive Gains and Losses of Olfactory Receptor Genes in Mammalian Evolution

PubMed Central

Niimura, Yoshihito; Nei, Masatoshi

2007-01-01

Odor perception in mammals is mediated by a large multigene family of olfactory receptor (OR) genes. The number of OR genes varies extensively among different species of mammals, and most species have a substantial number of pseudogenes. To gain some insight into the evolutionary dynamics of mammalian OR genes, we identified the entire set of OR genes in platypuses, opossums, cows, dogs, rats, and macaques and studied the evolutionary change of the genes together with those of humans and mice. We found that platypuses and primates have <400 functional OR genes while the other species have 800–1,200 functional OR genes. We then estimated the numbers of gains and losses of OR genes for each branch of the phylogenetic tree of mammals. This analysis showed that (i) gene expansion occurred in the placental lineage each time after it diverged from monotremes and from marsupials and (ii) hundreds of gains and losses of OR genes have occurred in an order-specific manner, making the gene repertoires highly variable among different orders. It appears that the number of OR genes is determined primarily by the functional requirement for each species, but once the number reaches the required level, it fluctuates by random duplication and deletion of genes. This fluctuation seems to have been aided by the stochastic nature of OR gene expression. PMID:17684554

Indirect Identification of Linear Stochastic Systems with Known Feedback Dynamics

NASA Technical Reports Server (NTRS)

Huang, Jen-Kuang; Hsiao, Min-Hung; Cox, David E.

1996-01-01

An algorithm is presented for identifying a state-space model of linear stochastic systems operating under known feedback controller. In this algorithm, only the reference input and output of closed-loop data are required. No feedback signal needs to be recorded. The overall closed-loop system dynamics is first identified. Then a recursive formulation is derived to compute the open-loop plant dynamics from the identified closed-loop system dynamics and known feedback controller dynamics. The controller can be a dynamic or constant-gain full-state feedback controller. Numerical simulations and test data of a highly unstable large-gap magnetic suspension system are presented to demonstrate the feasibility of this indirect identification method.

Effects of stochastic sodium channels on extracellular excitation of myelinated nerve fibers.

PubMed

Mino, Hiroyuki; Grill, Warren M

2002-06-01

The effects of the stochastic gating properties of sodium channels on the extracellular excitation properties of mammalian nerve fibers was determined by computer simulation. To reduce computation time, a hybrid multicompartment cable model including five central nodes of Ranvier containing stochastic sodium channels and 16 flanking nodes containing detenninistic membrane dynamics was developed. The excitation properties of the hybrid cable model were comparable with those of a full stochastic cable model including 21 nodes of Ranvier containing stochastic sodium channels, indicating the validity of the hybrid cable model. The hybrid cable model was used to investigate whether or not the excitation properties of extracellularly activated fibers were influenced by the stochastic gating of sodium channels, including spike latencies, strength-duration (SD), current-distance (IX), and recruitment properties. The stochastic properties of the sodium channels in the hybrid cable model had the greatest impact when considering the temporal dynamics of nerve fibers, i.e., a large variability in latencies, while they did not influence the SD, IX, or recruitment properties as compared with those of the conventional deterministic cable model. These findings suggest that inclusion of stochastic nodes is not important for model-based design of stimulus waveforms for activation of motor nerve fibers. However, in cases where temporal fine structure is important, for example in sensory neural prostheses in the auditory and visual systems, the stochastic properties of the sodium channels may play a key role in the design of stimulus waveforms.

Falsification of matching theory and confirmation of an evolutionary theory of behavior dynamics in a critical experiment.

PubMed

McDowell, J J; Calvin, Olivia L; Hackett, Ryan; Klapes, Bryan

2017-07-01

Two competing predictions of matching theory and an evolutionary theory of behavior dynamics, and one additional prediction of the evolutionary theory, were tested in a critical experiment in which human participants worked on concurrent schedules for money (Dallery et al., 2005). The three predictions concerned the descriptive adequacy of matching theory equations, and of equations describing emergent equilibria of the evolutionary theory. Tests of the predictions falsified matching theory and supported the evolutionary theory. Copyright © 2017 Elsevier B.V. All rights reserved.

The evolutionary rate dynamically tracks changes in HIV-1 epidemics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Maljkovic-berry, Irina; Athreya, Gayathri; Daniels, Marcus

Large-sequence datasets provide an opportunity to investigate the dynamics of pathogen epidemics. Thus, a fast method to estimate the evolutionary rate from large and numerous phylogenetic trees becomes necessary. Based on minimizing tip height variances, we optimize the root in a given phylogenetic tree to estimate the most homogenous evolutionary rate between samples from at least two different time points. Simulations showed that the method had no bias in the estimation of evolutionary rates and that it was robust to tree rooting and topological errors. We show that the evolutionary rates of HIV-1 subtype B and C epidemics have changedmore » over time, with the rate of evolution inversely correlated to the rate of virus spread. For subtype B, the evolutionary rate slowed down and tracked the start of the HAART era in 1996. Subtype C in Ethiopia showed an increase in the evolutionary rate when the prevalence increase markedly slowed down in 1995. Thus, we show that the evolutionary rate of HIV-1 on the population level dynamically tracks epidemic events.« less

Dynamical signatures of isometric force control as a function of age, expertise, and task constraints.

PubMed

Vieluf, Solveig; Sleimen-Malkoun, Rita; Voelcker-Rehage, Claudia; Jirsa, Viktor; Reuter, Eva-Maria; Godde, Ben; Temprado, Jean-Jacques; Huys, Raoul

2017-07-01

From the conceptual and methodological framework of the dynamical systems approach, force control results from complex interactions of various subsystems yielding observable behavioral fluctuations, which comprise both deterministic (predictable) and stochastic (noise-like) dynamical components. Here, we investigated these components contributing to the observed variability in force control in groups of participants differing in age and expertise level. To this aim, young (18-25 yr) as well as late middle-aged (55-65 yr) novices and experts (precision mechanics) performed a force maintenance and a force modulation task. Results showed that whereas the amplitude of force variability did not differ across groups in the maintenance tasks, in the modulation task it was higher for late middle-aged novices than for experts and higher for both these groups than for young participants. Within both tasks and for all groups, stochastic fluctuations were lowest where the deterministic influence was smallest. However, although all groups showed similar dynamics underlying force control in the maintenance task, a group effect was found for deterministic and stochastic fluctuations in the modulation task. The latter findings imply that both components were involved in the observed group differences in the variability of force fluctuations in the modulation task. These findings suggest that between groups the general characteristics of the dynamics do not differ in either task and that force control is more affected by age than by expertise. However, expertise seems to counteract some of the age effects. NEW & NOTEWORTHY Stochastic and deterministic dynamical components contribute to force production. Dynamical signatures differ between force maintenance and cyclic force modulation tasks but hardly between age and expertise groups. Differences in both stochastic and deterministic components are associated with group differences in behavioral variability, and observed behavioral variability is more strongly task dependent than person dependent. Copyright © 2017 the American Physiological Society.

Methods of Stochastic Analysis of Complex Regimes in the 3D Hindmarsh-Rose Neuron Model

NASA Astrophysics Data System (ADS)

Bashkirtseva, Irina; Ryashko, Lev; Slepukhina, Evdokia

A problem of the stochastic nonlinear analysis of neuronal activity is studied by the example of the Hindmarsh-Rose (HR) model. For the parametric region of tonic spiking oscillations, it is shown that random noise transforms the spiking dynamic regime into the bursting one. This stochastic phenomenon is specified by qualitative changes in distributions of random trajectories and interspike intervals (ISIs). For a quantitative analysis of the noise-induced bursting, we suggest a constructive semi-analytical approach based on the stochastic sensitivity function (SSF) technique and the method of confidence domains that allows us to describe geometrically a distribution of random states around the deterministic attractors. Using this approach, we develop a new algorithm for estimation of critical values for the noise intensity corresponding to the qualitative changes in stochastic dynamics. We show that the obtained estimations are in good agreement with the numerical results. An interplay between noise-induced bursting and transitions from order to chaos is discussed.

Stochastic bifurcation in a model of love with colored noise

NASA Astrophysics Data System (ADS)

Yue, Xiaokui; Dai, Honghua; Yuan, Jianping

2015-07-01

In this paper, we wish to examine the stochastic bifurcation induced by multiplicative Gaussian colored noise in a dynamical model of love where the random factor is used to describe the complexity and unpredictability of psychological systems. First, the dynamics in deterministic love-triangle model are considered briefly including equilibrium points and their stability, chaotic behaviors and chaotic attractors. Then, the influences of Gaussian colored noise with different parameters are explored such as the phase plots, top Lyapunov exponents, stationary probability density function (PDF) and stochastic bifurcation. The stochastic P-bifurcation through a qualitative change of the stationary PDF will be observed and bifurcation diagram on parameter plane of correlation time and noise intensity is presented to find the bifurcation behaviors in detail. Finally, the top Lyapunov exponent is computed to determine the D-bifurcation when the noise intensity achieves to a critical value. By comparison, we find there is no connection between two kinds of stochastic bifurcation.

Eco-genetic modeling of contemporary life-history evolution.

PubMed

Dunlop, Erin S; Heino, Mikko; Dieckmann, Ulf

2009-10-01

We present eco-genetic modeling as a flexible tool for exploring the course and rates of multi-trait life-history evolution in natural populations. We build on existing modeling approaches by combining features that facilitate studying the ecological and evolutionary dynamics of realistically structured populations. In particular, the joint consideration of age and size structure enables the analysis of phenotypically plastic populations with more than a single growth trajectory, and ecological feedback is readily included in the form of density dependence and frequency dependence. Stochasticity and life-history trade-offs can also be implemented. Critically, eco-genetic models permit the incorporation of salient genetic detail such as a population's genetic variances and covariances and the corresponding heritabilities, as well as the probabilistic inheritance and phenotypic expression of quantitative traits. These inclusions are crucial for predicting rates of evolutionary change on both contemporary and longer timescales. An eco-genetic model can be tightly coupled with empirical data and therefore may have considerable practical relevance, in terms of generating testable predictions and evaluating alternative management measures. To illustrate the utility of these models, we present as an example an eco-genetic model used to study harvest-induced evolution of multiple traits in Atlantic cod. The predictions of our model (most notably that harvesting induces a genetic reduction in age and size at maturation, an increase or decrease in growth capacity depending on the minimum-length limit, and an increase in reproductive investment) are corroborated by patterns observed in wild populations. The predicted genetic changes occur together with plastic changes that could phenotypically mask the former. Importantly, our analysis predicts that evolutionary changes show little signs of reversal following a harvest moratorium. This illustrates how predictions offered by eco-genetic models can enable and guide evolutionarily sustainable resource management.

Pharmacokinetics and Drug Interactions Determine Optimum Combination Strategies in Computational Models of Cancer Evolution.

PubMed

Chakrabarti, Shaon; Michor, Franziska

2017-07-15

The identification of optimal drug administration schedules to battle the emergence of resistance is a major challenge in cancer research. The existence of a multitude of resistance mechanisms necessitates administering drugs in combination, significantly complicating the endeavor of predicting the evolutionary dynamics of cancers and optimal intervention strategies. A thorough understanding of the important determinants of cancer evolution under combination therapies is therefore crucial for correctly predicting treatment outcomes. Here we developed the first computational strategy to explore pharmacokinetic and drug interaction effects in evolutionary models of cancer progression, a crucial step towards making clinically relevant predictions. We found that incorporating these phenomena into our multiscale stochastic modeling framework significantly changes the optimum drug administration schedules identified, often predicting nonintuitive strategies for combination therapies. We applied our approach to an ongoing phase Ib clinical trial (TATTON) administering AZD9291 and selumetinib to EGFR-mutant lung cancer patients. Our results suggest that the schedules used in the three trial arms have almost identical efficacies, but slight modifications in the dosing frequencies of the two drugs can significantly increase tumor cell eradication. Interestingly, we also predict that drug concentrations lower than the MTD are as efficacious, suggesting that lowering the total amount of drug administered could lower toxicities while not compromising on the effectiveness of the drugs. Our approach highlights the fact that quantitative knowledge of pharmacokinetic, drug interaction, and evolutionary processes is essential for identifying best intervention strategies. Our method is applicable to diverse cancer and treatment types and allows for a rational design of clinical trials. Cancer Res; 77(14); 3908-21. ©2017 AACR . ©2017 American Association for Cancer Research.

Joint  effects of habitat configuration and temporal stochasticity on population dynamics

Treesearch

Jennifer M. Fraterrigo; Scott M. Pearson; Monica G. Turner

2009-01-01

Habitat configuration and temporal stochasticity in the environment are recognized as important drivers of population structure, yet few studies have examined the combined influence of these factors....

Stable schemes for dissipative particle dynamics with conserved energy

DOE Office of Scientific and Technical Information (OSTI.GOV)

Stoltz, Gabriel, E-mail: stoltz@cermics.enpc.fr

2017-07-01

This article presents a new numerical scheme for the discretization of dissipative particle dynamics with conserved energy. The key idea is to reduce elementary pairwise stochastic dynamics (either fluctuation/dissipation or thermal conduction) to effective single-variable dynamics, and to approximate the solution of these dynamics with one step of a Metropolis–Hastings algorithm. This ensures by construction that no negative internal energies are encountered during the simulation, and hence allows to increase the admissible timesteps to integrate the dynamics, even for systems with small heat capacities. Stability is only limited by the Hamiltonian part of the dynamics, which suggests resorting to multiplemore » timestep strategies where the stochastic part is integrated less frequently than the Hamiltonian one.« less

An evolutionary game approach for determination of the structural conflicts in signed networks

PubMed Central

Tan, Shaolin; Lü, Jinhu

2016-01-01

Social or biochemical networks can often divide into two opposite alliances in response to structural conflicts between positive (friendly, activating) and negative (hostile, inhibiting) interactions. Yet, the underlying dynamics on how the opposite alliances are spontaneously formed to minimize the structural conflicts is still unclear. Here, we demonstrate that evolutionary game dynamics provides a felicitous possible tool to characterize the evolution and formation of alliances in signed networks. Indeed, an evolutionary game dynamics on signed networks is proposed such that each node can adaptively adjust its choice of alliances to maximize its own fitness, which yet leads to a minimization of the structural conflicts in the entire network. Numerical experiments show that the evolutionary game approach is universally efficient in quality and speed to find optimal solutions for all undirected or directed, unweighted or weighted signed networks. Moreover, the evolutionary game approach is inherently distributed. These characteristics thus suggest the evolutionary game dynamic approach as a feasible and effective tool for determining the structural conflicts in large-scale on-line signed networks. PMID:26915581

Properties of a certain stochastic dynamical system, channel polarization, and polar codes

NASA Astrophysics Data System (ADS)

Tanaka, Toshiyuki

2010-06-01

A new family of codes, called polar codes, has recently been proposed by Arikan. Polar codes are of theoretical importance because they are provably capacity achieving with low-complexity encoding and decoding. We first discuss basic properties of a certain stochastic dynamical system, on the basis of which properties of channel polarization and polar codes are reviewed, with emphasis on our recent results.

A stochastic process approach of the drake equation parameters

NASA Astrophysics Data System (ADS)

Glade, Nicolas; Ballet, Pascal; Bastien, Olivier

2012-04-01

The number N of detectable (i.e. communicating) extraterrestrial civilizations in the Milky Way galaxy is usually calculated by using the Drake equation. This equation was established in 1961 by Frank Drake and was the first step to quantifying the Search for ExtraTerrestrial Intelligence (SETI) field. Practically, this equation is rather a simple algebraic expression and its simplistic nature leaves it open to frequent re-expression. An additional problem of the Drake equation is the time-independence of its terms, which for example excludes the effects of the physico-chemical history of the galaxy. Recently, it has been demonstrated that the main shortcoming of the Drake equation is its lack of temporal structure, i.e., it fails to take into account various evolutionary processes. In particular, the Drake equation does not provides any error estimation about the measured quantity. Here, we propose a first treatment of these evolutionary aspects by constructing a simple stochastic process that will be able to provide both a temporal structure to the Drake equation (i.e. introduce time in the Drake formula in order to obtain something like N(t)) and a first standard error measure.

Energy Optimal Path Planning: Integrating Coastal Ocean Modelling with Optimal Control

NASA Astrophysics Data System (ADS)

Subramani, D. N.; Haley, P. J., Jr.; Lermusiaux, P. F. J.

2016-02-01

A stochastic optimization methodology is formulated for computing energy-optimal paths from among time-optimal paths of autonomous vehicles navigating in a dynamic flow field. To set up the energy optimization, the relative vehicle speed and headings are considered to be stochastic, and new stochastic Dynamically Orthogonal (DO) level-set equations that govern their stochastic time-optimal reachability fronts are derived. Their solution provides the distribution of time-optimal reachability fronts and corresponding distribution of time-optimal paths. An optimization is then performed on the vehicle's energy-time joint distribution to select the energy-optimal paths for each arrival time, among all stochastic time-optimal paths for that arrival time. The accuracy and efficiency of the DO level-set equations for solving the governing stochastic level-set reachability fronts are quantitatively assessed, including comparisons with independent semi-analytical solutions. Energy-optimal missions are studied in wind-driven barotropic quasi-geostrophic double-gyre circulations, and in realistic data-assimilative re-analyses of multiscale coastal ocean flows. The latter re-analyses are obtained from multi-resolution 2-way nested primitive-equation simulations of tidal-to-mesoscale dynamics in the Middle Atlantic Bight and Shelbreak Front region. The effects of tidal currents, strong wind events, coastal jets, and shelfbreak fronts on the energy-optimal paths are illustrated and quantified. Results showcase the opportunities for longer-duration missions that intelligently utilize the ocean environment to save energy, rigorously integrating ocean forecasting with optimal control of autonomous vehicles.

Decentralized stochastic control

NASA Technical Reports Server (NTRS)

Speyer, J. L.

1980-01-01

Decentralized stochastic control is characterized by being decentralized in that the information to one controller is not the same as information to another controller. The system including the information has a stochastic or uncertain component. This complicates the development of decision rules which one determines under the assumption that the system is deterministic. The system is dynamic which means the present decisions affect future system responses and the information in the system. This circumstance presents a complex problem where tools like dynamic programming are no longer applicable. These difficulties are discussed from an intuitive viewpoint. Particular assumptions are introduced which allow a limited theory which produces mechanizable affine decision rules.

Graph Theory-Based Pinning Synchronization of Stochastic Complex Dynamical Networks.

PubMed

Li, Xiao-Jian; Yang, Guang-Hong

2017-02-01

This paper is concerned with the adaptive pinning synchronization problem of stochastic complex dynamical networks (CDNs). Based on algebraic graph theory and Lyapunov theory, pinning controller design conditions are derived, and the rigorous convergence analysis of synchronization errors in the probability sense is also conducted. Compared with the existing results, the topology structures of stochastic CDN are allowed to be unknown due to the use of graph theory. In particular, it is shown that the selection of nodes for pinning depends on the unknown lower bounds of coupling strengths. Finally, an example on a Chua's circuit network is given to validate the effectiveness of the theoretical results.

Adaptive evolution of body size subject to indirect effect in trophic cascade system.

PubMed

Wang, Xin; Fan, Meng; Hao, Lina

2017-09-01

Trophic cascades represent a classic example of indirect effect and are wide-spread in nature. Their ecological impact are well established, but the evolutionary consequences have received even less theoretical attention. We theoretically and numerically investigate the trait (i.e., body size of consumer) evolution in response to indirect effect in a trophic cascade system. By applying the quantitative trait evolutionary theory and the adaptive dynamic theory, we formulate and explore two different types of eco-evolutionary resource-consumer-predator trophic cascade model. First, an eco-evolutionary model incorporating the rapid evolution is formulated to investigate the effect of rapid evolution of the consumer's body size, and to explore the impact of density-mediate indirect effect on the population dynamics and trait dynamics. Next, by employing the adaptive dynamic theory, a long-term evolutionary model of consumer body size is formulated to evaluate the effect of long-term evolution on the population dynamics and the effect of trait-mediate indirect effect. Those models admit rich dynamics that has not been observed yet in empirical studies. It is found that, both in the trait-mediated and density-mediated system, the body size of consumer in predator-consumer-resource interaction (indirect effect) evolves smaller than that in consumer-resource and predator-consumer interaction (direct effect). Moreover, in the density-mediated system, we found that the evolution of consumer body size contributes to avoiding consumer extinction (i.e., evolutionary rescue). The trait-mediate and density-mediate effects may produce opposite evolutionary response. This study suggests that the trophic cascade indirect effect affects consumer evolution, highlights a more comprehensive mechanistic understanding of the intricate interplay between ecological and evolutionary force. The modeling approaches provide avenue for study on indirect effects from an evolutionary perspective. Copyright © 2017 Elsevier B.V. All rights reserved.

Rapid evolution of hosts begets species diversity at the cost of intraspecific diversity

PubMed Central

Frickel, Jens; Theodosiou, Loukas

2017-01-01

Ecosystems are complex food webs in which multiple species interact and ecological and evolutionary processes continuously shape populations and communities. Previous studies on eco-evolutionary dynamics have shown that the presence of intraspecific diversity affects community structure and function, and that eco-evolutionary feedback dynamics can be an important driver for its maintenance. Within communities, feedbacks are, however, often indirect, and they can feed back over many generations. Here, we studied eco-evolutionary feedbacks in evolving communities over many generations and compared two-species systems (virus–host and prey–predator) with a more complex three-species system (virus–host–predator). Both indirect density- and trait-mediated effects drove the dynamics in the complex system, where host–virus coevolution facilitated coexistence of predator and virus, and where coexistence, in return, lowered intraspecific diversity of the host population. Furthermore, ecological and evolutionary dynamics were significantly altered in the three-species system compared with the two-species systems. We found that the predator slowed host–virus coevolution in the complex system and that the virus’ effect on the overall population dynamics was negligible when the three species coexisted. Overall, we show that a detailed understanding of the mechanism driving eco-evolutionary feedback dynamics is necessary for explaining trait and species diversity in communities, even in communities with only three species. PMID:28973943

J.A. Schumpeter and T.B. Veblen on economic evolution: the dichotomy between statics and dynamics

PubMed Central

Schütz, Marlies; Rainer, Andreas

2016-01-01

Abstract At present, the discussion on the dichotomy between statics and dynamics is resolved by concentrating on its mathematical meaning. Yet, a simple formalisation masks the underlying methodological discussion. Overcoming this limitation, the paper discusses Schumpeter's and Veblen's viewpoint on dynamic economic systems as systems generating change from within. It contributes to an understanding on their ideas of how economics could become an evolutionary science and on their contributions to elaborate an evolutionary economics. It confronts Schumpeter's with Veblen's perspective on evolutionary economics and provides insight into their evolutionary economic theorising by discussing their ideas on the evolution of capitalism. PMID:28057981

FINITE-STATE APPROXIMATIONS TO DENUMERABLE-STATE DYNAMIC PROGRAMS,

DTIC Science & Technology

AIR FORCE OPERATIONS, LOGISTICS), (*INVENTORY CONTROL, DYNAMIC PROGRAMMING), (*DYNAMIC PROGRAMMING, APPROXIMATION(MATHEMATICS)), INVENTORY CONTROL, DECISION MAKING, STOCHASTIC PROCESSES, GAME THEORY, ALGORITHMS, CONVERGENCE

Biochemical simulations: stochastic, approximate stochastic and hybrid approaches.

PubMed

Pahle, Jürgen

2009-01-01

Computer simulations have become an invaluable tool to study the sometimes counterintuitive temporal dynamics of (bio-)chemical systems. In particular, stochastic simulation methods have attracted increasing interest recently. In contrast to the well-known deterministic approach based on ordinary differential equations, they can capture effects that occur due to the underlying discreteness of the systems and random fluctuations in molecular numbers. Numerous stochastic, approximate stochastic and hybrid simulation methods have been proposed in the literature. In this article, they are systematically reviewed in order to guide the researcher and help her find the appropriate method for a specific problem.

Biochemical simulations: stochastic, approximate stochastic and hybrid approaches

PubMed Central

2009-01-01

Computer simulations have become an invaluable tool to study the sometimes counterintuitive temporal dynamics of (bio-)chemical systems. In particular, stochastic simulation methods have attracted increasing interest recently. In contrast to the well-known deterministic approach based on ordinary differential equations, they can capture effects that occur due to the underlying discreteness of the systems and random fluctuations in molecular numbers. Numerous stochastic, approximate stochastic and hybrid simulation methods have been proposed in the literature. In this article, they are systematically reviewed in order to guide the researcher and help her find the appropriate method for a specific problem. PMID:19151097

Modeling and Properties of Nonlinear Stochastic Dynamical System of Continuous Culture

NASA Astrophysics Data System (ADS)

Wang, Lei; Feng, Enmin; Ye, Jianxiong; Xiu, Zhilong

The stochastic counterpart to the deterministic description of continuous fermentation with ordinary differential equation is investigated in the process of glycerol bio-dissimilation to 1,3-propanediol by Klebsiella pneumoniae. We briefly discuss the continuous fermentation process driven by three-dimensional Brownian motion and Lipschitz coefficients, which is suitable for the factual fermentation. Subsequently, we study the existence and uniqueness of solutions for the stochastic system as well as the boundedness of the Two-order Moment and the Markov property of the solution. Finally stochastic simulation is carried out under the Stochastic Euler-Maruyama method.

Emergence of dynamic cooperativity in the stochastic kinetics of fluctuating enzymes

NASA Astrophysics Data System (ADS)

Kumar, Ashutosh; Chatterjee, Sambarta; Nandi, Mintu; Dua, Arti

2016-08-01

Dynamic co-operativity in monomeric enzymes is characterized in terms of a non-Michaelis-Menten kinetic behaviour. The latter is believed to be associated with mechanisms that include multiple reaction pathways due to enzymatic conformational fluctuations. Recent advances in single-molecule fluorescence spectroscopy have provided new fundamental insights on the possible mechanisms underlying reactions catalyzed by fluctuating enzymes. Here, we present a bottom-up approach to understand enzyme turnover kinetics at physiologically relevant mesoscopic concentrations informed by mechanisms extracted from single-molecule stochastic trajectories. The stochastic approach, presented here, shows the emergence of dynamic co-operativity in terms of a slowing down of the Michaelis-Menten (MM) kinetics resulting in negative co-operativity. For fewer enzymes, dynamic co-operativity emerges due to the combined effects of enzymatic conformational fluctuations and molecular discreteness. The increase in the number of enzymes, however, suppresses the effect of enzymatic conformational fluctuations such that dynamic co-operativity emerges solely due to the discrete changes in the number of reacting species. These results confirm that the turnover kinetics of fluctuating enzyme based on the parallel-pathway MM mechanism switches over to the single-pathway MM mechanism with the increase in the number of enzymes. For large enzyme numbers, convergence to the exact MM equation occurs in the limit of very high substrate concentration as the stochastic kinetics approaches the deterministic behaviour.

Emergence of dynamic cooperativity in the stochastic kinetics of fluctuating enzymes.

PubMed

Kumar, Ashutosh; Chatterjee, Sambarta; Nandi, Mintu; Dua, Arti

2016-08-28

Dynamic co-operativity in monomeric enzymes is characterized in terms of a non-Michaelis-Menten kinetic behaviour. The latter is believed to be associated with mechanisms that include multiple reaction pathways due to enzymatic conformational fluctuations. Recent advances in single-molecule fluorescence spectroscopy have provided new fundamental insights on the possible mechanisms underlying reactions catalyzed by fluctuating enzymes. Here, we present a bottom-up approach to understand enzyme turnover kinetics at physiologically relevant mesoscopic concentrations informed by mechanisms extracted from single-molecule stochastic trajectories. The stochastic approach, presented here, shows the emergence of dynamic co-operativity in terms of a slowing down of the Michaelis-Menten (MM) kinetics resulting in negative co-operativity. For fewer enzymes, dynamic co-operativity emerges due to the combined effects of enzymatic conformational fluctuations and molecular discreteness. The increase in the number of enzymes, however, suppresses the effect of enzymatic conformational fluctuations such that dynamic co-operativity emerges solely due to the discrete changes in the number of reacting species. These results confirm that the turnover kinetics of fluctuating enzyme based on the parallel-pathway MM mechanism switches over to the single-pathway MM mechanism with the increase in the number of enzymes. For large enzyme numbers, convergence to the exact MM equation occurs in the limit of very high substrate concentration as the stochastic kinetics approaches the deterministic behaviour.

Emergence of dynamic cooperativity in the stochastic kinetics of fluctuating enzymes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kumar, Ashutosh; Chatterjee, Sambarta; Nandi, Mintu

Dynamic co-operativity in monomeric enzymes is characterized in terms of a non-Michaelis-Menten kinetic behaviour. The latter is believed to be associated with mechanisms that include multiple reaction pathways due to enzymatic conformational fluctuations. Recent advances in single-molecule fluorescence spectroscopy have provided new fundamental insights on the possible mechanisms underlying reactions catalyzed by fluctuating enzymes. Here, we present a bottom-up approach to understand enzyme turnover kinetics at physiologically relevant mesoscopic concentrations informed by mechanisms extracted from single-molecule stochastic trajectories. The stochastic approach, presented here, shows the emergence of dynamic co-operativity in terms of a slowing down of the Michaelis-Menten (MM) kineticsmore » resulting in negative co-operativity. For fewer enzymes, dynamic co-operativity emerges due to the combined effects of enzymatic conformational fluctuations and molecular discreteness. The increase in the number of enzymes, however, suppresses the effect of enzymatic conformational fluctuations such that dynamic co-operativity emerges solely due to the discrete changes in the number of reacting species. These results confirm that the turnover kinetics of fluctuating enzyme based on the parallel-pathway MM mechanism switches over to the single-pathway MM mechanism with the increase in the number of enzymes. For large enzyme numbers, convergence to the exact MM equation occurs in the limit of very high substrate concentration as the stochastic kinetics approaches the deterministic behaviour.« less

A stochastic-field description of finite-size spiking neural networks

PubMed Central

Longtin, André

2017-01-01

Neural network dynamics are governed by the interaction of spiking neurons. Stochastic aspects of single-neuron dynamics propagate up to the network level and shape the dynamical and informational properties of the population. Mean-field models of population activity disregard the finite-size stochastic fluctuations of network dynamics and thus offer a deterministic description of the system. Here, we derive a stochastic partial differential equation (SPDE) describing the temporal evolution of the finite-size refractory density, which represents the proportion of neurons in a given refractory state at any given time. The population activity—the density of active neurons per unit time—is easily extracted from this refractory density. The SPDE includes finite-size effects through a two-dimensional Gaussian white noise that acts both in time and along the refractory dimension. For an infinite number of neurons the standard mean-field theory is recovered. A discretization of the SPDE along its characteristic curves allows direct simulations of the activity of large but finite spiking networks; this constitutes the main advantage of our approach. Linearizing the SPDE with respect to the deterministic asynchronous state allows the theoretical investigation of finite-size activity fluctuations. In particular, analytical expressions for the power spectrum and autocorrelation of activity fluctuations are obtained. Moreover, our approach can be adapted to incorporate multiple interacting populations and quasi-renewal single-neuron dynamics. PMID:28787447

The Evolution of Phenotypic Switching in Subdivided Populations

PubMed Central

Carja, Oana; Liberman, Uri; Feldman, Marcus W.

2014-01-01

Stochastic switching is an example of phenotypic bet hedging, where offspring can express a phenotype different from that of their parents. Phenotypic switching is well documented in viruses, yeast, and bacteria and has been extensively studied when the selection pressures vary through time. However, there has been little work on the evolution of phenotypic switching under both spatially and temporally fluctuating selection pressures. Here we use a population genetic model to explore the interaction of temporal and spatial variation in determining the evolutionary dynamics of phenotypic switching. We find that the stable switching rate is mainly determined by the rate of environmental change and the migration rate. This stable rate is also a decreasing function of the recombination rate, although this is a weaker effect than those of either the period of environmental change or the migration rate. This study highlights the interplay of spatial and temporal environmental variability, offering new insights into how migration can influence the evolution of phenotypic switching rates, mutation rates, or other sources of phenotypic variation. PMID:24496012

Moving forward in circles: challenges and opportunities in modelling population cycles.

PubMed

Barraquand, Frédéric; Louca, Stilianos; Abbott, Karen C; Cobbold, Christina A; Cordoleani, Flora; DeAngelis, Donald L; Elderd, Bret D; Fox, Jeremy W; Greenwood, Priscilla; Hilker, Frank M; Murray, Dennis L; Stieha, Christopher R; Taylor, Rachel A; Vitense, Kelsey; Wolkowicz, Gail S K; Tyson, Rebecca C

2017-08-01

Population cycling is a widespread phenomenon, observed across a multitude of taxa in both laboratory and natural conditions. Historically, the theory associated with population cycles was tightly linked to pairwise consumer-resource interactions and studied via deterministic models, but current empirical and theoretical research reveals a much richer basis for ecological cycles. Stochasticity and seasonality can modulate or create cyclic behaviour in non-intuitive ways, the high-dimensionality in ecological systems can profoundly influence cycling, and so can demographic structure and eco-evolutionary dynamics. An inclusive theory for population cycles, ranging from ecosystem-level to demographic modelling, grounded in observational or experimental data, is therefore necessary to better understand observed cyclical patterns. In turn, by gaining better insight into the drivers of population cycles, we can begin to understand the causes of cycle gain and loss, how biodiversity interacts with population cycling, and how to effectively manage wildly fluctuating populations, all of which are growing domains of ecological research. © 2017 John Wiley & Sons Ltd/CNRS.

Evolution of Resistance to Targeted Anti-Cancer Therapies during Continuous and Pulsed Administration Strategies

PubMed Central

Foo, Jasmine; Michor, Franziska

2009-01-01

The discovery of small molecules targeted to specific oncogenic pathways has revolutionized anti-cancer therapy. However, such therapy often fails due to the evolution of acquired resistance. One long-standing question in clinical cancer research is the identification of optimum therapeutic administration strategies so that the risk of resistance is minimized. In this paper, we investigate optimal drug dosing schedules to prevent, or at least delay, the emergence of resistance. We design and analyze a stochastic mathematical model describing the evolutionary dynamics of a tumor cell population during therapy. We consider drug resistance emerging due to a single (epi)genetic alteration and calculate the probability of resistance arising during specific dosing strategies. We then optimize treatment protocols such that the risk of resistance is minimal while considering drug toxicity and side effects as constraints. Our methodology can be used to identify optimum drug administration schedules to avoid resistance conferred by one (epi)genetic alteration for any cancer and treatment type. PMID:19893626

Inference of tumor evolution during chemotherapy by computational modeling and in situ analysis of genetic and phenotypic cellular diversity.

PubMed

Almendro, Vanessa; Cheng, Yu-Kang; Randles, Amanda; Itzkovitz, Shalev; Marusyk, Andriy; Ametller, Elisabet; Gonzalez-Farre, Xavier; Muñoz, Montse; Russnes, Hege G; Helland, Aslaug; Rye, Inga H; Borresen-Dale, Anne-Lise; Maruyama, Reo; van Oudenaarden, Alexander; Dowsett, Mitchell; Jones, Robin L; Reis-Filho, Jorge; Gascon, Pere; Gönen, Mithat; Michor, Franziska; Polyak, Kornelia

2014-02-13

Cancer therapy exerts a strong selection pressure that shapes tumor evolution, yet our knowledge of how tumors change during treatment is limited. Here, we report the analysis of cellular heterogeneity for genetic and phenotypic features and their spatial distribution in breast tumors pre- and post-neoadjuvant chemotherapy. We found that intratumor genetic diversity was tumor-subtype specific, and it did not change during treatment in tumors with partial or no response. However, lower pretreatment genetic diversity was significantly associated with pathologic complete response. In contrast, phenotypic diversity was different between pre- and posttreatment samples. We also observed significant changes in the spatial distribution of cells with distinct genetic and phenotypic features. We used these experimental data to develop a stochastic computational model to infer tumor growth patterns and evolutionary dynamics. Our results highlight the importance of integrated analysis of genotypes and phenotypes of single cells in intact tissues to predict tumor evolution. Copyright © 2014 The Authors. Published by Elsevier Inc. All rights reserved.

Inference of tumor evolution during chemotherapy by computational modeling and in situ analysis of cellular diversity for genetic and phenotypic features

PubMed Central

Almendro, Vanessa; Cheng, Yu-Kang; Randles, Amanda; Itzkovitz, Shalev; Marusyk, Andriy; Ametller, Elisabet; Gonzalez-Farre, Xavier; Muñoz, Montse; Russnes, Hege G.; Helland, Åslaug; Rye, Inga H.; Borresen-Dale, Anne-Lise; Maruyama, Reo; van Oudenaarden, Alexander; Dowsett, Mitchell; Jones, Robin L.; Reis-Filho, Jorge; Gascon, Pere; Gönen, Mithat; Michor, Franziska; Polyak, Kornelia

2014-01-01

SUMMARY Cancer therapy exerts a strong selection pressure that shapes tumor evolution, yet our knowledge of how tumors change during treatment is limited. Here we report the analysis of cellular heterogeneity for genetic and phenotypic features and their spatial distribution in breast tumors pre- and post-neoadjuvant chemotherapy. We found that intratumor genetic diversity was tumor subtype-specific and it did not change during treatment in tumors with partial or no response. However, lower pre-treatment genetic diversity was significantly associated with complete pathologic response. In contrast, phenotypic diversity was different between pre- and post-treatment samples. We also observed significant changes in the spatial distribution of cells with distinct genetic and phenotypic features. We used these experimental data to develop a stochastic computational model to infer tumor growth patterns and evolutionary dynamics. Our results highlight the importance of integrated analysis of genotypes and phenotypes of single cells in intact tissues to predict tumor evolution. PMID:24462293

Moving forward in circles: Challenges and opportunities in modeling population cycles

USGS Publications Warehouse

Barraquand, Frederic; Louca, Stilianos; Abbott, Karen C; Cobbold, Christina A; Cordoleani, Flora; DeAngelis, Donald L.; Elderd, Bret D; Fox, Jeremy W; Greenwood, Priscilla; Hilker, Frank M; Murray, Dennis; Stieha, Christopher R; Taylor, Rachel A; Vitense, Kelsey; Wolkowicz, Gail; Tyson, Rebecca C

2017-01-01

Population cycling is a widespread phenomenon, observed across a multitude of taxa in both laboratory and natural conditions. Historically, the theory associated with population cycles was tightly linked to pairwise consumer–resource interactions and studied via deterministic models, but current empirical and theoretical research reveals a much richer basis for ecological cycles. Stochasticity and seasonality can modulate or create cyclic behaviour in non-intuitive ways, the high-dimensionality in ecological systems can profoundly influence cycling, and so can demographic structure and eco-evolutionary dynamics. An inclusive theory for population cycles, ranging from ecosystem-level to demographic modelling, grounded in observational or experimental data, is therefore necessary to better understand observed cyclical patterns. In turn, by gaining better insight into the drivers of population cycles, we can begin to understand the causes of cycle gain and loss, how biodiversity interacts with population cycling, and how to effectively manage wildly fluctuating populations, all of which are growing domains of ecological research.

Inference of tumor evolution during chemotherapy by computational modeling and in situ analysis of genetic and phenotypic cellular diversity

DOE PAGES

Almendro, Vanessa; Cheng, Yu -Kang; Randles, Amanda; ...

2014-02-01

Cancer therapy exerts a strong selection pressure that shapes tumor evolution, yet our knowledge of how tumors change during treatment is limited. Here, we report the analysis of cellular heterogeneity for genetic and phenotypic features and their spatial distribution in breast tumors pre- and post-neoadjuvant chemotherapy. We found that intratumor genetic diversity was tumor-subtype specific, and it did not change during treatment in tumors with partial or no response. However, lower pretreatment genetic diversity was significantly associated with pathologic complete response. In contrast, phenotypic diversity was different between pre- and post-treatment samples. We also observed significant changes in the spatialmore » distribution of cells with distinct genetic and phenotypic features. We used these experimental data to develop a stochastic computational model to infer tumor growth patterns and evolutionary dynamics. Our results highlight the importance of integrated analysis of genotypes and phenotypes of single cells in intact tissues to predict tumor evolution.« less

Measures of thermodynamic irreversibility in deterministic and stochastic dynamics

NASA Astrophysics Data System (ADS)

Ford, Ian J.

2015-07-01

It is generally observed that if a dynamical system is sufficiently complex, then as time progresses it will share out energy and other properties amongst its component parts to eliminate any initial imbalances, retaining only fluctuations. This is known as energy dissipation and it is closely associated with the concept of thermodynamic irreversibility, measured by the increase in entropy according to the second law. It is of interest to quantify such behaviour from a dynamical rather than a thermodynamic perspective and to this end stochastic entropy production and the time-integrated dissipation function have been introduced as analogous measures of irreversibility, principally for stochastic and deterministic dynamics, respectively. We seek to compare these measures. First we modify the dissipation function to allow it to measure irreversibility in situations where the initial probability density function (pdf) of the system is asymmetric as well as symmetric in velocity. We propose that it tests for failure of what we call the obversibility of the system, to be contrasted with reversibility, the failure of which is assessed by stochastic entropy production. We note that the essential difference between stochastic entropy production and the time-integrated modified dissipation function lies in the sequence of procedures undertaken in the associated tests of irreversibility. We argue that an assumed symmetry of the initial pdf with respect to velocity inversion (within a framework of deterministic dynamics) can be incompatible with the Past Hypothesis, according to which there should be a statistical distinction between the behaviour of certain properties of an isolated system as it evolves into the far future and the remote past. Imposing symmetry on a velocity distribution is acceptable for many applications of statistical physics, but can introduce difficulties when discussing irreversible behaviour.

IMPLICIT DUAL CONTROL BASED ON PARTICLE FILTERING AND FORWARD DYNAMIC PROGRAMMING.

PubMed

Bayard, David S; Schumitzky, Alan

2010-03-01

This paper develops a sampling-based approach to implicit dual control. Implicit dual control methods synthesize stochastic control policies by systematically approximating the stochastic dynamic programming equations of Bellman, in contrast to explicit dual control methods that artificially induce probing into the control law by modifying the cost function to include a term that rewards learning. The proposed implicit dual control approach is novel in that it combines a particle filter with a policy-iteration method for forward dynamic programming. The integration of the two methods provides a complete sampling-based approach to the problem. Implementation of the approach is simplified by making use of a specific architecture denoted as an H-block. Practical suggestions are given for reducing computational loads within the H-block for real-time applications. As an example, the method is applied to the control of a stochastic pendulum model having unknown mass, length, initial position and velocity, and unknown sign of its dc gain. Simulation results indicate that active controllers based on the described method can systematically improve closed-loop performance with respect to other more common stochastic control approaches.

Fluctuations and Noise in Stochastic Spread of Respiratory Infection Epidemics in Social Networks

NASA Astrophysics Data System (ADS)

Yulmetyev, Renat; Emelyanova, Natalya; Demin, Sergey; Gafarov, Fail; Hänggi, Peter; Yulmetyeva, Dinara

2003-05-01

For the analysis of epidemic and disease dynamics complexity, it is necessary to understand the basic principles and notions of its spreading in long-time memory media. Here we considering the problem from a theoretical and practical viewpoint, presenting the quantitative evidence confirming the existence of stochastic long-range memory and robust chaos in a real time series of respiratory infections of human upper respiratory track. In this work we present a new statistical method of analyzing the spread of grippe and acute respiratory track infections epidemic process of human upper respiratory track by means of the theory of discrete non-Markov stochastic processes. We use the results of our recent theory (Phys. Rev. E 65, 046107 (2002)) for the study of statistical effects of memory in real data series, describing the epidemic dynamics of human acute respiratory track infections and grippe. The obtained results testify to an opportunity of the strict quantitative description of the regular and stochastic components in epidemic dynamics of social networks with a view to time discreteness and effects of statistical memory.

A nonlinear dynamic age-structured model of e-commerce in spain: Stability analysis of the equilibrium by delay and stochastic perturbations

NASA Astrophysics Data System (ADS)

Burgos, C.; Cortés, J.-C.; Shaikhet, L.; Villanueva, R.-J.

2018-11-01

First, we propose a deterministic age-structured epidemiological model to study the diffusion of e-commerce in Spain. Afterwards, we determine the parameters (death, birth and growth rates) of the underlying demographic model as well as the parameters (transmission of the use of e-commerce rates) of the proposed epidemiological model that best fit real data retrieved from the Spanish National Statistical Institute. Motivated by the two following facts: first the dynamics of acquiring the use of a new technology as e-commerce is mainly driven by the feedback after interacting with our peers (family, friends, mates, mass media, etc.), hence having a certain delay, and second the inherent uncertainty of sampled real data and the social complexity of the phenomena under analysis, we introduce aftereffect and stochastic perturbations in the initial deterministic model. This leads to a delayed stochastic model for e-commerce. We then investigate sufficient conditions in order to guarantee the stability in probability of the equilibrium point of the dynamic e-commerce delayed stochastic model. Our theoretical findings are numerically illustrated using real data.

Fractional noise destroys or induces a stochastic bifurcation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yang, Qigui, E-mail: qgyang@scut.edu.cn; Zeng, Caibin, E-mail: zeng.cb@mail.scut.edu.cn; School of Automation Science and Engineering, South China University of Technology, Guangzhou 510640

2013-12-15

Little seems to be known about the stochastic bifurcation phenomena of non-Markovian systems. Our intention in this paper is to understand such complex dynamics by a simple system, namely, the Black-Scholes model driven by a mixed fractional Brownian motion. The most interesting finding is that the multiplicative fractional noise not only destroys but also induces a stochastic bifurcation under some suitable conditions. So it opens a possible way to explore the theory of stochastic bifurcation in the non-Markovian framework.

Computing Optimal Stochastic Portfolio Execution Strategies: A Parametric Approach Using Simulations

NASA Astrophysics Data System (ADS)

Moazeni, Somayeh; Coleman, Thomas F.; Li, Yuying

2010-09-01

Computing optimal stochastic portfolio execution strategies under appropriate risk consideration presents great computational challenge. We investigate a parametric approach for computing optimal stochastic strategies using Monte Carlo simulations. This approach allows reduction in computational complexity by computing coefficients for a parametric representation of a stochastic dynamic strategy based on static optimization. Using this technique, constraints can be similarly handled using appropriate penalty functions. We illustrate the proposed approach to minimize the expected execution cost and Conditional Value-at-Risk (CVaR).

Stochastic analysis of a novel nonautonomous periodic SIRI epidemic system with random disturbances

NASA Astrophysics Data System (ADS)

Zhang, Weiwei; Meng, Xinzhu

2018-02-01

In this paper, a new stochastic nonautonomous SIRI epidemic model is formulated. Given that the incidence rates of diseases may change with the environment, we propose a novel type of transmission function. The main aim of this paper is to obtain the thresholds of the stochastic SIRI epidemic model. To this end, we investigate the dynamics of the stochastic system and establish the conditions for extinction and persistence in mean of the disease by constructing some suitable Lyapunov functions and using stochastic analysis technique. Furthermore, we show that the stochastic system has at least one nontrivial positive periodic solution. Finally, numerical simulations are introduced to illustrate our results.

An equation-free probabilistic steady-state approximation: dynamic application to the stochastic simulation of biochemical reaction networks.

PubMed

Salis, Howard; Kaznessis, Yiannis N

2005-12-01

Stochastic chemical kinetics more accurately describes the dynamics of "small" chemical systems, such as biological cells. Many real systems contain dynamical stiffness, which causes the exact stochastic simulation algorithm or other kinetic Monte Carlo methods to spend the majority of their time executing frequently occurring reaction events. Previous methods have successfully applied a type of probabilistic steady-state approximation by deriving an evolution equation, such as the chemical master equation, for the relaxed fast dynamics and using the solution of that equation to determine the slow dynamics. However, because the solution of the chemical master equation is limited to small, carefully selected, or linear reaction networks, an alternate equation-free method would be highly useful. We present a probabilistic steady-state approximation that separates the time scales of an arbitrary reaction network, detects the convergence of a marginal distribution to a quasi-steady-state, directly samples the underlying distribution, and uses those samples to accurately predict the state of the system, including the effects of the slow dynamics, at future times. The numerical method produces an accurate solution of both the fast and slow reaction dynamics while, for stiff systems, reducing the computational time by orders of magnitude. The developed theory makes no approximations on the shape or form of the underlying steady-state distribution and only assumes that it is ergodic. We demonstrate the accuracy and efficiency of the method using multiple interesting examples, including a highly nonlinear protein-protein interaction network. The developed theory may be applied to any type of kinetic Monte Carlo simulation to more efficiently simulate dynamically stiff systems, including existing exact, approximate, or hybrid stochastic simulation techniques.

Correlation between Gini index and mobility in a stochastic kinetic model of economic exchange

NASA Astrophysics Data System (ADS)

Bertotti, Maria Letizia; Chattopadhyay, Amit K.; Modanese, Giovanni

Starting from a class of stochastically driven kinetic models of economic exchange, here we present results highlighting the correlation of the Gini inequality index with the social mobility rate, close to dynamical equilibrium. Except for the "canonical-additive case", our numerical results consistently indicate negative values of the correlation coefficient, in agreement with empirical evidence. This confirms that growing inequality is not conducive to social mobility which then requires an "external source" to sustain its dynamics. On the other hand, the sign of the correlation between inequality and total income in the canonical ensemble depends on the way wealth enters or leaves the system. At a technical level, the approach involves a generalization of a stochastic dynamical system formulation, that further paves the way for a probabilistic formulation of perturbed economic exchange models.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhu, Z. W., E-mail: zhuzhiwen@tju.edu.cn; Li, X. M., E-mail: lixinmiaotju@163.com; Xu, J., E-mail: xujia-ld@163.com

A kind of magnetic shape memory alloy (MSMA) microgripper is proposed in this paper, and its nonlinear dynamic characteristics are studied when the stochastic perturbation is considered. Nonlinear differential items are introduced to explain the hysteretic phenomena of MSMA, and the constructive relationships among strain, stress, and magnetic field intensity are obtained by the partial least-square regression method. The nonlinear dynamic model of a MSMA microgripper subjected to in-plane stochastic excitation is developed. The stationary probability density function of the system’s response is obtained, the transition sets of the system are determined, and the conditions of stochastic bifurcation are obtained.more » The homoclinic and heteroclinic orbits of the system are given, and the boundary of the system’s safe basin is obtained by stochastic Melnikov integral method. The numerical and experimental results show that the system’s motion depends on its parameters, and stochastic Hopf bifurcation appears in the variation of the parameters; the area of the safe basin decreases with the increase of the stochastic excitation, and the boundary of the safe basin becomes fractal. The results of this paper are helpful for the application of MSMA microgripper in engineering fields.« less

Stochastic mixed-mode oscillations in a three-species predator-prey model

NASA Astrophysics Data System (ADS)

Sadhu, Susmita; Kuehn, Christian

2018-03-01

The effect of demographic stochasticity, in the form of Gaussian white noise, in a predator-prey model with one fast and two slow variables is studied. We derive the stochastic differential equations (SDEs) from a discrete model. For suitable parameter values, the deterministic drift part of the model admits a folded node singularity and exhibits a singular Hopf bifurcation. We focus on the parameter regime near the Hopf bifurcation, where small amplitude oscillations exist as stable dynamics in the absence of noise. In this regime, the stochastic model admits noise-driven mixed-mode oscillations (MMOs), which capture the intermediate dynamics between two cycles of population outbreaks. We perform numerical simulations to calculate the distribution of the random number of small oscillations between successive spikes for varying noise intensities and distance to the Hopf bifurcation. We also study the effect of noise on a suitable Poincaré map. Finally, we prove that the stochastic model can be transformed into a normal form near the folded node, which can be linked to recent results on the interplay between deterministic and stochastic small amplitude oscillations. The normal form can also be used to study the parameter influence on the noise level near folded singularities.

Stochastic effects in a seasonally forced epidemic model

NASA Astrophysics Data System (ADS)

Rozhnova, G.; Nunes, A.

2010-10-01

The interplay of seasonality, the system’s nonlinearities and intrinsic stochasticity, is studied for a seasonally forced susceptible-exposed-infective-recovered stochastic model. The model is explored in the parameter region that corresponds to childhood infectious diseases such as measles. The power spectrum of the stochastic fluctuations around the attractors of the deterministic system that describes the model in the thermodynamic limit is computed analytically and validated by stochastic simulations for large system sizes. Size effects are studied through additional simulations. Other effects such as switching between coexisting attractors induced by stochasticity often mentioned in the literature as playing an important role in the dynamics of childhood infectious diseases are also investigated. The main conclusion is that stochastic amplification, rather than these effects, is the key ingredient to understand the observed incidence patterns.

Stochastic Gain in Population Dynamics

NASA Astrophysics Data System (ADS)

Traulsen, Arne; Röhl, Torsten; Schuster, Heinz Georg

2004-07-01

We introduce an extension of the usual replicator dynamics to adaptive learning rates. We show that a population with a dynamic learning rate can gain an increased average payoff in transient phases and can also exploit external noise, leading the system away from the Nash equilibrium, in a resonancelike fashion. The payoff versus noise curve resembles the signal to noise ratio curve in stochastic resonance. Seen in this broad context, we introduce another mechanism that exploits fluctuations in order to improve properties of the system. Such a mechanism could be of particular interest in economic systems.

Long-term influence of asteroids on planet longitudes and chaotic dynamics of the solar system

NASA Astrophysics Data System (ADS)

Woillez, E.; Bouchet, F.

2017-11-01

Over timescales much longer than an orbital period, the solar system exhibits large-scale chaotic behavior and can thus be viewed as a stochastic dynamical system. The aim of the present paper is to compare different sources of stochasticity in the solar system. More precisely we studied the importance of the long term influence of asteroids on the chaotic dynamics of the solar system. We show that the effects of asteroids on planets is similar to a white noise process, when those effects are considered on a timescale much larger than the correlation time τϕ ≃ 104 yr of asteroid trajectories. We computed the timescale τe after which the effects of the stochastic evolution of the asteroids lead to a loss of information for the initial conditions of the perturbed Laplace-Lagrange secular dynamics. The order of magnitude of this timescale is precisely determined by theoretical argument, and we find that τe ≃ 104 Myr. Although comparable to the full main-sequence lifetime of the sun, this timescale is considerably longer than the Lyapunov time τI ≃ 10 Myr of the solar system without asteroids. This shows that the external sources of chaos arise as a small perturbation in the stochastic secular behavior of the solar system, rather due to intrinsic chaos.

Stochastic dynamics of time correlation in complex systems with discrete time

NASA Astrophysics Data System (ADS)

Yulmetyev, Renat; Hänggi, Peter; Gafarov, Fail

2000-11-01

In this paper we present the concept of description of random processes in complex systems with discrete time. It involves the description of kinetics of discrete processes by means of the chain of finite-difference non-Markov equations for time correlation functions (TCFs). We have introduced the dynamic (time dependent) information Shannon entropy Si(t) where i=0,1,2,3,..., as an information measure of stochastic dynamics of time correlation (i=0) and time memory (i=1,2,3,...). The set of functions Si(t) constitute the quantitative measure of time correlation disorder (i=0) and time memory disorder (i=1,2,3,...) in complex system. The theory developed started from the careful analysis of time correlation involving dynamics of vectors set of various chaotic states. We examine two stochastic processes involving the creation and annihilation of time correlation (or time memory) in details. We carry out the analysis of vectors' dynamics employing finite-difference equations for random variables and the evolution operator describing their natural motion. The existence of TCF results in the construction of the set of projection operators by the usage of scalar product operation. Harnessing the infinite set of orthogonal dynamic random variables on a basis of Gram-Shmidt orthogonalization procedure tends to creation of infinite chain of finite-difference non-Markov kinetic equations for discrete TCFs and memory functions (MFs). The solution of the equations above thereof brings to the recurrence relations between the TCF and MF of senior and junior orders. This offers new opportunities for detecting the frequency spectra of power of entropy function Si(t) for time correlation (i=0) and time memory (i=1,2,3,...). The results obtained offer considerable scope for attack on stochastic dynamics of discrete random processes in a complex systems. Application of this technique on the analysis of stochastic dynamics of RR intervals from human ECG's shows convincing evidence for a non-Markovian phenomemena associated with a peculiarities in short- and long-range scaling. This method may be of use in distinguishing healthy from pathologic data sets based in differences in these non-Markovian properties.

Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation

NASA Astrophysics Data System (ADS)

Zhang, Wei; Wang, Jun

2017-09-01

In attempt to reproduce price dynamics of financial markets, a stochastic agent-based financial price model is proposed and investigated by stochastic exclusion process. The exclusion process, one of interacting particle systems, is usually thought of as modeling particle motion (with the conserved number of particles) in a continuous time Markov process. In this work, the process is utilized to imitate the trading interactions among the investing agents, in order to explain some stylized facts found in financial time series dynamics. To better understand the correlation behaviors of the proposed model, a new time-dependent intrinsic detrended cross-correlation (TDI-DCC) is introduced and performed, also, the autocorrelation analyses are applied in the empirical research. Furthermore, to verify the rationality of the financial price model, the actual return series are also considered to be comparatively studied with the simulation ones. The comparison results of return behaviors reveal that this financial price dynamics model can reproduce some correlation features of actual stock markets.

Evidence for r- and K-selection in a wild bird population: a reciprocal link between ecology and evolution.

PubMed

Sæther, Bernt-Erik; Visser, Marcel E; Grøtan, Vidar; Engen, Steinar

2016-04-27

Understanding the variation in selection pressure on key life-history traits is crucial in our rapidly changing world. Density is rarely considered as a selective agent. To study its importance, we partition phenotypic selection in fluctuating environments into components representing the population growth rate at low densities and the strength of density dependence, using a new stochastic modelling framework. We analysed the number of eggs laid per season in a small song-bird, the great tit, and found balancing selection favouring large clutch sizes at small population densities and smaller clutches in years with large populations. A significant interaction between clutch size and population size in the regression for the Malthusian fitness reveals that those females producing large clutch sizes at small population sizes also are those that show the strongest reduction in fitness when population size is increased. This provides empirical support for ongoing r- and K-selection in this population, favouring phenotypes with large growth rates r at small population sizes and phenotypes with high competitive skills when populations are close to the carrying capacity K This selection causes long-term fluctuations around a stable mean clutch size caused by variation in population size, implying that r- and K-selection is an important mechanism influencing phenotypic evolution in fluctuating environments. This provides a general link between ecological dynamics and evolutionary processes, operating through a joint influence of density dependence and environmental stochasticity on fluctuations in population size. © 2016 The Author(s).

Is dispersal neutral?

PubMed

Lowe, Winsor H; McPeek, Mark A

2014-08-01

Dispersal is difficult to quantify and often treated as purely stochastic and extrinsically controlled. Consequently, there remains uncertainty about how individual traits mediate dispersal and its ecological effects. Addressing this uncertainty is crucial for distinguishing neutral versus non-neutral drivers of community assembly. Neutral theory assumes that dispersal is stochastic and equivalent among species. This assumption can be rejected on principle, but common research approaches tacitly support the 'neutral dispersal' assumption. Theory and empirical evidence that dispersal traits are under selection should be broadly integrated in community-level research, stimulating greater scrutiny of this assumption. A tighter empirical connection between the ecological and evolutionary forces that shape dispersal will enable richer understanding of this fundamental process and its role in community assembly. Copyright © 2014 Elsevier Ltd. All rights reserved.

The global dynamics for a stochastic SIS epidemic model with isolation

NASA Astrophysics Data System (ADS)

Chen, Yiliang; Wen, Buyu; Teng, Zhidong

2018-02-01

In this paper, we investigate the dynamical behavior for a stochastic SIS epidemic model with isolation which is as an important strategy for the elimination of infectious diseases. It is assumed that the stochastic effects manifest themselves mainly as fluctuation in the transmission coefficient, the death rate and the proportional coefficient of the isolation of infective. It is shown that the extinction and persistence in the mean of the model are determined by a threshold value R0S . That is, if R0S < 1, then disease dies out with probability one, and if R0S > 1, then the disease is stochastic persistent in the means with probability one. Furthermore, the existence of a unique stationary distribution is discussed, and the sufficient conditions are established by using the Lyapunov function method. Finally, some numerical examples are carried out to confirm the analytical results.

Stochastic Accumulation by Cortical Columns May Explain the Scalar Property of Multistable Perception

NASA Astrophysics Data System (ADS)

Cao, Robin; Braun, Jochen; Mattia, Maurizio

2014-08-01

The timing of certain mental events is thought to reflect random walks performed by underlying neural dynamics. One class of such events—stochastic reversals of multistable perceptions—exhibits a unique scalar property: even though timing densities vary widely, higher moments stay in particular proportions to the mean. We show that stochastic accumulation of activity in a finite number of idealized cortical columns—realizing a generalized Ehrenfest urn model—may explain these observations. Modeling stochastic reversals as the first-passage time of a threshold number of active columns, we obtain higher moments of the first-passage time density. We derive analytical expressions for noninteracting columns and generalize the results to interacting columns in simulations. The scalar property of multistable perception is reproduced by a dynamic regime with a fixed, low threshold, in which the activation of a few additional columns suffices for a reversal.

Probabilistic DHP adaptive critic for nonlinear stochastic control systems.

PubMed

Herzallah, Randa

2013-06-01

Following the recently developed algorithms for fully probabilistic control design for general dynamic stochastic systems (Herzallah & Káarnáy, 2011; Kárný, 1996), this paper presents the solution to the probabilistic dual heuristic programming (DHP) adaptive critic method (Herzallah & Káarnáy, 2011) and randomized control algorithm for stochastic nonlinear dynamical systems. The purpose of the randomized control input design is to make the joint probability density function of the closed loop system as close as possible to a predetermined ideal joint probability density function. This paper completes the previous work (Herzallah & Káarnáy, 2011; Kárný, 1996) by formulating and solving the fully probabilistic control design problem on the more general case of nonlinear stochastic discrete time systems. A simulated example is used to demonstrate the use of the algorithm and encouraging results have been obtained. Copyright © 2013 Elsevier Ltd. All rights reserved.

On an aggregation in birth-and-death stochastic dynamics

NASA Astrophysics Data System (ADS)

Finkelshtein, Dmitri; Kondratiev, Yuri; Kutoviy, Oleksandr; Zhizhina, Elena

2014-06-01

We consider birth-and-death stochastic dynamics of particle systems with attractive interaction. The heuristic generator of the dynamics has a constant birth rate and density-dependent decreasing death rate. The corresponding statistical dynamics is constructed. Using the Vlasov-type scaling we derive the limiting mesoscopic evolution and prove that this evolution propagates chaos. We study a nonlinear non-local kinetic equation for the first correlation function (density of population). The existence of uniformly bounded solutions as well as solutions growing inside of a bounded domain and expanding in the space are shown. These solutions describe two regimes in the mesoscopic system: regulation and aggregation.

Stochastic Erosion of Fractal Structure in Nonlinear Dynamical Systems

NASA Astrophysics Data System (ADS)

Agarwal, S.; Wettlaufer, J. S.

2014-12-01

We analyze the effects of stochastic noise on the Lorenz-63 model in the chaotic regime to demonstrate a set of general issues arising in the interpretation of data from nonlinear dynamical systems typical in geophysics. The model is forced using both additive and multiplicative, white and colored noise and it is shown that, through a suitable choice of the noise intensity, both additive and multiplicative noise can produce similar dynamics. We use a recently developed measure, histogram distance, to show the similarity between the dynamics produced by additive and multiplicative forcing. This phenomenon, in a nonlinear fractal structure with chaotic dynamics can be explained by understanding how noise affects the Unstable Periodic Orbits (UPOs) of the system. For delta-correlated noise, the UPOs erode the fractal structure. In the presence of memory in the noise forcing, the time scale of the noise starts to interact with the period of some UPO and, depending on the noise intensity, stochastic resonance may be observed. This also explains the mixing in dissipative dynamical systems in presence of white noise; as the fractal structure is smoothed, the decay of correlations is enhanced, and hence the rate of mixing increases with noise intensity.

Evolutionary genetics of maternal effects

PubMed Central

Wolf, Jason B.; Wade, Michael J.

2016-01-01

Maternal genetic effects (MGEs), where genes expressed by mothers affect the phenotype of their offspring, are important sources of phenotypic diversity in a myriad of organisms. We use a single‐locus model to examine how MGEs contribute patterns of heritable and nonheritable variation and influence evolutionary dynamics in randomly mating and inbreeding populations. We elucidate the influence of MGEs by examining the offspring genotype‐phenotype relationship, which determines how MGEs affect evolutionary dynamics in response to selection on offspring phenotypes. This approach reveals important results that are not apparent from classic quantitative genetic treatments of MGEs. We show that additive and dominance MGEs make different contributions to evolutionary dynamics and patterns of variation, which are differentially affected by inbreeding. Dominance MGEs make the offspring genotype‐phenotype relationship frequency dependent, resulting in the appearance of negative frequency‐dependent selection, while additive MGEs contribute a component of parent‐of‐origin dependent variation. Inbreeding amplifies the contribution of MGEs to the additive genetic variance and, therefore enhances their evolutionary response. Considering evolutionary dynamics of allele frequency change on an adaptive landscape, we show that this landscape differs from the mean fitness surface, and therefore, under some condition, fitness peaks can exist but not be “available” to the evolving population. PMID:26969266

Dynamics of a stochastic HIV-1 infection model with logistic growth

NASA Astrophysics Data System (ADS)

Jiang, Daqing; Liu, Qun; Shi, Ningzhong; Hayat, Tasawar; Alsaedi, Ahmed; Xia, Peiyan

2017-03-01

This paper is concerned with a stochastic HIV-1 infection model with logistic growth. Firstly, by constructing suitable stochastic Lyapunov functions, we establish sufficient conditions for the existence of ergodic stationary distribution of the solution to the HIV-1 infection model. Then we obtain sufficient conditions for extinction of the infection. The stationary distribution shows that the infection can become persistent in vivo.

Advanced Dynamically Adaptive Algorithms for Stochastic Simulations on Extreme Scales

DOE Office of Scientific and Technical Information (OSTI.GOV)

Xiu, Dongbin

2017-03-03

The focus of the project is the development of mathematical methods and high-performance computational tools for stochastic simulations, with a particular emphasis on computations on extreme scales. The core of the project revolves around the design of highly efficient and scalable numerical algorithms that can adaptively and accurately, in high dimensional spaces, resolve stochastic problems with limited smoothness, even containing discontinuities.

Methods for High-Order Multi-Scale and Stochastic Problems Analysis, Algorithms, and Applications

DTIC Science & Technology

2016-10-17

finite volume schemes, discontinuous Galerkin finite element method, and related methods, for solving computational fluid dynamics (CFD) problems and...approximation for finite element methods. (3) The development of methods of simulation and analysis for the study of large scale stochastic systems of...laws, finite element method, Bernstein-Bezier finite elements , weakly interacting particle systems, accelerated Monte Carlo, stochastic networks 16

Stochastic three-wave interaction in flaring solar loops

NASA Technical Reports Server (NTRS)

Vlahos, L.; Sharma, R. R.; Papadopoulos, K.

1983-01-01

A model is proposed for the dynamic structure of high-frequency microwave bursts. The dynamic component is attributed to beams of precipitating electrons which generate electrostatic waves in the upper hybrid branch. Coherent upconversion of the electrostatic waves to electromagnetic waves produces an intrinsically stochastic emission component which is superposed on the gyrosynchrotron continuum generated by stably trapped electron fluxes. The role of the density and temperature of the ambient plasma in the wave growth and the transition of the three wave upconversion to stochastic, despite the stationarity of the energy source, are discussed in detail. The model appears to reproduce the observational features for reasonable parameters of the solar flare plasma.

Can a microscopic stochastic model explain the emergence of pain cycles in patients?

NASA Astrophysics Data System (ADS)

Di Patti, Francesca; Fanelli, Duccio

2009-01-01

A stochastic model is introduced here to investigate the molecular mechanisms which trigger the perception of pain. The action of analgesic drug compounds is discussed in a dynamical context, where the competition with inactive species is explicitly accounted for. Finite size effects inevitably perturb the mean-field dynamics: oscillations in the amount of bound receptors are spontaneously manifested, driven by the noise which is intrinsic to the system under scrutiny. These effects are investigated both numerically, via stochastic simulations, and analytically, through a large size expansion. The claim that our findings could provide a consistent interpretative framework for explaining the emergence of cyclic behaviors in response to analgesic treatments is substantiated.

Are there ergodic limits to evolution? Ergodic exploration of genome space and convergence

PubMed Central

McLeish, Tom C. B.

2015-01-01

We examine the analogy between evolutionary dynamics and statistical mechanics to include the fundamental question of ergodicity—the representative exploration of the space of possible states (in the case of evolution this is genome space). Several properties of evolutionary dynamics are identified that allow a generalization of the ergodic dynamics, familiar in dynamical systems theory, to evolution. Two classes of evolved biological structure then arise, differentiated by the qualitative duration of their evolutionary time scales. The first class has an ergodicity time scale (the time required for representative genome exploration) longer than available evolutionary time, and has incompletely explored the genotypic and phenotypic space of its possibilities. This case generates no expectation of convergence to an optimal phenotype or possibility of its prediction. The second, more interesting, class exhibits an evolutionary form of ergodicity—essentially all of the structural space within the constraints of slower evolutionary variables have been sampled; the ergodicity time scale for the system evolution is less than the evolutionary time. In this case, some convergence towards similar optima may be expected for equivalent systems in different species where both possess ergodic evolutionary dynamics. When the fitness maximum is set by physical, rather than co-evolved, constraints, it is additionally possible to make predictions of some properties of the evolved structures and systems. We propose four structures that emerge from evolution within genotypes whose fitness is induced from their phenotypes. Together, these result in an exponential speeding up of evolution, when compared with complete exploration of genomic space. We illustrate a possible case of application and a prediction of convergence together with attaining a physical fitness optimum in the case of invertebrate compound eye resolution. PMID:26640648

Are there ergodic limits to evolution? Ergodic exploration of genome space and convergence.

PubMed

McLeish, Tom C B

2015-12-06

We examine the analogy between evolutionary dynamics and statistical mechanics to include the fundamental question of ergodicity-the representative exploration of the space of possible states (in the case of evolution this is genome space). Several properties of evolutionary dynamics are identified that allow a generalization of the ergodic dynamics, familiar in dynamical systems theory, to evolution. Two classes of evolved biological structure then arise, differentiated by the qualitative duration of their evolutionary time scales. The first class has an ergodicity time scale (the time required for representative genome exploration) longer than available evolutionary time, and has incompletely explored the genotypic and phenotypic space of its possibilities. This case generates no expectation of convergence to an optimal phenotype or possibility of its prediction. The second, more interesting, class exhibits an evolutionary form of ergodicity-essentially all of the structural space within the constraints of slower evolutionary variables have been sampled; the ergodicity time scale for the system evolution is less than the evolutionary time. In this case, some convergence towards similar optima may be expected for equivalent systems in different species where both possess ergodic evolutionary dynamics. When the fitness maximum is set by physical, rather than co-evolved, constraints, it is additionally possible to make predictions of some properties of the evolved structures and systems. We propose four structures that emerge from evolution within genotypes whose fitness is induced from their phenotypes. Together, these result in an exponential speeding up of evolution, when compared with complete exploration of genomic space. We illustrate a possible case of application and a prediction of convergence together with attaining a physical fitness optimum in the case of invertebrate compound eye resolution.

Feedback between Population and Evolutionary Dynamics Determines the Fate of Social Microbial Populations

PubMed Central

Sanchez, Alvaro; Gore, Jeff

2013-01-01

The evolutionary spread of cheater strategies can destabilize populations engaging in social cooperative behaviors, thus demonstrating that evolutionary changes can have profound implications for population dynamics. At the same time, the relative fitness of cooperative traits often depends upon population density, thus leading to the potential for bi-directional coupling between population density and the evolution of a cooperative trait. Despite the potential importance of these eco-evolutionary feedback loops in social species, they have not yet been demonstrated experimentally and their ecological implications are poorly understood. Here, we demonstrate the presence of a strong feedback loop between population dynamics and the evolutionary dynamics of a social microbial gene, SUC2, in laboratory yeast populations whose cooperative growth is mediated by the SUC2 gene. We directly visualize eco-evolutionary trajectories of hundreds of populations over 50–100 generations, allowing us to characterize the phase space describing the interplay of evolution and ecology in this system. Small populations collapse despite continual evolution towards increased cooperative allele frequencies; large populations with a sufficient number of cooperators “spiral” to a stable state of coexistence between cooperator and cheater strategies. The presence of cheaters does not significantly affect the equilibrium population density, but it does reduce the resilience of the population as well as its ability to adapt to a rapidly deteriorating environment. Our results demonstrate the potential ecological importance of coupling between evolutionary dynamics and the population dynamics of cooperatively growing organisms, particularly in microbes. Our study suggests that this interaction may need to be considered in order to explain intraspecific variability in cooperative behaviors, and also that this feedback between evolution and ecology can critically affect the demographic fate of those species that rely on cooperation for their survival. PMID:23637571

Evolutionary Inference across Eukaryotes Identifies Specific Pressures Favoring Mitochondrial Gene Retention.

PubMed

Johnston, Iain G; Williams, Ben P

2016-02-24

Since their endosymbiotic origin, mitochondria have lost most of their genes. Although many selective mechanisms underlying the evolution of mitochondrial genomes have been proposed, a data-driven exploration of these hypotheses is lacking, and a quantitatively supported consensus remains absent. We developed HyperTraPS, a methodology coupling stochastic modeling with Bayesian inference, to identify the ordering of evolutionary events and suggest their causes. Using 2015 complete mitochondrial genomes, we inferred evolutionary trajectories of mtDNA gene loss across the eukaryotic tree of life. We find that proteins comprising the structural cores of the electron transport chain are preferentially encoded within mitochondrial genomes across eukaryotes. A combination of high GC content and high protein hydrophobicity is required to explain patterns of mtDNA gene retention; a model that accounts for these selective pressures can also predict the success of artificial gene transfer experiments in vivo. This work provides a general method for data-driven inference of the ordering of evolutionary and progressive events, here identifying the distinct features shaping mitochondrial genomes of present-day species. Copyright © 2016 Elsevier Inc. All rights reserved.

The limits of weak selection and large population size in evolutionary game theory.

PubMed

Sample, Christine; Allen, Benjamin

2017-11-01

Evolutionary game theory is a mathematical approach to studying how social behaviors evolve. In many recent works, evolutionary competition between strategies is modeled as a stochastic process in a finite population. In this context, two limits are both mathematically convenient and biologically relevant: weak selection and large population size. These limits can be combined in different ways, leading to potentially different results. We consider two orderings: the [Formula: see text] limit, in which weak selection is applied before the large population limit, and the [Formula: see text] limit, in which the order is reversed. Formal mathematical definitions of the [Formula: see text] and [Formula: see text] limits are provided. Applying these definitions to the Moran process of evolutionary game theory, we obtain asymptotic expressions for fixation probability and conditions for success in these limits. We find that the asymptotic expressions for fixation probability, and the conditions for a strategy to be favored over a neutral mutation, are different in the [Formula: see text] and [Formula: see text] limits. However, the ordering of limits does not affect the conditions for one strategy to be favored over another.

Evolutionary game theory using agent-based methods.

PubMed

Adami, Christoph; Schossau, Jory; Hintze, Arend

2016-12-01

Evolutionary game theory is a successful mathematical framework geared towards understanding the selective pressures that affect the evolution of the strategies of agents engaged in interactions with potential conflicts. While a mathematical treatment of the costs and benefits of decisions can predict the optimal strategy in simple settings, more realistic settings such as finite populations, non-vanishing mutations rates, stochastic decisions, communication between agents, and spatial interactions, require agent-based methods where each agent is modeled as an individual, carries its own genes that determine its decisions, and where the evolutionary outcome can only be ascertained by evolving the population of agents forward in time. While highlighting standard mathematical results, we compare those to agent-based methods that can go beyond the limitations of equations and simulate the complexity of heterogeneous populations and an ever-changing set of interactors. We conclude that agent-based methods can predict evolutionary outcomes where purely mathematical treatments cannot tread (for example in the weak selection-strong mutation limit), but that mathematics is crucial to validate the computational simulations. Copyright © 2016 Elsevier B.V. All rights reserved.

Individual heterogeneity in life histories and eco-evolutionary dynamics

PubMed Central

Vindenes, Yngvild; Langangen, Øystein

2015-01-01

Individual heterogeneity in life history shapes eco-evolutionary processes, and unobserved heterogeneity can affect demographic outputs characterising life history and population dynamical properties. Demographic frameworks like matrix models or integral projection models represent powerful approaches to disentangle mechanisms linking individual life histories and population-level processes. Recent developments have provided important steps towards their application to study eco-evolutionary dynamics, but so far individual heterogeneity has largely been ignored. Here, we present a general demographic framework that incorporates individual heterogeneity in a flexible way, by separating static and dynamic traits (discrete or continuous). First, we apply the framework to derive the consequences of ignoring heterogeneity for a range of widely used demographic outputs. A general conclusion is that besides the long-term growth rate lambda, all parameters can be affected. Second, we discuss how the framework can help advance current demographic models of eco-evolutionary dynamics, by incorporating individual heterogeneity. For both applications numerical examples are provided, including an empirical example for pike. For instance, we demonstrate that predicted demographic responses to climate warming can be reversed by increased heritability. We discuss how applications of this demographic framework incorporating individual heterogeneity can help answer key biological questions that require a detailed understanding of eco-evolutionary dynamics. PMID:25807980

Unexpected Nongenetic Individual Heterogeneity and Trait Covariance in Daphnia and Its Consequences for Ecological and Evolutionary Dynamics.

PubMed

Cressler, Clayton E; Bengtson, Stefan; Nelson, William A

2017-07-01

Individual differences in genetics, age, or environment can cause tremendous differences in individual life-history traits. This individual heterogeneity generates demographic heterogeneity at the population level, which is predicted to have a strong impact on both ecological and evolutionary dynamics. However, we know surprisingly little about the sources of individual heterogeneity for particular taxa or how different sources scale up to impact ecological and evolutionary dynamics. Here we experimentally study the individual heterogeneity that emerges from both genetic and nongenetic sources in a species of freshwater zooplankton across a large gradient of food quality. Despite the tight control of environment, we still find that the variation from nongenetic sources is greater than that from genetic sources over a wide range of food quality and that this variation has strong positive covariance between growth and reproduction. We evaluate the general consequences of genetic and nongenetic covariance for ecological and evolutionary dynamics theoretically and find that increasing nongenetic variation slows evolution independent of the correlation in heritable life-history traits but that the impact on ecological dynamics depends on both nongenetic and genetic covariance. Our results demonstrate that variation in the relative magnitude of nongenetic versus genetic sources of variation impacts the predicted ecological and evolutionary dynamics.

Stochastic Evolution of Augmented Born-Infeld Equations

NASA Astrophysics Data System (ADS)

Holm, Darryl D.

2018-06-01

This paper compares the results of applying a recently developed method of stochastic uncertainty quantification designed for fluid dynamics to the Born-Infeld model of nonlinear electromagnetism. The similarities in the results are striking. Namely, the introduction of Stratonovich cylindrical noise into each of their Hamiltonian formulations introduces stochastic Lie transport into their dynamics in the same form for both theories. Moreover, the resulting stochastic partial differential equations retain their unperturbed form, except for an additional term representing induced Lie transport by the set of divergence-free vector fields associated with the spatial correlations of the cylindrical noise. The explanation for this remarkable similarity lies in the method of construction of the Hamiltonian for the Stratonovich stochastic contribution to the motion in both cases, which is done via pairing spatial correlation eigenvectors for cylindrical noise with the momentum map for the deterministic motion. This momentum map is responsible for the well-known analogy between hydrodynamics and electromagnetism. The momentum map for the Maxwell and Born-Infeld theories of electromagnetism treated here is the 1-form density known as the Poynting vector. Two appendices treat the Hamiltonian structures underlying these results.

Front propagation and effect of memory in stochastic desertification models with an absorbing state

NASA Astrophysics Data System (ADS)

Herman, Dor; Shnerb, Nadav M.

2017-08-01

Desertification in dryland ecosystems is considered to be a major environmental threat that may lead to devastating consequences. The concern increases when the system admits two alternative steady states and the transition is abrupt and irreversible (catastrophic shift). However, recent studies show that the inherent stochasticity of the birth-death process, when superimposed on the presence of an absorbing state, may lead to a continuous (second order) transition even if the deterministic dynamics supports a catastrophic transition. Following these works we present here a numerical study of a one-dimensional stochastic desertification model, where the deterministic predictions are confronted with the observed dynamics. Our results suggest that a stochastic spatial system allows for a propagating front only when its active phase invades the inactive (desert) one. In the extinction phase one observes transient front propagation followed by a global collapse. In the presence of a seed bank the vegetation state is shown to be more robust against demographic stochasticity, but the transition in that case still belongs to the directed percolation equivalence class.

Extending Bell's beables to encompass dissipation, decoherence, and the quantum-to-classical transition through quantum trajectories

NASA Astrophysics Data System (ADS)

Lorenzen, F.; de Ponte, M. A.; Moussa, M. H. Y.

2009-09-01

In this paper, employing the Itô stochastic Schrödinger equation, we extend Bell’s beable interpretation of quantum mechanics to encompass dissipation, decoherence, and the quantum-to-classical transition through quantum trajectories. For a particular choice of the source of stochasticity, the one leading to a dissipative Lindblad-type correction to the Hamiltonian dynamics, we find that the diffusive terms in Nelsons stochastic trajectories are naturally incorporated into Bohm’s causal dynamics, yielding a unified Bohm-Nelson theory. In particular, by analyzing the interference between quantum trajectories, we clearly identify the decoherence time, as estimated from the quantum formalism. We also observe the quantum-to-classical transition in the convergence of the infinite ensemble of quantum trajectories to their classical counterparts. Finally, we show that our extended beables circumvent the problems in Bohm’s causal dynamics regarding stationary states in quantum mechanics.

Isotropic stochastic rotation dynamics

NASA Astrophysics Data System (ADS)

Mühlbauer, Sebastian; Strobl, Severin; Pöschel, Thorsten

2017-12-01

Stochastic rotation dynamics (SRD) is a widely used method for the mesoscopic modeling of complex fluids, such as colloidal suspensions or multiphase flows. In this method, however, the underlying Cartesian grid defining the coarse-grained interaction volumes induces anisotropy. We propose an isotropic, lattice-free variant of stochastic rotation dynamics, termed iSRD. Instead of Cartesian grid cells, we employ randomly distributed spherical interaction volumes. This eliminates the requirement of a grid shift, which is essential in standard SRD to maintain Galilean invariance. We derive analytical expressions for the viscosity and the diffusion coefficient in relation to the model parameters, which show excellent agreement with the results obtained in iSRD simulations. The proposed algorithm is particularly suitable to model systems bound by walls of complex shape, where the domain cannot be meshed uniformly. The presented approach is not limited to SRD but is applicable to any other mesoscopic method, where particles interact within certain coarse-grained volumes.

Interplay between social debate and propaganda in an opinion formation model

NASA Astrophysics Data System (ADS)

Gimenez, M. C.; Revelli, J. A.; Lama, M. S. de la; Lopez, J. M.; Wio, H. S.

2013-01-01

We introduce a simple model of opinion dynamics in which a two-state agent modified Sznajd model evolves due to the simultaneous action of stochastic driving and a periodic signal. The stochastic effect mimics a social temperature, so the agents may adopt decisions in support for or against some opinion or position, according to a modified Sznajd rule with a varying probability. The external force represents a simplified picture by which society feels the influence of the external effects of propaganda. By means of Monte Carlo simulations we have shown the dynamical interplay between the social condition or mood and the external influence, finding a stochastic resonance-like phenomenon when we depict the noise-to-signal ratio as a function of the social temperature. In addition, we have also studied the effects of the system size and the external signal strength on the opinion formation dynamics.

Dynamic system classifier.

PubMed

Pumpe, Daniel; Greiner, Maksim; Müller, Ewald; Enßlin, Torsten A

2016-07-01

Stochastic differential equations describe well many physical, biological, and sociological systems, despite the simplification often made in their derivation. Here the usage of simple stochastic differential equations to characterize and classify complex dynamical systems is proposed within a Bayesian framework. To this end, we develop a dynamic system classifier (DSC). The DSC first abstracts training data of a system in terms of time-dependent coefficients of the descriptive stochastic differential equation. Thereby the DSC identifies unique correlation structures within the training data. For definiteness we restrict the presentation of the DSC to oscillation processes with a time-dependent frequency ω(t) and damping factor γ(t). Although real systems might be more complex, this simple oscillator captures many characteristic features. The ω and γ time lines represent the abstract system characterization and permit the construction of efficient signal classifiers. Numerical experiments show that such classifiers perform well even in the low signal-to-noise regime.

Diffusion with stochastic resetting at power-law times.

PubMed

Nagar, Apoorva; Gupta, Shamik

2016-06-01

What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals τ distributed as a power law ∼τ^{-(1+α)};α>0? Modeling the stochastic process by diffusion and the large changes as abrupt resets to the initial condition, we obtain exact closed-form expressions for both static and dynamic quantities, while accounting for strong correlations implied by a power law. Our results show that the resulting dynamics exhibits a spectrum of rich long-time behavior, from an ever-spreading spatial distribution for α<1, to one that is time independent for α>1. The dynamics has strong consequences on the time to reach a distant target for the first time; we specifically show that there exists an optimal α that minimizes the mean time to reach the target, thereby offering a step towards a viable strategy to locate targets in a crowded environment.

Multiscale Hy3S: hybrid stochastic simulation for supercomputers.

PubMed

Salis, Howard; Sotiropoulos, Vassilios; Kaznessis, Yiannis N

2006-02-24

Stochastic simulation has become a useful tool to both study natural biological systems and design new synthetic ones. By capturing the intrinsic molecular fluctuations of "small" systems, these simulations produce a more accurate picture of single cell dynamics, including interesting phenomena missed by deterministic methods, such as noise-induced oscillations and transitions between stable states. However, the computational cost of the original stochastic simulation algorithm can be high, motivating the use of hybrid stochastic methods. Hybrid stochastic methods partition the system into multiple subsets and describe each subset as a different representation, such as a jump Markov, Poisson, continuous Markov, or deterministic process. By applying valid approximations and self-consistently merging disparate descriptions, a method can be considerably faster, while retaining accuracy. In this paper, we describe Hy3S, a collection of multiscale simulation programs. Building on our previous work on developing novel hybrid stochastic algorithms, we have created the Hy3S software package to enable scientists and engineers to both study and design extremely large well-mixed biological systems with many thousands of reactions and chemical species. We have added adaptive stochastic numerical integrators to permit the robust simulation of dynamically stiff biological systems. In addition, Hy3S has many useful features, including embarrassingly parallelized simulations with MPI; special discrete events, such as transcriptional and translation elongation and cell division; mid-simulation perturbations in both the number of molecules of species and reaction kinetic parameters; combinatorial variation of both initial conditions and kinetic parameters to enable sensitivity analysis; use of NetCDF optimized binary format to quickly read and write large datasets; and a simple graphical user interface, written in Matlab, to help users create biological systems and analyze data. We demonstrate the accuracy and efficiency of Hy3S with examples, including a large-scale system benchmark and a complex bistable biochemical network with positive feedback. The software itself is open-sourced under the GPL license and is modular, allowing users to modify it for their own purposes. Hy3S is a powerful suite of simulation programs for simulating the stochastic dynamics of networks of biochemical reactions. Its first public version enables computational biologists to more efficiently investigate the dynamics of realistic biological systems.

Evolutionary models of interstellar chemistry

NASA Technical Reports Server (NTRS)

Prasad, Sheo S.

1987-01-01

The goal of evolutionary models of interstellar chemistry is to understand how interstellar clouds came to be the way they are, how they will change with time, and to place them in an evolutionary sequence with other celestial objects such as stars. An improved Mark II version of an earlier model of chemistry in dynamically evolving clouds is presented. The Mark II model suggests that the conventional elemental C/O ratio less than one can explain the observed abundances of CI and the nondetection of O2 in dense clouds. Coupled chemical-dynamical models seem to have the potential to generate many observable discriminators of the evolutionary tracks. This is exciting, because, in general, purely dynamical models do not yield enough verifiable discriminators of the predicted tracks.

Intrinsic Information Processing and Energy Dissipation in Stochastic Input-Output Dynamical Systems

DTIC Science & Technology

2015-07-09

Crutchfield. Information Anatomy of Stochastic Equilibria, Entropy , (08 2014): 0. doi: 10.3390/e16094713 Virgil Griffith, Edwin Chong, Ryan James...Christopher Ellison, James Crutchfield. Intersection Information Based on Common Randomness, Entropy , (04 2014): 0. doi: 10.3390/e16041985 TOTAL: 5 Number...Learning Group Seminar, Complexity Sciences Center, UC Davis. Korana Burke and Greg Wimsatt (UCD), reviewed PRL “Measurement of Stochastic Entropy

Stochastic Dynamic Mixed-Integer Programming (SD-MIP)

DTIC Science & Technology

2015-05-05

stochastic linear programming ( SLP ) problems. By using a combination of ideas from cutting plane theory of deterministic MIP (especially disjunctive...developed to date. b) As part of this project, we have also developed tools for very large scale Stochastic Linear Programming ( SLP ). There are...several reasons for this. First, SLP models continue to challenge many of the fastest computers to date, and many applications within the DoD (e.g

Stochasticity in staged models of epidemics: quantifying the dynamics of whooping cough

PubMed Central

Black, Andrew J.; McKane, Alan J.

2010-01-01

Although many stochastic models can accurately capture the qualitative epidemic patterns of many childhood diseases, there is still considerable discussion concerning the basic mechanisms generating these patterns; much of this stems from the use of deterministic models to try to understand stochastic simulations. We argue that a systematic method of analysing models of the spread of childhood diseases is required in order to consistently separate out the effects of demographic stochasticity, external forcing and modelling choices. Such a technique is provided by formulating the models as master equations and using the van Kampen system-size expansion to provide analytical expressions for quantities of interest. We apply this method to the susceptible–exposed–infected–recovered (SEIR) model with distributed exposed and infectious periods and calculate the form that stochastic oscillations take on in terms of the model parameters. With the use of a suitable approximation, we apply the formalism to analyse a model of whooping cough which includes seasonal forcing. This allows us to more accurately interpret the results of simulations and to make a more quantitative assessment of the predictions of the model. We show that the observed dynamics are a result of a macroscopic limit cycle induced by the external forcing and resonant stochastic oscillations about this cycle. PMID:20164086

Accelerating deep neural network training with inconsistent stochastic gradient descent.

PubMed

Wang, Linnan; Yang, Yi; Min, Renqiang; Chakradhar, Srimat

2017-09-01

Stochastic Gradient Descent (SGD) updates Convolutional Neural Network (CNN) with a noisy gradient computed from a random batch, and each batch evenly updates the network once in an epoch. This model applies the same training effort to each batch, but it overlooks the fact that the gradient variance, induced by Sampling Bias and Intrinsic Image Difference, renders different training dynamics on batches. In this paper, we develop a new training strategy for SGD, referred to as Inconsistent Stochastic Gradient Descent (ISGD) to address this problem. The core concept of ISGD is the inconsistent training, which dynamically adjusts the training effort w.r.t the loss. ISGD models the training as a stochastic process that gradually reduces down the mean of batch's loss, and it utilizes a dynamic upper control limit to identify a large loss batch on the fly. ISGD stays on the identified batch to accelerate the training with additional gradient updates, and it also has a constraint to penalize drastic parameter changes. ISGD is straightforward, computationally efficient and without requiring auxiliary memories. A series of empirical evaluations on real world datasets and networks demonstrate the promising performance of inconsistent training. Copyright © 2017 Elsevier Ltd. All rights reserved.

On the statistical mechanics of the 2D stochastic Euler equation

NASA Astrophysics Data System (ADS)

Bouchet, Freddy; Laurie, Jason; Zaboronski, Oleg

2011-12-01

The dynamics of vortices and large scale structures is qualitatively very different in two dimensional flows compared to its three dimensional counterparts, due to the presence of multiple integrals of motion. These are believed to be responsible for a variety of phenomena observed in Euler flow such as the formation of large scale coherent structures, the existence of meta-stable states and random abrupt changes in the topology of the flow. In this paper we study stochastic dynamics of the finite dimensional approximation of the 2D Euler flow based on Lie algebra su(N) which preserves all integrals of motion. In particular, we exploit rich algebraic structure responsible for the existence of Euler's conservation laws to calculate the invariant measures and explore their properties and also study the approach to equilibrium. Unexpectedly, we find deep connections between equilibrium measures of finite dimensional su(N) truncations of the stochastic Euler equations and random matrix models. Our work can be regarded as a preparation for addressing the questions of large scale structures, meta-stability and the dynamics of random transitions between different flow topologies in stochastic 2D Euler flows.

Stochastic global identification of a bio-inspired self-sensing composite UAV wing via wind tunnel experiments

NASA Astrophysics Data System (ADS)

Kopsaftopoulos, Fotios; Nardari, Raphael; Li, Yu-Hung; Wang, Pengchuan; Chang, Fu-Kuo

2016-04-01

In this work, the system design, integration, and wind tunnel experimental evaluation are presented for a bioinspired self-sensing intelligent composite unmanned aerial vehicle (UAV) wing. A total of 148 micro-sensors, including piezoelectric, strain, and temperature sensors, in the form of stretchable sensor networks are embedded in the layup of a composite wing in order to enable its self-sensing capabilities. Novel stochastic system identification techniques based on time series models and statistical parameter estimation are employed in order to accurately interpret the sensing data and extract real-time information on the coupled air flow-structural dynamics. Special emphasis is given to the wind tunnel experimental assessment under various flight conditions defined by multiple airspeeds and angles of attack. A novel modeling approach based on the recently introduced Vector-dependent Functionally Pooled (VFP) model structure is employed for the stochastic identification of the "global" coupled airflow-structural dynamics of the wing and their correlation with dynamic utter and stall. The obtained results demonstrate the successful system-level integration and effectiveness of the stochastic identification approach, thus opening new perspectives for the state sensing and awareness capabilities of the next generation of "fly-by-fee" UAVs.

Evolutionary dynamics of group interactions on structured populations: a review

PubMed Central

Perc, Matjaž; Gómez-Gardeñes, Jesús; Szolnoki, Attila; Floría, Luis M.; Moreno, Yamir

2013-01-01

Interactions among living organisms, from bacteria colonies to human societies, are inherently more complex than interactions among particles and non-living matter. Group interactions are a particularly important and widespread class, representative of which is the public goods game. In addition, methods of statistical physics have proved valuable for studying pattern formation, equilibrium selection and self-organization in evolutionary games. Here, we review recent advances in the study of evolutionary dynamics of group interactions on top of structured populations, including lattices, complex networks and coevolutionary models. We also compare these results with those obtained on well-mixed populations. The review particularly highlights that the study of the dynamics of group interactions, like several other important equilibrium and non-equilibrium dynamical processes in biological, economical and social sciences, benefits from the synergy between statistical physics, network science and evolutionary game theory. PMID:23303223

Emergent user behavior on Twitter modelled by a stochastic differential equation.

PubMed

Mollgaard, Anders; Mathiesen, Joachim

2015-01-01

Data from the social-media site, Twitter, is used to study the fluctuations in tweet rates of brand names. The tweet rates are the result of a strongly correlated user behavior, which leads to bursty collective dynamics with a characteristic 1/f noise. Here we use the aggregated "user interest" in a brand name to model collective human dynamics by a stochastic differential equation with multiplicative noise. The model is supported by a detailed analysis of the tweet rate fluctuations and it reproduces both the exact bursty dynamics found in the data and the 1/f noise.

Emergent User Behavior on Twitter Modelled by a Stochastic Differential Equation

PubMed Central

Mollgaard, Anders; Mathiesen, Joachim

2015-01-01

Data from the social-media site, Twitter, is used to study the fluctuations in tweet rates of brand names. The tweet rates are the result of a strongly correlated user behavior, which leads to bursty collective dynamics with a characteristic 1/f noise. Here we use the aggregated "user interest" in a brand name to model collective human dynamics by a stochastic differential equation with multiplicative noise. The model is supported by a detailed analysis of the tweet rate fluctuations and it reproduces both the exact bursty dynamics found in the data and the 1/f noise. PMID:25955783

Long-time Dynamics of Stochastic Wave Breaking

NASA Astrophysics Data System (ADS)

Restrepo, J. M.; Ramirez, J. M.; Deike, L.; Melville, K.

2017-12-01

A stochastic parametrization is proposed for the dynamics of wave breaking of progressive water waves. The model is shown to agree with transport estimates, derived from the Lagrangian path of fluid parcels. These trajectories are obtained numerically and are shown to agree well with theory in the non-breaking regime. Of special interest is the impact of wave breaking on transport, momentum exchanges and energy dissipation, as well as dispersion of trajectories. The proposed model, ensemble averaged to larger time scales, is compared to ensemble averages of the numerically generated parcel dynamics, and is then used to capture energy dissipation and path dispersion.

GPELab, a Matlab toolbox to solve Gross-Pitaevskii equations II: Dynamics and stochastic simulations

NASA Astrophysics Data System (ADS)

Antoine, Xavier; Duboscq, Romain

2015-08-01

GPELab is a free Matlab toolbox for modeling and numerically solving large classes of systems of Gross-Pitaevskii equations that arise in the physics of Bose-Einstein condensates. The aim of this second paper, which follows (Antoine and Duboscq, 2014), is to first present the various pseudospectral schemes available in GPELab for computing the deterministic and stochastic nonlinear dynamics of Gross-Pitaevskii equations (Antoine, et al., 2013). Next, the corresponding GPELab functions are explained in detail. Finally, some numerical examples are provided to show how the code works for the complex dynamics of BEC problems.

The community ecology of pathogens: coinfection, coexistence and community composition.

PubMed

Seabloom, Eric W; Borer, Elizabeth T; Gross, Kevin; Kendig, Amy E; Lacroix, Christelle; Mitchell, Charles E; Mordecai, Erin A; Power, Alison G

2015-04-01

Disease and community ecology share conceptual and theoretical lineages, and there has been a resurgence of interest in strengthening links between these fields. Building on recent syntheses focused on the effects of host community composition on single pathogen systems, we examine pathogen (microparasite) communities using a stochastic metacommunity model as a starting point to bridge community and disease ecology perspectives. Such models incorporate the effects of core community processes, such as ecological drift, selection and dispersal, but have not been extended to incorporate host-pathogen interactions, such as immunosuppression or synergistic mortality, that are central to disease ecology. We use a two-pathogen susceptible-infected (SI) model to fill these gaps in the metacommunity approach; however, SI models can be intractable for examining species-diverse, spatially structured systems. By placing disease into a framework developed for community ecology, our synthesis highlights areas ripe for progress, including a theoretical framework that incorporates host dynamics, spatial structuring and evolutionary processes, as well as the data needed to test the predictions of such a model. Our synthesis points the way for this framework and demonstrates that a deeper understanding of pathogen community dynamics will emerge from approaches working at the interface of disease and community ecology. © 2015 John Wiley & Sons Ltd/CNRS.

Intrinsic periodic and aperiodic stochastic resonance in an electrochemical cell

NASA Astrophysics Data System (ADS)

Tiwari, Ishant; Phogat, Richa; Parmananda, P.; Ocampo-Espindola, J. L.; Rivera, M.

2016-08-01

In this paper we show the interaction of a composite of a periodic or aperiodic signal and intrinsic electrochemical noise with the nonlinear dynamics of an electrochemical cell configured to study the corrosion of iron in an acidic media. The anodic voltage setpoint (V0) in the cell is chosen such that the anodic current (I ) exhibits excitable fixed point behavior in the absence of noise. The subthreshold periodic (aperiodic) signal consists of a train of rectangular pulses with a fixed amplitude and width, separated by regular (irregular) time intervals. The irregular time intervals chosen are of deterministic and stochastic origins. The amplitude of the intrinsic internal noise, regulated by the concentration of chloride ions, is then monotonically increased, and the provoked dynamics are analyzed. The signal to noise ratio and the cross-correlation coefficient versus the chloride ions' concentration curves have a unimodal shape indicating the emergence of an intrinsic periodic or aperiodic stochastic resonance. The abscissa for the maxima of these unimodal curves correspond to the optimum value of intrinsic noise where maximum regularity of the invoked dynamics is observed. In the particular case of the intrinsic periodic stochastic resonance, the scanning electron microscope images for the electrode metal surfaces are shown for certain values of chloride ions' concentrations. These images, qualitatively, corroborate the emergence of order as a result of the interaction between the nonlinear dynamics and the composite signal.

Supercomputer optimizations for stochastic optimal control applications

NASA Technical Reports Server (NTRS)

Chung, Siu-Leung; Hanson, Floyd B.; Xu, Huihuang

1991-01-01

Supercomputer optimizations for a computational method of solving stochastic, multibody, dynamic programming problems are presented. The computational method is valid for a general class of optimal control problems that are nonlinear, multibody dynamical systems, perturbed by general Markov noise in continuous time, i.e., nonsmooth Gaussian as well as jump Poisson random white noise. Optimization techniques for vector multiprocessors or vectorizing supercomputers include advanced data structures, loop restructuring, loop collapsing, blocking, and compiler directives. These advanced computing techniques and superconducting hardware help alleviate Bellman's curse of dimensionality in dynamic programming computations, by permitting the solution of large multibody problems. Possible applications include lumped flight dynamics models for uncertain environments, such as large scale and background random aerospace fluctuations.

Chaos and unpredictability in evolution.

PubMed

Doebeli, Michael; Ispolatov, Iaroslav

2014-05-01

The possibility of complicated dynamic behavior driven by nonlinear feedbacks in dynamical systems has revolutionized science in the latter part of the last century. Yet despite examples of complicated frequency dynamics, the possibility of long-term evolutionary chaos is rarely considered. The concept of "survival of the fittest" is central to much evolutionary thinking and embodies a perspective of evolution as a directional optimization process exhibiting simple, predictable dynamics. This perspective is adequate for simple scenarios, when frequency-independent selection acts on scalar phenotypes. However, in most organisms many phenotypic properties combine in complicated ways to determine ecological interactions, and hence frequency-dependent selection. Therefore, it is natural to consider models for evolutionary dynamics generated by frequency-dependent selection acting simultaneously on many different phenotypes. Here we show that complicated, chaotic dynamics of long-term evolutionary trajectories in phenotype space is very common in a large class of such models when the dimension of phenotype space is large, and when there are selective interactions between the phenotypic components. Our results suggest that the perspective of evolution as a process with simple, predictable dynamics covers only a small fragment of long-term evolution. © 2014 The Author(s). Evolution © 2014 The Society for the Study of Evolution.

Permanence and asymptotic behaviors of stochastic predator-prey system with Markovian switching and Lévy noise

NASA Astrophysics Data System (ADS)

Wang, Sheng; Wang, Linshan; Wei, Tengda

2018-04-01

This paper concerns the dynamics of a stochastic predator-prey system with Markovian switching and Lévy noise. First, the existence and uniqueness of global positive solution to the system is proved. Then, by combining stochastic analytical techniques with M-matrix analysis, sufficient conditions of stochastic permanence and extinction are obtained. Furthermore, for the stochastic permanence case, by means of four constants related to the stationary probability distribution of the Markov chain and the parameters of the subsystems, both the superior limit and the inferior limit of the average in time of the sample path of the solution are estimated. Finally, our conclusions are illustrated through an example.

Hierarchy of forward-backward stochastic Schrödinger equation

NASA Astrophysics Data System (ADS)

Ke, Yaling; Zhao, Yi

2016-07-01

Driven by the impetus to simulate quantum dynamics in photosynthetic complexes or even larger molecular aggregates, we have established a hierarchy of forward-backward stochastic Schrödinger equation in the light of stochastic unravelling of the symmetric part of the influence functional in the path-integral formalism of reduced density operator. The method is numerically exact and is suited for Debye-Drude spectral density, Ohmic spectral density with an algebraic or exponential cutoff, as well as discrete vibrational modes. The power of this method is verified by performing the calculations of time-dependent population differences in the valuable spin-boson model from zero to high temperatures. By simulating excitation energy transfer dynamics of the realistic full FMO trimer, some important features are revealed.

Study on Nonlinear Vibration Analysis of Gear System with Random Parameters

NASA Astrophysics Data System (ADS)

Tong, Cao; Liu, Xiaoyuan; Fan, Li

2018-03-01

In order to study the dynamic characteristics of gear nonlinear vibration system and the influence of random parameters, firstly, a nonlinear stochastic vibration analysis model of gear 3-DOF is established based on Newton’s Law. And the random response of gear vibration is simulated by stepwise integration method. Secondly, the influence of stochastic parameters such as meshing damping, tooth side gap and excitation frequency on the dynamic response of gear nonlinear system is analyzed by using the stability analysis method such as bifurcation diagram and Lyapunov exponent method. The analysis shows that the stochastic process can not be neglected, which can cause the random bifurcation and chaos of the system response. This study will provide important reference value for vibration engineering designers.

Patterns of Stochastic Behavior in Dynamically Unstable High-Dimensional Biochemical Networks

PubMed Central

Rosenfeld, Simon

2009-01-01

The question of dynamical stability and stochastic behavior of large biochemical networks is discussed. It is argued that stringent conditions of asymptotic stability have very little chance to materialize in a multidimensional system described by the differential equations of chemical kinetics. The reason is that the criteria of asymptotic stability (Routh-Hurwitz, Lyapunov criteria, Feinberg’s Deficiency Zero theorem) would impose the limitations of very high algebraic order on the kinetic rates and stoichiometric coefficients, and there are no natural laws that would guarantee their unconditional validity. Highly nonlinear, dynamically unstable systems, however, are not necessarily doomed to collapse, as a simple Jacobian analysis would suggest. It is possible that their dynamics may assume the form of pseudo-random fluctuations quite similar to a shot noise, and, therefore, their behavior may be described in terms of Langevin and Fokker-Plank equations. We have shown by simulation that the resulting pseudo-stochastic processes obey the heavy-tailed Generalized Pareto Distribution with temporal sequence of pulses forming the set of constituent-specific Poisson processes. Being applied to intracellular dynamics, these properties are naturally associated with burstiness, a well documented phenomenon in the biology of gene expression. PMID:19838330

Stochastic population dynamics of a montane ground-dwelling squirrel.

PubMed

Hostetler, Jeffrey A; Kneip, Eva; Van Vuren, Dirk H; Oli, Madan K

2012-01-01

Understanding the causes and consequences of population fluctuations is a central goal of ecology. We used demographic data from a long-term (1990-2008) study and matrix population models to investigate factors and processes influencing the dynamics and persistence of a golden-mantled ground squirrel (Callospermophilus lateralis) population, inhabiting a dynamic subalpine habitat in Colorado, USA. The overall deterministic population growth rate λ was 0.94±SE 0.05 but it varied widely over time, ranging from 0.45±0.09 in 2006 to 1.50±0.12 in 2003, and was below replacement (λ<1) for 9 out of 18 years. The stochastic population growth rate λ(s) was 0.92, suggesting a declining population; however, the 95% CI on λ(s) included 1.0 (0.52-1.60). Stochastic elasticity analysis showed that survival of adult females, followed by survival of juvenile females and litter size, were potentially the most influential vital rates; analysis of life table response experiments revealed that the same three life history variables made the largest contributions to year-to year changes in λ. Population viability analysis revealed that, when the influences of density dependence and immigration were not considered, the population had a high (close to 1.0 in 50 years) probability of extinction. However, probability of extinction declined to as low as zero when density dependence and immigration were considered. Destabilizing effects of stochastic forces were counteracted by regulating effects of density dependence and rescue effects of immigration, which allowed our study population to bounce back from low densities and prevented extinction. These results suggest that dynamics and persistence of our study population are determined synergistically by density-dependence, stochastic forces, and immigration.

Stochastic Population Dynamics of a Montane Ground-Dwelling Squirrel

PubMed Central

Hostetler, Jeffrey A.; Kneip, Eva; Van Vuren, Dirk H.; Oli, Madan K.

2012-01-01

Understanding the causes and consequences of population fluctuations is a central goal of ecology. We used demographic data from a long-term (1990–2008) study and matrix population models to investigate factors and processes influencing the dynamics and persistence of a golden-mantled ground squirrel (Callospermophilus lateralis) population, inhabiting a dynamic subalpine habitat in Colorado, USA. The overall deterministic population growth rate λ was 0.94±SE 0.05 but it varied widely over time, ranging from 0.45±0.09 in 2006 to 1.50±0.12 in 2003, and was below replacement (λ<1) for 9 out of 18 years. The stochastic population growth rate λs was 0.92, suggesting a declining population; however, the 95% CI on λs included 1.0 (0.52–1.60). Stochastic elasticity analysis showed that survival of adult females, followed by survival of juvenile females and litter size, were potentially the most influential vital rates; analysis of life table response experiments revealed that the same three life history variables made the largest contributions to year-to year changes in λ. Population viability analysis revealed that, when the influences of density dependence and immigration were not considered, the population had a high (close to 1.0 in 50 years) probability of extinction. However, probability of extinction declined to as low as zero when density dependence and immigration were considered. Destabilizing effects of stochastic forces were counteracted by regulating effects of density dependence and rescue effects of immigration, which allowed our study population to bounce back from low densities and prevented extinction. These results suggest that dynamics and persistence of our study population are determined synergistically by density-dependence, stochastic forces, and immigration. PMID:22479616

Agents' beliefs and economic regimes polarization in interacting markets

NASA Astrophysics Data System (ADS)

Cavalli, F.; Naimzada, A. K.; Pecora, N.; Pireddu, M.

2018-05-01

In the present paper, a model of a market consisting of real and financial interacting sectors is studied. Agents populating the stock market are assumed to be not able to observe the true underlying fundamental, and their beliefs are biased by either optimism or pessimism. Depending on the relevance they give to beliefs, they select the best performing strategy in an evolutionary perspective. The real side of the economy is described within a multiplier-accelerator framework with a nonlinear, bounded investment function. We study the effect of market integration, in particular, of the financialization of the real market. We show that strongly polarized beliefs in an evolutionary framework can introduce multiplicity of steady states, which, consisting in enhanced or depressed levels of income, reflect and reproduce the optimistic or pessimistic nature of the agents' beliefs. The polarization of these steady states, which coexist with an unbiased steady state, positively depends on that of the beliefs and on their relevance. Moreover, with a mixture of analytical and numerical tools, we show that such static characterization is inherited also at the dynamical level, with possibly complex attractors that are characterized by endogenously fluctuating pessimistic and optimistic prices and levels of national income, with the effect of having several coexisting business cycles. This framework, when stochastic perturbations are included, is able to account for stylized facts commonly observed in real financial markets, such as fat tails and excess volatility in the returns distributions, as well as bubbles and crashes for stock prices.

Agents' beliefs and economic regimes polarization in interacting markets.

PubMed

Cavalli, F; Naimzada, A K; Pecora, N; Pireddu, M

2018-05-01

In the present paper, a model of a market consisting of real and financial interacting sectors is studied. Agents populating the stock market are assumed to be not able to observe the true underlying fundamental, and their beliefs are biased by either optimism or pessimism. Depending on the relevance they give to beliefs, they select the best performing strategy in an evolutionary perspective. The real side of the economy is described within a multiplier-accelerator framework with a nonlinear, bounded investment function. We study the effect of market integration, in particular, of the financialization of the real market. We show that strongly polarized beliefs in an evolutionary framework can introduce multiplicity of steady states, which, consisting in enhanced or depressed levels of income, reflect and reproduce the optimistic or pessimistic nature of the agents' beliefs. The polarization of these steady states, which coexist with an unbiased steady state, positively depends on that of the beliefs and on their relevance. Moreover, with a mixture of analytical and numerical tools, we show that such static characterization is inherited also at the dynamical level, with possibly complex attractors that are characterized by endogenously fluctuating pessimistic and optimistic prices and levels of national income, with the effect of having several coexisting business cycles. This framework, when stochastic perturbations are included, is able to account for stylized facts commonly observed in real financial markets, such as fat tails and excess volatility in the returns distributions, as well as bubbles and crashes for stock prices.

Recidivism and Rehabilitation of Criminal Offenders: A Carrot and Stick Evolutionary Game

PubMed Central

Berenji, Bijan; Chou, Tom; D'Orsogna, Maria R.

2014-01-01

Motivated by recent efforts by the criminal justice system to treat and rehabilitate nonviolent offenders rather than focusing solely on their punishment, we introduce an evolutionary game theoretic model to study the effects of “carrot and stick” intervention programs on criminal recidivism. We use stochastic simulations to study the evolution of a population where individuals may commit crimes depending on their past history, surrounding environment and, in the case of recidivists, on any counseling, educational or training programs available to them after being punished for their previous crimes. These sociological factors are embodied by effective parameters that determine the decision making probabilities. Players may decide to permanently reform or continue engaging in criminal activity, eventually reaching a state where they are considered incorrigible. Depending on parameter choices, the outcome of the game is a society with a majority of virtuous, rehabilitated citizens or incorrigibles. Since total resources may be limited, we constrain the combined punishment and rehabilitation costs per crime to be fixed, so that increasing one effort will necessarily decrease the other. We find that the most successful strategy in reducing crime is to optimally allocate resources so that after being punished, criminals experience impactful intervention programs, especially during the first stages of their return to society. Excessively harsh or lenient punishments are less effective. We also develop a system of coupled ordinary differential equations with memory effects to give a qualitative description of our simulated societal dynamics. We discuss our findings and sociological implications. PMID:24454884

Recidivism and rehabilitation of criminal offenders: a carrot and stick evolutionary game.

PubMed

Berenji, Bijan; Chou, Tom; D'Orsogna, Maria R

2014-01-01

Motivated by recent efforts by the criminal justice system to treat and rehabilitate nonviolent offenders rather than focusing solely on their punishment, we introduce an evolutionary game theoretic model to study the effects of "carrot and stick" intervention programs on criminal recidivism. We use stochastic simulations to study the evolution of a population where individuals may commit crimes depending on their past history, surrounding environment and, in the case of recidivists, on any counseling, educational or training programs available to them after being punished for their previous crimes. These sociological factors are embodied by effective parameters that determine the decision making probabilities. Players may decide to permanently reform or continue engaging in criminal activity, eventually reaching a state where they are considered incorrigible. Depending on parameter choices, the outcome of the game is a society with a majority of virtuous, rehabilitated citizens or incorrigibles. Since total resources may be limited, we constrain the combined punishment and rehabilitation costs per crime to be fixed, so that increasing one effort will necessarily decrease the other. We find that the most successful strategy in reducing crime is to optimally allocate resources so that after being punished, criminals experience impactful intervention programs, especially during the first stages of their return to society. Excessively harsh or lenient punishments are less effective. We also develop a system of coupled ordinary differential equations with memory effects to give a qualitative description of our simulated societal dynamics. We discuss our findings and sociological implications.

Unfair and Anomalous Evolutionary Dynamics from Fluctuating Payoffs.

PubMed

Stollmeier, Frank; Nagler, Jan

2018-02-02

Evolution occurs in populations of reproducing individuals. Reproduction depends on the payoff a strategy receives. The payoff depends on the environment that may change over time, on intrinsic uncertainties, and on other sources of randomness. These temporal variations in the payoffs can affect which traits evolve. Understanding evolutionary game dynamics that are affected by varying payoffs remains difficult. Here we study the impact of arbitrary amplitudes and covariances of temporally varying payoffs on the dynamics. The evolutionary dynamics may be "unfair," meaning that, on average, two coexisting strategies may persistently receive different payoffs. This mechanism can induce an anomalous coexistence of cooperators and defectors in the prisoner's dilemma, and an unexpected selection reversal in the hawk-dove game.

Unfair and Anomalous Evolutionary Dynamics from Fluctuating Payoffs

NASA Astrophysics Data System (ADS)

Stollmeier, Frank; Nagler, Jan

2018-02-01

Evolution occurs in populations of reproducing individuals. Reproduction depends on the payoff a strategy receives. The payoff depends on the environment that may change over time, on intrinsic uncertainties, and on other sources of randomness. These temporal variations in the payoffs can affect which traits evolve. Understanding evolutionary game dynamics that are affected by varying payoffs remains difficult. Here we study the impact of arbitrary amplitudes and covariances of temporally varying payoffs on the dynamics. The evolutionary dynamics may be "unfair," meaning that, on average, two coexisting strategies may persistently receive different payoffs. This mechanism can induce an anomalous coexistence of cooperators and defectors in the prisoner's dilemma, and an unexpected selection reversal in the hawk-dove game.

Observing Clonal Dynamics across Spatiotemporal Axes: A Prelude to Quantitative Fitness Models for Cancer.

PubMed

McPherson, Andrew W; Chan, Fong Chun; Shah, Sohrab P

2018-02-01

The ability to accurately model evolutionary dynamics in cancer would allow for prediction of progression and response to therapy. As a prelude to quantitative understanding of evolutionary dynamics, researchers must gather observations of in vivo tumor evolution. High-throughput genome sequencing now provides the means to profile the mutational content of evolving tumor clones from patient biopsies. Together with the development of models of tumor evolution, reconstructing evolutionary histories of individual tumors generates hypotheses about the dynamics of evolution that produced the observed clones. In this review, we provide a brief overview of the concepts involved in predicting evolutionary histories, and provide a workflow based on bulk and targeted-genome sequencing. We then describe the application of this workflow to time series data obtained for transformed and progressed follicular lymphomas (FL), and contrast the observed evolutionary dynamics between these two subtypes. We next describe results from a spatial sampling study of high-grade serous (HGS) ovarian cancer, propose mechanisms of disease spread based on the observed clonal mixtures, and provide examples of diversification through subclonal acquisition of driver mutations and convergent evolution. Finally, we state implications of the techniques discussed in this review as a necessary but insufficient step on the path to predictive modelling of disease dynamics. Copyright © 2018 Cold Spring Harbor Laboratory Press; all rights reserved.

Metapopulation dynamics and the evolution of dispersal

NASA Astrophysics Data System (ADS)

Parvinen, Kalle

A metapopulation consists of local populations living in habitat patches. In this chapter metapopulation dynamics and the evolution of dispersal is studied in two metapopulation models defined in discrete time. In the first model there are finitely many patches, and in the other one there are infinitely many patches, which allows to incorporate catastrophes into the model. In the first model, cyclic local population dynamics can be either synchronized or not, and increasing dispersal both synchronizes and stabilizes metapopulation dynamics. On the other hand, the type of dynamics has a strong effect on the evolution of dispersal. In case of non-synchronized metapopulation dynamics, dispersal is much more beneficial than in the case of synchronized metapopulation dynamics. Local dynamics has a substantial effect also on the possibility of evolutionary branching in both models. Furthermore, with an Allee effect in the local dynamics of the second model, even evolutionary suicide can occur. It is an evolutionary process in which a viable population adapts in such a way that it can no longer persist.

Stochastic Stability in Internet Router Congestion Games

NASA Astrophysics Data System (ADS)

Chung, Christine; Pyrga, Evangelia

Congestion control at bottleneck routers on the internet is a long standing problem. Many policies have been proposed for effective ways to drop packets from the queues of these routers so that network endpoints will be inclined to share router capacity fairly and minimize the overflow of packets trying to enter the queues. We study just how effective some of these queuing policies are when each network endpoint is a self-interested player with no information about the other players’ actions or preferences. By employing the adaptive learning model of evolutionary game theory, we study policies such as Droptail, RED, and the greedy-flow-punishing policy proposed by Gao et al. [10] to find the stochastically stable states: the states of the system that will be reached in the long run.

Inversion method based on stochastic optimization for particle sizing.

PubMed

Sánchez-Escobar, Juan Jaime; Barbosa-Santillán, Liliana Ibeth; Vargas-Ubera, Javier; Aguilar-Valdés, Félix

2016-08-01

A stochastic inverse method is presented based on a hybrid evolutionary optimization algorithm (HEOA) to retrieve a monomodal particle-size distribution (PSD) from the angular distribution of scattered light. By solving an optimization problem, the HEOA (with the Fraunhofer approximation) retrieves the PSD from an intensity pattern generated by Mie theory. The analyzed light-scattering pattern can be attributed to unimodal normal, gamma, or lognormal distribution of spherical particles covering the interval of modal size parameters 46≤α≤150. The HEOA ensures convergence to the near-optimal solution during the optimization of a real-valued objective function by combining the advantages of a multimember evolution strategy and locally weighted linear regression. The numerical results show that our HEOA can be satisfactorily applied to solve the inverse light-scattering problem.

Option pricing, stochastic volatility, singular dynamics and constrained path integrals

NASA Astrophysics Data System (ADS)

Contreras, Mauricio; Hojman, Sergio A.

2014-01-01

Stochastic volatility models have been widely studied and used in the financial world. The Heston model (Heston, 1993) [7] is one of the best known models to deal with this issue. These stochastic volatility models are characterized by the fact that they explicitly depend on a correlation parameter ρ which relates the two Brownian motions that drive the stochastic dynamics associated to the volatility and the underlying asset. Solutions to the Heston model in the context of option pricing, using a path integral approach, are found in Lemmens et al. (2008) [21] while in Baaquie (2007,1997) [12,13] propagators for different stochastic volatility models are constructed. In all previous cases, the propagator is not defined for extreme cases ρ=±1. It is therefore necessary to obtain a solution for these extreme cases and also to understand the origin of the divergence of the propagator. In this paper we study in detail a general class of stochastic volatility models for extreme values ρ=±1 and show that in these two cases, the associated classical dynamics corresponds to a system with second class constraints, which must be dealt with using Dirac’s method for constrained systems (Dirac, 1958,1967) [22,23] in order to properly obtain the propagator in the form of a Euclidean Hamiltonian path integral (Henneaux and Teitelboim, 1992) [25]. After integrating over momenta, one gets an Euclidean Lagrangian path integral without constraints, which in the case of the Heston model corresponds to a path integral of a repulsive radial harmonic oscillator. In all the cases studied, the price of the underlying asset is completely determined by one of the second class constraints in terms of volatility and plays no active role in the path integral.

Ensemble methods for stochastic networks with special reference to the biological clock of Neurospora crassa.

PubMed

Caranica, C; Al-Omari, A; Deng, Z; Griffith, J; Nilsen, R; Mao, L; Arnold, J; Schüttler, H-B

2018-01-01

A major challenge in systems biology is to infer the parameters of regulatory networks that operate in a noisy environment, such as in a single cell. In a stochastic regime it is hard to distinguish noise from the real signal and to infer the noise contribution to the dynamical behavior. When the genetic network displays oscillatory dynamics, it is even harder to infer the parameters that produce the oscillations. To address this issue we introduce a new estimation method built on a combination of stochastic simulations, mass action kinetics and ensemble network simulations in which we match the average periodogram and phase of the model to that of the data. The method is relatively fast (compared to Metropolis-Hastings Monte Carlo Methods), easy to parallelize, applicable to large oscillatory networks and large (~2000 cells) single cell expression data sets, and it quantifies the noise impact on the observed dynamics. Standard errors of estimated rate coefficients are typically two orders of magnitude smaller than the mean from single cell experiments with on the order of ~1000 cells. We also provide a method to assess the goodness of fit of the stochastic network using the Hilbert phase of single cells. An analysis of phase departures from the null model with no communication between cells is consistent with a hypothesis of Stochastic Resonance describing single cell oscillators. Stochastic Resonance provides a physical mechanism whereby intracellular noise plays a positive role in establishing oscillatory behavior, but may require model parameters, such as rate coefficients, that differ substantially from those extracted at the macroscopic level from measurements on populations of millions of communicating, synchronized cells.

Discrete and Continuum Approximations for Collective Cell Migration in a Scratch Assay with Cell Size Dynamics.

PubMed

Matsiaka, Oleksii M; Penington, Catherine J; Baker, Ruth E; Simpson, Matthew J

2018-04-01

Scratch assays are routinely used to study the collective spreading of cell populations. In general, the rate at which a population of cells spreads is driven by the combined effects of cell migration and proliferation. To examine the effects of cell migration separately from the effects of cell proliferation, scratch assays are often performed after treating the cells with a drug that inhibits proliferation. Mitomycin-C is a drug that is commonly used to suppress cell proliferation in this context. However, in addition to suppressing cell proliferation, mitomycin-C also causes cells to change size during the experiment, as each cell in the population approximately doubles in size as a result of treatment. Therefore, to describe a scratch assay that incorporates the effects of cell-to-cell crowding, cell-to-cell adhesion, and dynamic changes in cell size, we present a new stochastic model that incorporates these mechanisms. Our agent-based stochastic model takes the form of a system of Langevin equations that is the system of stochastic differential equations governing the evolution of the population of agents. We incorporate a time-dependent interaction force that is used to mimic the dynamic increase in size of the agents. To provide a mathematical description of the average behaviour of the stochastic model we present continuum limit descriptions using both a standard mean-field approximation and a more sophisticated moment dynamics approximation that accounts for the density of agents and density of pairs of agents in the stochastic model. Comparing the accuracy of the two continuum descriptions for a typical scratch assay geometry shows that the incorporation of agent growth in the system is associated with a decrease in accuracy of the standard mean-field description. In contrast, the moment dynamics description provides a more accurate prediction of the evolution of the scratch assay when the increase in size of individual agents is included in the model.

Computational Cellular Dynamics Based on the Chemical Master Equation: A Challenge for Understanding Complexity

PubMed Central

Liang, Jie; Qian, Hong

2010-01-01

Modern molecular biology has always been a great source of inspiration for computational science. Half a century ago, the challenge from understanding macromolecular dynamics has led the way for computations to be part of the tool set to study molecular biology. Twenty-five years ago, the demand from genome science has inspired an entire generation of computer scientists with an interest in discrete mathematics to join the field that is now called bioinformatics. In this paper, we shall lay out a new mathematical theory for dynamics of biochemical reaction systems in a small volume (i.e., mesoscopic) in terms of a stochastic, discrete-state continuous-time formulation, called the chemical master equation (CME). Similar to the wavefunction in quantum mechanics, the dynamically changing probability landscape associated with the state space provides a fundamental characterization of the biochemical reaction system. The stochastic trajectories of the dynamics are best known through the simulations using the Gillespie algorithm. In contrast to the Metropolis algorithm, this Monte Carlo sampling technique does not follow a process with detailed balance. We shall show several examples how CMEs are used to model cellular biochemical systems. We shall also illustrate the computational challenges involved: multiscale phenomena, the interplay between stochasticity and nonlinearity, and how macroscopic determinism arises from mesoscopic dynamics. We point out recent advances in computing solutions to the CME, including exact solution of the steady state landscape and stochastic differential equations that offer alternatives to the Gilespie algorithm. We argue that the CME is an ideal system from which one can learn to understand “complex behavior” and complexity theory, and from which important biological insight can be gained. PMID:24999297

Computational Cellular Dynamics Based on the Chemical Master Equation: A Challenge for Understanding Complexity.

PubMed

Liang, Jie; Qian, Hong

2010-01-01

Modern molecular biology has always been a great source of inspiration for computational science. Half a century ago, the challenge from understanding macromolecular dynamics has led the way for computations to be part of the tool set to study molecular biology. Twenty-five years ago, the demand from genome science has inspired an entire generation of computer scientists with an interest in discrete mathematics to join the field that is now called bioinformatics. In this paper, we shall lay out a new mathematical theory for dynamics of biochemical reaction systems in a small volume (i.e., mesoscopic) in terms of a stochastic, discrete-state continuous-time formulation, called the chemical master equation (CME). Similar to the wavefunction in quantum mechanics, the dynamically changing probability landscape associated with the state space provides a fundamental characterization of the biochemical reaction system. The stochastic trajectories of the dynamics are best known through the simulations using the Gillespie algorithm. In contrast to the Metropolis algorithm, this Monte Carlo sampling technique does not follow a process with detailed balance. We shall show several examples how CMEs are used to model cellular biochemical systems. We shall also illustrate the computational challenges involved: multiscale phenomena, the interplay between stochasticity and nonlinearity, and how macroscopic determinism arises from mesoscopic dynamics. We point out recent advances in computing solutions to the CME, including exact solution of the steady state landscape and stochastic differential equations that offer alternatives to the Gilespie algorithm. We argue that the CME is an ideal system from which one can learn to understand "complex behavior" and complexity theory, and from which important biological insight can be gained.

Stochastic genome-nuclear lamina interactions: modulating roles of Lamin A and BAF.

PubMed

Kind, Jop; van Steensel, Bas

2014-01-01

The nuclear lamina (NL) is thought to aid in the spatial organization of interphase chromosomes by providing an anchoring platform for hundreds of large genomic regions named lamina associated domains (LADs). Recently, a new live-cell imaging approach demonstrated directly that LAD-NL interactions are dynamic and in part stochastic. Here we discuss implications of these new findings and introduce Lamin A and BAF as potential modulators of stochastic LAD positioning.

On Nash Equilibria in Stochastic Games

DTIC Science & Technology

2003-10-01

Traditionally automata theory and veri cation has considered zero sum or strictly competitive versions of stochastic games . In these games there are two players...zero- sum discrete-time stochastic dynamic games . SIAM J. Control and Optimization, 19(5):617{634, 1981. 18. R.J. Lipton, E . Markakis, and A. Mehta...Playing large games using simple strate- gies. In EC 03: Electronic Commerce, pages 36{41. ACM Press, 2003. 19. A. Maitra and W. Sudderth. Finitely

Environmental fluctuations restrict eco-evolutionary dynamics in predator-prey system.

PubMed

Hiltunen, Teppo; Ayan, Gökçe B; Becks, Lutz

2015-06-07

Environmental fluctuations, species interactions and rapid evolution are all predicted to affect community structure and their temporal dynamics. Although the effects of the abiotic environment and prey evolution on ecological community dynamics have been studied separately, these factors can also have interactive effects. Here we used bacteria-ciliate microcosm experiments to test for eco-evolutionary dynamics in fluctuating environments. Specifically, we followed population dynamics and a prey defence trait over time when populations were exposed to regular changes of bottom-up or top-down stressors, or combinations of these. We found that the rate of evolution of a defence trait was significantly lower in fluctuating compared with stable environments, and that the defence trait evolved to lower levels when two environmental stressors changed recurrently. The latter suggests that top-down and bottom-up changes can have additive effects constraining evolutionary response within populations. The differences in evolutionary trajectories are explained by fluctuations in population sizes of the prey and the predator, which continuously alter the supply of mutations in the prey and strength of selection through predation. Thus, it may be necessary to adopt an eco-evolutionary perspective on studies concerning the evolution of traits mediating species interactions. © 2015 The Author(s) Published by the Royal Society. All rights reserved.

Natural Selection as Coarsening

NASA Astrophysics Data System (ADS)

Smerlak, Matteo

2017-11-01

Analogies between evolutionary dynamics and statistical mechanics, such as Fisher's second-law-like "fundamental theorem of natural selection" and Wright's "fitness landscapes", have had a deep and fruitful influence on the development of evolutionary theory. Here I discuss a new conceptual link between evolution and statistical physics. I argue that natural selection can be viewed as a coarsening phenomenon, similar to the growth of domain size in quenched magnets or to Ostwald ripening in alloys and emulsions. In particular, I show that the most remarkable features of coarsening—scaling and self-similarity—have strict equivalents in evolutionary dynamics. This analogy has three main virtues: it brings a set of well-developed mathematical tools to bear on evolutionary dynamics; it suggests new problems in theoretical evolution; and it provides coarsening physics with a new exactly soluble model.

Natural Selection as Coarsening

NASA Astrophysics Data System (ADS)

Smerlak, Matteo

2018-07-01

Analogies between evolutionary dynamics and statistical mechanics, such as Fisher's second-law-like "fundamental theorem of natural selection" and Wright's "fitness landscapes", have had a deep and fruitful influence on the development of evolutionary theory. Here I discuss a new conceptual link between evolution and statistical physics. I argue that natural selection can be viewed as a coarsening phenomenon, similar to the growth of domain size in quenched magnets or to Ostwald ripening in alloys and emulsions. In particular, I show that the most remarkable features of coarsening—scaling and self-similarity—have strict equivalents in evolutionary dynamics. This analogy has three main virtues: it brings a set of well-developed mathematical tools to bear on evolutionary dynamics; it suggests new problems in theoretical evolution; and it provides coarsening physics with a new exactly soluble model.

Inferring microbial interaction networks from metagenomic data using SgLV-EKF algorithm.

PubMed

Alshawaqfeh, Mustafa; Serpedin, Erchin; Younes, Ahmad Bani

2017-03-27

Inferring the microbial interaction networks (MINs) and modeling their dynamics are critical in understanding the mechanisms of the bacterial ecosystem and designing antibiotic and/or probiotic therapies. Recently, several approaches were proposed to infer MINs using the generalized Lotka-Volterra (gLV) model. Main drawbacks of these models include the fact that these models only consider the measurement noise without taking into consideration the uncertainties in the underlying dynamics. Furthermore, inferring the MIN is characterized by the limited number of observations and nonlinearity in the regulatory mechanisms. Therefore, novel estimation techniques are needed to address these challenges. This work proposes SgLV-EKF: a stochastic gLV model that adopts the extended Kalman filter (EKF) algorithm to model the MIN dynamics. In particular, SgLV-EKF employs a stochastic modeling of the MIN by adding a noise term to the dynamical model to compensate for modeling uncertainties. This stochastic modeling is more realistic than the conventional gLV model which assumes that the MIN dynamics are perfectly governed by the gLV equations. After specifying the stochastic model structure, we propose the EKF to estimate the MIN. SgLV-EKF was compared with two similarity-based algorithms, one algorithm from the integral-based family and two regression-based algorithms, in terms of the achieved performance on two synthetic data-sets and two real data-sets. The first data-set models the randomness in measurement data, whereas, the second data-set incorporates uncertainties in the underlying dynamics. The real data-sets are provided by a recent study pertaining to an antibiotic-mediated Clostridium difficile infection. The experimental results demonstrate that SgLV-EKF outperforms the alternative methods in terms of robustness to measurement noise, modeling errors, and tracking the dynamics of the MIN. Performance analysis demonstrates that the proposed SgLV-EKF algorithm represents a powerful and reliable tool to infer MINs and track their dynamics.

An Error-Entropy Minimization Algorithm for Tracking Control of Nonlinear Stochastic Systems with Non-Gaussian Variables

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liu, Yunlong; Wang, Aiping; Guo, Lei

This paper presents an error-entropy minimization tracking control algorithm for a class of dynamic stochastic system. The system is represented by a set of time-varying discrete nonlinear equations with non-Gaussian stochastic input, where the statistical properties of stochastic input are unknown. By using Parzen windowing with Gaussian kernel to estimate the probability densities of errors, recursive algorithms are then proposed to design the controller such that the tracking error can be minimized. The performance of the error-entropy minimization criterion is compared with the mean-square-error minimization in the simulation results.

Computational Investigation of Environment-Noise Interaction in Single-Cell Organisms: The Merit of Expression Stochasticity Depends on the Quality of Environmental Fluctuations.

PubMed

Lück, Anja; Klimmasch, Lukas; Großmann, Peter; Germerodt, Sebastian; Kaleta, Christoph

2018-01-10

Organisms need to adapt to changing environments and they do so by using a broad spectrum of strategies. These strategies include finding the right balance between expressing genes before or when they are needed, and adjusting the degree of noise inherent in gene expression. We investigated the interplay between different nutritional environments and the inhabiting organisms' metabolic and genetic adaptations by applying an evolutionary algorithm to an agent-based model of a concise bacterial metabolism. Our results show that constant environments and rapidly fluctuating environments produce similar adaptations in the organisms, making the predictability of the environment a major factor in determining optimal adaptation. We show that exploitation of expression noise occurs only in some types of fluctuating environment and is strongly dependent on the quality and availability of nutrients: stochasticity is generally detrimental in fluctuating environments and beneficial only at equal periods of nutrient availability and above a threshold environmental richness. Moreover, depending on the availability and nutritional value of nutrients, nutrient-dependent and stochastic expression are both strategies used to deal with environmental changes. Overall, we comprehensively characterize the interplay between the quality and periodicity of an environment and the resulting optimal deterministic and stochastic regulation strategies of nutrient-catabolizing pathways.

Stochastic tools hidden behind the empirical dielectric relaxation laws

NASA Astrophysics Data System (ADS)

Stanislavsky, Aleksander; Weron, Karina

2017-03-01

The paper is devoted to recent advances in stochastic modeling of anomalous kinetic processes observed in dielectric materials which are prominent examples of disordered (complex) systems. Theoretical studies of dynamical properties of ‘structures with variations’ (Goldenfield and Kadanoff 1999 Science 284 87-9) require application of such mathematical tools—by means of which their random nature can be analyzed and, independently of the details distinguishing various systems (dipolar materials, glasses, semiconductors, liquid crystals, polymers, etc), the empirical universal kinetic patterns can be derived. We begin with a brief survey of the historical background of the dielectric relaxation study. After a short outline of the theoretical ideas providing the random tools applicable to modeling of relaxation phenomena, we present probabilistic implications for the study of the relaxation-rate distribution models. In the framework of the probability distribution of relaxation rates we consider description of complex systems, in which relaxing entities form random clusters interacting with each other and single entities. Then we focus on stochastic mechanisms of the relaxation phenomenon. We discuss the diffusion approach and its usefulness for understanding of anomalous dynamics of relaxing systems. We also discuss extensions of the diffusive approach to systems under tempered random processes. Useful relationships among different stochastic approaches to the anomalous dynamics of complex systems allow us to get a fresh look at this subject. The paper closes with a final discussion on achievements of stochastic tools describing the anomalous time evolution of complex systems.

Identification of dynamic systems, theory and formulation

NASA Technical Reports Server (NTRS)

Maine, R. E.; Iliff, K. W.

1985-01-01

The problem of estimating parameters of dynamic systems is addressed in order to present the theoretical basis of system identification and parameter estimation in a manner that is complete and rigorous, yet understandable with minimal prerequisites. Maximum likelihood and related estimators are highlighted. The approach used requires familiarity with calculus, linear algebra, and probability, but does not require knowledge of stochastic processes or functional analysis. The treatment emphasizes unification of the various areas in estimation in dynamic systems is treated as a direct outgrowth of the static system theory. Topics covered include basic concepts and definitions; numerical optimization methods; probability; statistical estimators; estimation in static systems; stochastic processes; state estimation in dynamic systems; output error, filter error, and equation error methods of parameter estimation in dynamic systems, and the accuracy of the estimates.

Stochastic Simulation Using @ Risk for Dairy Business Investment Decisions

USDA-ARS?s Scientific Manuscript database

A dynamic, stochastic, mechanistic simulation model of a dairy business was developed to evaluate the cost and benefit streams coinciding with technology investments. The model was constructed to embody the biological and economical complexities of a dairy farm system within a partial budgeting fram...

Stochastic formation of magnetic vortex structures in asymmetric disks triggered by chaotic dynamics

DOE PAGES

Im, Mi-Young; Lee, Ki-Suk; Vogel, Andreas; ...

2014-12-17

The non-trivial spin configuration in a magnetic vortex is a prototype for fundamental studies of nanoscale spin behaviour with potential applications in magnetic information technologies. Arrays of magnetic vortices interfacing with perpendicular thin films have recently been proposed as enabler for skyrmionic structures at room temperature, which has opened exciting perspectives on practical applications of skyrmions. An important milestone for achieving not only such skyrmion materials but also general applications of magnetic vortices is a reliable control of vortex structures. However, controlling magnetic processes is hampered by stochastic behaviour, which is associated with thermal fluctuations in general. Here we showmore » that the dynamics in the initial stages of vortex formation on an ultrafast timescale plays a dominating role for the stochastic behaviour observed at steady state. Our results show that the intrinsic stochastic nature of vortex creation can be controlled by adjusting the interdisk distance in asymmetric disk arrays.« less

Exact solution for a non-Markovian dissipative quantum dynamics.

PubMed

Ferialdi, Luca; Bassi, Angelo

2012-04-27

We provide the exact analytic solution of the stochastic Schrödinger equation describing a harmonic oscillator interacting with a non-Markovian and dissipative environment. This result represents an arrival point in the study of non-Markovian dynamics via stochastic differential equations. It is also one of the few exactly solvable models for infinite-dimensional systems. We compute the Green's function; in the case of a free particle and with an exponentially correlated noise, we discuss the evolution of Gaussian wave functions.

Solution Methods for Stochastic Dynamic Linear Programs.

DTIC Science & Technology

1980-12-01

16, No. 11, pp. 652-675, July 1970. [28] Glassey, C.R., "Dynamic linear programs for production scheduling", OR 19, pp. 45-56. 1971 . 129 Glassey, C.R...Huang, C.C., I. Vertinsky, W.T. Ziemba, ’Sharp bounds on the value of perfect information", OR 25, pp. 128-139, 1977. [37 Kall , P., ’Computational... 1971 . [701 Ziemba, W.T., *Computational algorithms for convex stochastic programs with simple recourse", OR 8, pp. 414-431, 1970. 131 UNCLASSI FIED

Structured population dynamics: continuous size and discontinuous stage structures.

PubMed

Buffoni, Giuseppe; Pasquali, Sara

2007-04-01

A nonlinear stochastic model for the dynamics of a population with either a continuous size structure or a discontinuous stage structure is formulated in the Eulerian formalism. It takes into account dispersion effects due to stochastic variability of the development process of the individuals. The discrete equations of the numerical approximation are derived, and an analysis of the existence and stability of the equilibrium states is performed. An application to a copepod population is illustrated; numerical results of Eulerian and Lagrangian models are compared.

Method of sound synthesis

DOEpatents

Miner, Nadine E.; Caudell, Thomas P.

2004-06-08

A sound synthesis method for modeling and synthesizing dynamic, parameterized sounds. The sound synthesis method yields perceptually convincing sounds and provides flexibility through model parameterization. By manipulating model parameters, a variety of related, but perceptually different sounds can be generated. The result is subtle changes in sounds, in addition to synthesis of a variety of sounds, all from a small set of models. The sound models can change dynamically according to changes in the simulation environment. The method is applicable to both stochastic (impulse-based) and non-stochastic (pitched) sounds.

The impact of short term synaptic depression and stochastic vesicle dynamics on neuronal variability

PubMed Central

Reich, Steven

2014-01-01

Neuronal variability plays a central role in neural coding and impacts the dynamics of neuronal networks. Unreliability of synaptic transmission is a major source of neural variability: synaptic neurotransmitter vesicles are released probabilistically in response to presynaptic action potentials and are recovered stochastically in time. The dynamics of this process of vesicle release and recovery interacts with variability in the arrival times of presynaptic spikes to shape the variability of the postsynaptic response. We use continuous time Markov chain methods to analyze a model of short term synaptic depression with stochastic vesicle dynamics coupled with three different models of presynaptic spiking: one model in which the timing of presynaptic action potentials are modeled as a Poisson process, one in which action potentials occur more regularly than a Poisson process (sub-Poisson) and one in which action potentials occur more irregularly (super-Poisson). We use this analysis to investigate how variability in a presynaptic spike train is transformed by short term depression and stochastic vesicle dynamics to determine the variability of the postsynaptic response. We find that sub-Poisson presynaptic spiking increases the average rate at which vesicles are released, that the number of vesicles released over a time window is more variable for smaller time windows than larger time windows and that fast presynaptic spiking gives rise to Poisson-like variability of the postsynaptic response even when presynaptic spike times are non-Poisson. Our results complement and extend previously reported theoretical results and provide possible explanations for some trends observed in recorded data. PMID:23354693

Adiabatic reduction of a model of stochastic gene expression with jump Markov process.

PubMed

Yvinec, Romain; Zhuge, Changjing; Lei, Jinzhi; Mackey, Michael C

2014-04-01

This paper considers adiabatic reduction in a model of stochastic gene expression with bursting transcription considered as a jump Markov process. In this model, the process of gene expression with auto-regulation is described by fast/slow dynamics. The production of mRNA is assumed to follow a compound Poisson process occurring at a rate depending on protein levels (the phenomena called bursting in molecular biology) and the production of protein is a linear function of mRNA numbers. When the dynamics of mRNA is assumed to be a fast process (due to faster mRNA degradation than that of protein) we prove that, with appropriate scalings in the burst rate, jump size or translational rate, the bursting phenomena can be transmitted to the slow variable. We show that, depending on the scaling, the reduced equation is either a stochastic differential equation with a jump Poisson process or a deterministic ordinary differential equation. These results are significant because adiabatic reduction techniques seem to have not been rigorously justified for a stochastic differential system containing a jump Markov process. We expect that the results can be generalized to adiabatic methods in more general stochastic hybrid systems.

Discrete stochastic simulation methods for chemically reacting systems.

PubMed

Cao, Yang; Samuels, David C

2009-01-01

Discrete stochastic chemical kinetics describe the time evolution of a chemically reacting system by taking into account the fact that, in reality, chemical species are present with integer populations and exhibit some degree of randomness in their dynamical behavior. In recent years, with the development of new techniques to study biochemistry dynamics in a single cell, there are increasing studies using this approach to chemical kinetics in cellular systems, where the small copy number of some reactant species in the cell may lead to deviations from the predictions of the deterministic differential equations of classical chemical kinetics. This chapter reviews the fundamental theory related to stochastic chemical kinetics and several simulation methods based on that theory. We focus on nonstiff biochemical systems and the two most important discrete stochastic simulation methods: Gillespie's stochastic simulation algorithm (SSA) and the tau-leaping method. Different implementation strategies of these two methods are discussed. Then we recommend a relatively simple and efficient strategy that combines the strengths of the two methods: the hybrid SSA/tau-leaping method. The implementation details of the hybrid strategy are given here and a related software package is introduced. Finally, the hybrid method is applied to simple biochemical systems as a demonstration of its application.

OPEN PROBLEM: Orbits' statistics in chaotic dynamical systems

NASA Astrophysics Data System (ADS)

Arnold, V.

2008-07-01

This paper shows how the measurement of the stochasticity degree of a finite sequence of real numbers, published by Kolmogorov in Italian in a journal of insurances' statistics, can be usefully applied to measure the objective stochasticity degree of sequences, originating from dynamical systems theory and from number theory. Namely, whenever the value of Kolmogorov's stochasticity parameter of a given sequence of numbers is too small (or too big), one may conclude that the conjecture describing this sequence as a sample of independent values of a random variables is highly improbable. Kolmogorov used this strategy fighting (in a paper in 'Doklady', 1940) against Lysenko, who had tried to disprove the classical genetics' law of Mendel experimentally. Calculating his stochasticity parameter value for the numbers from Lysenko's experiment reports, Kolmogorov deduced, that, while these numbers were different from the exact fulfilment of Mendel's 3 : 1 law, any smaller deviation would be a manifestation of the report's number falsification. The calculation of the values of the stochasticity parameter would be useful for many other generators of pseudorandom numbers and for many other chaotically looking statistics, including even the prime numbers distribution (discussed in this paper as an example).

Universal fuzzy integral sliding-mode controllers for stochastic nonlinear systems.

PubMed

Gao, Qing; Liu, Lu; Feng, Gang; Wang, Yong

2014-12-01

In this paper, the universal integral sliding-mode controller problem for the general stochastic nonlinear systems modeled by Itô type stochastic differential equations is investigated. One of the main contributions is that a novel dynamic integral sliding mode control (DISMC) scheme is developed for stochastic nonlinear systems based on their stochastic T-S fuzzy approximation models. The key advantage of the proposed DISMC scheme is that two very restrictive assumptions in most existing ISMC approaches to stochastic fuzzy systems have been removed. Based on the stochastic Lyapunov theory, it is shown that the closed-loop control system trajectories are kept on the integral sliding surface almost surely since the initial time, and moreover, the stochastic stability of the sliding motion can be guaranteed in terms of linear matrix inequalities. Another main contribution is that the results of universal fuzzy integral sliding-mode controllers for two classes of stochastic nonlinear systems, along with constructive procedures to obtain the universal fuzzy integral sliding-mode controllers, are provided, respectively. Simulation results from an inverted pendulum example are presented to illustrate the advantages and effectiveness of the proposed approaches.

Breeding biology and the evolution of dynamic sexual dichromatism in frogs.

PubMed

Bell, R C; Webster, G N; Whiting, M J

2017-12-01

Dynamic sexual dichromatism is a temporary colour change between the sexes and has evolved independently in a wide range of anurans, many of which are explosive breeders wherein males physically compete for access to females. Behavioural studies in a few species indicate that dynamic dichromatism functions as a visual signal in large breeding aggregations; however, the prevalence of this trait and the social and environmental factors underlying its expression are poorly understood. We compiled a database of 178 anurans with dynamic dichromatism that include representatives from 15 families and subfamilies. Dynamic dichromatism is common in two of the three subfamilies of hylid treefrogs. Phylogenetic comparative analyses of 355 hylid species (of which 95 display dynamic dichromatism) reveal high transition rates between dynamic dichromatism, ontogenetic (permanent) dichromatism and monochromatism reflecting the high evolutionary lability of this trait. Correlated evolution in hylids between dynamic dichromatism and forming large breeding aggregations indicates that the evolution of large breeding aggregations precedes the evolution of dynamic dichromatism. Multivariate phylogenetic logistic regression recovers the interaction between biogeographic distribution and forming breeding aggregations as a significant predictor of dynamic dichromatism in hylids. Accounting for macroecological differences between temperate and tropical regions, such as seasonality and the availability of breeding sites, may improve our understanding of ecological contexts in which dynamic dichromatism is likely to arise in tropical lineages and why it is retained in some temperate species and lost in others. © 2017 European Society For Evolutionary Biology. Journal of Evolutionary Biology © 2017 European Society For Evolutionary Biology.

Bridging the physical scales in evolutionary biology: From protein sequence space to fitness of organisms and populations

PubMed Central

Bershtein, Shimon; Serohijos, Adrian W.R.; Shakhnovich, Eugene I.

2016-01-01

Bridging the gap between the molecular properties of proteins and organismal/population fitness is essential for understanding evolutionary processes. This task requires the integration of the several physical scales of biological organization, each defined by a distinct set of mechanisms and constraints, into a single unifying model. The molecular scale is dominated by the constraints imposed by the physico-chemical properties of proteins and their substrates, which give rise to trade-offs and epistatic (non-additive) effects of mutations. At the systems scale, biological networks modulate protein expression and can either buffer or enhance the fitness effects of mutations. The population scale is influenced by the mutational input, selection regimes, and stochastic changes affecting the size and structure of populations, which eventually determine the evolutionary fate of mutations. Here, we summarize the recent advances in theory, computer simulations, and experiments that advance our understanding of the links between various physical scales in biology. PMID:27810574

Bridging the physical scales in evolutionary biology: from protein sequence space to fitness of organisms and populations.

PubMed

Bershtein, Shimon; Serohijos, Adrian Wr; Shakhnovich, Eugene I

2017-02-01

Bridging the gap between the molecular properties of proteins and organismal/population fitness is essential for understanding evolutionary processes. This task requires the integration of the several physical scales of biological organization, each defined by a distinct set of mechanisms and constraints, into a single unifying model. The molecular scale is dominated by the constraints imposed by the physico-chemical properties of proteins and their substrates, which give rise to trade-offs and epistatic (non-additive) effects of mutations. At the systems scale, biological networks modulate protein expression and can either buffer or enhance the fitness effects of mutations. The population scale is influenced by the mutational input, selection regimes, and stochastic changes affecting the size and structure of populations, which eventually determine the evolutionary fate of mutations. Here, we summarize the recent advances in theory, computer simulations, and experiments that advance our understanding of the links between various physical scales in biology. Copyright © 2016 Elsevier Ltd. All rights reserved.

The nearly neutral and selection theories of molecular evolution under the fisher geometrical framework: substitution rate, population size, and complexity.

PubMed

Razeto-Barry, Pablo; Díaz, Javier; Vásquez, Rodrigo A

2012-06-01

The general theories of molecular evolution depend on relatively arbitrary assumptions about the relative distribution and rate of advantageous, deleterious, neutral, and nearly neutral mutations. The Fisher geometrical model (FGM) has been used to make distributions of mutations biologically interpretable. We explored an FGM-based molecular model to represent molecular evolutionary processes typically studied by nearly neutral and selection models, but in which distributions and relative rates of mutations with different selection coefficients are a consequence of biologically interpretable parameters, such as the average size of the phenotypic effect of mutations and the number of traits (complexity) of organisms. A variant of the FGM-based model that we called the static regime (SR) represents evolution as a nearly neutral process in which substitution rates are determined by a dynamic substitution process in which the population's phenotype remains around a suboptimum equilibrium fitness produced by a balance between slightly deleterious and slightly advantageous compensatory substitutions. As in previous nearly neutral models, the SR predicts a negative relationship between molecular evolutionary rate and population size; however, SR does not have the unrealistic properties of previous nearly neutral models such as the narrow window of selection strengths in which they work. In addition, the SR suggests that compensatory mutations cannot explain the high rate of fixations driven by positive selection currently found in DNA sequences, contrary to what has been previously suggested. We also developed a generalization of SR in which the optimum phenotype can change stochastically due to environmental or physiological shifts, which we called the variable regime (VR). VR models evolution as an interplay between adaptive processes and nearly neutral steady-state processes. When strong environmental fluctuations are incorporated, the process becomes a selection model in which evolutionary rate does not depend on population size, but is critically dependent on the complexity of organisms and mutation size. For SR as well as VR we found that key parameters of molecular evolution are linked by biological factors, and we showed that they cannot be fixed independently by arbitrary criteria, as has usually been assumed in previous molecular evolutionary models.

The Nearly Neutral and Selection Theories of Molecular Evolution Under the Fisher Geometrical Framework: Substitution Rate, Population Size, and Complexity

PubMed Central

Razeto-Barry, Pablo; Díaz, Javier; Vásquez, Rodrigo A.

2012-01-01

The general theories of molecular evolution depend on relatively arbitrary assumptions about the relative distribution and rate of advantageous, deleterious, neutral, and nearly neutral mutations. The Fisher geometrical model (FGM) has been used to make distributions of mutations biologically interpretable. We explored an FGM-based molecular model to represent molecular evolutionary processes typically studied by nearly neutral and selection models, but in which distributions and relative rates of mutations with different selection coefficients are a consequence of biologically interpretable parameters, such as the average size of the phenotypic effect of mutations and the number of traits (complexity) of organisms. A variant of the FGM-based model that we called the static regime (SR) represents evolution as a nearly neutral process in which substitution rates are determined by a dynamic substitution process in which the population’s phenotype remains around a suboptimum equilibrium fitness produced by a balance between slightly deleterious and slightly advantageous compensatory substitutions. As in previous nearly neutral models, the SR predicts a negative relationship between molecular evolutionary rate and population size; however, SR does not have the unrealistic properties of previous nearly neutral models such as the narrow window of selection strengths in which they work. In addition, the SR suggests that compensatory mutations cannot explain the high rate of fixations driven by positive selection currently found in DNA sequences, contrary to what has been previously suggested. We also developed a generalization of SR in which the optimum phenotype can change stochastically due to environmental or physiological shifts, which we called the variable regime (VR). VR models evolution as an interplay between adaptive processes and nearly neutral steady-state processes. When strong environmental fluctuations are incorporated, the process becomes a selection model in which evolutionary rate does not depend on population size, but is critically dependent on the complexity of organisms and mutation size. For SR as well as VR we found that key parameters of molecular evolution are linked by biological factors, and we showed that they cannot be fixed independently by arbitrary criteria, as has usually been assumed in previous molecular evolutionary models. PMID:22426879

A dynamical framework for integrated corridor management.

DOT National Transportation Integrated Search

2016-01-11

We develop analysis and control synthesis tools for dynamic traffic flow over networks. Our analysis : relies on exploiting monotonicity properties of the dynamics, and on adapting relevant tools from : stochastic queuing networks. We develop proport...

Basins of coexistence and extinction in spatially extended ecosystems of cyclically competing species.

PubMed

Ni, Xuan; Yang, Rui; Wang, Wen-Xu; Lai, Ying-Cheng; Grebogi, Celso

2010-12-01

Microscopic models based on evolutionary games on spatially extended scales have recently been developed to address the fundamental issue of species coexistence. In this pursuit almost all existing works focus on the relevant dynamical behaviors originated from a single but physically reasonable initial condition. To gain comprehensive and global insights into the dynamics of coexistence, here we explore the basins of coexistence and extinction and investigate how they evolve as a basic parameter of the system is varied. Our model is cyclic competitions among three species as described by the classical rock-paper-scissors game, and we consider both discrete lattice and continuous space, incorporating species mobility and intraspecific competitions. Our results reveal that, for all cases considered, a basin of coexistence always emerges and persists in a substantial part of the parameter space, indicating that coexistence is a robust phenomenon. Factors such as intraspecific competition can, in fact, promote coexistence by facilitating the emergence of the coexistence basin. In addition, we find that the extinction basins can exhibit quite complex structures in terms of the convergence time toward the final state for different initial conditions. We have also developed models based on partial differential equations, which yield basin structures that are in good agreement with those from microscopic stochastic simulations. To understand the origin and emergence of the observed complicated basin structures is challenging at the present due to the extremely high dimensional nature of the underlying dynamical system. © 2010 American Institute of Physics.

Inferring topologies via driving-based generalized synchronization of two-layer networks

NASA Astrophysics Data System (ADS)

Wang, Yingfei; Wu, Xiaoqun; Feng, Hui; Lu, Jun-an; Xu, Yuhua

2016-05-01

The interaction topology among the constituents of a complex network plays a crucial role in the network’s evolutionary mechanisms and functional behaviors. However, some network topologies are usually unknown or uncertain. Meanwhile, coupling delays are ubiquitous in various man-made and natural networks. Hence, it is necessary to gain knowledge of the whole or partial topology of a complex dynamical network by taking into consideration communication delay. In this paper, topology identification of complex dynamical networks is investigated via generalized synchronization of a two-layer network. Particularly, based on the LaSalle-type invariance principle of stochastic differential delay equations, an adaptive control technique is proposed by constructing an auxiliary layer and designing proper control input and updating laws so that the unknown topology can be recovered upon successful generalized synchronization. Numerical simulations are provided to illustrate the effectiveness of the proposed method. The technique provides a certain theoretical basis for topology inference of complex networks. In particular, when the considered network is composed of systems with high-dimension or complicated dynamics, a simpler response layer can be constructed, which is conducive to circuit design. Moreover, it is practical to take into consideration perturbations caused by control input. Finally, the method is applicable to infer topology of a subnetwork embedded within a complex system and locate hidden sources. We hope the results can provide basic insight into further research endeavors on understanding practical and economical topology inference of networks.

The evolutionary dynamics of canid and mongoose rabies virus in Southern Africa.

PubMed

Davis, P L; Rambaut, A; Bourhy, H; Holmes, E C

2007-01-01

Two variants of rabies virus (RABV) currently circulate in southern Africa: canid RABV, mainly associated with dogs, jackals, and bat-eared foxes, and mongoose RABV. To investigate the evolutionary dynamics of these variants, we performed coalescent-based analyses of the G-L inter-genic region, allowing for rate variation among viral lineages through the use of a relaxed molecular clock. This revealed that mongoose RABV is evolving more slowly than canid RABV, with mean evolutionary rates of 0.826 and 1.676 x 10(-3) nucleotide substitutions per site, per year, respectively. Additionally, mongoose RABV exhibits older genetic diversity than canid RABV, with common ancestors dating to 73 and 30 years, respectively, and while mongoose RABV has experienced exponential population growth over its evolutionary history in Africa, populations of canid RABV have maintained a constant size. Hence, despite circulating in the same geographic region, these two variants of RABV exhibit striking differences in evolutionary dynamics which are likely to reflect differences in their underlying ecology.