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Infinite-patch metapopulation models: branching, convergence and chaos Phil Pollett Department of Mathematics The University of Queensland http://www.maths.uq.edu.au/˜pkp AUSTRALIAN RESEARCH COUNCIL Centre of Excellence for Mathematics and Statistics of Complex Systems MASCOS MASCOS Annual Conference, October 2010 - Page 1

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  • Infinite-patch metapopulation models:branching, convergence and chaos

    Phil Pollett

    Department of MathematicsThe University of Queensland

    http://www.maths.uq.edu.au/˜pkp

    AUSTRALIAN RESEARCH COUNCILCentre of Excellence for Mathematicsand Statistics of Complex Systems

    MASCOS MASCOS Annual Conference, October 2010 - Page 1

  • Collaborator

    Fionnuala BuckleyMASCOS PhD ScholarUniversity of Queensland

    ∗Buckley, F.M. and Pollett, P.K. (2010) Limit theorems for discrete-timemetapopulation models. Probability Surveys 7, 53-83.

    MASCOS MASCOS Annual Conference, October 2010 - Page 2

  • Metapopulations

    MASCOS MASCOS Annual Conference, October 2010 - Page 3

  • Metapopulations

    Colonization

    MASCOS MASCOS Annual Conference, October 2010 - Page 4

  • Metapopulations

    MASCOS MASCOS Annual Conference, October 2010 - Page 5

  • Metapopulations

    Local Extinction

    MASCOS MASCOS Annual Conference, October 2010 - Page 6

  • Metapopulations

    MASCOS MASCOS Annual Conference, October 2010 - Page 7

  • Metapopulations

    MASCOS MASCOS Annual Conference, October 2010 - Page 8

  • Metapopulations

    MASCOS MASCOS Annual Conference, October 2010 - Page 9

  • Metapopulations

    MASCOS MASCOS Annual Conference, October 2010 - Page 10

  • Metapopulations

    Total Extinction

    MASCOS MASCOS Annual Conference, October 2010 - Page 11

  • Metapopulations

    MASCOS MASCOS Annual Conference, October 2010 - Page 12

  • SPOM

    A Stochastic Patch Occupancy Model (SPOM)

    MASCOS MASCOS Annual Conference, October 2010 - Page 13

  • SPOM

    A Stochastic Patch Occupancy Model (SPOM)

    Suppose that there are N patches.

    MASCOS MASCOS Annual Conference, October 2010 - Page 13

  • SPOM

    A Stochastic Patch Occupancy Model (SPOM)

    Suppose that there are N patches.

    Let nt ∈ {0, 1, . . . , N} be the number occupied at time t.

    MASCOS MASCOS Annual Conference, October 2010 - Page 13

  • SPOM

    A Stochastic Patch Occupancy Model (SPOM)

    Suppose that there are N patches.

    Let nt ∈ {0, 1, . . . , N} be the number occupied at time t.

    Assume (nt, t = 0, 1, . . . ) to be Markov chain.

    MASCOS MASCOS Annual Conference, October 2010 - Page 13

  • SPOM

    A Stochastic Patch Occupancy Model (SPOM)

    Suppose that there are N patches.

    Let nt ∈ {0, 1, . . . , N} be the number occupied at time t.

    Assume (nt, t = 0, 1, . . . ) to be Markov chain.

    Colonization and extinction happen in distinct,successive phases.

    MASCOS MASCOS Annual Conference, October 2010 - Page 13

  • SPOM - Phase structure

    Colonization and extinction happen in distinct,successive phases.

    t − 1 t t + 1 t + 2

    t − 1 t t + 1 t + 2

    MASCOS MASCOS Annual Conference, October 2010 - Page 14

  • SPOM - Phase structure

    Colonization and extinction happen in distinct,successive phases.

    t − 1 t t + 1 t + 2

    We will we assume that the population is observedafter successive extinction phases (CE Model).

    MASCOS MASCOS Annual Conference, October 2010 - Page 15

  • SPOM

    A Stochastic Patch Occupancy Model (SPOM)

    Suppose that there are N patches.

    Let nt ∈ {0, 1, . . . , N} be the number occupied at time t.

    Assume (nt, t = 0, 1, . . . ) to be Markov chain.

    Colonization and extinction happen in distinct,successive phases.

    We will assume that the population is observed aftersuccessive extinction phases (CE Model).

    MASCOS MASCOS Annual Conference, October 2010 - Page 16

  • SPOM

    Colonization and extinction happen in distinct,successive phases.

    Colonization: unoccupied patches become occupiedindependently with probability c(nt/N), wherec : [0, 1] → [0, 1] is continuous, increasing and concave,and c ′(0) > 0.

    MASCOS MASCOS Annual Conference, October 2010 - Page 17

  • SPOM

    Colonization and extinction happen in distinct,successive phases.

    Colonization: unoccupied patches become occupiedindependently with probability c(nt/N), wherec : [0, 1] → [0, 1] is continuous, increasing and concave,and c ′(0) > 0.

    Extinction: occupied patches remain occupiedindependently with probability s.

    MASCOS MASCOS Annual Conference, October 2010 - Page 17

  • N -patch SPOM

    We have the following Chain Binomial structure:

    nt+1D= Bin

    (

    nt + Bin(

    N − nt, c(nt/N))

    , s)

    MASCOS MASCOS Annual Conference, October 2010 - Page 18

  • N -patch SPOM

    We have the following Chain Binomial structure:

    nt+1D= Bin

    (

    nt + Bin(

    N − nt, c(nt/N))

    , s)

    Notation: Bin(m, p) is a binomial random variable withm trials and success probability p.

    MASCOS MASCOS Annual Conference, October 2010 - Page 19

  • N -patch SPOM

    We have the following Chain Binomial structure:

    nt+1D= Bin

    (

    nt + Bin(

    N − nt, c(nt/N))

    , s)

    MASCOS MASCOS Annual Conference, October 2010 - Page 20

  • N -patch SPOM

    We have the following Chain Binomial structure:

    nt+1D= Bin

    (

    nt + Bin(

    N−nt, c(nt/N))

    , s)

    MASCOS MASCOS Annual Conference, October 2010 - Page 21

  • N -patch SPOM

    We have the following Chain Binomial structure:

    nt+1D= Bin

    (

    nt + Bin(

    N − nt, c(nt/N))

    , s)

    MASCOS MASCOS Annual Conference, October 2010 - Page 22

  • N -patch SPOM

    We have the following Chain Binomial structure:

    nt+1D= Bin

    (

    nt + Bin(

    N − nt, c(nt/N))

    , s)

    MASCOS MASCOS Annual Conference, October 2010 - Page 23

  • N -patch SPOM

    We have the following Chain Binomial structure:

    nt+1D= Bin

    (

    nt + Bin(

    N − nt, c(nt/N))

    , s)

    MASCOS MASCOS Annual Conference, October 2010 - Page 24

  • N -patch SPOM

    We have the following Chain Binomial structure:

    nt+1D= Bin

    (

    nt + Bin(

    N − nt, c(nt/N))

    , s)

    MASCOS MASCOS Annual Conference, October 2010 - Page 25

  • N -patch SPOM

    We have the following Chain Binomial structure:

    nt+1D= Bin

    (

    nt + Bin(

    N − nt, c(nt/N))

    , s)

    MASCOS MASCOS Annual Conference, October 2010 - Page 26

  • CE Model

    0 5 10 15 20 25 30 35 40 45 500

    10

    20

    30

    40

    50

    60

    70

    80

    90

    100CE Model simulation (N =100, n0 =95, s =0.56, c(x) = cx with c =0.7)

    t

    nt

    MASCOS MASCOS Annual Conference, October 2010 - Page 27

  • CE Model

    0 10 20 30 40 50 60 70 80 90 1000

    10

    20

    30

    40

    50

    60

    70

    80

    90

    100CE Model simulation (N =100, n0 =5, s =0.8, c(x) = cx with c =0.7)

    t

    nt

    MASCOS MASCOS Annual Conference, October 2010 - Page 28

  • CE Model - Evanescence

    0 5 10 15 20 25 30 35 40 45 500

    10

    20

    30

    40

    50

    60

    70

    80

    90

    100CE Model simulation (N =100, n0 =95, s =0.56, c(x) = cx with c =0.7)

    t

    nt

    MASCOS MASCOS Annual Conference, October 2010 - Page 29

  • CE Model - Quasi stationarity

    0 10 20 30 40 50 60 70 80 90 1000

    10

    20

    30

    40

    50

    60

    70

    80

    90

    100CE Model simulation (N =100, n0 =5, s =0.8, c(x) = cx with c =0.7)

    t

    nt

    MASCOS MASCOS Annual Conference, October 2010 - Page 30

  • CE Model - Evanescence

    0 5 10 15 20 25 30 35 40 45 500

    10

    20

    30

    40

    50

    60

    70

    80

    90

    100CE Model simulation (N =100, n0 =95, s =0.56, c(x) = cx with c =0.7)

    t

    nt

    MASCOS MASCOS Annual Conference, October 2010 - Page 31

  • CE Model - Quasi stationarity

    0 10 20 30 40 50 60 70 80 90 1000

    10

    20

    30

    40

    50

    60

    70

    80

    90

    100CE Model simulation (N =100, n0 =5, s =0.8, c(x) = cx with c =0.7)

    t

    nt

    MASCOS MASCOS Annual Conference, October 2010 - Page 32

  • CE Model c ′(0) < (1 − s)/s

    0 5 10 15 20 25 30 35 40 45 500

    10

    20

    30

    40

    50

    60

    70

    80

    90

    100CE Model simulation (N =100, n0 =95, s =0.56, c(x) = cx with c =0.7)

    t

    nt

    MASCOS MASCOS Annual Conference, October 2010 - Page 33

  • CE Model c ′(0) > (1 − s)/s

    0 10 20 30 40 50 60 70 80 90 1000

    10

    20

    30

    40

    50

    60

    70

    80

    90

    100CE Model simulation (N =100, n0 =5, s =0.8, c(x) = cx with c =0.7)

    t

    nt

    MASCOS MASCOS Annual Conference, October 2010 - Page 34

  • Metapopulations

    MASCOS MASCOS Annual Conference, October 2010 - Page 35

  • Metapopulations

    MASCOS MASCOS Annual Conference, October 2010 - Page 36

  • Infinite-patch SPOM

    Prelude If c(0) = 0 and c has a continuous secondderivative near 0, then, for fixed n,

    Bin(N − n, c(n/N))D→ Poi(mn), as N → ∞,

    where m = c ′(0).

    MASCOS MASCOS Annual Conference, October 2010 - Page 37

  • Infinite-patch SPOM

    We have the following structure:

    nt+1D= Bin

    (

    nt + Poi(

    mnt)

    , s)

    MASCOS MASCOS Annual Conference, October 2010 - Page 38

  • N -patch SPOM

    We have the following structure:

    nt+1D= Bin

    (

    nt + Bin(

    N − nt, c(nt/N))

    , s)

    Bin(N − n, c(n/N))D→ Poi(mn) (as N → ∞)

    MASCOS MASCOS Annual Conference, October 2010 - Page 39

  • Infinite-patch SPOM

    We have the following structure:

    nt+1D= Bin

    (

    nt + Poi(

    mnt)

    , s)

    MASCOS MASCOS Annual Conference, October 2010 - Page 40

  • Infinite-patch SPOM

    We have the following structure:

    nt+1D= Bin

    (

    nt + Poi(

    mnt)

    , s)

    Claim The process (nt, t = 0, 1, . . . ) is a branchingprocess (Galton-Watson process) whose offspringdistribution has pgf G(z) = (1 − s + sz)e−ms(1−z).

    MASCOS MASCOS Annual Conference, October 2010 - Page 41

  • Infinite-patch SPOM

    We have the following structure:

    nt+1D= Bin

    (

    nt + Poi(

    mnt)

    , s)

    Claim The process (nt, t = 0, 1, . . . ) is a branchingprocess (Galton-Watson process) whose offspringdistribution has pgf G(z) = (1 − s + sz)e−ms(1−z).

    (We think of the census times as marking the‘generations’, the ‘particles’ being the occupiedpatches, and the ‘offspring’ being the occupiedpatches that they notionally replace in the succeedinggeneration.)

    MASCOS MASCOS Annual Conference, October 2010 - Page 42

  • Infinite-patch SPOM

    We have the following structure:

    nt+1D= Bin

    (

    nt + Poi(

    mnt)

    , s)

    Claim The process (nt, t = 0, 1, . . . ) is a branchingprocess (Galton-Watson process) whose offspringdistribution has pgf G(z) = (1 − s + sz)e−ms(1−z).

    MASCOS MASCOS Annual Conference, October 2010 - Page 43

  • Infinite-patch SPOM

    We have the following structure:

    nt+1D= Bin

    (

    nt + Poi(

    mnt)

    , s)

    Claim The process (nt, t = 0, 1, . . . ) is a branchingprocess (Galton-Watson process) whose offspringdistribution has pgf G(z) = (1 − s + sz)e−ms(1−z).

    The mean number of offspring is µ = (1 + m)s.

    MASCOS MASCOS Annual Conference, October 2010 - Page 44

  • Infinite-patch SPOM

    We have the following structure:

    nt+1D= Bin

    (

    nt + Poi(

    mnt)

    , s)

    Claim The process (nt, t = 0, 1, . . . ) is a branchingprocess (Galton-Watson process) whose offspringdistribution has pgf G(z) = (1 − s + sz)e−ms(1−z).

    The mean number of offspring is µ = (1 + m)s.

    So, for example, E(nt|n0) = n0µt (t ≥ 1).

    MASCOS MASCOS Annual Conference, October 2010 - Page 44

  • Infinite-patch SPOM

    We have the following structure:

    nt+1D= Bin

    (

    nt + Poi(

    mnt)

    , s)

    Claim The process (nt, t = 0, 1, . . . ) is a branchingprocess (Galton-Watson process) whose offspringdistribution has pgf G(z) = (1 − s + sz)e−ms(1−z).

    MASCOS MASCOS Annual Conference, October 2010 - Page 45

  • Infinite-patch SPOM

    We have the following structure:

    nt+1D= Bin

    (

    nt + Poi(

    mnt)

    , s)

    Claim The process (nt, t = 0, 1, . . . ) is a branchingprocess (Galton-Watson process) whose offspringdistribution has pgf G(z) = (1 − s + sz)e−ms(1−z).

    Theorem Extinction occurs with probability 1 if andonly if m ≤ (1 − s)/s; otherwise total extinction occurswith probability ηn0, where η is the unique fixed point ofG on the interval (0, 1).

    MASCOS MASCOS Annual Conference, October 2010 - Page 46

  • CE Model c ′(0) < (1 − s)/s (η = 1)

    0 5 10 15 20 25 30 35 40 45 500

    10

    20

    30

    40

    50

    60

    70

    80

    90

    100CE Model simulation (N =100, n0 =95, s =0.56, c(x) = cx with c =0.7)

    t

    nt

    MASCOS MASCOS Annual Conference, October 2010 - Page 47

  • CE Model c ′(0) > (1 − s)/s (ηn0 = 0.0020837)

    0 10 20 30 40 50 60 70 80 90 1000

    10

    20

    30

    40

    50

    60

    70

    80

    90

    100CE Model simulation (N =100, n0 =5, s =0.8, c(x) = cx with c =0.7)

    t

    nt

    MASCOS MASCOS Annual Conference, October 2010 - Page 48

  • Infinite-patch SPOM with regulation

    Assume the following structure:

    nt+1D= Bin

    (

    nt + Poi(

    m(nt))

    , s)

    where m(n) ≥ 0.

    MASCOS MASCOS Annual Conference, October 2010 - Page 49

  • Infinite-patch SPOM with regulation

    Assume the following structure:

    nt+1D= Bin

    (

    nt + Poi(

    m(nt))

    , s)

    where m(n) ≥ 0. A moment ago we had m(n) = mn.

    MASCOS MASCOS Annual Conference, October 2010 - Page 50

  • Infinite-patch SPOM with regulation

    Assume the following structure:

    nt+1D= Bin

    (

    nt + Poi(

    m(nt))

    , s)

    where m(n) ≥ 0.

    MASCOS MASCOS Annual Conference, October 2010 - Page 51

  • Infinite-patch SPOM with regulation

    nt+1D= Bin

    (

    nt + Poi(

    m(nt))

    , s)

    MASCOS MASCOS Annual Conference, October 2010 - Page 52

  • Infinite-patch SPOM with regulation

    nt+1D= Bin

    (

    nt + Poi(

    m(nt))

    , s)

    We will consider what happens when the initialnumber of occupied patches n0 becomes large.

    MASCOS MASCOS Annual Conference, October 2010 - Page 52

  • Infinite-patch SPOM with regulation

    nt+1D= Bin

    (

    nt + Poi(

    m(nt))

    , s)

    We will consider what happens when the initialnumber of occupied patches n0 becomes large.

    For some index N write m(n) = Nµ(n/N), and assumeµ is continuous with bounded first derivative.

    MASCOS MASCOS Annual Conference, October 2010 - Page 52

  • Infinite-patch SPOM with regulation

    nt+1D= Bin

    (

    nt + Poi(

    m(nt))

    , s)

    We will consider what happens when the initialnumber of occupied patches n0 becomes large.

    For some index N write m(n) = Nµ(n/N), and assumeµ is continuous with bounded first derivative.

    We may take N to be simply n0 or, more generally,following Klebaner∗, we may interpret N as being a‘threshold’ with the property that n0/N → x0 as N → ∞.

    ∗Klebaner (1993) Population-dependent branching processes with a threshold.Stochastic Process. Appl. 46, 115–127.

    MASCOS MASCOS Annual Conference, October 2010 - Page 52

  • Infinite-patch SPOM with regulation

    By choosing µ appropriately, we may allow for adegree of regulation in the colonisation process.

    MASCOS MASCOS Annual Conference, October 2010 - Page 53

  • Infinite-patch SPOM with regulation

    By choosing µ appropriately, we may allow for adegree of regulation in the colonisation process.

    For example, µ(x) might be of the form

    • µ(x) = rx(a − x) (0 ≤ x ≤ a) (logistic growth);

    • µ(x) = xer(1−x) (x ≥ 0) (Ricker dynamics);

    • µ(x) = λx/(1 + ax)b (x ≥ 0) (Hassell dynamics).

    MASCOS MASCOS Annual Conference, October 2010 - Page 54

  • Infinite-patch SPOM with regulation

    By choosing µ appropriately, we may allow for adegree of regulation in the colonisation process.

    For example, µ(x) might be of the form

    • µ(x) = rx(a − x) (0 ≤ x ≤ a) (logistic growth);

    • µ(x) = xer(1−x) (x ≥ 0) (Ricker dynamics);

    • µ(x) = λx/(1 + ax)b (x ≥ 0) (Hassell dynamics);

    • µ(x) = mx (x ≥ 0) (branching).

    MASCOS MASCOS Annual Conference, October 2010 - Page 55

  • Infinite-patch SPOM with regulation

    By choosing µ appropriately, we may allow for adegree of regulation in the colonisation process.

    For example, µ(x) might be of the form

    • µ(x) = rx(a − x) (0 ≤ x ≤ a) (logistic growth);

    • µ(x) = xer(1−x) (x ≥ 0) (Ricker dynamics);

    • µ(x) = λx/(1 + ax)b (x ≥ 0) (Hassell dynamics);

    • µ(x) = mx (x ≥ 0) (branching).

    We can establish a law of large numbers forX (N)

    t= nt/N , the number of occupied patches at

    census t measured relative to the threshold.

    MASCOS MASCOS Annual Conference, October 2010 - Page 56

  • Infinite-patch SPOM - Convergence

    Theorem For the infinite-patch CE model withparameters s and µ(x), let X (N)

    t= nt/N be the number

    of occupied patches at census t relative to thethreshold N .

    Suppose that µ is continuous with bounded firstderivative.

    If X (N)02→ x0 as N → ∞, then X (N)t

    2→ xt for all t ≥ 1,

    where (xt) is determined by xt+1 = f(xt) (t ≥ 0), wheref(x) = s(x + µ(x)).

    MASCOS MASCOS Annual Conference, October 2010 - Page 57

  • Infinite-patch SPOM - Ricker dynamics

    0 1 2 3 4 5 6 7 80

    1

    2

    3

    4

    5

    6

    7

    8

    r

    x

    Bifurcation diagram for the infinite-patch deterministic CE model with Rickergrowth dynamics: xn+1 = 0.3 xn(1 + er(1−xn)) (r ranges from 0 to 7.2).

    MASCOS MASCOS Annual Conference, October 2010 - Page 58

  • Infinite-patch SPOM - Ricker dynamics

    0 20 40 600

    0.2

    0.4

    0.6

    0.8

    1(a)

    t

    xt

    0 10 20 30 40 500

    0.2

    0.4

    0.6

    0.8

    1(b)

    t

    xt

    0 20 40 60 80 1000

    0.5

    1

    1.5

    2(c)

    t

    xt

    0 50 100 150 2000

    0.5

    1

    1.5

    2

    2.5

    3(d)

    t

    xt

    Simulation (open circles) of the infinite-patch CE model with Ricker growth dy-namics, together with the corresponding limiting deterministic trajectories (solidcircles). Here s = 0.3, N = 200 and (a) r = 0.84, (b) r = 1 (c) r = 4, (d) r = 5.

    MASCOS MASCOS Annual Conference, October 2010 - Page 59

    CollaboratorMetapopulationsMetapopulationsMetapopulationsMetapopulationsMetapopulationsMetapopulationsMetapopulationsMetapopulationsMetapopulationsMetapopulationsSPOMSPOMSPOMSPOMSPOM

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    $�oldsymbol {N}$-patch SPOM$�oldsymbol {N}$-patch SPOM$�oldsymbol {N}$-patch SPOM$�oldsymbol {N}$-patch SPOM$�oldsymbol {N}$-patch SPOM$�oldsymbol {N}$-patch SPOM$�oldsymbol {N}$-patch SPOM$�oldsymbol {N}$-patch SPOM$�oldsymbol {N}$-patch SPOMCE ModelCE ModelCE Model - EvanescenceCE Model - Quasi stationarityCE Model - EvanescenceCE Model - Quasi stationarityCE Model $c^{myprime }(0)(1-s)/s$MetapopulationsMetapopulationsInfinite-patch SPOMInfinite-patch SPOM$�oldsymbol {N}$-patch SPOMInfinite-patch SPOMInfinite-patch SPOMInfinite-patch SPOMInfinite-patch SPOMInfinite-patch SPOMInfinite-patch SPOM

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