Coevolution of Patch Selection in Stochastic Environments.

AbstractSpecies interact in landscapes where environmental conditions vary in time and space. This variability impacts how species select habitat patches. Under equilibrium conditions, evolution of this patch selection can result in ideal free distributions where per capita growth rates are zero in occupied patches and negative in unoccupied patches. These ideal free distributions, however, do not explain why species occupy sink patches, why competitors have overlapping spatial ranges, or why predators avoid highly productive patches. To understand these patterns, we solve for coevolutionarily stable strategies (coESSs) of patch selection for multispecies stochastic Lotka-Volterra models accounting for spatial and temporal heterogeneity. In occupied patches at the coESS, we show that the differences between the local contributions to the mean and the variance of the long-term population growth rate are equalized. Applying this characterization to models of antagonistic interactions reveals that environmental stochasticity can partially exorcize the ghost of competition past, select for new forms of enemy-free and victimless space, and generate hydra effects over evolutionary timescales. Viewing our results through the economic lens of modern portfolio theory highlights why the coESS for patch selection is often a bet-hedging strategy coupling stochastic sink populations. Our results highlight how environmental stochasticity can reverse or amplify evolutionary outcomes as a result of species interactions or spatial heterogeneity.

The effects of random and seasonal environmental fluctuations on optimal harvesting and stocking.

We analyze the harvesting and stocking of a population that is affected by random and seasonal environmental fluctuations. The main novelty comes from having three layers of environmental fluctuations. The first layer is due to the environment switching at random times between different environmental states. This is similar to having sudden environmental changes or catastrophes. The second layer is due to seasonal variation, where there is a significant change in the dynamics between seasons. Finally, the third layer is due to the constant presence of environmental stochasticity-between the seasonal or random regime switches, the species is affected by fluctuations which can be modelled by white noise. This framework is more realistic because it can capture both significant random and deterministic environmental shifts as well as small and frequent fluctuations in abiotic factors. Our framework also allows for the price or cost of harvesting to change deterministically and stochastically, something that is more realistic from an economic point of view. The combined effects of seasonal and random fluctuations make it impossible to find the optimal harvesting-stocking strategy analytically. We get around this roadblock by developing rigorous numerical approximations and proving that they converge to the optimal harvesting-stocking strategy. We apply our methods to multiple population models and explore how prices, or costs, and environmental fluctuations influence the optimal harvesting-stocking strategy. We show that in many situations the optimal way of harvesting and stocking is not of threshold type.

A general theory of coexistence and extinction for stochastic ecological communities.

We analyze a general theory for coexistence and extinction of ecological communities that are influenced by stochastic temporal environmental fluctuations. The results apply to discrete time (stochastic difference equations), continuous time (stochastic differential equations), compact and non-compact state spaces and degenerate or non-degenerate noise. In addition, we can also include in the dynamics auxiliary variables that model environmental fluctuations, population structure, eco-environmental feedbacks or other internal or external factors. We are able to significantly generalize the recent discrete time results by Benaim and Schreiber (J Math Biol 79:393-431, 2019) to non-compact state spaces, and we provide stronger persistence and extinction results. The continuous time results by Hening and Nguyen (Ann Appl Probab 28(3):1893-1942, 2018a) are strengthened to include degenerate noise and auxiliary variables. Using the general theory, we work out several examples. In discrete time, we classify the dynamics when there are one or two species, and look at the Ricker model, Log-normally distributed offspring models, lottery models, discrete Lotka-Volterra models as well as models of perennial and annual organisms. For the continuous time setting we explore models with a resource variable, stochastic replicator models, and three dimensional Lotka-Volterra models.

Stationary distributions of persistent ecological systems.

We analyze ecological systems that are influenced by random environmental fluctuations. We first provide general conditions which ensure that the species coexist and the system converges to a unique invariant probability measure (stationary distribution). Since it is usually impossible to characterize this invariant probability measure analytically, we develop a powerful method for numerically approximating invariant probability measures. This allows us to shed light upon how the various parameters of the ecosystem impact the stationary distribution. We analyze different types of environmental fluctuations. At first we study ecosystems modeled by stochastic differential equations. In the second setting we look at piecewise deterministic Markov processes. These are processes where one follows a system of differential equations for a random time, after which the environmental state changes, and one follows a different set of differential equations-this procedure then gets repeated indefinitely. Finally, we look at stochastic differential equations with switching, which take into account both the white noise fluctuations and the random environmental switches. As applications of our theoretical and numerical analysis, we look at competitive Lotka-Volterra, Beddington-DeAngelis predator-prey, and rock-paper-scissors dynamics. We highlight new biological insights by analyzing the stationary distributions of the ecosystems and by seeing how various types of environmental fluctuations influence the long term fate of populations.

Harvesting and seeding of stochastic populations: analysis and numerical approximation.

We study an ecosystem of interacting species that are influenced by random environmental fluctuations. At any point in time, we can either harvest or seed (repopulate) species. Harvesting brings an economic gain while seeding incurs a cost. The problem is to find the optimal harvesting-seeding strategy that maximizes the expected total income from harvesting minus the cost one has to pay for the seeding of various species. In Hening et al. (J Math Biol 79(2):533-570, 2019b) we considered this problem when one has absolute control of the population (infinite harvesting and seeding rates are possible). In many cases, these approximations do not make biological sense and one must consider what happens when one, or both, of the seeding and harvesting rates are bounded. The focus of this paper is the analysis of these three novel settings: bounded seeding and infinite harvesting, bounded seeding and bounded harvesting, and infinite seeding and bounded harvesting. Even one dimensional harvesting problems can be hard to tackle. Once one looks at an ecosystem with more than one species analytical results usually become intractable. In order to gain information regarding the qualitative behavior of the system we develop rigorous numerical approximation methods. This is done by approximating the continuous time dynamics by Markov chains and then showing that the approximations converge to the correct optimal strategy as the mesh size goes to zero. By implementing these numerical approximations, we are able to gain qualitative information about how to best harvest and seed species in specific key examples. We are able to show through numerical experiments that in the single species setting the optimal seeding-harvesting strategy is always of threshold type. This means there are thresholds [Formula: see text] such that: (1) if the population size is 'low', so that it lies in [Formula: see text], there is seeding using the maximal seeding rate; (2) if the population size 'moderate', so that it lies in [Formula: see text], there is no harvesting or seeding; (3) if the population size is 'high', so that it lies in the interval [Formula: see text], there is harvesting using the maximal harvesting rate. Once we have a system with at least two species, numerical experiments show that constant threshold strategies are not optimal anymore. Suppose there are two competing species and we are only allowed to harvest or seed species 1. The optimal strategy of seeding and harvesting will involve lower and upper thresholds [Formula: see text] which depend on the density [Formula: see text] of species 2.

The competitive exclusion principle in stochastic environments.

In its simplest form, the competitive exclusion principle states that a number of species competing for a smaller number of resources cannot coexist. However, it has been observed empirically that in some settings it is possible to have coexistence. One example is Hutchinson's 'paradox of the plankton'. This is an instance where a large number of phytoplankton species coexist while competing for a very limited number of resources. Both experimental and theoretical studies have shown that temporal fluctuations of the environment can facilitate coexistence for competing species. Hutchinson conjectured that one can get coexistence because nonequilibrium conditions would make it possible for different species to be favored by the environment at different times. In this paper we show in various settings how a variable (stochastic) environment enables a set of competing species limited by a smaller number of resources or other density dependent factors to coexist. If the environmental fluctuations are modeled by white noise, and the per-capita growth rates of the competitors depend linearly on the resources, we prove that there is competitive exclusion. However, if either the dependence between the growth rates and the resources is not linear or the white noise term is nonlinear we show that coexistence on fewer resources than species is possible. Even more surprisingly, if the temporal environmental variation comes from switching the environment at random times between a finite number of possible states, it is possible for all species to coexist even if the growth rates depend linearly on the resources. We show in an example (a variant of which first appeared in Benaim and Lobry '16) that, contrary to Hutchinson's explanation, one can switch between two environments in which the same species is favored and still get coexistence.

MARKOV PROCESSES CONDITIONED ON THEIR LOCATION AT LARGE EXPONENTIAL TIMES.

Suppose that (Xt ) t ≥0 is a one-dimensional Brownian motion with negative drift -µ. It is possible to make sense of conditioning this process to be in the state 0 at an independent exponential random time and if we kill the conditioned process at the exponential time the resulting process is Markov. If we let the rate parameter of the random time go to 0, then the limit of the killed Markov process evolves like X conditioned to hit 0, after which time it behaves as X killed at the last time X visits 0. Equivalently, the limit process has the dynamics of the killed "bang-bang" Brownian motion that evolves like Brownian motion with positive drift +µ when it is negative, like Brownian motion with negative drift -µ when it is positive, and is killed according to the local time spent at 0. An extension of this result holds in great generality for a Borel right process conditioned to be in some state a at an exponential random time, at which time it is killed. Our proofs involve understanding the Campbell measures associated with local times, the use of excursion theory, and the development of a suitable analogue of the "bang-bang" construction for a general Markov process. As examples, we consider the special case when the transient Borel right process is a one-dimensional diffusion. Characterizing the limiting conditioned and killed process via its infinitesimal generator leads to an investigation of the h-transforms of transient one-dimensional diffusion processes that goes beyond what is known and is of independent interest.

Harvesting of interacting stochastic populations.

We analyze the optimal harvesting problem for an ecosystem of species that experience environmental stochasticity. Our work generalizes the current literature significantly by taking into account non-linear interactions between species, state-dependent prices, and species seeding. The key generalization is making it possible to not only harvest, but also 'seed' individuals into the ecosystem. This is motivated by how fisheries and certain endangered species are controlled. The harvesting problem becomes finding the optimal harvesting-seeding strategy that maximizes the expected total income from the harvest minus the lost income from the species seeding. Our analysis shows that new phenomena emerge due to the possibility of species seeding. It is well-known that multidimensional harvesting problems are very hard to tackle. We are able to make progress, by characterizing the value function as a viscosity solution of the associated Hamilton-Jacobi-Bellman equations. Moreover, we provide a verification theorem, which tells us that if a function has certain properties, then it will be the value function. This allows us to show heuristically, as was shown by Lungu and Øksendal (Bernoulli 7(3):527-539, 2001), that it is almost surely never optimal to harvest or seed from more than one population at a time. It is usually impossible to find closed-form solutions for the optimal harvesting-seeding strategy. In order to by-pass this obstacle we approximate the continuous-time systems by Markov chains. We show that the optimal harvesting-seeding strategies of the Markov chain approximations converge to the correct optimal harvesting strategy. This is used to provide numerical approximations to the optimal harvesting-seeding strategies and is a first step towards a full understanding of the intricacies of how one should harvest and seed interacting species. In particular, we look at three examples: one species modeled by a Verhulst-Pearl diffusion, two competing species and a two-species predator-prey system.

Asymptotic harvesting of populations in random environments.

We consider the harvesting of a population in a stochastic environment whose dynamics in the absence of harvesting is described by a one dimensional diffusion. Using ergodic optimal control, we find the optimal harvesting strategy which maximizes the asymptotic yield of harvested individuals. To our knowledge, ergodic optimal control has not been used before to study harvesting strategies. However, it is a natural framework because the optimal harvesting strategy will never be such that the population is harvested to extinction-instead the harvested population converges to a unique invariant probability measure. When the yield function is the identity, we show that the optimal strategy has a bang-bang property: there exists a threshold [Formula: see text] such that whenever the population is under the threshold the harvesting rate must be zero, whereas when the population is above the threshold the harvesting rate must be at the upper limit. We provide upper and lower bounds on the maximal asymptotic yield, and explore via numerical simulations how the harvesting threshold and the maximal asymptotic yield change with the growth rate, maximal harvesting rate, or the competition rate. We also show that, if the yield function is [Formula: see text] and strictly concave, then the optimal harvesting strategy is continuous, whereas when the yield function is convex the optimal strategy is of bang-bang type. This shows that one cannot always expect bang-bang type optimal controls.

Persistence in Stochastic Lotka-Volterra Food Chains with Intraspecific Competition.

This paper is devoted to the analysis of a simple Lotka-Volterra food chain evolving in a stochastic environment. It can be seen as the companion paper of Hening and Nguyen (J Math Biol 76:697-754, 2018b) where we have characterized the persistence and extinction of such a food chain under the assumption that there is no intraspecific competition among predators. In the current paper, we focus on the case when all the species experience intracompetition. The food chain we analyze consists of one prey and [Formula: see text] predators. The jth predator eats the [Formula: see text]st species and is eaten by the [Formula: see text]st predator; this way each species only interacts with at most two other species-the ones that are immediately above or below it in the trophic chain. We show that one can classify, based on the invasion rates of the predators (which we can determine from the interaction coefficients of the system via an algorithm), which species go extinct and which converge to their unique invariant probability measure. We obtain stronger results than in the case with no intraspecific competition because in this setting we can make use of the general results of Hening and Nguyen (Ann Appl Probab 28:1893-1942, 2018a). Unlike most of the results available in the literature, we provide an in-depth analysis for both non-degenerate and degenerate noise. We exhibit our general results by analyzing trophic cascades in a plant-herbivore-predator system and providing persistence/extinction criteria for food chains of length [Formula: see text].

Stochastic population growth in spatially heterogeneous environments: the density-dependent case.

This work is devoted to studying the dynamics of a structured population that is subject to the combined effects of environmental stochasticity, competition for resources, spatio-temporal heterogeneity and dispersal. The population is spread throughout n patches whose population abundances are modeled as the solutions of a system of nonlinear stochastic differential equations living on [Formula: see text]. We prove that r, the stochastic growth rate of the total population in the absence of competition, determines the long-term behaviour of the population. The parameter r can be expressed as the Lyapunov exponent of an associated linearized system of stochastic differential equations. Detailed analysis shows that if [Formula: see text], the population abundances converge polynomially fast to a unique invariant probability measure on [Formula: see text], while when [Formula: see text], the population abundances of the patches converge almost surely to 0 exponentially fast. This generalizes and extends the results of Evans et al. (J Math Biol 66(3):423-476, 2013) and proves one of their conjectures. Compared to recent developments, our model incorporates very general density-dependent growth rates and competition terms. Furthermore, we prove that persistence is robust to small, possibly density dependent, perturbations of the growth rates, dispersal matrix and covariance matrix of the environmental noise. We also show that the stochastic growth rate depends continuously on the coefficients. Our work allows the environmental noise driving our system to be degenerate. This is relevant from a biological point of view since, for example, the environments of the different patches can be perfectly correlated. We show how one can adapt the nondegenerate results to the degenerate setting. As an example we fully analyze the two-patch case, [Formula: see text], and show that the stochastic growth rate is a decreasing function of the dispersion rate. In particular, coupling two sink patches can never yield persistence, in contrast to the results from the non-degenerate setting treated by Evans et al. which show that sometimes coupling by dispersal can make the system persistent.

Stochastic Lotka-Volterra food chains.

We study the persistence and extinction of species in a simple food chain that is modelled by a Lotka-Volterra system with environmental stochasticity. There exist sharp results for deterministic Lotka-Volterra systems in the literature but few for their stochastic counterparts. The food chain we analyze consists of one prey and [Formula: see text] predators. The jth predator eats the [Formula: see text]th species and is eaten by the [Formula: see text]th predator; this way each species only interacts with at most two other species-the ones that are immediately above or below it in the trophic chain. We show that one can classify, based on an explicit quantity depending on the interaction coefficients of the system, which species go extinct and which converge to their unique invariant probability measure. Our work can be seen as a natural extension of the deterministic results of Gard and Hallam '79 to a stochastic setting. As one consequence we show that environmental stochasticity makes species more likely to go extinct. However, if the environmental fluctuations are small, persistence in the deterministic setting is preserved in the stochastic system. Our analysis also shows that the addition of a new apex predator makes, as expected, the different species more prone to extinction. Another novelty of our analysis is the fact that we can describe the behavior of the system when the noise is degenerate. This is relevant because of the possibility of strong correlations between the effects of the environment on the different species.

Protected polymorphisms and evolutionary stability of patch-selection strategies in stochastic environments.

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 (Am Nat 180:17-34, 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.