Variation in Avian Predation Pressure as a Driver for the Diversification of Periodical Cicada Broods.

AbstractPeriodical cicadas live 13 or 17 years underground as nymphs, then emerge in synchrony as adults to reproduce. Developmentally synchronized populations called broods rarely coexist, with one dominant brood locally excluding those that emerge in off years. Twelve modern 17-year cicada broods are believed to have descended from only three ancestral broods following the last glaciation. The mechanisms by which these daughter broods overcame exclusion by the ancestral brood to synchronously emerge in a different year, however, are elusive. Here, we demonstrate that temporal variation in the population density of generalist predators can allow intermittent opportunities for new broods to invade, even though a single brood remains dominant most of the time. We show that this mechanism is consistent, in terms of the type and frequency of brood replacements, with the distribution of periodical cicada broods throughout North America today. Although we investigate one particularly charismatic case study, the mechanisms involved (competitive exclusion, Allee effects, trait variation, predation, and temporal variability) are ubiquitous and could contribute to patterns of species diversity in a range of systems.

Modeling and prediction of phase shifts in noisy two-cycle oscillations.

Understanding and predicting ecological dynamics in the presence of noise remains a substantial and important challenge. This is particularly true in light of the poor quality of much ecological data and the imprecision of many ecological models. As a first approach to this problem, we focus here on a simple system expressed as a discrete time model with 2-cycle behavior, reflecting alternating high and low population sizes. Such dynamics naturally arise in ecological systems with overcompensatory density dependence. We ask how the amount of detail included in the population estimates affects the ability to forecast the likelihood of changes in the phase of oscillation, meaning whether high populations occur in odd or in even years. We adjust the level of detail by converting continuous population levels to simple, coarse-grained descriptions using two-state and four-state models. We also consider a cubic noisy over-compensatory model with three parameters. The focus on phase changes is what distinguishes the question we are asking and the methods we use from more standard time series approaches. Obviously, adding observation states improves the ability to forecast phase shifts. In particular, the four-state model and cubic model outperform the two-state model because they include a transition state, through which the dynamics typically pass during a phase change. Nonetheless, at high noise levels the improvement in forecast skill is relatively modest. Additionally, the frequency of phase changes depends strongly on the noise level, and is much less affected by the parameter determining amplitude in the population model, so phase shift frequencies could possibly be used to infer noise levels.

Noise-induced versus intrinsic oscillation in ecological systems.

Studies of oscillatory populations have a long history in ecology. A first-principles understanding of these dynamics can provide insights into causes of population regulation and help with selecting detailed predictive models. A particularly difficult challenge is determining the relative role of deterministic versus stochastic forces in producing oscillations. We employ statistical physics concepts, including measures of spatial synchrony, that incorporate patterns at all scales and are novel to ecology, to show that spatial patterns can, under broad and well-defined circumstances, elucidate drivers of population dynamics. We find that when neighbours are coupled (e.g. by dispersal), noisy intrinsic oscillations become distinguishable from noise-induced oscillations at a transition point related to synchronisation that is distinct from the deterministic bifurcation point. We derive this transition point and show that it diverges from the deterministic bifurcation point as stochasticity increases. The concept of universality suggests that the results are robust and widely applicable.

Sharp boundary formation and invasion between spatially adjacent periodical cicada broods.

Periodical cicadas, Magicicada spp., are a useful model system for understanding the population processes that influence range boundaries. Unlike most insects, these species typically exist at very high densities (occasionally >1000/ m2) and have unusually long life-spans (13 or 17 years). They spend most of their lives underground feeding on plant roots. After the underground period, adults emerge from the ground to mate and oviposit over a period of just a few days. Collections of populations that are developmentally synchronized across large areas are known as "broods". There are usually sharp boundaries between spatially adjacent broods and regions of brood overlap are generally small. The exact mechanism behind this developmental synchronization and the sharp boundary between broods remain unknown: previous studies have focused on the impacts of predator-driven Allee-effects, competition among nymphs, and their impacts on the persistence of off-synchronized emergence events. Here, we present a nonlinear Leslie-type matrix model to additionally consider cicada movement between spatially separated broods, and examine its role in maintaining brood boundaries and within-brood developmental synchrony that is seen in nature. We successfully identify ranges of competition and dispersal that lead to stable coexistence of broods that differ between spatial patches.

Density dependent Resource Budget Model for alternate bearing.

Alternate bearing, seen in many types of plants, is the variable yield with a strongly biennial pattern. In this paper, we introduce a new model for alternate bearing behavior. Similar to the well-known Resource Budget Model, our model is based on the balance between photosynthesis or other limiting resource accumulation and reproduction processes. We consider two novel features with our model, 1) the existence of a finite capacity in the tree's resource reservoir and 2) the possibility of having low (but non-zero) yield when the tree's resource level is low. We achieve the former using a density dependent resource accumulation function, and the latter by removing the concept of the well-defined threshold used in the Resource Budget Model. At the level of an individual tree, our model has a stable two-cycle solution, which is suitable to model plants in which the alternate bearing behavior is pronounced. We incorporate environmental stochasticity by adding two uncorrelated noise terms to the parameters of the model associated with the nutrient accumulation and reproduction processes. Furthermore, we examine the model's behavior on a system of two coupled trees with direct coupling. Unlike the coupled Resource Budget Model, for which the only stable solution is the out-of-phase solution, our model with direct coupling has stable in-phase period-2 solutions. This suggests that our model might serve to explain spatial synchrony on a larger scale.

Dynamical Ising model of spatially coupled ecological oscillators.

Long-range synchrony from short-range interactions is a familiar pattern in biological and physical systems, many of which share a common set of 'universal' properties at the point of synchronization. Common biological systems of coupled oscillators have been shown to be members of the Ising universality class, meaning that the very simple Ising model replicates certain spatial statistics of these systems at stationarity. This observation is useful because it reveals which aspects of spatial pattern arise independently of the details governing local dynamics, resulting in both deeper understanding of and a simpler baseline model for biological synchrony. However, in many situations a system's dynamics are of greater interest than their static spatial properties. Here, we ask whether a dynamical Ising model can replicate universal and non-universal features of ecological systems, using noisy coupled metapopulation models with two-cycle dynamics as a case study. The standard Ising model makes unrealistic dynamical predictions, but the Ising model with memory corrects this by using an additional parameter to reflect the tendency for local dynamics to maintain their phase of oscillation. By fitting the two parameters of the Ising model with memory to simulated ecological dynamics, we assess the correspondence between the Ising and ecological models in several of their features (location of the critical boundary in parameter space between synchronous and asynchronous dynamics, probability of local phase changes and ability to predict future dynamics). We find that the Ising model with memory is reasonably good at representing these properties of ecological metapopulations. The correspondence between these models creates the potential for the simple and well-known Ising class of models to become a valuable tool for understanding complex biological systems.

Kinetic Ising models with self-interaction: Sequential and parallel updating.

Kinetic Ising models on the square lattice with both nearest-neighbor interactions and self-interaction are studied for the cases of random sequential updating and parallel updating. The equilibrium phase diagrams and critical dynamics are studied using Monte Carlo simulations and analytic approximations. The Hamiltonians appearing in the Gibbs distribution describing the equilibrium properties differ for sequential and parallel updating but in both cases feature multispin and non-nearest-neighbor couplings. For parallel updating the system is a probabilistic cellular automaton and the equilibrium distribution satisfies detailed balance with respect to the dynamics [E. N. M. Cirillo, P. Y. Louis, W. M. Ruszel and C. Spitoni, Chaos Solitons Fractals 64, 36 (2014)CSFOEH0960-077910.1016/j.chaos.2013.12.001]. In the limit of weak self-interaction for parallel dynamics, odd and even sublattices are nearly decoupled and checkerboard patterns are present in the critical and low temperature regimes, leading to singular behavior in the shape of the critical line. For sequential updating the equilibrium Gibbs distribution satisfies global balance but not detailed balance and the Hamiltonian is obtained perturbatively in the limit of weak nearest-neighbor dynamical interactions. In the limit of strong self-interaction the equilibrium properties for both parallel and sequential updating are described by a nearest-neighbor Hamiltonian with twice the interaction strength of the dynamical model.

Effects of setting temperatures in the parallel tempering Monte Carlo algorithm.

Parallel tempering Monte Carlo has proven to be an efficient method in optimization and sampling applications. Having an optimized temperature set enhances the efficiency of the algorithm through more-frequent replica visits to the temperature limits. The approaches for finding an optimal temperature set can be divided into two main categories. The methods of the first category distribute the replicas such that the swapping ratio between neighboring replicas is constant and independent of the temperature values. The second-category techniques including the feedback-optimized method, on the other hand, aim for a temperature distribution that has higher density at simulation bottlenecks, resulting in temperature-dependent replica-exchange probabilities. In this paper, we compare the performance of various temperature setting methods on both sparse and fully connected spin-glass problems as well as fully connected Wishart problems that have planted solutions. These include two classes of problems that have either continuous or discontinuous phase transitions in the order parameter. Our results demonstrate that there is no performance advantage for the methods that promote nonuniform swapping probabilities on spin-glass problems where the order parameter has a smooth transition between phases at the critical temperature. However, on Wishart problems that have a first-order phase transition at low temperatures, the feedback-optimized method exhibits a time-to-solution speedup of at least a factor of two over the other approaches.

A Hybrid Model for the Population Dynamics of Periodical Cicadas.

In addition to their unusually long life cycle, periodical cicadas, Magicicada spp., provide an exceptional example of spatially synchronized life stage phenology in nature. Within regions ("broods") spanning 50,000-500,000 km[Formula: see text], adults emerge synchronously every 13 or 17 years. While satiation of avian predators is believed to be a key component of the ability of these populations to reach high densities, it is not clear why populations at a single location remain entirely synchronized. We develop nonlinear Leslie matrix-type models of periodical cicadas that include predation-driven Allee effects and competition in addition to reproduction and survival. Using both analytical and numerical techniques, we demonstrate the observed presence of a single brood critically depends on the relationship between fecundity, competition and predation. We analyze the single-brood, two-brood and all-brood equilibria in the large life span limit using a tractable hybrid approximation to the Leslie matrix model with continuous time competition in between discrete reproduction events. Within the hybrid model, we prove that the single-brood equilibrium is the only stable equilibrium. This hybrid model allows us to quantitatively predict population sizes and the range of parameters for which the stable single-brood and unstable two-brood and all-brood equilibria exist. The hybrid model yields a good approximation to the numerical results for the Leslie matrix model for the biologically relevant case of a 17-year life span.

Equilibrium microcanonical annealing for first-order phase transitions.

A framework is presented for carrying out simulations of equilibrium systems in the microcanonical ensemble using annealing in an energy ceiling. The framework encompasses an equilibrium version of simulated annealing, population annealing, and hybrid algorithms that interpolate between these extremes. These equilibrium, microcanonical annealing algorithms are applied to the thermal first-order transition in the 20-state, two-dimensional Potts model. All of these algorithms are observed to perform well at the first-order transition though for the system sizes studied here, equilibrium simulated annealing is most efficient.

Competition and Stragglers as Mediators of Developmental Synchrony in Periodical Cicadas.

Periodical cicadas are enigmatic organisms: broods spanning large spatial ranges consist of developmentally synchronized populations of 3-4 sympatric species that emerge as adults every 13 or 17 years. Only one brood typically occupies any single location, with well-defined boundaries separating distinct broods. The cause of such synchronous development remains uncertain, but it is known that synchronous emergence of large numbers of adults in a single year satiates predators, allowing a substantial fraction of emerging adults to survive long enough to reproduce. Competition among nymphs feeding on tree roots almost certainly plays a role in limiting populations. However, due to the difficulty of working with such long-lived subterranean life stages, the mechanisms governing competition in periodical cicadas have not been identified. A second process that may affect synchrony among periodical cicadas is their ability to delay or accelerate their emergence as adults by 1 year and accelerate it by 4 years (stragglers). We develop a nonlinear Leslie matrix-type model that describes cicada dynamics accounting for predation, competition, and stragglers. Using numerical simulations, we identify conditions that generate dynamics in which a single brood occupies a given geographical location. Our results show that while stragglers have the potential for introducing multiple sympatric broods, the interaction of interbrood competition with predation-driven Allee effects creates a system resistant to such invasions, and populations maintain developmental synchrony.

Analysis and optimization of population annealing.

Population annealing is an easily parallelizable sequential Monte Carlo algorithm that is well suited for simulating the equilibrium properties of systems with rough free-energy landscapes. In this work we seek to understand and improve the performance of population annealing. We derive several useful relations between quantities that describe the performance of population annealing and use these relations to suggest methods to optimize the algorithm. These optimization methods were tested by performing large-scale simulations of the three-dimensional (3D) Edwards-Anderson (Ising) spin glass and measuring several observables. The optimization methods were found to substantially decrease the amount of computational work necessary as compared to previously used, unoptimized versions of population annealing. We also obtain more accurate values of several important observables for the 3D Edwards-Anderson model.

Spatial patterns of tree yield explained by endogenous forces through a correspondence between the Ising model and ecology.

Spatial patterning of periodic dynamics is a dramatic and ubiquitous ecological phenomenon arising in systems ranging from diseases to plants to mammals. The degree to which spatial correlations in cyclic dynamics are the result of endogenous factors related to local dynamics vs. exogenous forcing has been one of the central questions in ecology for nearly a century. With the goal of obtaining a robust explanation for correlations over space and time in dynamics that would apply to many systems, we base our analysis on the Ising model of statistical physics, which provides a fundamental mechanism of spatial patterning. We show, using 5 y of data on over 6,500 trees in a pistachio orchard, that annual nut production, in different years, exhibits both large-scale synchrony and self-similar, power-law decaying correlations consistent with the Ising model near criticality. Our approach demonstrates the possibility that short-range interactions can lead to long-range correlations over space and time of cyclic dynamics even in the presence of large environmental variability. We propose that root grafting could be the common mechanism leading to positive short-range interactions that explains the ubiquity of masting, correlated seed production over space through time, by trees.

Population annealing simulations of a binary hard-sphere mixture.

Population annealing is a sequential Monte Carlo scheme well suited to simulating equilibrium states of systems with rough free energy landscapes. Here we use population annealing to study a binary mixture of hard spheres. Population annealing is a parallel version of simulated annealing with an extra resampling step that ensures that a population of replicas of the system represents the equilibrium ensemble at every packing fraction in an annealing schedule. The algorithm and its equilibration properties are described, and results are presented for a glass-forming fluid composed of a 50/50 mixture of hard spheres with diameter ratio of 1.4:1. For this system, we obtain precise results for the equation of state in the glassy regime up to packing fractions φ≈0.60 and study deviations from the Boublik-Mansoori-Carnahan-Starling-Leland equation of state. For higher packing fractions, the algorithm falls out of equilibrium and a free volume fit predicts jamming at packing fraction φ≈0.667. We conclude that population annealing is an effective tool for studying equilibrium glassy fluids and the jamming transition.

Comparing Monte Carlo methods for finding ground states of Ising spin glasses: Population annealing, simulated annealing, and parallel tempering.

Population annealing is a Monte Carlo algorithm that marries features from simulated-annealing and parallel-tempering Monte Carlo. As such, it is ideal to overcome large energy barriers in the free-energy landscape while minimizing a Hamiltonian. Thus, population-annealing Monte Carlo can be used as a heuristic to solve combinatorial optimization problems. We illustrate the capabilities of population-annealing Monte Carlo by computing ground states of the three-dimensional Ising spin glass with Gaussian disorder, while comparing to simulated-annealing and parallel-tempering Monte Carlo. Our results suggest that population annealing Monte Carlo is significantly more efficient than simulated annealing but comparable to parallel-tempering Monte Carlo for finding spin-glass ground states.

Emergent long-range synchronization of oscillating ecological populations without external forcing described by Ising universality.

Understanding the synchronization of oscillations across space is fundamentally important to many scientific disciplines. In ecology, long-range synchronization of oscillations in spatial populations may elevate extinction risk and signal an impending catastrophe. The prevailing assumption is that synchronization on distances longer than the dispersal scale can only be due to environmental correlation (the Moran effect). In contrast, we show how long-range synchronization can emerge over distances much longer than the length scales of either dispersal or environmental correlation. In particular, we demonstrate that the transition from incoherence to long-range synchronization of two-cycle oscillations in noisy spatial population models is described by the Ising universality class of statistical physics. This result shows, in contrast to all previous work, how the Ising critical transition can emerge directly from the dynamics of ecological populations.

Population annealing: Theory and application in spin glasses.

Population annealing is an efficient sequential Monte Carlo algorithm for simulating equilibrium states of systems with rough free-energy landscapes. The theory of population annealing is presented, and systematic and statistical errors are discussed. The behavior of the algorithm is studied in the context of large-scale simulations of the three-dimensional Ising spin glass and the performance of the algorithm is compared to parallel tempering. It is found that the two algorithms are similar in efficiency though with different strengths and weaknesses.

Correlations between the dynamics of parallel tempering and the free-energy landscape in spin glasses.

We present the results of a large-scale numerical study of the equilibrium three-dimensional Edwards-Anderson Ising spin glass with Gaussian disorder. Using parallel tempering (replica exchange) Monte Carlo we measure various static, as well as dynamical quantities, such as the autocorrelation times and round-trip times for the parallel tempering Monte Carlo method. The correlation between static and dynamic observables for 5000 disorder realizations and up to 1000 spins down to temperatures at 20% of the critical temperature is examined. Our results show that autocorrelation times are directly correlated with the roughness of the free-energy landscape.

Computational study of a multistep height model.

An equilibrium random surface multistep height model proposed in [Abraham and Newman, EPL 86, 16002 (2009)] is studied using a variant of the worm algorithm. In one limit, the model reduces to the two-dimensional Ising model in the height representation. When the Ising model constraint of single height steps is relaxed, the critical temperature and critical exponents are continuously varying functions of the parameter controlling height steps larger than one. Numerical estimates of the critical exponents can be mapped via a single parameter, the Coulomb gas coupling, to the exponents of the O(n) loop model on the honeycomb lattice with n ≤ 1.

Critical behavior of the Chayes-Machta-Swendsen-Wang dynamics.

We study the dynamic critical behavior of the Chayes-Machta dynamics for the Fortuin-Kasteleyn random-cluster model, which generalizes the Swendsen-Wang dynamics for the q-state Potts model to noninteger q, in two and three spatial dimensions, by Monte Carlo simulation. We show that the Li-Sokal bound z >or= alpha/nu is close to but probably not sharp in d = 2 and is far from sharp in d = 3, for all q. The conjecture z >or= beta/nu is false (for some values of q) in both d = 2 and d = 3.