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A stochastic Model for the Size Spectrum in a Marine Ecosystem
1. The Stochastic Jump-Growth Model
Derivation of the Jump-Growth SDE
Solutions of the Deterministic Jump-Growth Equation
A stochastic Model for the Size Spectrum in a
Marine Ecosystem
Samik Datta, Gustav W. Delius, Richard Law
Department of Mathematics/Biology
University of York
Stochastics and Real World Models 2009
Samik Datta, Gustav W. Delius, Richard Law The Size of Fish
2. The Stochastic Jump-Growth Model
Derivation of the Jump-Growth SDE
Solutions of the Deterministic Jump-Growth Equation
Nature of this talk
The Good
A very simple stochastic model
Real-world application (Fish Abundances)
Analytic result (Power-law size spectrum)
The Bad
Completely non-rigorous (Challenge for the audience)
Hand-waving approximations to derive stochastic DE
Concentrating on the deterministic macroscopic equations
The Ugly
Travelling-wave solutions only found numerically
Samik Datta, Gustav W. Delius, Richard Law The Size of Fish
3. The Stochastic Jump-Growth Model
Derivation of the Jump-Growth SDE
Solutions of the Deterministic Jump-Growth Equation
Outline
1 The Stochastic Jump-Growth Model
2 Derivation of the Jump-Growth SDE
3 Solutions of the Deterministic Jump-Growth Equation
Samik Datta, Gustav W. Delius, Richard Law The Size of Fish
4. Observed Phenomenon: Size Spectrum
The Stochastic Jump-Growth Model
Approaches to Ecosystem Modelling
Derivation of the Jump-Growth SDE
Individual Based Model
Solutions of the Deterministic Jump-Growth Equation
Population level model
Observed phenomenon: Power law size spectrum
Let φ(w) be the abundance of marine organisms of weight w
w
so that w12 φ(w)dw is the number of organisms per unit volume
with weight between w1 and w2 .
Observed power law:
φ(w) ∝ w −γ
with γ ≈ 2.
Samik Datta, Gustav W. Delius, Richard Law The Size of Fish
5. Observed Phenomenon: Size Spectrum
The Stochastic Jump-Growth Model
Approaches to Ecosystem Modelling
Derivation of the Jump-Growth SDE
Individual Based Model
Solutions of the Deterministic Jump-Growth Equation
Population level model
Approaches to ecosystem modelling: food webs
Food Web
Traditionally, interactions
between species in an
ecosystem are described with a
food web, encoding who eats
who.
Samik Datta, Gustav W. Delius, Richard Law The Size of Fish
6. Observed Phenomenon: Size Spectrum
The Stochastic Jump-Growth Model
Approaches to Ecosystem Modelling
Derivation of the Jump-Growth SDE
Individual Based Model
Solutions of the Deterministic Jump-Growth Equation
Population level model
Size is more important than species
Fish grow over several orders of magnitude during their lifetime.
Example: an adult female cod of 10kg spawns 5
million eggs every year, each hatching to a larva
weighing around 0.5mg.”
All species are prey at some stage. Wrong picture:
Samik Datta, Gustav W. Delius, Richard Law The Size of Fish
7. Observed Phenomenon: Size Spectrum
The Stochastic Jump-Growth Model
Approaches to Ecosystem Modelling
Derivation of the Jump-Growth SDE
Individual Based Model
Solutions of the Deterministic Jump-Growth Equation
Population level model
Approaches to ecosystem modelling: size spectrum
Large fish eats small fish
Ignore species altogether and
use size as the sole indicator
for feeding preference.
Samik Datta, Gustav W. Delius, Richard Law The Size of Fish
8. Observed Phenomenon: Size Spectrum
The Stochastic Jump-Growth Model
Approaches to Ecosystem Modelling
Derivation of the Jump-Growth SDE
Individual Based Model
Solutions of the Deterministic Jump-Growth Equation
Population level model
Individual based model
We can model predation as a Markov process on configuration
space (Kondratiev). A configuration γ = {w1 , w2 , . . . } is the set
of the weights of all organisms in the system. The primary
stochastic event comprises a predator of weight wa consuming
a prey of weight wb and, as a result, increasing to become
weight wc = wa + Kwb (K < 1).
The Markov generator L is given heuristically as
(LF )(γ) = k (wa , wb ) (F (γ{wa , wb } ∪ wc ) − F (γ)) .
wa ,wb ∈γ
Samik Datta, Gustav W. Delius, Richard Law The Size of Fish
9. Observed Phenomenon: Size Spectrum
The Stochastic Jump-Growth Model
Approaches to Ecosystem Modelling
Derivation of the Jump-Growth SDE
Individual Based Model
Solutions of the Deterministic Jump-Growth Equation
Population level model
Population level model
We introduce weights wi with 0 = w0 < w1 < w2 < · · · and
weight brackets [wi , wi+1 ), i = 0, 1, . . . .
Let n = [n0 , n1 , n2 , . . . ], where ni is the number of organisms in
a large volume Ω with weights in [wi , wi+1 ].
Now the Markov generator is
(LF )(n) = k (wi , wj ) (ni + 1)(nj + 1)F (n − νij ) − ni nj F (n) ,
i,j
where n − ν ij = (n0 , n1 , . . . , nj + 1, . . . , ni + 1, . . . , nl − 1, . . . )
and l is such that wl ≤ wi + Kwj < wl+1 .
Samik Datta, Gustav W. Delius, Richard Law The Size of Fish
10. The Stochastic Jump-Growth Model Evolution Equation for Stochastic Process
Derivation of the Jump-Growth SDE Approximations
Solutions of the Deterministic Jump-Growth Equation The stochastic differential equation
Evolution Equation for Stochastic Process
The random proces n(t) describing the population numbers
satisfies
n(t + τ ) = n(t) + Rij (n(t), τ )νij ,
i,j
where the Rij (n(t), τ ) are random variables giving the number
of predation events taking place in the time interval [t, t + τ ] that
involve a predator from weight bracket i and a prey from weight
bracket j.
Samik Datta, Gustav W. Delius, Richard Law The Size of Fish
11. The Stochastic Jump-Growth Model Evolution Equation for Stochastic Process
Derivation of the Jump-Growth SDE Approximations
Solutions of the Deterministic Jump-Growth Equation The stochastic differential equation
Approximation 1: events approximately independent
The propensity of each individual predation event aij depends
on the numbers of individuals
aij (n) = k (wi , wj )ni nj .
This introduces a dependence between predation events. If we
choose τ small we can approximate
aij (n(t )) ≈ aij (n(t)) ∀t ∈ [t, t + τ ].
Then predation events are independent and Rij (n, τ ) is Poisson
distributed, Rij (n, τ ) ∼ Pois(τ aij (n)).
Samik Datta, Gustav W. Delius, Richard Law The Size of Fish
12. The Stochastic Jump-Growth Model Evolution Equation for Stochastic Process
Derivation of the Jump-Growth SDE Approximations
Solutions of the Deterministic Jump-Growth Equation The stochastic differential equation
Approximation 2: large number of events
Next we assume that τ aij (n(t)) is either zero or large enough
so that Pois(τ aij (n)) ≈ N(τ aij (n), τ aij (n)). Then
Rij (N(t), τ ) = aij (N(t))τ + aij (n(t))τ rij
where the rij are N(0, 1). This gives the approximate evolution
equation
n(t + τ ) − n(t) = aij (n(t))νij τ + aij (n(t))νij τ 1/2 rij .
ij ij
Samik Datta, Gustav W. Delius, Richard Law The Size of Fish
13. The Stochastic Jump-Growth Model Evolution Equation for Stochastic Process
Derivation of the Jump-Growth SDE Approximations
Solutions of the Deterministic Jump-Growth Equation The stochastic differential equation
Approximation 3: continuous time limit
We now approximate th equation
n(t + τ ) − n(t) = aij (n(t))νij τ + aij (n(t))νij τ 1/2 rij ,
ij ij
which is valid for small but finite τ , by the stochastic differential
equation obtained by taking the limit τ → 0,
dN(t) = aij (n(t))νij dt + aij (n(t))νij dWij (t),
ij ij
where Wij are independent Wiener processes.
Samik Datta, Gustav W. Delius, Richard Law The Size of Fish
14. The Stochastic Jump-Growth Model Evolution Equation for Stochastic Process
Derivation of the Jump-Growth SDE Approximations
Solutions of the Deterministic Jump-Growth Equation The stochastic differential equation
The Jump-Growth SDE
More explicitly
dNi (t) = −kij Ni (t)Nj (t) − kji Nj (t)Ni (t) + kmj Nm (t)Nj (t) dt
j
+ − kij Ni (t)Nj (t)dWij (t) − kji Nj (t)Ni (t)dWji
j
+ kmj Nm (t)Nj (t)dWmj ,
where m is such that wm ≤ wi − Kwj < wm+1 .
Samik Datta, Gustav W. Delius, Richard Law The Size of Fish
15. The Stochastic Jump-Growth Model Evolution Equation for Stochastic Process
Derivation of the Jump-Growth SDE Approximations
Solutions of the Deterministic Jump-Growth Equation The stochastic differential equation
Rescaling
When we write the equation in terms of the population densities
Φi = Ω−1 Ni we see that the fluctuation terms are supressed by
a factor of Ω−1/2 .
dΦi (t) = ˜ ˜ ˜
−kij Φi (t)Φj (t) − kji Φj (t)Φi (t) + kmj Φm (t)Φj (t) dt
j
+ Ω−1/2 ˜
− kij Φi (t)Φj (t)dWij − ˜
kji Φj (t)Φi (t)dWji
j
˜
+ kmj Φm (t)Φj (t)dWmj .
From now on we will drop the stochastic terms.
Samik Datta, Gustav W. Delius, Richard Law The Size of Fish
16. The Stochastic Jump-Growth Model
Steady State
Derivation of the Jump-Growth SDE
Travelling Waves
Solutions of the Deterministic Jump-Growth Equation
Continuum limit
When we take the limit of vanishing width of weight brackets the
deterministic equation becomes
∂φ(w)
= ( − k (w, w )φ(w)φ(w )
∂t
− k (w , w)φ(w )φ(w)
+ k (w − Kw , w )φ(w − Kw )φ(w ))dw . (1)
The function φ(w) describes the density per unit mass per unit
volume as a function of mass w at time t.
We will now assume that the feeding rate takes the form
k (w, w ) = Aw α s w/w . (2)
Samik Datta, Gustav W. Delius, Richard Law The Size of Fish
17. The Stochastic Jump-Growth Model
Steady State
Derivation of the Jump-Growth SDE
Travelling Waves
Solutions of the Deterministic Jump-Growth Equation
Power law solution
Substituting an Ansatz φ(w) = w −γ into the deterministic
jump-growth equation gives
0 = f (γ) = s(r ) −r γ−2 −r α−γ +r α−γ (r +K )−α+2γ−2 dr . (3)
If we assume that predators are bigger than their prey, then for
γ < 1 + α/2, f (γ) is less than zero. Also, f (γ) increases
monotonically for γ > 1 + α/2, and is positive for large positive
γ. Therefore there will always be one γ for which f (γ) is zero.
Samik Datta, Gustav W. Delius, Richard Law The Size of Fish
18. The Stochastic Jump-Growth Model
Steady State
Derivation of the Jump-Growth SDE
Travelling Waves
Solutions of the Deterministic Jump-Growth Equation
The size spectrum slope
When s(r ) = δ(r − B) we can find an approximate analytic
expression for γ
B
1 W K log B
γ≈ 2+α+ . (4)
2 log B
For reasonable values for the parameters this gives γ ≈ 2. For
example with K = 0.1, B = 100, α = 1 we get γ = 2.21.
Samik Datta, Gustav W. Delius, Richard Law The Size of Fish
19. The Stochastic Jump-Growth Model
Steady State
Derivation of the Jump-Growth SDE
Travelling Waves
Solutions of the Deterministic Jump-Growth Equation
Travelling waves
The power-law steady state becomes unstable for narrow
feeding preferences.
The new attractor is a travelling wave.
Samik Datta, Gustav W. Delius, Richard Law The Size of Fish
20. The Stochastic Jump-Growth Model
Steady State
Derivation of the Jump-Growth SDE
Travelling Waves
Solutions of the Deterministic Jump-Growth Equation
Comparison of stochastic and deterministic equations
Samik Datta, Gustav W. Delius, Richard Law The Size of Fish
21. The Stochastic Jump-Growth Model
Steady State
Derivation of the Jump-Growth SDE
Travelling Waves
Solutions of the Deterministic Jump-Growth Equation
Summary
Simple stochastic process of large fish eating small fish
can explain observed size spectrum.
arXiv:0812.4968
Samik Datta, Gustav W. Delius, Richard Law: A
jump-growth model for predator-prey dynamics: derivation
and application to marine ecosystems
Outlook
Treat configuration space model rigorously.
Understand travelling waves analytically.
Model coexistent species.
Samik Datta, Gustav W. Delius, Richard Law The Size of Fish