Models for Birth and Death Processes of Organisms

Ignatios Vakalis Department of Computer Science California Polytechnic and State University San Luis Obispo, CA 93406 (email: ivakalis@calpoly.edu) (Dated: Oct. 17, 2009)

Abstract
The module presents the development and solution methodology of deterministic and stochastic models for a cadre of scenarios pertaining to the birth and death processes of organism populations. The module starts with the construction of simple models for pure birth or pure death processes. Gradually it presents the process of developing and solving more complex scenarios leading to general coupled birth-death models (deterministic and stochastic) under various assumptions.

Keywords: deterministic model, stochastic model, probability generating functions, extinction, migration

Work supported by the National Science Foundation under CCLI DUE 061825

Module Overview:
The main focus of the module is on modeling the birth and death processes of organisms. The module consists of two major parts: i) simple; and ii) general birth/death processes, presenting the important role and interplay of deterministic and stochastic models. The first part begins with the development of deterministic and stochastic models for pure births and pure deaths situations, under the assumption that the probabilities (or reproduction rates) that species reproduce and die, remain constant and independent of the population size (or time). Students examine the analytic solutions for the respective type of models. The second part of the module presents a detailed development and solution methodology for the general birth-death processes using deterministic as well as stochastic models. Such models are further enhanced with the incorporation of migration factors. Furthermore, discussions pertaining to the limiting case of species extinction are also incorporated.

Math and Science Level:

The module is suitable for a variety of courses, such as: Mathematical Modeling, Intro to Mathematical Biology, Computational Modeling. The module should be presented to an audience of (at least) junior level at a science, computational science, or mathematics undergraduate curriculum.

Background the Prerequisites:

The minimal mathematical background consist of courses such as: Calculus II, Probability - (Calculus based). An elementary understanding of differential equations is highly desirable. A course in general biology will provide the necessary science background. The module requires familiarity with (and access to) a Computer Algebra System (Maple or Mathematica).

Models for Birth and Death Processes

The development of mathematical models for population species involves a large number of interrelated parameters and thus necessitates the use of very sophisticated mathematical techniques. This module presents a step- by-step approach in building and analyzing increasingly more complex mathematical models for the birth and death processes of species. The reader should not be too concerned with the highly restrictive assumptions necessary for the development of a simple mathematical model. As biological complexity increases, mathematical modeling becomes highly intricate, thus if we are to gain an understanding of population development it is necessary to make simplifying assumptions. Provided that the fundamental biology has been captured in a mathematical model then useful information and analysis should result.

Modeling Pure Birth Process

Deterministic Model(s) - Pure Births:
To ease the complexity of the mathematical models, a number of assumptions are necessary. Assume that a population of organisms develops in crowd-free conditions with unlimited food resources. In addition, assume that: i) species do not die; ii)species develop without interacting with each other; iii) the birth rate ( c ) is the same for each member of the species and invariant with respect to age and time. Please note that the last assumption is appropriate for single cell organisms that reproduce by dividing. Lets start with the development of a deterministic model for the pure birth process. Let N(t) denote the population at time t . In subsequent small time intervals of length h, the population size will increase by: c * h * N(t) Note: The increase in population size due to a single organism is given by the quantity: rate * time = c * h

Therefore,

N (t + h) = N (t ) + chN (t )

(1)

Diving by h and taking the limit as h approaches zero, we obtain: (remember Calc I):

N (t + h) N (t ) = cN (t ) lim h h 0
dN (t ) = cN (t ) dt

which implies:

(2)

Using a Computer Algebra System (i.e., Maple) we can easily obtain the solution as:
> >

>

N (t ) = N (0)e ct

(3)

where N(0) represents the initial population at time t =0. This value can also be denoted as n0 . Observe that if c >0 the population increases exponentially without any bounds. Lets do a plot:
> > >

> > > >

>

Is this model realistic? It has been observed when rabbits were first introduced to New Zeeland by colonials heir population growth adhered to an exponential growth model. (See conceptual question #3) An alternative expression of the above model is produced by taking the logarithms of both sides of Eq. (3), thus deriving the following linear equation (in terms of logarithms): (4) Such an expression is very useful in assessing whether or not a given data set exhibits an exponential growth. In the literature, the above equation (3) is referred as the Malthusian model and gives rise to an exponential growth. Malthus wrote in his Essay of Principles of Population (written in 1798), that in the absence of any constrains, human population will grow in a multiplicative manner and will eventually outstrip available food. In his scenario, this will cause famine and mass deaths unless natural disasters other than food shortages decimate the numbers. It must be noted that C. Darwin was inspired by the Malthusian concept of exponential growth. These calculations made it clear the inevitability of competition among individuals of the same spices for limited resources. Such competition is the keystone of Darwins theory of evolution through natural selection.

ln(N (t ) ) = ln( N (0) ) + ct

Variations of deterministic pure births models:

Sigmoidal Growth: We all agree that populations (of any species) do not grow without limit. So the question is: What limits such growth? The literature outlines two general theories as follows. One, classified as density independent, suggests that populations indeed follow the

exponential growth tough periodically random occurrences of catastrophic effects reduce the population to a great extent. These disasters (i.e., volcanic eruptions, massive floods) are quite unrelated to an unaffected by the population size. In contrast, the density dependent theory advocates that increase in population sooner or later causes depletion of resources needed to sustain the rate of increase. Lets examine how the simple model (i.e., exponential growth) given by Eq. (3) can be modified to account for density dependence. A general approach is to assume that the instantaneous rate of growth (c) is not constant, but rather depend on the population size. In that case, Eq. (3) can be written as: 1 dN (t ) = f ( N (t )) N (t ) dt (5)

where f(N(t)) represent some function of N(t). To dig deeper, lets assume the simpler form for f(N(t)) which will be a linear function. Keeping in mind that the growth rate has to decrease as population increases we can write: 1 dN (t ) = c rN (t ) N (t ) dt (6)

Note that as N (t ) 0 the growth rate is approximately constant and thus the behavior of above model closely mimics the behavior of the exponential growth model (Eq. 3). However, as N(t) increases, the growth rate falls and in fact reaches zero when c N (t ) = . Such constant is often called the carrying capacity of the environment r and could be denoted by K. Substituting back, we obtain:

1 dN (t ) K N (t ) = c N (t ) dt K
Solving for N(t), we can obtain: (Using Maple):
> > >

(7)

or equivalently, we can write:

N (t ) =

K K N (0) ct 1+ N ( 0) e

(8)

where N(0) is the population at time t=0. This value can also be denoted as n0 (See Problems #1, #2 for solving and analyzing the above model). Examining the above model, we observe that the growth rate is zero at N(t) =0 as well as at N(t) = K. Those points denote the equilibrium. Of these, N(t) =0 is an unstable equilibrium because once the population becomes (slightly) positive it never returns to zero. On the other hand, the value N(t) = K is called a stable equilibrium. In fact it is attained only in the limit as t , and thus it is also called an asymptotically stable equilibrium. Mathematically speaking the population reaches a plateau (carrying capacity) as t , but lets examine this phenomenon from a biological point of view. In other words, one needs to examine questions such as: i) what is the process by which the limiting resources affect the population?; ii) how do individuals divide the resources among themselves? Imagine a group of pigeons eating over some area. The only way to eat more is by eating faster. Also, the only way that other pigeons can eat is to move to a different part of the feeding ground. If we assume that the pigeons are identical in their rate of eating then we have what is called a scramble competition. A consequence of such competition is that where there is a shortage, everyone suffers equally. Therefore, as the population increases and thus the availability of food per individual declines, a drastic effect is seen beyond a threshold. In contrast to scramble populations exhibit a contest competition. In such scenario, the strong individuals get their fill first and the weak ones have to share what is left behind. This implies that beyond a threshold, the number reproduced (or surviving) is practically the same whatever the population size. This is exactly what we see in the logistic model. Thus, if the population is above the carrying capacity K it will always return to the value K. Therefore, the logistic model represents contest competition. To capture the scramble- and contest- type competition, [Hassel, et.al., 1976] have proposed competition models for mortality and survival.

Gompertz Model: In the previous model (Sigmoidal Growth), we have assumed that the growth rate declines linearly to zero as the population increases towards the carrying capacity K. In this model we assume the decline to be non-linear, in particular proportional to the logarithm of the fraction ( N(t) / K ) of the utilized carrying capacity. Thus:

 N (t ) 1 dN (t ) = c ln K N (t ) dt
Solving for N(t), we can obtain:
> > >

(9)

>

Thus, we can write:

K ct N (t ) = K exp ln e N ( 0 )

(10)

The plot of the solution is called the Gompertz curve and has a sigmoidal shape. (See Problem #3 for solving and analyzing the above model).

Stochastic Model Pure Births:

The previous sections outlined the development (and solution) process of deterministic models for the pure birth process of an organism. The deterministic models assume that each organism reproduces at a constant rate and at a very predictable manner. But, in reality however, population growth is random (i.e., stochastic). For example, given a population of cell organisms that expands through division (of cells), we cannot say that a particular cell will divide in a specific time, only that there is a probability of doing so. It is also important to note that observed population (i.e., experimental population data) can only have integer values but deterministic models depicted by Eqs. (3, 7, 8) give rise to all real values. The above issues could be overcome by developing stochastic type models of the pure birth process.

Lets assume that the chance that a given member of the population (organisms, species) producing a new member in time t is: t . Note that this assumption states that is a constant and independent of the size N of the population. (See project #1 for the development of the general birth model where depends on N) Thus, for the population to be of size N at time t + t either: i) it is of size N at time t and no births occur within the time interval (t , t + t ) ; or ii) it is of size N -1 and exactly one birth occurs within the interval (t , t + t ) . Clearly, we can choose t sufficiently small so that the probability of more than one birth occurring is negligible. Since the probability of N increasing to N + 1 within the time interval (t , t + t ) is: t N , we can conclude that the probability of no increase within the same interval will be: (1 t N ) . In a similar fashion we can deduce that the probability of N-1 to increase to N within the same time interval is: ( N 1)t p N (t ) = Prob(population is at size N at time t ). Then:

Lets denote:

p N (t + t ) = p N (t ) * Prob[no births in (t , t + t ) ] + p N 1 (t ) * Prob [ one birth in (t , t + t ) ] . In other words:

p N (t + t ) = p N (t ) (1 Nt ) + p N 1 (t ) (N 1)t
Moving p N (t ) to the left had side, dividing both sides by t , and taking the limit as t 0 , we obtain the following differential- difference equation:

dp N (t ) = ( N 1) p N 1 (t ) Np N (t ) dt

(11)

The solution of the above equation is rather complex (Hints are provided in Appendix I). Its final form can be written as a negative binomial distribution:

N 1 n0t p N (t ) = 1 e t e n 1 0

N n0

(12) and N (0) = n0

where:

N = n0 , n0 + 1, n0 + 2, KK

It should be observed that the quantities and t appear only as a product in Eq. (12). Thus, high birth rate acting over a short time will produce the same values for p N (t ) as a lower rate over a longer time interval. The stochastic mean and variance of the above distribution [negative binomial, see Problem # 4] are:

m(t ) = n0 e t

and

2 (t ) = n0 e t (e t 1) .

(12.5)

Note that the mean value is precisely equal to the value obtained for a deterministically growing population N(t). Of course such agreement is only valid under the assumption that individual members of the organism develop independently of each other. (See Problem #4 for derivation of the formulas for mean and variance) Furthermore, in assessing the applicability of the above stochastic model (Eq. 12), it should be stated that the pure birth assumption is rather unrealistic in ecological applications, BUT the model has the advantage of being the simplest stochastic process which describes population growth for species reproduced by splitting. It is natural to ponder whether of not the stochastic model (Eq. 12) is equivalent to the deterministic model (Eq. 3). You must do problem #5 and appreciate the power of concepts from Calc. II and well as the convenience of a Computer Algebra System (Have fun!!!). Indeed the models are mathematically equivalent! Lets now examine some interesting special cases and develop additional computational models as variants of (Eq. 12). In particular, when n0 = 1 , the expression in Eq. 12 reduces to:

PN (t ) = e t 1 e t

N 1

(13)

which is an expression is of geometric form. Note that as 1 e t takes values between 0 and 1 and so the above distribution is always J-shaped. Indeed for sufficiently small values of t the distribution of Eq. 13 is J-shaped, otherwise it achieves a maximum value (See Problem #6 to find the maximum value).

Modeling Pure Death Process

In the following couple of sections we will consider the opposite to the birth process, namely the pure death process and examine how the chance of death relates to the length of time an organism has been alive. Such process is very applicable to ecological studies. For example, if the environment of an isolated population is polluted to such degree that no new births are feasible, and if the death rate of individual members is independent of their age, then the pure death model will apply. The initial development of models (deterministic or stochastic) for the pure death process is based on the following fundamental assumptions: i) organisms do not give birth; ii) organisms develop independent of each other; iii) the death rate is constant over time and is the same for each member of the species. This last assumption is equivalent to saying that members of a species do not age. Is this at all realistic? [For further investigation, see conceptual question #3] More generalized models will be developed in subsequent sections of the module, lifting some of the restrictive assumptions, but resulting in much more complex mathematical expressions (i.e., the tradeoffs of the modeling process).

Deterministic Model(s) - Pure deaths:

Lets start with the development of a deterministic model for pure death process. Let N(t) denote the population at time t . In subsequent small time intervals of length h the population size will decrease by: * h * N(t) Note: The increase in population size due to a single organism is given by the quantity: rate * time = * h Therefore,

N (t + h) = N (t ) hN (t )

(14)

Diving by h and taking the limit as h approaches zero, we obtain: (remember Calc I):

lim
h 0

N (t + h) N (t ) = N (t ) which implies: h

dN (t ) = N (t ) dt

(15)

Using a Computer Algebra System (i.e., Maple) we can easily obtain the solution as:

N (t ) = N (0)e t
where N(0) represents the initial population at time t =0. This value can also be denoted as n0 (Observe the resemblance to Eq. 3, Pure birth process)

(16)

An alternative expression of the above model is produced by taking the logarithms of both sides of Eq. (16) thus deriving the following linear equation (in terms of logarithms): (17) Such an expression is very useful in assessing whether or not a given data set exhibits a exponential decay.

ln(N (t ) ) = ln( N (0) ) t

Stochastic Model Pure Deaths:

The previous section outlined the development (and solution) process of deterministic model for the pure death process of an organism. The deterministic model assumes that each organism dies at a constant rate and at a very predictable manner. But, in reality however, population depletion (due to death) is random (i.e., stochastic). It is also important to note that observed population (i.e., experimental population data) can only have integer values but a deterministic model depicted by Eq. (16) give rise to all real values. The above issues could be overcome by developing stochastic type models for the pure death process. Lets assume that the chance that a given member of the population (organisms, species) dies within time t is t . Note that this assumption restates that is a constant and independent of the size N of the population. The process of developing the stochastic model for the pure death process follows closely the methodology used for the respective stochastic model for pure births. For the population to be of size N at time t + t either: i) it is of size N at time t and no deaths occur within the time interval (t , t + t ) ; or ii) it is of size N +1 and exactly one death occurs within the interval (t , t + t ) . Clearly, we can choose t sufficiently small so that the probability of more than one death occurring is negligible. Following similar steps as those in the pure birth process, we can derive the following stochastic model (differential difference equation):

dp N (t ) = ( N + 1) p N +1 (t ) Np N (t ) dt
See Problem #7 for the complete derivation of the above model.

(18)

The solution of the above equation is rather complex (Hints provided in Appendix II). Its final form can be written as a negative binomial distribution:

n0 Nt pN (t ) = e 1 e t N

n0 N

(19)

where: N = n0 , n0 1, n0 2,KK and N (0) = n0 Recall that the population is decreasing due to the pure death process. Observe the similarities of Eq. (19) with the expression given by Eq. (12) in the stochastic model for pure birth process. It should be noted that the quantities and t appear only as a product in Eq. (19). Thus, high death rate acting over a short time will produce the same values for p N (t ) as a lower rate over a longer time interval. The stochastic mean and variance of the above distribution [ binomial, see Problem # 8] are:

m(t ) = n0 e t

and

2 (t ) = n0 e t (1 e t )

(19.5)

Note that the mean value is precisely equal to the value obtained from the deterministic model for pure death process. It is natural to ponder whether of not the stochastic model (Eq. 19) is equivalent to the deterministic model (Eq. 16). You must do Problem #9 and appreciate the power of concepts from Calc. II and well as the convenience of a Computer Algebra System (Have fun!!!). Indeed the models are mathematically equivalent!

Modeling the Combined pure Birth - Death Process

The previous sections of the module have presented information on developing models separately for the birth ad death process respectively. In the next two sections we will examine the amalgamation of these processes in an attempt to develop deterministic and stochastic models for a combined birth-death process.

Deterministic Model: Combined pure Birth Death process

The assumption that individual birth and death rates are constant and independent of population size will still remain for the development of models for the combined birth death processes. Mimicking the process described in the pure-birth (or pure death) case, we can obtain the following deterministic model (ordinary differential eq.) for the combined birth-death process: dN (t ) = N (t ) N (t ) dt (20)

Using a Computer Algebra System (i.e., Maple) we can easily obtain the solution as:

N (t ) = N (0)e ( )t

(21)

where N(0) represents the initial population at time t =0. This value can also be denoted as n0 Clearly, if > the population will exhibit a true exponential growth. In contrast if < the population will die out.

Stochastic Model: Combined pure Birth Death process

The previous section outlined the development (and solution) process of deterministic models for the combined birth-death process of an organism. The deterministic model assume that each organism reproduces (or dies) at a constant rate and at a very predictable manner. But, in reality however, population growth is random (i.e., stochastic). For example, given a population of cell organisms that expands

through division (of cells), we cannot say that a particular cell will divide in a specific time, only that there is a probability of doing so. It is also important to note that observed population (i.e., experimental population data) can only have integer values but deterministic model depicted by Eq. (21) give rise to all real values. The above issues could be overcome by developing stochastic type models of the combined birth-death process. Lets assume that the chance that a given member of the population (organisms, species) producing a new member in time t is t . Note that this assumption states that is a constant and independent of the size N of the population. Furthermore, lets assume that the chance that a given member of the population dies within time t is t , where is a constant and independent of the size N of the population. We choose t sufficiently small so that the probability of more than one event (birth / death) occurring within t is negligible. Thus, for the population to be of size N at time t + t one of the three events must take place: 1. it is of size (N -1) and exactly one birth occurs within the interval (t , t + t ) . This event has probability: ( N 1) t p N 1 (t ) 2. it is of size (N +1) and exactly one death occurs within the interval (t , t + t ) .

This event has probability: ( N + 1) t p N +1 (t ) 3. it is of size N at time t and neither birth or death occur within the time interval (t , t + t ) . This event has probability: 1 N t N t p N (t )

So we can write (omitting the multiplication sign *):

p N (t + t ) = (N 1)tp N 1 (t ) + (N + 1)tp N +1 (t ) + [1 Nt Nt ] p N (t )

Moving p N (t ) to the left had side, dividing both sides by t , and taking the limit as t 0 , we obtain the following differential- difference equation:

dp N (t ) = N ( + ) p N (t ) + ( N 1) p N 1 (t ) + ( N + 1) p N +1 (t ) dt

(22)

The solution of the above equation is rather complex. (Hints of the overall solution methodology are provided in Appendix III). Its final form can be written as:
min( n0 , N )

p N (t ) =

j =0

n0 n0 + N j 1 n0 j N j (1 a ) j a j n0 1

(23)

p 0 (t ) = a
where:

n0

(e ( )t 1) a= e ( ) t

and

(e ( )t 1) = ( )t e

The stochastic mean and variance of the above distribution can be obtained by a technique described in most probability/statistics textbooks. Thus, using Eq. (h) described in Appendix III, we calculate the cumulant generating function:

( 1) 2 K = log M = n0 log . Selecting the coefficients for and we have: ( ) 1

Mean: Variance:

m (t ) = n 0 e ( ) t
2 (t ) =
n0 ( + ) ( ) t ( ) t e e 1 ( )

(24)

(25)

Note that the value of the mean is precisely equal to the value obtained for the deterministic model Eq. (21) describing the combined pure birth-death process. Of course such agreement is only valid under the assumption that individual members of the organism develop/grow and die independently of each other. Lets examine the values of the mean and variance in the special case where = . By Problem #10, we can obtain the following values: Mean:

m (t ) = n0
2

(26)

(t ) = 2n0 t (27) Variance: It follows from the above equations, that in the case where the birth- and death-rates are exactly equal, the stochastic mean remains constant and equal to the initial population size, while the variance increases linearly with time.
A very important observation: The solution of the stochastic model described in Eq. (23) appears a bit messy. Throughout our discussions, we assumed that organisms develop/die independently of each other. Thus we can consider the development of a population N(t) from an initial population N (0) = n0 as being equivalent to the development of n0 separate populations each of initial size 1. In other words, to get a

better inside to the nature of the solution of the stochastic model, it is sufficient to just consider the case n0 =1. Lets examine the form of such solution. From the analysis presented in Appendix III, we have that: The probability generating function is:

w( x, t ) 1 P ( x, t ) = w( x, t ) 1

n0

where

( x 1)e ( )t w( x, t ) =
x

Thus, for the special case n0 =1 we can expand the above probability generating function in powers of x n . The required coefficients of x n , that is p N (t ) , can be found (after some algebraic journey) as:

p N (t ) = (1 a )(1 ) N 1 ,
where:

N>1

(28)

(e ( )t 1) a= e ( ) t

and

(e ( )t 1) = ( )t e

The above is a geometric distribution (much simpler solution than Eq. 23)

Population Extinction
From the above presentation, it is evident that three models of behavior are possible depending on the relative sizes of and . For example, if < , then it is reasonable to conclude that since deaths predominate, the population will eventually die out since arrivals from outside the system (i.e., immigration process) do not occur. So the population will drive itself to extinction. On the other hand, if > then either the population grows indefinitely or an initial downward surge causes the population to be come extinct. Is that possible? How? Lets dig deeper to understand the reasons!!!! First lets examine the limiting cases for the mean value of the population. Using Eqs. (24, 26) we can easily conclude:

lim m(t ) = 0 ,
t

when

<

lim m(t ) = n0 , when = t

lim m(t ) = ,
t

when

>

Lets dig a bit deeper and substitute x = 0 to the probability generating function (Eq. (i)) in Appendix III. [Recall that Appendix III presents the case where ] . This produces the simplified form:

e t ( ) 1 p 0 (t ) = t ( ) e

n0

when

(29)

To find the algebraic expression of the above form for the case when = , we can take the limit as and use L-Hospitals rule (or Maple). Certainly we cannot substitute = .
> > >

Thus the limit produces the following equation:

t p0 (t ) = t + 1

n0

when

(30)

Now lets take the limit t in Eqs. (29, 30) in order to examine the situation in the limiting cases. We obtain:

lim p0 (t ) = 1 ,
t

when
n0

and

lim p0 (t ) = t

when >

Fundamental Observations: Extinction of the population is certain, unless the birth rate exceeds the death

rate. Note that in the latter case the chance of extinction is:

n0

If the rates are equal, (i.e., = ) we have derived that: lim p0 (t ) = 1 , thus
t

ultimate (i.e., as t ) extinction will be certain. Therefore, although the expected (mean) size m(t) of the population remains fixed at value n0 , stochastic fluctuations around the value n0 will inevitably lead to extinction if one allows a sufficiently long period of time to elapse. [Please note that such result emphasizes the fallacy of attaching too much importance to the stochastic mean values, even when these are exactly equal to the corresponding deterministic values].

Migration of species:
In many biological populations some form of migration is essential part of the life cycle. This segment of the module introduces this phenomenon into the birth-death process that we just examined above. We will assume that immigration occurs as a random process and that it follows a Poisson distribution. Thus, lets consider the combined birth-death process (as defined in the previous sections) and add a random accession of immigrants with immigration rate Therefore the population can increase due to births and due to immigration. Using as a base Eq. (d) in Appendix III, can write the following partial differential equation for the moment generating function:

M M M + + e 1 = e 1 , t

with boundary condition: which can be written as:

M ( ,0) = e n0

M M = e 1 + e 1 + e 1 M t

[(

) (

)]

(31)

The solution methodology of Eq. (31) mimics the process described in Appendix III, and thus will be omitted [For fun you can generate all steps of the solution]:

 ( ) / { e t ( ) 1 e t ( ) e }n0 M ( , t ) = { e t ( ) e t ( ) 1 e }n0 + /

) (

) (

(32)

To gain some insight to the above equation, lets examine a simple but interesting case: Initial population is zero: The population starts off from zero, but of course is raised to positive size in the first instance of immigration. Observe that the population does not become extinct if all members should die, since it is restarted by the introduction of new individuals from the outside. Substituting n0 = 0 and e = x in Eq. (32) we can obtain the following probability generating function:

P ( x, t ) = e t ( )

e t ( ) 1 1 t ( ) e

) x

(33)

The population has a negative binomial distribution. We can obtain the mean as:

m(t ) =

(e

t ( )

Using a Computer Algebra System (i.e., Maple), we can calculate the following growth rates and limits as t :

m(t ) ~

e t ( ) ,

when > when = when <

m(t ) = t
m(t ) ~

The sub-case where < is of interest and we will examine it a bit further. Note that as t the exponential term in Eq. (33) tends to zero. Thus, from (33) we deduce:

x P ( x, ) =

(34)

This implies that we have a stable distribution, but the value of the value of the exponent depend on the intensity of the migration (i.e., immigration rate ). We can also examine the process involving only death and immigration by taking the limit as 0 in the above equation. Using a Computer Algebra System, we can obtain (Hint: You may need to use a Taylors expansion and then take limits. Have fun!)
> > >

Thus,

lim P( x, ) = e
0

( x 1)

(35)

which represents and Poissons distribution with parameter

. In such scenario,

biologists consider the immigration from the surrounding environment as a random Poisson process.

Modeling the Combined general Birth - Death Process

(Dependence on population size and/or time)
The models presented in the previous sections (i.e., pure birth, pure death, combined pure birth-death processes) were developed under the (main) assumption that the probabilities (or rates) that an organism will reproduce and/or die remain constant and independent of: i) population size; and ii) time. Thus, we have used simple constants for those parameters.

Obviously, this can only be true if there is no interference amongst individual members of a species. However, in a realistic and thus restrictive environment, the growth of any population must be limited by a shortage of resources and birth/death rates depend on population size and time. In the remaining sections, we present two variations of models each lifting one of the major assumptions. In the first set of models we examine the dependence of birth/death rates on population size, while in the second (a stochastic model), the dependence on time. The complexity of the mathematical models is increasing as the birth/death rates are not constants, but rather are expressed as functions of population size or time.

Deterministic Model: Combined Birth Death process (size dependence)

Lets start with the development of a deterministic model for combined birth-death process. Let N(t) denote the population at time t . Let B(N) denote the birth rate (note that the rate is not a constant but a function of the population size N) and let D(N) denote the death rate. Following the thought process outlined in the development of deterministic models for pure birth and/or death processes, we can easily derive that in subsequent small time intervals of length h the population size change is given by:

N (t + h) = N (t ) + [B ( N ) D ( N )]h

(36)

Diving by h and taking the limit as h approaches zero, we obtain: (remember Calc I):

lim
h 0

N (t + h) N (t ) = [B ( N ) D ( N )] which implies: h
(37)

dN (t ) = B( N ) D( N ) dt

The development of a closed form by integration of Eq. (37) depends on the explicit form of B(N) and D(N) as functions of N. [Note: One can always use numerical integration techniques to solve the differential Eq. 37, regardless of the expression of the right hand side]. The literature presents a plethora of functions for B(N) and D(N) (See Problem #11). For illustrative purposes, we consider the following dependences:

B ( N ) = N

and

D( N ) = N ( N 1)

(38)

The expression for D(N) is also referred as a severe density-dependent death rate (Cleary we could have chosen an alternative form, for example: D( N ) = N ) Substituting in Eq. (37) yields:

dN (t ) = N [ ( N 1)] dt

(39)

Using a Computer Algebra System (i.e., Maple) or your Calculus skills (Hint: Do a partial fraction decomposition] we can obtain the following solution:
> > >

>

The above can be re-written in the following form:

( + )n0 e t ( + ) N (t ) = ( + n0 ) + n0 e t ( + )
where n0 is the initial population at time t=0.

(40)

Stochastic Model: Combined Birth Death process (size dependence)

The previous section outlined the development (and solution) process of deterministic models for the combined birth-death process of an organism. The deterministic model assume that each organism reproduces (or dies) at a constant rate and at a very predictable manner. But, in reality however, population growth is random (i.e., stochastic). For example, given a population of cell organisms that expands through division (of cells), we cannot say that a particular cell will divide in a specific time, only that there is a probability of doing so. It is also important to note that observed population (i.e., experimental population data) can only have integer values but deterministic model depicted by Eq. (40) give rise to all real values. The above issues could be overcome by developing stochastic type models of the combined birth-death process. See Project #4 for the development of the respective stochastic model.

Stochastic Model: Combined Birth Death process (time dependence)

In this section, we develop a stochastic model where the probabilities (birth, death) are dependent on the time variable that is expressed as: (t ) and (t ) respectively. Such model is often referred to as a non-homogeneous model for the combined birth-death process. We could of course consider building models separately for the birth process and death processes, but as you will see the more general/combined model turns out to be manageable. Thus, using the process for the combined model of the pure birth/death processes (see Appendix III, Eq. (d)) we can write the following equation which represents the probability generating function:

P P = (x 1)[ (t ) (t )] t x

(41)

Note that we substituted: e = x . We also assume the initial condition: P ( x,0) = x

n0

In Appendix IV, we outline the series of steps for obtaining the following solution to the stochastic model with time dependence. The final form can be written as:
min( n0 , N )

p N (t ) =

j =0

n0 n0 + N j 1 n0 j N j (1 a ) j a j n0 1
(42)

p 0 (t ) = a
where:

n0

a = 1
t

e p (t )

1 , + A(t )

e (t ) = 1 (t ) e + A(t )

with:

A(t ) = ( )e ( ) d
0

and

(t ) = [ ( ) ( )]d
0

It must be noted that for the case of the homogenous model (no time dependence, i.e., (t ) = = const. and (t ) = = const. ), the above set of Eqs. (42) are reduced to the form given by Eq. (23). [It will be worthwhile to indeed verify and use a computer Algebra system to quickly evaluate the integrals in the above equation]. As a last part of our investigation, we can examine the necessary and sufficient conditions for extinction of species under this model. Have fun with Problem #12.

Conceptual Questions:
1) List and explain the necessary assumptions for the development of the deterministic pure-births and pure-deaths models. 2) List and explain the necessary assumptions for the development of the deterministic pure-births and pure-deaths models. 3) Discuss the applicability of Eq. (3) as a model of population growth. Do literature investigation to determine examples of population growth that adhere to this model. Are there time limitations to exponential population growth? 4) Discuss the pros (and cons) in using Eq. (3) .vs. Eq. (4) in assessing whether or not a given set of population exhibits exponential growth. 5) Discuss the pros and cons of the stochastic model (Eq. 12) vs the deterministic model (Eq. 3) for the simple birth process. 6) Examine and discuss the third assumption of the model for the pure death process Consult the reference [ Deevey, 1947] 7) State all assumptions necessary for the development of the stochastic model for the combined pure birth-death process. 8) What are the necessary and sufficient conditions for extinction of a species? Discuss your assumptions

Problems:
1) Exploration of the Sigmoidal Growth model: a) Use a Computer Algebra System to solve and plot the solution of model depicted in Eq. (7) b) Calculate the limit of N(t) as limit as t c) Also, solve the differential equation (Eq. (7)) by hand (Hint: Sperate variables, use partial fraction decomposition) 2) For the Sigmoidal Growth (also known as logistical growth) prove: dN (t ) a) If N(t) < K then is positive and increasing initially. It reaches a dt maximum at N(t) = K / 2 b) If N(t) < K then c) Show that dN (t ) is negative and that N(t) is decreasing to K. dt

dN (t ) is symmetric around the point K / 2. dt

3) Exploration of the Gompertz curve model: a) Use a Computer Algebra System to solve and plot the solution of model depicted in Eq. (9) b) Calculate the limit of N(t) as limit as t c) Also, solve the differential equation (Eq. (9)) by hand (Hint: Separate variables) 4) Derive the formulas (Eq. 12.5) for the mean and variance.

5) Prove that the deterministic model (Eq. 3) and the stochastic model (Eq. 12) are equivalent.

6) Find the maximum value of the geometric form given by Eq. 13. Thus, derive an expression for Nmax where N(t) is given by :

PN (t ) = e t 1 e t

N 1

7) Precisely state all steps for the development of the stochastic model for pure deaths depicted in Eq. (18). Clearly state all assumptions.

8) Derive the formulas (Eq. 19.5) for the mean and variance.

9) Prove that the deterministic model (Eq. 16) and the stochastic model (Eq. 19) are equivalent.

10) Calculate the mean and variance of the combined model for pure birth-death processes when = . See Eqs. (24, 25). Could we do a simple substitution? Explain your solution methodology.

11) Search the literature and discover alternative forms fro expressing the dependence of death rate as a function of the population size. (See Eq. (38)). For the new function, solve, plot, analyze the deterministic model for the combined birthdeath process where the birth/death rates depend on the population size.

12) Find the necessary and sufficient conditions for extinction of species under the non-homogenous model or the combined birth-death process.

Projects:
1) Develop a general (pure) birth stochastic model where (i.e., chance of birth in an interval t ) depends on the current size of the population. Such model is a generalization of the stochastic model for the pure birth process. Use a Computer Algebra System to solve the model and analyze the results.

2) (Fundamental knowledge of calculus based statistic is required for this project). Consider a population with death rate which produces no individuals (i.e., birth rate is zero), but which is maintained at least partially by immigration occurring as a Poisson process with parameter . Assume that initially there are n0 individuals. a) Develop the partial differential equation for the moment generating function; b) Develop the solution process of the model (partial differential Eq.) c) Examine the case where t tends to infinity d) Calculate the stochastic mean m(t)

3) (Fundamental knowledge of calculus based statistic is required for this project). A group of N animals graze in a field. Assume that the animals graze interpedently. Also, assume that the periods of grazing follow a negative exponential distribution with parameter and that the periods of resting also follow a negative exponential distribution with parameter a) Develop the partial differential equation for the moment generating function; b) Find the steady state solution as t tends to infinity c) Calculate the mean number of animals grazing at time t if the initial population is N (0) = n0

4) Develop a stochastic model of the combined birth-death process where the birth and death rates are dependant upon the population size. Analyze the model (Hint: Follow the steps for development of the stochastic model for combined pure birth-death process; Consult reference Takashima 1957])

References
Bartlett M., An Introduction to Stochastic Processes, Cambridge University Press, (1955). Ciang C. , Introduction to Stochastic Processes in Biostatistics, Wiley (1968) Deevey, E., Life tables for natural population of animals, Quarterly Review of Biology, 22, 283-314 (1947) Feller, R., An introduction to Probability Theory and its Application, Wiley (1966) Gore A., A course in Mathematical and Statistical Ecology, Springer Verlag, (1990) Hassel M., Lawton J., May R., Patterns of Dynamical Behavior in single species Populations, The Journal of Animal Ecology, 45, 471-486 (1976) Hutchinson, G., An Introduction to Population Ecology, Yale University Press (1978) Leslie P., Gower J., The properties of a stochastic model of two competing species, Biometrika, 45, 316-330 (1958) Renshaw E., Birth, death and migration processes, Biometrika, 59, 49-60 (1972). Renshaw E., The effect of migration between two developing populations, Proceedings of the 39th International Symposium of Statistical Institute, 2, 294-298 (1973) Takashima M., Notes on Evolutionary Processes, Bulletin of Mathematical Statistics, 7, 18-24, (1957)

Appendix I :
Outline of the derivation of the solution of the stochastic model for pure births process Note: To fully understand the following proof, please consult a textbook on: Markov processes in continuous time, moment generating functions and random variable techniques. Recall that the stochastic model for the pure birth process is given by Eq. (11)

dp N (t ) = ( N 1) p N 1 (t ) Np N (t ) dt
The following, outlines the major steps in obtaining a solution to the above differentialdifference equation (i.e., process to generate the solution stated in Eq. 12). If the population was zero, then no births could occur since new individuals could only arise from previously existing individuals. So we concerned only with processes which start with non-zero population. Thus, lets assume p N (0) = n0 (a)

From the theory of generating functions the PDE for the moment generating function is:

M M = e 1 t

with initial condition:

M ( ,0) = e n0

(b)

Using the traditional techniques for solving the above linear partial differential equation, we can write:
dt d dM . From the first and second equation we can conclude: = = 1 e 1 0

e d dt = 1 e

)
)

By integration, we obtain:

t=

log 1 e + const .

which translates to:

e t 1 e = const.

So the general solution of the PDE (Eq. b) can be written as:

M = e t 1 e

( (

))

(c)

where is an arbitrary function to be determined by the initial condition (see Eq. b).

Substituting t = 0 in the above equation, we obtain:

e n0 = M ( ,0) = 1 e . Using a substitution: u = 1 e we obtain:

(u ) = (1 u )

n0

. Applying the last result to Eq. ( c ), we derive:

M ( , t ) = 1 e t 1 e

)]

n0

Thus, the probability generating function is:

P( x, t ) = 1 e t 1 x 1

)]

n0

Therefore the population size has a negative binomial distribution. Selecting the coefficients of x n on the right had side of the above equation yields:

N 1 n0t p N (t ) = 1 e t n 1 e 0

N n0

which is Eq. (12).

Appendix II
Outline of the derivation of the solution of the stochastic model for pure death process Note: To fully understand the following proof, please consult a textbook on: Markov processes in continuous time, moment generating functions and random variable techniques. Recall that the stochastic model for the pure birth process is given by Eq. (18)

dp N (t ) = ( N + 1) p N +1 (t ) Np N (t ) dt
Here we outline the major steps in obtaining a solution to the above differentialdifference equation (i.e., process to generate the solution stated in Eq. 18). Following a very similar process as the one described in Appendix I, the partial differential equation that describes the moment generating function is:

M M = e 1 t

with initial condition:

M ( ,0) = e n0

Note that we start with n0 individuals at t=0 Using traditional techniques for solving the above linear partial differential equation, and mimicking the process outlined in Appendix I, we can obtain the following solution:

M ( , t ) = 1 e t 1 e

)]

n0

Thus, the probability generating function is:

P( x, t ) = 1 e t (1 x )

n0

Therefore the population size has a binomial distribution. Selecting the coefficients of x n on the right had side of the above equation yields:

n0 Nt pN (t ) = e 1 e t N

n0 N

which is Eq. (19).

Appendix III
Outline of the derivation of the solution of the stochastic model for the combined pure birth- death process We will follow the same process as outlined in the above Appendices I, II. Therefore, the partial differential equation that describes the moment generating function is:

M M M = e 1 + e 1 , t

(d)

with boundary condition:

M ( ,0) = e n0

Using the traditional techniques for solving the above linear partial differential equation, we can write: dt d dM = = . 1 e 1 + (e 1) 0

From the first and third expression, we can get: From the first and second expression, we can get:

M = constant.

e d dt = e 1 e

)(

By integration, we obtain:

t = constant or t = constant +

e 1 1 log e

where

(e 1)

where =

Therefore, the required form of the second intermediate integral is:

1 e ( )t e 1 t e 1

(e

= constant, = constant,

Lets examine the general case where: : (The case where the rates are equal is discussed in the main part of the module) So the general solution of the partial differential Eq. (d) can be written as:

e 1 e ( )t M = e
Using the boundary condition gives:

(e)

M ( ,0) = e

n0

e 1 = e

(f)

e 1 u 1 into Eq. (f), we get: Lets substitute: u = or equivalently e = u 1 e

u 1 (u ) = u 1
n0

(g)

From Eqs. (g) and (e) we obtain:

( , t ) 1 M ( , t ) = ( , t ) 1

n0

where

(e ( , t ) =

1 e ( )t e

(h)

Thus the probability generating function is:

w( x, t ) 1 P ( x, t ) = w( x, t ) 1

n0

where

( x 1)e ( )t w( x, t ) =
x

(i)

Expanding the probability generating function in the case where n0 > 1 we obtain the solution describes in Eq. (23) , that is:

p N (t ) =

min( n0 , N )

j =0

n0 n0 + N j 1 n0 j N j (1 a ) j a j n0 1

p 0 (t ) = a n0
where:

(e ( )t 1) a= e ( ) t

and

(e ( )t 1) = ( )t e

Appendix IV
Outline of the derivation of the solution of the stochastic model for the combined nonhomogeneous [time dependant] birth- death process We will follow the same process as outlined in the above Appendix III. The partial differential equation that describes the moment generating function is given by Eq. (41). That is:

P P = (x 1)[ (t ) (t )] t x

with t initial condition: P ( x,0) = x

n0

(j)

Using the traditional techniques for solving the above linear partial differential equation, we can write: dt dx dP = = . 1 ( x 1)( x) 0 From the first and third expression, we can get: From the first and second expression, we can get: P = constant. dx = ( x 1)( x) dt

Using the substitution: x 1 =

dy 1 = ( ) y . the previous yields: dt y

This is a linear differential equation with an integrating factor given as:

(t ) = [ ( ) ( )]d
0

Thus the differential equation can be written as: e after integration produces:

dy + ( )e y = e which dt

e (t ) ( )e ( ) d = const. x 1 0
t

Thus the general solution of Eq. (j) can be written:

t e P ( x, t ) = e d x 1 0

(k)

Substituting t=0 in the above equation and using the initial condition P ( x,0) = x obtain:

n0

we

1 x n0 = . x 1
write:
n0

Using a substitution: u = ( x 1)

or equiv. x = 1 + u 1 , we can

1 (u ) = 1 + . Substituting this form to Eq. (k), we obtain the form of the u

probability generating function:

1 P ( x, t ) = 1 + ( t ) t where e ( ) ( ) e d x 1 0

n0

(t ) = [ ( ) ( )]d
0

Expanding the above in powers of x we obtain the desired solution given by Eq. (42).

Partial Solutions-Hints (For Instructors Use ONLY)

Problem #4
We know that Eq. 12 describes a probability distribution (negative binomial) given by the expression:

N 1 n0t p N (t ) = 1 e t e n 1 0

N n0

By definition the mean (or expected value) of the distribution is given by:

E[ N (t )] =

N = n0

N p

(t )

Substituting the expression for p N (t ) and using a

computer algebra system (i.e., Maple), we can easily obtain that:

E[ N (t )] = n0 e t

By definition, the variance of the probability distribution is given by:

Var[ N (t )] =

N = n0

p N (t ) E 2 [ N (t )]

Substituting the expression for p N (t ) and using a computer algebra system (i.e., Maple), we can easily obtain that:

Var[ N (t )] = n0 (1 e t )e 2 t = n0 e t (e t 1)
Problem #5
We must observe that the quantity N(t) which denotes the population size that time t in the deterministic model has the following equivalent expression in the stochastic model (Think about it):

jp
j =1

(t )

Thus, we need to calculate:

j =n0

j 1 n0t j 1 e t n 1 e 0

j n0

Using the fact that: p j (t ) = 0 for j < n0 and writing K = j n0 , (why??) we get:

K + n0 1 n0t (K + n0 ) 1 e t n 1 e K =0 0

Using your Calc. II knowledge of series or a Computer Algebra System (i.e., Maple) we can obtain that the above expression is equivalent to:

n0 e n0t e t

( )(

n0 +1)

which is equivalent to:

n 0 e t

(deterministic model).

Problem #6
To find the maximum value Nmax we take the ration of successive terms:

p N (t ) N 1 = p N 1 (t ) N n0

t 1 e

Note that at the max value when N = Nmax we must have the ratio of the left had side must be equal to 1. Thus,

(N max 1)(1 e t ) = N max n0

N max = (n0 1)e t + 1

which simplifies into:

Problem #8
We know that Eq. 19 describes a probability distribution (negative binomial) given by the expression:

n0 Nt pN (t ) = e 1 e t N
E[ N (t )] =

n0 N

By definition the mean (or expected value) of the distribution is given by:

N =0

N p

n0

(t )

Substituting the expression for p N (t ) and using a

computer algebra system (i.e., Maple), we can obtain that:

E[ N (t )] = n0 e t

By definition, the variance of the probability distribution is given by:

Var[ N (t )] = N 2 p N (t ) E 2 [ N (t )]
N =0

n0

Substituting the expression for p N (t ) and using a computer algebra system (i.e., Maple), we can easily obtain that:
t t Var[ N (t )] = n0 e 1 e

Problem #9
Follow the technique (and steps) described in the solution methodology of Problem #5.

Clearly we cannot do a direct substitution of = to Eqs. (24, 25). the rescue:

Problem #10

So Calculus I to

We need to calculate the limit and use L Hospitals rule (or simply use a Computer Algebra SystemMaple to evaluate the limit. Such calculation produces Eqs. (26, 27).

Problem #12
As presented in the module, the chance for the process becoming extinct by time t is given by the expression:

1 p 0 (t ) = 1 ( t ) e + A(t )

n0

Algebraic manipulations can yield that: e

(t )

+ A(t ) = 1 + ( )e ( ) d
0

Substituting in the above we obtain:

t ( ) ( ) e d 0 p 0 (t ) = t ( ) + 1 ( ) e dt 0

n0

We the above expression, we can conclude that the necessary and sufficient condition so that the extinction tends to unity (i.e., become certainty) as t is given by:

lim ( )e ( ) dt = .
t 0

Project #1
The simple stochastic model for the pure birth process described in the module assumes that dependence of with the population size N is linear. Thus, N = N In general, the parameter could be any function of N. Following the logic presented in module for the development of the stochastic model for simple births, the following system of differential-difference equations captures the general case:

dp N (t ) = N 1 p N 1 (t ) N p N (t ) dt
dp 0 (t ) = 0 p0 (t ) dt
Please note the resemblance with Eq. 11.

N 1

The above system involves a very complex solution methodology. To proceed, we recommend either: i) Use of Maple (or any Computer Algebra System); or ii) Utilize the Laplace transformation techniques as described in [Bartlett, 1955] Note that the above model can be used to describe the growth of a population in which either N was specified as an algebraic function (linear or non-linear) of the population N, or the numerical values of N were given for all values of the population size.

Project #2
The partial differential equation for the moment generating function is:

M M = e 1 + e 1 M where t

M ( ,0) = e n0

Solving the above, we can obtain:

M ( , t ) = 1 1 e e t
Therefore,

( (

) )

n0

exp 1 e 1 e t

)(

P( x, t ) = 1 (1 x )e t

n0

exp (1 x ) 1 e t

Following a similar process as outlined in the development of Eq. 24 from Eq. 23 {see stochastic model for the combined pure birth-death process }, we can calculate the stochastic mean by first calculating the cumulant generating function and then taking the coefficient of :

K ( , t ) = log[ M ( , t )] .

Therefore,

t K m(t ) = = + n0 e =0

Project #3
The partial differential equation for the moment generating function is:

M M = + e e 1 + N e 1 M t

)(

To find the steady state, we set

M = 0 and solve: t

( + e ) M

= Ne M subject to M(0) = 1.

Using Maple, we can obtain the solution as:

+ e M ( ) = +

Following a similar process as outlined in the development of Eq. 24 from Eq. 23 {see stochastic model for the combined pure birth-death process }, we can calculate the stochastic mean by first calculating the cumulant generating function and then taking the coefficient of :

K ( , t ) = log[ M ( , t )] .

Therefore,

N N ( + ) t K m(t ) = = n + 0 e + + =0

Project #4
Following the thought process presented in the development of the stochastic model for the combined pure birth / death process, we can write: The population to be of size N at time t + t one of the three events must take place: it is of size (N -1) and exactly one birth occurs within the interval (t , t + t ) . This event has probability: B( N 1) t p N 1 (t ) it is of size (N +1) and exactly one death occurs within the interval (t , t + t ) .

This event has probability: D( N + 1) t p N +1 (t ) it is of size N at time t and neither birth or death occur within the time interval (t , t + t ) . This event has probability: 1 D ( N ) t B ( N ) t p N (t )

So we can write:

p N (t + t ) = B (N 1) t p N 1 (t )

+ D ( N + 1) t p N +1 (t ) +

[1 D( N ) t B( N ) t ] p N (t )

Moving p N (t ) to the left had side, dividing both sides by t , and taking the limit as t 0 , we obtain the following differential- difference equation:

dp N (t ) = [B( N ) + D( N )] p N (t ) + B( N 1) p N 1 (t ) + D( N + 1) p N +1 (t ) dt
Note the similarity of the above with the E q. (22) The solution of the above equation is complex and of course depends on the explicit expressions for B(N) and D(N). Consult [ Takashima, 1957] for expressions of B(N) and D(N) and solutions.

Glossary:
Deterministic Systems /Models: A deterministic system is a system in which no randomness is involved in the development of future states of the system that the model describes. Deterministic models produce the same output for a given starting condition

Stochastic Systems /Models: Stochastic (from the Greek "" for "aim" or "guess") means random. A stochastic system/process is one whose behavior is non-deterministic in that a system's subsequent state is determined both by the process's predictable actions and by a random element.

Probability generating function: In probability theory, the probability-generating function of a discrete random variable is a power series representation (i.e., the generating function) of the probability function of the random variable.

Discrete probability distribution: Discrete probability distributions arise in the mathematical description of probabilistic and statistical problems in which the values observed are restricted to being within a predefined list of possible values. Migration: Migration refers to directed, regular, or systematic movement of a group of objects, organisms, or people.