Cup 080911

An Mathematical Introduction to Population Dynamics
UNDER CONSTRUCTION
Howie Weiss
Georgia Tech
08/10/10
Contents
1
Introduction
1.1 About these lectures . . . . . . . . . . . . . . . . .
1.2 What is a population and how does it change? . .
1.3 Why do biologists need mathematical models? . .
1.4 Limitations of mathematical models . . . . . . . .
1.5 Why do mathematicians need population models?
1.6 Confronting models with data . . . . . . . . . . . .
1.6.1 Model validation . . . . . . . . . . . . . . .
1.6.2 Model Parameterization . . . . . . . . . . .
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5
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Single Species Models

2.1 Discrete verses continuous population models . . . . . . . .
2.2 The determinants of population change . . . . . . . . . . .
2.2.1 How do microbes reproduce? . . . . . . . . . . . . .
2.3 Exponential growth paradigm . . . . . . . . . . . . . . . . .
2.4 Continuous growth models . . . . . . . . . . . . . . . . . . .
2.4.1 Logistic growth law . . . . . . . . . . . . . . . . . .
The effects of r verses K selection . . . . . . . . . .
The Allee effect . . . . . . . . . . . . . . . . . . . . .
2.4.2 Monod growth law for bacteria . . . . . . . . . . . .
2.4.3 Logistic growth with harvesting or predation . . . .
Constant harvesting . . . . . . . . . . . . . . . . . .
Holling Type I functional response . . . . . . . . . .
Holling Type II functional response . . . . . . . . . .
Holling Type III functional response . . . . . . . . .
Arditi-Ginzburg functional response . . . . . . . . .
2.5 Case Study 1: Controlling the spruce budworm population
2.6 Discrete growth models . . . . . . . . . . . . . . . . . . . .
2.6.1 Discrete logistic model . . . . . . . . . . . . . . . . .
2.6.2 Beverton-Holt model . . . . . . . . . . . . . . . . . .
2.6.3 Ricker model . . . . . . . . . . . . . . . . . . . . . .
2.7 Stochasticity . . . . . . . . . . . . . . . . . . . . . . . . . .
2.7.1 Bacteria growth model (write this) . . . . . . . . . .
2.7.2 Natural catastrophes . . . . . . . . . . . . . . . . . .
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CONTENTS
2.8
2.9
3
2.7.3 Genetic stochasticity . . . . .

2.7.4 Environmental stochasticity .
2.7.5 Demographic stochasticity . .
The age-structured Leslie population
Case Study 2: Saving the loggerhead
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model . .
sea turtle
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Models of Communities
3.1 Competition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.1.1 The niche and competitive exclusion . . . . . . . . . . . . . . . . . .
3.1.2 The well-mixing hypothesis . . . . . . . . . . . . . . . . . . . . . . .
3.1.3 The Lotka-Volterra competition model . . . . . . . . . . . . . . . . .
3.1.4 Competition between n species . . . . . . . . . . . . . . . . . . . . .
3.1.5 Discrete competition models . . . . . . . . . . . . . . . . . . . . . .
3.2 Predation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.2.1 Lotka-Volterra predator-prey model . . . . . . . . . . . . . . . . . .
3.2.2 Inverted biomass pyramids . . . . . . . . . . . . . . . . . . . . . . .
3.2.3 Predator-prey model with logistic growth and Holling-type responses
3.2.4 Experiments with protist communities . . . . . . . . . . . . . . . . .
3.2.5 Experiments with bacteria and bacteriophages . . . . . . . . . . . .
3.2.6 A super-predator, predator, and prey community model . . . . . . .
3.2.7 Two predators and one prey community model . . . . . . . . . . . .
3.2.8 Canadian lynx and snowshoe hare . . . . . . . . . . . . . . . . . . .
3.3 Population dynamics in a chemostat . . . . . . . . . . . . . . . . . . . . . .
3.3.1 Single species growth model . . . . . . . . . . . . . . . . . . . . . . .
3.3.2 Competiton: (write this) . . . . . . . . . . . . . . . . . . . . . . . . .
3.3.3 Predation: (write this) . . . . . . . . . . . . . . . . . . . . . . . . . .
3.4 Mutualism . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.5 Parasitoidism . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.6 Flour beetle model and chaos . . . . . . . . . . . . . . . . . . . . . . . . . .
3.7 Do real populations exhibit chaos? . . . . . . . . . . . . . . . . . . . . . . .
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Modeling the Spread of Infectious Diseases

4.1 SIR models . . . . . . . . . . . . . . . . . . . . .
4.1.1 Basic SIR model . . . . . . . . . . . . . .
4.1.2 The basic reproductive rate R0 . . . . . .
4.1.3 Examples . . . . . . . . . . . . . . . . . .
4.1.4 SIR model with vital rates . . . . . . . . .
4.1.5 Stochastic SIR model . . . . . . . . . . .
4.1.6 Time Series Stochastic SIR model . . . .
4.1.7 Estimating R0 from epidemiological data
4.2 SIS model . . . . . . . . . . . . . . . . . . . . . .
4.3 SIS criss-cross models . . . . . . . . . . . . . . .
4.4 SEIR models . . . . . . . . . . . . . . . . . . . .
4.4.1 Basic SEIR model with vital rates . . . .
4.4.2 Seasonally forced SIR and SEIR models .
4.4.3 Transmission models with time dependent
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transmission coefficient
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4.5
4.6
4.7
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5 Spatial Population Models

5.1 Metapopulation models . . . . . . . . . . . . . . . . . . . . . .
5.2 Reaction-diffusion PDE equation models . . . . . . . . . . . . .
5.2.1 The diffusion equation . . . . . . . . . . . . . . . . . . .
5.2.2 Skellams model and the European invasion of muskrats
5.2.3 The Fisher model and traveling waves . . . . . . . . . .
5.2.4 Modeling the spatial spread of rabies . . . . . . . . . . .
5.2.5 Why do bacteria move? (ADD MUCH MORE) . . . . .
5.2.6 Chemotaxis . . . . . . . . . . . . . . . . . . . . . . . . .
5.2.7 Further examples of spatial population models . . . . .
5.3 Network models . . . . . . . . . . . . . . . . . . . . . . . . . . .
5.4 Agent based models . . . . . . . . . . . . . . . . . . . . . . . .
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133
4.8
4.9
Recovering the transmission coefficient from data . . . .

Modeling the spread of a computer virus . . . . . . . .
Evolution and transmission of infectious diseases . . . .
4.7.1 Infection with multiple strains . . . . . . . . . .
4.7.2 Invasion by a mutant . . . . . . . . . . . . . . .
4.7.3 Modeling the spread of antibiotic resistance . .
4.7.4 Quasi-species models . . . . . . . . . . . . . . . .
In-host model of viral infection . . . . . . . . . . . . . .
Case Study 3: iSIR model with immunological threshold
Mathematical Methods
6.1 Local stability and bifurcations . . . . . . . .
6.2 Lyapunov functions . . . . . . . . . . . . . . .
6.3 Poincare-Bendixson theorem and closed orbits
6.4 Routh-Hurwitz and Jury conditions . . . . .
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7 Supplementary Material
134
7.1 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134
Chapter 1
Introduction
c 2010 Howard Weiss

1.1
About these lectures
These lecture notes follow the introductory course on mathematical biology that I teach at Georgia Tech. My
students come from all corners of the campus including mathematics, biology, engineering, physics, and computing.
The majority of students are conducting thesis research on microbial population dynamics or transmission of
infectious diseases, and I try to choose models and applications with this in mind. The stress on population
dynamics is not a large restriction since much of biology can be viewed as the study of populations. This
includes areas such as cancer biology, cell biology, conservation biology, demography, developmental biology,
ecology, epidemiology, evolutionary biology, genetics, immunology, infectious diseases, neuroscience, parasitology,
wildlife biology, etc. Also, even though this is not their current research focus, most students are also interested in
applications of mathematical modeling to biodiversity and conservation biology, and I introduce the main modeling
tools used in these areas.
My goals are to introduce and rigorously analyze the most commonly used population and infectious disease
transmission models, so that at the end of the semester the students can formulate and analyze their own
population models, and navigate the literature. Along the way I try to succinctly present the key biological ideas
and to compare the predictions of models with actual lab or field data. Feedback from my students has been
positive, and several students suggested turning my lecture notes into a short monograph. I have also written
these notes for mathematicians who are contemplating starting to work on some applications to biology and wish
to learn the basic population models and how to analyze them.
The minimal course prerequisite is basic knowledge of differential equations, although the ideal prerequisite is
a second course in ordinary differential equations (ODEs) or dynamical systems.
Our treatment of population dynamics is significantly more rigorous than is commonly found in textbooks.
Some textbooks discuss the local analysis of equilibrium points, fewer discuss bifurcations, and very few discuss
global properties of the orbit structure. For the latter, most authors follow the geometric approach in [Rosenzweig
and MacArthur, 1963] and use null-clines to study the geometry of solutions of systems of two ODEs. Our
treatment is considerably more analytical.
At first glance, it may appear that the topics in Chapters 2 and 3 (single species and community dynamics) are
disjoint from the topics in Chapter 4 (disease transmission dynamics). This is definitely not the case. Within an
5
CHAPTER 1.
INTRODUCTION
infected host, viruses such as HIV and hepatitis C compete for cells to infect, and on the population level, compete
for new hosts to infect [Tillmann et al., 2001]. Hutchinson views competition between species as resulting from
niche overlap (3.1.1) and disease ecologists view, say Lyme disease in New York State, as resulting from the niche
overlap of the human population, the pathogen population (B. burgdorferi), the vector population (deer ticks),
and the reservoir population (white-footed mouse). Although such complex models are beyond the scope of these
notes, we present many of the basic components and tools to analyze them.
Finally, the lecture notes contain a small number of exercises. There are two types of exercises, with the
distinction more typographical than pedagogical. Some problems are explicitly stated as problems. Others are
embedded in the text and are preceded by a diamond symbol .
1.2
What is a population and how does it change?
A population is a group of individuals of the same species that occupy a particular area (see [Wells and Richmond,
1995] for 13 definitions). Changes in population sizes and composition result from interactions between individuals
of the same species, interactions between individuals of different species, interactions with the environment,
disease, food supply, etc. Interactions can be predatory, cooperative, mutualistic, commensural, etc.. These
changes are expressed in terms of birth rates, death rates, immigration rates, and emigration rates. The goals of
population dynamics are to understand, explain, and predict the sizes and compositions of populations over time
and space.
Populations are controlled by density independent and density dependent regulation. In density independent
regulation, mortality or fertility rates are unaffected by population density. Density independent factors include
weather, natural catastrophes, food supply, and pollution. A severe flood can just as easily wipe out a large population as a small one. In density dependent regulation, mortality or fertility rates depend on the population density
through factors such as predation, competition, and infectious diseases. If a population is densely distributed,
each individual will have a higher probability of catching an infectious disease than if the individuals had been
living farther apart. Sometimes a factor that first appears to be density independent is actually density dependent.
If a refuge helps animals survive cold weather, and if there are limited refuges available, then when the population
is small, all find refuge and few die, but when the population size is large not all fit into the refuges, and a larger
proportion of the population die. There have many discussions in the literature about the relative importance of
these two regulatory mechanisms, but now most agree that both play a critical role. This interplay is currently a
major theme in population dynamics.
Many researchers date the modern era of population dynamics (sometime called population ecology) to 1798
and the publication by Malthus of his treatise An Essay on the Principle of Population [Malthus, 1798]. Malthus
believed that human populations grow exponentially while the food supply grows linearly, and fierce competition
would naturally ensue. He argued that unless the population is checked by moral restraint or disaster (e.g., disease,
famine, or war), widespread poverty and wars would inevitably result.
Darwin read Malthus and concluded that exponential growth would lead to many mutations of offspring and
would allow natural selection to operate and bring about evolutionary change. In 1838, Pierre Verhulst proposed
his logistic model of population growth, where population size is limited by a carrying capacity. Other developers
of the modern theory that we mention during these lectures include Gause, Kermack, McKendrick, Leslie, Lotka,
May, MacArthur, Ross, and Volterra.
1.3. WHY DO BIOLOGISTS NEED MATHEMATICAL MODELS?
1.3
Why do biologists need mathematical models?
Mathematics is biologys next microscope, only better. Biology is mathematics next physics, only better. Joel
Cohen, [Cohen, 2004]
Doing research in population biology without mathematical and/or computer simulation models is like playing
tennis without a net or boundary lines. Bruce Levin (from the top of his web page, 2009)
A model is a simplification or abstraction of nature, separating the important from the minor and irrelevant.
Models are used to approach questions too complex, inaccessible, numerous, diverse, mutable, unique, dangerous,
expensive, big, small, slow or fast to approach by other means [McKenzie, 2000].
Utility of mathematical population models
1. Mathematical models help biologists organize their thinking. A biologist could spend a lifetime measuring
population sizes and distributions and have no idea about interactions and mechanisms. Models give
direction and idea about the important things to measure and provide a means to interpret data.
2. Mathematical models help generate testable predictions. Biologists will make much faster progress toward
understanding nature by trying to verify or refute specific predictions, rather than measuring everything
without a plan. Models also expose faulty assumptions.
3. Mathematical models help biologists distinguish between different patterns they see in nature and different
mechanisms that might cause these patterns. Mathematics is all about identifying and classifying patterns.
Thus mathematical models can elucidate biological mechanisms.
4. Mathematical models provide a way to design and evaluate protocols to manage and control animal populations, natural resources (e.g., forests), wildlife resources (e.g., fisheries, deer population), and infectious
diseases. Management requires predictions and predictions require models. Mathematical models provided
guidance to the British government on controlling their 2001 outbreak of foot and mouth disease. Nobody
will be upset if scientists start a smallpox outbreak in a large city and study the efficacy of various control
strategies or kill half the female members of a grizzly bear population and measure the population recovery
time, if they do so using mathematical models instead of actual populations.
All models are wrong, but some are useful. George Box [Box, 1976]
1.4
Limitations of mathematical models
[Levins, 1966] defines the three major attributes of a population model: precision, generality, and realism. A
model is precise if it simulates the system behavior in a quantitative realistic way, and is realistic if it simulates
the system behavior in a qualitative realistic way. Levins argues that at best, a model can realize at most two
of the attributes. For example, a wildlife biologist setting harvesting policy of a particular species in a particular
ecosystem, or an epidemiologist wishing to control an outbreak of foot and mouth disease in a region, requires
realism and precision in her model, and can sacrifice generality. It does not matter that her foot and mouth
disease model can not be used to control outbreaks of bluetongue. A biologist interested in discovering a general
principle such as whether macrophages can limit a bacteria population, requires realism and generality in her
model, and can sacrifice precision. A model that is realistic and general is sometimes called a conceptual model.
CHAPTER 1.
INTRODUCTION
Thus models can be used for general understanding of biological principles or for precise population predictions,
but not both. Agent based models are the most precise and realistic, but are the least general.
One must be cautious about going overboard with model realism, even when seeming essential. Imagine
devising a population model which is a faithful reflection of an ecosystem in all of its complexity. Any such
model would likely require hundreds of nonlinear partial differential equations with time lags, involving hundreds
of parameters. Many of these parameters would take years to measure. It may also take many years to develop
and implement a reliable computer algorithm to run simulations, and each simulation may require years to run on
a super computer. The system may also exhibit chaotic behavior (like for weather forecasting models) that would
severely limit the reliability of long term predictions. Clearly a model that is too realistic has no practical use.
1.5
Why do mathematicians need population models?
Population dynamics has already generated a considerable amount of new mathematics, and many believe it will
be one of the main driving forces of new mathematics during this century.
For one example, the mathematics of nonlinear diffusion equations received much of its impetus from biology.
Fishers study of the spread of advantageous genes in a population led him to what we now call the reaction
diffusion equation with a logistic reaction term. This was simultaneously studied by Kolmogorov et al., who proved
the existence of a stable travelling wave of fixed velocity representing a wave of advance of the advantageous
gene. Turing also used reaction diffusion equations to understand pattern formation and morphogenesis problems
in developmental biology.
In the short and medium term, I believe that population biology will generate many new examples of dynamical
systems for mathematicians to study and will provide new questions about both old and new examples. We do
not yet know the shape that mathematical biology will take two decades hence, but we recognize some current
trends. Among these are the use of multiscale models incorporating diferential equations and stochastic elements,
and the ability to identify and classify patterns on many scales within enormous data sets. For the latter problem,
innovation and application in other subdisciplines of mathematics, including algebra, geometry, and topology,
along with computer science are likely to be essential.
1.6
Confronting models with data
The use of data to evaluate models is fundamental to science. According to Richard Feynmann, Science is a
process for learning about nature in which competing ideas about how the world works [models!] are evaluated
against observations. Unfortunately, long term population and epidemiological data are rare. Few population
time series have 30 generations, although a remarkable exception is the Lenski labs long term evolution experiment
that recently surpassed 50, 000 generations of E. coli.
Even when available, population data tend to be noisy, error prone, and all too frequently, corrupted (e.g.,
large amounts of missing data). While it may be easy to accurately count small numbers of sessile organisms, this
is impossible for animals that move or for large populations. In these cases population sizes are estimated using
statistical methods, which introduce stochasticity into the actual population numbers. Estimation methods in
the field include trapping (mark and recapture), pellet counting, counting vocalizations, fishing catch per effort,
percentage ground cover, etc.
1.6. CONFRONTING MODELS WITH DATA
1.6.1
Model validation
[Caswell, 1976] argues that model validation is different for a predictive model than for a theoretical (hypothesis
generating) model. In a predictive model, truth is not the main issue; rather validation involves determining
whether the model is acceptable for its intended use, which is usually whether the model mimics some aspect of
the real world sufficiently well. In a theoretical model, the focus is on inference about truth, and validation
focuses on attempts to invalidate the theory [Holling, 1978].
[Zeigler and Oren, 1979] distinguish between types of validity for a predictive model: models that mimic data
already acquired and used to parametrize the model, models that accurately reproduce new observed data, and
models that not only reproduce observed new data, but truly reflect the way in which the real system operates
to produce this behavior (the truth). Although the first type of validity is ubiquitous in the scientific literature,
one is actually learning little from such models. According to John von Neumann, with four parameters I can fit
an elephant and with five I can make him wiggle his trunk. However, if the output of a model does not mimic
the data used to parametrize it, then the model is likely to be missing at least one important component. In this
sense, a deficient model is more helpful than a model that fits the data.
1.6.2
Model Parameterization
Parametrizing a model from data, or fitting parameters from data, is usually done using the least squares or
maximum likelihood methods [Myung, 2003]. The least squares method involves minimizing the difference between
the model outputs and the data. More precisely, one tries to minimize, over all values of the parameters, the sum
of squares error (SSE) between the data and the model predictions:
SSE(~) =
N
X
2
yi predi (~) ,
i=1
where denotes a vector of parameters and predi (~) denotes the models prediction for the i th data point
using the parameter set .
Given a probability model for the data, the likelihood function is the probability that the model outputs
the observed data given a set of parameters. The maximum likelihood method selects the value(s) of the
model parameters that make the observed data more likely than any other parameter values. This technique
requires maximizing the likelihood function over a high-dimensional space, and a popular algorithm to estimate
the maximizer is based on the Markov Chain Monte Carlo (MCMC) simulation method [Diaconis, 2009].
Although in very special cases the two methods produce the same output (e.g., for statistically independent
and normally distributed data), in general the two methods produce different parameterizations from the same
data set. These days maximum likelihood methods seem much more popular than least squares methods.
There are also Baysian methods of parameter fitting, which allow you to incorporate prior information into
the fitting procedure. See [Cooper, 2007] for a short general introduction.
A complex model with many parameters will require a large data set to parametrize. The quality of results
depends on the minimization method, the minimization criterion, and the data. Beware that graphical comparisons
can be extremely unreliable. Many authors present a model sensitivity analysis, which measures the intensity of
response of the model solutions to small perturbations of the parameters.
What does it mean when one model fits the data better than another model, in the sense that the former has
a smaller SSE(~) or likelihood value? This does not mean that the former model does a better job of capturing
the underlying biological process. A good fit is a necessary, but not a sufficient, condition for such a conclusion.
10
CHAPTER 1.
INTRODUCTION
This is because a model can achieve a superior fit to its competitors for reasons that have nothing to do with the
models fidelity to the underlying process.
It is also a good idea to compare a models data fitting ability with model variants having a greater number and
fewer number of parameters, and with other models in the literature. Model selection tools, such as the Akaike
information content (AIC), quantify how well a model fits the data and adds penalties for extra parameters. See
[Johnson and Omland, 2004, Wilson, Wilson] for short expositions. Section 4.5 contains an elementary example
that clearly illustrates some dangers of overfitting a model.
Many population researchers use the open source (free!) R program language for modeling, simulation, and
data analysis. I recommend the new book Ecological Models and Data [Bolker, 2008]. According to the
publisher: Ecological Models and Data in R is the first truly practical introduction to modern statistical methods
for ecology. In step-by-step detail, the book teaches ecology graduate students and researchers everything they
need to know in order to use maximum likelihood, information-theoretic, and Bayesian techniques to analyze their
own data using the programming language R. ... shows how to choose among and construct statistical models
for data, estimate their parameters and confidence limits, and interpret the results. ....
Chapter 2
Single Species Models

2.1
Discrete verses continuous population models
Discrete population models are useful when the generations do not overlap or all births occur at fixed intervals.
Many insects and annual plants are obvious examples. The Baltimore checkerspot butterfly (state insect of
Maryland) breed once per year and lay eggs in early summer. The adults die shortly afterwards, and the eggs
hatch into caterpillars in mid summer and re-emerge the next spring as butterflies. The eggs of brown trout in
central Pennsylvania streams hatch once per year in the Spring. Moose produce offspring once per year in the
Spring. Population models for such animals give rise to difference equations or discrete dynamical systems, which
contain a natural time lag. Continuous population models are useful for large populations where births can occur
at any time, as with humans.
A system of one or two ODEs is generally easier to analyze than a one-dimensional discrete system. Because
of the time lag, a one dimensional discrete model can exhibit complicated dynamics (e.g., chaos). The PoincareBendixson theorem precludes an autonomous system of one or two ODEs from exhibiting complicated dynamics
(see Section 6.3).
2.2
The determinants of population change
There are only four determinants for population change: births (B), deaths (D), immigration (I), and emigration
(E). In general, B, I, D, E are functions of population size, time, food availability and quality, environment, etc.
For a discrete model, in natural time units k, the population at time k + 1 is related to the population at time k
by the following balance equation
N (k + 1) = N (k) + B + I D E.
(2.1)
For an ODE model, the population change is given by

dN
= B + I D E.
dt
(2.2)
For these lectures, unless otherwise stated, we model closed systems where I = E = 0. A major exception will
be our discussion of metapopulations, where births and deaths are ignored, and immigration and emigration are
the major players.
11
12
2.2.1
CHAPTER 2.
SINGLE SPECIES MODELS
How do microbes reproduce?
Most prokaryotes (bacteria and archaea) reproduce asexually by binary fission, which yields two identical cells in
each replicating cycle (see Figure 2.1(a)). This begins when the DNA of the cell is replicated. Each circular strand
of DNA then attaches to the plasma membrane. The cell elongates, causing the two chromosomes to separate.
The plasma membrane then invaginates and splits the cell into two daughter cells. Binary fission theoretically
results in two identical daughter cells, however, the DNA of bacteria has a relatively high mutation rate. Figure
2.1(b) shows E. coli, strain 0157:H7 with different cells in different stages of reproduction.
Similar to more complex organisms, bacteria also have mechanisms for exchanging genetic material (plasmids).
Although different from sexual reproduction, the end result is that a bacterium contains a combination of traits
from two different parental cells. Three different modes of exchange have thus far been identified in bacteria:
transformation, transduction, and conjugation.
Protozoan also reproduce by fission. Most yeasts reproduce asexually by budding, although a few do so by
binary fission.
A virus particle or virion is a cellular parasite and can not reproduce without the help of a living cell. To
reproduce, a virion binds to the host cell membrane and injects its genetic material (DNA or RNA) into the cell.
Once the genetic material has entered the cell, it will hijack the cellular machinery (ribosomes and enzymes) to
replicate itself. The newly created viral proteins and nucleic acid combine to form hundreds of new virions. Most
viruses exit the cell by making the cells burst, a process called lysis. Other viruses, such as HIV, are released more
gently by a process called budding. Unlike bacteria which replicate by producing two cells in each replicating
cycle, the replication of viral DNA or RNA is explosive and frequently yields many hundreds of new virions.
Figure 2.1: (a) Bacterial fission [from http://www.uic.edu/classes/bios/bios100/lecturesf04am/binfission.jpg],

[b] E. coli strain 0157:H7 [fromci.vbi.vt.edu], (c) Virus reproduction [from mrcovingtonsciencepage.wikis]
2.3
Exponential growth paradigm
The exponential growth model assumes that the birth and death rates are constant, i.e., B = bN , D = dN ,
where b and d are constants. The discrete exponential growth model is
N (k + 1) = N (k) + bN (k) dN (k) = (1 + b d)N (k) = (1 + r)N (k)
and the ODE analog is
(2.3)
2.3. EXPONENTIAL GROWTH PARADIGM
dN
= bN dN = (b d)N = rN,
dt
13
(2.4)
where r = b d. Solving these equations is trivial. In the discrete case, N (k) = (1 + r)k N (0), while for the
ODE, N (t) = N (0) exp(rt). Thus if b > d the population grows exponentially, if b < d the population decays
to zero exponentially, and if b = d the population does not change in time. The exponential growth rate r is a
common measure of the fitness of the population.
We note that the expression dN/dt = rN is equivalent to N 0 /N = r, and thus the per capita growth rate of
the population is constant and equal to r.
The following is a list of major assumptions behind the exponential growth model:
1. The population is closed, i.e., I = E = 0.
2. The rates b and d never change.
3. Thus there are no differences in the birth and death rates b and d due to age, sex, or size.
4. Species exist as single panmictic population (all individuals are potential partners).
5. Reproduction begins immediately after birth (no time lags).
Do some populations grow exponentially? Yes, at least initially. This occurs for species colonizing a new
habitat, invasive species when they first arrive, and species that are rebounding from a population crash. Some
examples include (notice log scale on y-axis):
1. Inoculation of bacteria into fresh medium after initial lag phase (see Figure 2.2).
2. The invasive Monk parakeet in US 1976-1994 (see Figure 2.3(a)).
3. US population from 1650 to 1800 (see Figure 2.3(b)).
Figure
2.2:
Population
of
E.
coli
grown
in
different
media
http://biology.clc.uc.edu/fankhauser/labs/microbiology/growth curve/growth curve.htm]
[from
14
CHAPTER 2.
Figure 2.3: (a) Population of Monk Parakeet in the US during 1976-1992 [Van Bael and Pruett-Jones, 1996]
(b) Population of the United States during 1650-1800
Figure 2.4: Exponential growth rate r as a function of body size [Manuel and Molles, 1999]
2.3. EXPONENTIAL GROWTH PARADIGM
15
In general, smaller organisms have larger exponential growth rate r as illustrated in Figure 2.4
For bacteria transfered from one medium to another, there is an initial lag phase where the individual bacteria
are synthesizing RNA, enzymes, and other molecules they need for growth, prior to their resumption of division.
Then comes the exponential growth phase (sometimes called the log phase) which is eventually limited by the
exhaustion of available nutrients and accumulation of inhibitory metabolites or end products. This phase with
slower growth is called the stationary phase. Eventually the bacterial population shrinks, in what is known as the
death phase. See Figure 2.5.
Figure 2.5: The four growth phases of bacteria
The efficacy of antibiotics is sometimes growth phase dependent. e.g., Penicillin and other beta-lactam
antibiotics are most effective against rapidly growing bacteria.
Through genetic analysis of bacteria during the final stages, we are learning that death allows new life. Since
bacteria can evolve in real time, while the vast majority of bacteria are dying, waves of new mutants, which are
better and better able to thrive in the noxious and nutrient depleted soup, are thriving [Siegele and Kolter, 1992,
Zambrano and Kolter, 1996]. Sometimes this can go on for months.
[Turchin, 2001] has formulated a fundamental law of ecology: a population grows exponentially as long as the
environment experienced by all individuals remains constant. Compare Turchins statement with Newtons first
law (law of inertia): an object will remain at rest or in uniform motion in a straight line unless acted upon by an
external force.
Problem 1. A single cell of the bacterium Escherichia coli, would, under ideal circumstances, divide every
twenty minutes. Show that in a single day, one cell of E. coli could produce a super-colony equal in size and
weight to the entire planet earth.
Example 1. The Doomsday Population Model, [Cohen, 1995]: The exponential model assumes that N 0 =
rN . Suppose the population growth is even faster and is proportional to the square of the population size,
i.e., N 0 = rN 2 . This separable ODE can be easily integrated, and the solution is
N (t) =
The population becomes infinite in finite time.
N (0)
.
1 N (0)rt
(2.5)
16
2.4
2.4.1
CHAPTER 2.
Continuous growth models

Logistic growth law
No population can grow exponentially for all time. Many populations initially grow exponentially, but due to
competition for food, territory, etc., and the buildup of noxious wast products in habitat, their population size
level off after some time to a stable size K, called the carrying capacity. The carrying capacity is the maximum
number of individuals that the environment can stably support (see [Cohen, 1995] for 26 definitions). The leveling
off of the population is a consequence of intraspecific (same species) competition. The competition for limited
resources (including food, territory, light, water, mates, oxygen) decreases the fertility or survival of individuals
(see Figure 2.6).
Figure 2.6: Examples of density dependence of fertility rates [Krebs, Boonstra, Boutin, and Sinclair, 2001]
We now construct a phenomenological ODE model (meaning there is no theoretical underpinning) where, for
small population sizes, the solution N (t) grows exponentially at a rate approximately r, and K is an attracting
equilibrium point. The latter statement means that N (t) = K is a constant solution, and limt N (t) = K for
any solution with N (0) > 0. The simplest ODE satisfying these conditions is
N0
= r(1 N/K)
N
(2.6)
or equivalently, N 0 = f (N ), where f (N ) = r(1 N/K)N . In the logistic model the per capita population growth
2.4. CONTINUOUS GROWTH MODELS
17
rate is a decreasing function of the population size. This population size dependence is called density dependence.
Unlike the exponential growth model, this ODE is nonlinear. However, it is separable since it can be rewritten as
dN
= rdt.
N
(1 K
)N
We can rewrite the left hand side as
1
1
N
N K
(2.7)

dN,
(2.8)
and integrating both sides, we obtain

log(N ) log(N K) = rt + C.
(2.9)
Assuming that N (0) 6= 0, the closed form solution is

K
N (t) =
1+
K
N (0)

.
1 exp(rt)
(2.10)
Figure 2.7 illustrates the behavior of representitive solutions. Either a solution is identically zero, or it approaches
the carrying capacity K as t . The solutions with initial conditions greater than the carrying capacity are
rarely seen in nature ( why is this true?).
We note that the logistic ODE is an an example of a Bernoulli ODE and can be transformed into a linear
ODE [Boyce and DiPrima, 2001](see also Problem (66)).
One does not need to explicitly solve the ODE to determine the asymptotic behavior of solutions. The
equilibrium points N of an ODE N 0 = f (N ) are those points where f (N ) = 0. These correspond to constant
solutions, and for the logistic ODE, it is evident that N = 0 and N = K are equilibrium points. Since f 0 (0) > 0
and f 0 (K) < 0 we obtain from elementary linear stability analysis that N = 0 corresponds to an unstable solution
and N = K corresponds to an attracting solution.
Problem 2. Using this type of analysis show that solutions of any ODE of the form N 0 = f (N ) can not
oscillate.
Another derivation of the logistic ODE is obtained by considering density dependent birth and death rates.
Start with the exponential growth model N 0 = bN dN , and assume that increased population results in
increased crowding which linearly depresses the birth date and linearly increases the death rate. The resulting
ODE N 0 = (b pN )N (d + qN )N is logistic with r = b d and K = (b d)/(p + q).
Some frequently cited examples exhibiting logistic growth for some period of time include bacteria colonies
and yeast colonies (see Figure 2.8). See also Figure 2.9(a) for logistic growth of Tasmanian sheep and 2.9(b) for
AIDS cases in the US. Although there appears to be no mechanistic derivation of the logistic growth law, it is
considered to be a reasonable qualitative model for many populations, and many models include logistic growth
terms.
A major objection of the logistic model is that although it does a good job describing laboratory populations
grown under strict conditions, natural populations rarely if ever reach an equilibrium population K, but rather
constantly fluctuate. Natural populations are exposed to many more factors than are assumed in the model.
Another objection is that the logistic model does not take into account time lags in the density dependence of
the birth rate. For insects, it may take weeks or months for larvae to develop into mature individuals.
18
CHAPTER 2.
Solutions of logistic ODE with K=5

10
0.0
0.5
1.0
1.5
2.0
Figure 2.7: Solutions of logistic ODE.
The effects of r verses K selection

How many offspring should an individual have to ensure that as many of its genes as possible enter the next
generation? This measure of reproductive success, called fitness in evolutionary biology, combines the notions of
quantity of offspring with quality of offspring.
The idea behind MacArthur and WIlsons [MacArthur and Wilson, 2001] r verses K selection theory is that
evolutionary pressure works in two directions. In unstable or unpredictable environments r-selection predominates,
as the ability to reproduce quickly with as many offspring as possible is crucial, and there is little advantage in
competing with other organisms because the environment is likely to change again. Traits that are thought to
be characteristic of r-selection include: short life spans, breeding that starts early in life, high fecundity, small
body size, early maturity onset, short generation time, and poor maternal quality. Organisms with r-selected traits
include bacteria, insects, and rodents. Most pests are r-strategists. In diverse and stable communities, K-selection
predominates, as the ability to compete successfully for limited resources is crucial. Populations of K-selected
organisms are thought to be typically close to their carrying capacity. Traits that are thought to be characteristic
of K-selection include: large body size, long life spans, breeding that starts later in life, low fecundity, and good
maternal quality.
Organisms with K-selected traits include include large organisms such as humans, elephants, and whales.
There is actually a r verses K continuum. For example, trees possess K-selected traits such as large body size
and long life span, while also possessing r-selected traits such as high fecundity.
Similarly, many life history parameters such as adult body size, litter size, age at weaning, and fecundity are
believed to have evolved subject to many trade-offs in the allocation of individuals resources. The resources in
a particular environment are finite. Time, effort, and energy used for one purpose diminishes the time effort,
and energy available for another. For example, resources spent growing to a larger body size cannot be spent
increasing the number of offspring. See [Gadgil and Bossert, 1970, Stearns, 1977, 1980].
19
Figure 2.8: The figure on the left shows the growth of a laboratory population of Paramecium caudatum
fitted to a logistic equation [Gause, 1936]. The figure on the right shows the growth of a laboratory population
of yeast cells [Pearl, 1939].
Figure 2.9: (a) The figure on the left shows the logistic growth of a population of Tasmanian sheep [from
www.samuseum.sa.gov.au/Journals/TRSSA/TRSSA V062/trssa v062 p141p148.pdf].
(b) The figure on the right shows the logistic growth of AIDS cases in the US [from www.nlreg.com/aids.htm].
20
CHAPTER 2.
The Allee effect

For the logistic model, the maximum per capita population growth rate occurs when the population N is very small
(zero). However, members of some populations find it difficult to find mates when the population size is small.
Also, some populations employ cooperative hunting strategies or cooperative protection strategies from predators
which are ineffective when the population size is small. For such populations, the maximum per capita population
growth rate occurs for an intermediate population size. The simplest model is N 0 = rN (N a)(1 N/K).
Problem 3. Show that N = 0 and N = K are attracting equilibrium points (bi-stability), and N = a is
repelling. Thus the solution N (t) for an initial condition N (0) < a decays to zero as t while the
solution N (t) for an initial condition N (0) > a converges to K as t .
2.4.2
Monod growth law for bacteria
Microbial populations frequently increase until nutrients are exhausted. Based on experiments with bacterial
populations, Monod [Monod, 1949] proposed an empirical growth law that relates the per capita growth rate of
microbial populations to the limiting resource (nutrient) concentration via the formula
R
1 dN
= (R) =
.
N dt
K +R
(2.11)
The function (R) is called the Monod function. It is monotonically increasing and approaches as R .
Thus is the maximum growth rate and K is the concentration of the limiting resource when the growth rate is
half the maximum.
Monod also found that that bacterial population growth is proportional to the resource depletion, i.e..
dN
dR
= e
dt
dt,
(2.12)
where 1/e is the amount of resource needed to produce one bacterium. Combining (2.11) and (2.12) yields the
coupled system of ODEs
N
R
R
K +R
R
= eN
< 0.
K +R
= N
(2.13)
(2.14)
It is easy to see that the equilibrium points are of the form (0, R ) and (N , 0) where N , R > 0 and thus the
equilibrium points are non-isolated and are the union of two lines. This is a degenerate system of ODEs.
Since eN + R = 0, the quantity F (N, R) = eN + R is conserved, i.e., for every t 0, the function
F (N (t), R(t)) = F (N (0), R(0)), or in other words, eN (t) + R(t) = eN (0) + R(0). This implies that R(t) =
eN (0) + R(0) N (t), which we can substitute into (2.11) to obtain the one-dimensional ODE
(eN (0) + R(0) N )
N = f (N ) = N
.
K + eN (0) + R(0) N
(2.15)
The equilibrium points of this ODE are obtained by setting N = f (N ) = 0 and are N = 0 and N = eN (0)+R(0).
An easy calculation shows that f 0 (0) > 0 and thus N = 0 is a repelling equilibrium point. Another calculation
shows that f 0 (eN (0) + R(0)) = (R(0) + eN (0))/K < 0 and thus limt N (t) = eN (0) + R(0). Unlike the
21
long-term behavior of the logistic ODE where all solutions with N (0) > 0 approach the same limiting value (the
carrying capacity), the limiting value of the Monod system depends on the initial values N (0) and R(0). The is
a manifestation of the degeneracy of the system of ODEs. Although the limiting value does not depend of K,
this parameter effects how quickly solutions approach their limiting value (how?).
Figure (2.10) is from Monods original paper and shows how the model fits his population data of E. coli fed
on glucose.
Figure 2.10: Monod growth law from [Monod, 1949]
There have been some recent attempts to provide theoretic justifications for the Monod model, using kinetic,
thermodynamic, and transport approaches [Liu, 2007].
Problem 4. There is no bacteria death in the Monod system (although it is not totally clear what bacterial
death means). With a linear death rate term, the Monod system becomes
N
R
R
dN
K +R
R
= eN
< 0.
K +R
= N
(2.16)
(2.17)
It is not possible to reduce this system to a one-dimensional ODE as we did when d = 0, but it is easy to
show that the equilibrium points are (0, R ) where R > 0, so this is again a degenerate system of ODEs.
All equilibrium solutions correspond to population extinction. Argue in the phase plane that R < 0 precludes
closed orbits, and thus the population always goes extinct.
2.4.3
Logistic growth with harvesting or predation
It is useful to simple construct models that combine logistic population growth with various forms of harvesting
or predation, such as
dN
= rN (1 N/K) g(N )P,
(2.18)
dt
22
CHAPTER 2.
where N (t) denotes the population of prey, P denotes the predator populations size, and the functional response
g(N ) denotes the number of prey eaten per predator per unit of time [Solomon, 1949]. Holling introduced the
following family of functional responses [Holling, 1959b, 1970] based on the assumption that the instantaneous
consumption of prey depends only on prey availability and not on the consumer or predator abundance as well.
Constant harvesting
The model is
dN
= rN (1 N/K) H.
(2.19)
dt
In constant or quota harvesting, prey are harvested at the same rate H, independent of their population. If this
is modeling a fishery, the fisherman catch the same number of fish every day.
Problem 5. Show that there is a saddle-node bifurcation at H = rK/4 such that for H > rK/4, the
population approaches , and for H < rK/4, the population (not starting at the unstable equilibrium
point) either approaches the attracting equilibrium point or tends to . Biologically, constant harvesting
does not make sense when the population is very small. For example, if there are only five tons of fish left
in a certain area of the ocean, then harvesting ten tons per day makes no sense. Thus in this model the
population can become negative, which one should equate with extinction.
In population ecology and economics, the maximum sustainable yield or MSY is, theoretically, the largest
yield/catch that can be taken from a species stock over an indefinite period. At H = rK/4, there is a single
semi-stable equilibrium point at N = K/2. Thus the MSY is H = rK/4. In simpler terms, for the logistic ODE
N 0 = rN (1 N/K), the maximum of N 0 clearly occurs at N = K/2 and the maximum value is rK/4. This
is called Grahams Theory of Sustainable Fishing (1935): if the fish population is maintained at half its carrying
capacity, the population growth rate is fastest, and the sustainable yield is greatest. Many fishery managers
employed this harvesting strategy in the past, but it is no longer considered a safe management strategy and has
fallen into disuse. What are the real life dangers with this type of harvesting strategy?
Holling Type I functional response
The functional response g1 (N ) = HN , A > 0 and the logistic ODE with proportional or constant rate harvesting
is
dN
= rN (1 N/K) HN P.
(2.20)
dt
For predators with a Type I functional response, the rate of prey consumption increases linearly with the prey
population size. If the number of prey quadruple, the predators will eat four times as much per day. Predators
with such unlimited appetites are rarely found in nature.
In the fisheries literature, this functional response is called the Schaefer short-term catch equation and is
written as P g1 (N ) = qEN , where E is the fishing effort and q is the catchability of the fish. This harvesting
strategy requires monitoring N , which can be expensive.
Problem 6. Rewrite the ODE as a logistic ODE. Show that for r < HP the equilibrium point N = 0 is
globally attracting and the population goes extinct. The equilibrium point N = 0 undergoes a transcritical
bifurcation at r = HP . Thus for r > HP , a non-zero population approaches the attracting equilibrium point
N = K(1 P H/r).
The harvesting yield is Y (t) = HN (t), and at the equilibrium population, Y (t) = HK(1 P H/r). Show
that the MSY is rK/4 when N = K/2. Why is this harvesting strategy safer than quota harvesting? What
23
are the dangers with this type of harvesting strategy? This harvesting strategy is commonly used by fisheries
and wildlife managers.
Holling Type II functional response
The Holling Type II functional response is g2 (N ) = AN/(B + N ), where A, B > 0 and the logistic ODE with
Holling Type II response is
dN
AN
= rN (1 N/K)
P.
(2.21)
dt
B+N
For predators with a Type II functional response, the rate of prey consumption increases with the prey population size, but saturates at some maximum level A. This functional response seems to be the most common and is
well documented in empirical studies [Holling, 1970, Murdoch and Oaten, 1975]. Other names for this functional
response are the Monod response or Michaelis-Merten response.
This response is characteristic of organisms that require non-trivial amounts of time to capture and ingest
their prey. Holling gave a simple mechanistic explanation of this functional response. Predation involves two
tasks: searching for prey and consuming the prey (chasing, killing, eating, and digesting). A predator spending
time Ts searching for prey, searches an area of size aTs , and captures Ha = aeHTs , where H is the prey density
and e is the hunting efficiency. Thus Ts = Ha /(aeH). There is a fixed handling time Th associated with each
prey eaten that is independent of the number of prey. Thus the required handling time to consume H prey is
HTh . It follows that the time T required for a predator to search and consume Ha prey is Ha /(aH) + Ha Th .
Solving for Ha yields
aeHT
Ha =
.
(2.22)
1 + aeHTh
At low prey densities, predators spend most of their time searching for prey, and at high prey densities, predators
spend most of their time on handling prey. Transforming from prey density to prey population gives the desired
functional form.
Problem 7. Show that depending on the parameters, there can be either one, two, or three equilibrium
points. The origin N = 0 is always an equilibrium point. It is unstable for P < P1 and attracting for
P > P1 . There exists a saddle node bifurcation at P2 > P1 . For P > P2 the equilibrium point N = 0 is
globally attracting and the population becomes extinct. For P1 < P < P2 , the larger equilibrium point is
attracting and the smaller one is unstable. Thus for P1 < P < P2 , depending on initial conditions, the
population will reach a positive equilibrium or become extinct. This is similar to the solutions with Allee
effect. Show that there is a transcritical bifurcation at P = P1 . Sketch the bifurcation diagram.
Holling Type III functional response
The response g3 (N ) = AN 2 /(B 2 + N 2 ), A, B > 0 and the logistic ODE with Holling Type III response is
dN
AN 2
= rN (1 N/K) 2
P.
dt
B + N2
(2.23)
The parameter B is known as the switching value, and when N = B the value of the Type III predation function
is A/2, exactly one-half its maximum.
This response is characteristic of predators that below a certain prey density threshold, do not eat much of
the prey, but when the prey density is above the threshold, their feeding rate increases as the prey population
increases, but eventually levels off to an asymptote.
24
CHAPTER 2.
This response captures two feeding effects. As for the Type II response, at high prey densities, predators spend
most of their time on prey handling. Also, since g30 (N ) = 0, at low prey densities, predators have a difficult time
finding prey. This could occur for several reasons. Predators may lose their search image of the prey. There
could be a small number of refuges which hide the small number of prey from predators. At low prey density,
predators may consume alternate prey.
Depending on the parameters, there can be either two, three, or four equilibrium points. The condition
g30 (N ) = 0 ensures that the equilibrium point N = 0 is always unstable. Thus the prey population never goes
extinct.
Now is a good time to introduce the concept of nondimensionalizing an ODE, which reduces the number
of parameters in an ODE and makes it more tractable. It also allows for a direct comparison of the magnitude of
parameters, and sometimes one can exploit the presence of a small parameter (e.g., apply singular perturbation
theory). The method is a little ad hoc, and begins with a dimensional analysis of the problem. One then carries
out a linear change of variables for each variable and then rewrites the ODE in terms of the new variables. Finally,
one makes intelligent choices of the scaling constants to simplify the problem. There may be more than one way
to nondimensionalize an ODE.
The logistic ODE with Hollings Type III response has five parameters. The parameters A and P can be
trivially combined. We now show that a simple linear change of coordinates will eliminate two more variables.
Define new (and dimensionless) coordinates x = N/B, = AP t/B, = rB/(AP ), and = K/B. Multiple
applications of the chain rule yield the equivalent ODE
x2
dx
= x(1 x/)
.
d
1 + x2
(2.24)
We will study solutions of the logistic ODE with Hollings Type III response in detail in Case Study 1.
Arditi-Ginzburg functional response
The above-mentioned functional responses assume that the prey eaten per predator per unit of time is a function
of prey abundance alone. However, it is known that predator density can also influence individual consumption
rate, an effect termed predator dependence. Such predator dependence (usually a functional response that is
decreasing with increasing predator density) has been observed in many vertebrate and invertebrate species. In
these cases the authors [Arditil and Ginzburg, 1989] proposed modeling the functional response using
g(N ) = AN/(N + BP ),
which is an increasing function of the ratio of prey density to predator density.
Hollings three functional responses reflect different types of hunting and feeding behavior of predators. Thus
the time scale is short: roughly hours to at most days. The logisitic term captures the population dynamics on a
much longer time scale. This incongruity of time scales leads to some problems, e.g., the paradox of enrichment,
which do not appear with the Arditi and Ginzburg functional response [Berryman, 1992].
2.5
Case Study 1: Controlling the spruce budworm population
The eastern spruce budworm (Choristoneura fumiferana, see Figure (2.11a)) is a serious defoliating pest of
spruce-fir forests in the eastern US and Canada. The spruce budworm consumes the leaves of coniferous trees,
and excessive consumption damages and kills trees (see Figure (2.11b)). Observations have shown approximate
2.5. CASE STUDY 1: CONTROLLING THE SPRUCE BUDWORM POPULATION
25
40 year cycles of outbreaks, which tend to be synchronous over large areas of susceptible forests. The budworm
population explodes, devastating the forests, and then returns to low levels. The loss of timber represents a
significant cost to the wood products industry and various pest management techniques, including pesticides,
have been tried without success.
Figure 2.11: a) Spruce budworm [from www.carleton.ca] b) Budworm damage to a Canadian forests [from
www.fao.org/DOCREP/ARTICLE/WFC/XII/0562-B3-1.gif]
The budworm population can increase several hundred fold in a few years, so a characteristic time scale for
the budworm is several months. It takes the spruce trees about 7 10 years to completely replace their foliage,
and the lifespan of the trees in the absence of predators is 100 150 years. So the characteristic time scale for
the foliage is decades.
In an attempt to control the outbreaks, [Ludwig, Jones, and Holling, 1978] devised an ODE model to gain
an understanding of the mechanism causing the outbreaks. May later gave a simplified version of the model
[May, 1977], which lacks a key predictive feature. Both models incorporate two widely-separated time scales: the
budworm density is the fast variable and the foliage quantity is the slow variable.
It is assumed that the main limiting factors of the budworm population are food and the effects of predators
and parasites. The budworms are eaten primarily by birds, who eat many other insects as well. The authors model
the budworm population in the absence of predation using a logistic growth term, where the carrying capacity KS
depends on average leaf area per tree S. Since the birds will eat other prey when few budworms are available,
and the birds feeding saturates at high worm population levels, the authors use a Holling Type-III predation term
to represent the per capita predation. Thus the ODE for the budworm larvae population density B is

dB
B
B 2
= rB 1
2
P,
(2.25)
dt
KS
N0 + B 2
where P is the population density of predatory birds, r is the intrinsic growth rate of the budworms, and N0 is
the switching value. This is precisely the ODE in (2.23). The authors model the foliage growth S 0 with another
ODE, but we first study the budworm population dynamics on the shorter time scale, assuming that the foliage
and bird populations are constant. Since this is an autonomous first order ODE, solutions can not oscillate. We
have seen that after nondimensionalizing, this ODE can be expressed as
x2
dx
= x(1 x/)
.
d
1 + x2
(2.26)
26
CHAPTER 2.
The equilibrium points are solutions of the equation

x (1 x/)
x
1 + x2

= 0.
(2.27)
Clearly x = 0 is always an equilibrium point. Show that this equilibrium point undergoes a transcritical
bifurcation. One can search for further bifurcations geometrically or analytically. Geometrically, one sketches the
graphs of f (x) = (1 x/) and g(x) = x/(1 + x2 ) on the same axes for various values of (see Figure 2.12(a)
), and observes that there can be either one, two, or three intersection points. There is a globally attracting
equilibrium point for 0 < < 1 , two equilibrium points for = 1 , three equilibrium points for 1 < < 2 ,
two equilibrium points for = 2 , and a globally attracting equilibrium point for > 2 . For 1 < < 2 , there
are two attracting steady states. There are two saddle node bifurcations at = 1 and 2 , which are the slopes
of the two dashed blue lines in Figure 2.12(b). To find the bifurcation values analytically, one sets
Figure 2.12: a) Equilibrium points for budworm model

b) Bifurcation diagram of cusp catastrophe in the (, ) plane
(1 x/)
d
((1 x/))
dx
x
1 + x2

d
x
,
dx 1 + x2
(2.28)
(2.29)
and obtains the bifurcation points x implicitly as

=
2x3
(1 + x2 )2
and =
2x3
.
1 x2
(2.30)
This bifurcation diagram, which exhibits a cusp catastrophe, is show in Figure 2.12(b). There is a major
difference between the globally attracting equilibrium point for 0 < < 1 and for > 2 . For 0 < < 1 , the
equilibrium point occurs for small x (low worm population), while for > 2 the the equilibrium point occurs for
large x (high worm population or outbreak). In the case of three equilibrium points, two are attracting and one
is repelling. One equilibrium point occurs for small x and the other for large x. In this case, whether the steady
state population is small or large depends on the initial condition.
2.5. CASE STUDY 1: CONTROLLING THE SPRUCE BUDWORM POPULATION
27
Let S > 0 denote the average leaf area per tree and assume that K and N0 (from (2.25)) are both proportional
to S, i.e., KS = lS and N0 = mS. Then
=
rm
S
P
and =
l
S.
P
(2.31)
This simple model makes the following predictions about the budworm population and the health of the forest.
1. When the forest is very young, S is small, and thus < 1 . The budworm population is controlled by the
birds and remains small.
2. As the forest slowly grows, S increases, and passes through 1 . Now, there are two possible steady
states: either the budworm population remains low or there is an outbreak, depending on initial conditions.
Since the worm population grows much faster than the foliage, the worm population is always close to
equilibrium, and thus the initial condition will be close to the equilibrium point for / 1 . In the long
term, the budworm population remains small.
3. As the forest further matures, the equilibrium budworm population increases, but stays at non-threatening
levels, until passes through 2 . Then an outbreak occurs and the budworm population explodes. The
forest starts to defoliate.
4. As the trees start dying, the leaf density S decreases, and eventually drops back below 2 . However, the
budworm population remains at outbreak level because the new initial condition will be in the basin of the
outbreak equilibrium point. This is called a hysteresis effect.
In real life, the spruce trees die and the forest is taken over by birch trees, But the birch trees are outcompeted
by the new or remaining spruce trees, and eventually the spruce forest returns. The cycle repeats. Clearly this
simplified model does not capture the approximate 40 year boom and bust forest-worm cycle.
The authors next allow the leaf density S to evolve. They assume that S has logistic growth and the budworm
predation by birds satisfies a Holling Type I functional response. The corresponding system of ODEs is
dB
dt
dS
dt
=
=

B
B 2
rB 1
2 2
P,
lS
m S + B2

S
qS 1
cB,
Smax
(2.32)
(2.33)
where Smax is the maximal leaf density. Care must be taken since Equation (2.32) is undefined for S = 0. Then
(0, 0) is an unstable equilibrium point, and some algebra yields an interior equilibrium point (B , S ). However,
even after nondimensionalizing, the algebra required to effect a local analysis for (B , S ) is formidable. Sketching
the two nullclines (see Figure 2.13) shows a counter-clockerwise circulation in the first quadrant, indicating the
presence of a spiral equlibrium point or limit cycle. Computer simulations [May, 1977] indicate that (B , S ) is
an unstable spiral and also indicate the existence of an attracting limit cycle.
Suppose one tries to reduce the budworm population by applying an insecticide that kills a proportion of
the budworm population per unit time. Then equation (2.32) is replaced by
28
CHAPTER 2.
Figure 2.13: Nullclines of budworm system [May, 1977]
dB
dt

B
B 2
= rB 1
P B
2 2
lS
m S + B2

B
B 2
= r0 B 1 0
2 2
P,
lS
m S + B2

(2.34)
(2.35)
where r0 = r and l0 = l(r )/r. Thus the effect of spraying is to decrease both the initial exponential
growth rate r of the budworms and their carrying capacity.
Problem 8. Show that if one applies sufficiently large amounts of insecticide in perpetuity, such that >
r, the budworm population will be eradicated. However, the environmental and monetary costs would be
enormous.
Simulations show that a Hopf bifurcation occurs at some 0 < < r that eliminates the attracting limit cycle
(in some parameter region) and makes the interior equilibrium point attracting (see [Hsu and Huang, 1995] for
results on global attracting). The resulting steady state would still result in a permanent budworm presence and
the indefinite application of large amounts of insecticide.
To account for the time interval of seven to ten years for the trees to completely replace their foliage, [Bonilla,
Fernandez-Cancio, and Velarde, 1982] added a time delay to the simplified model (2.25) to obtain the time delay
ODE

dB
B(t T )
B(t)2
= rB(t) 1
2
P.
dt
KS
N0 + B(t)2
(2.36)
Using realistic parameters, they show the existence of a periodic solution with period about 40 years. Time-delayed
ODEs can exhibit much richer dynamics than ODEs, but their analysis is significantly more sophisticated.
2.6. DISCRETE GROWTH MODELS
2.6
29
Discrete growth models
We now discuss three natural discretizations of the logistic ODE [Turchin, 2003], but will concentrate on the
dynamics of the first model.
2.6.1
Discrete logistic model
The most naive way to discretize the logistic ODE is to discretize the derivative, where one obtains the nonlinear
difference equation

N (k)
N (k + 1) = N (k) + rN (k) 1
.
(2.37)
K
Notice that if N (k) is sufficiently large, then N (k + 1) is negative. This is biologically silly. Mathematicians
usually apply the coordinate change xk = (r/(1 + r))N (k)/K and = 1 + r, so that the difference equation
becomes
xk+1 = xk (1 xk ).
(2.38)
We can view this difference equation as the dynamical system xk+1 = f (xk ), where f : [0, 1] [0, 1] is defined
by f (x) = x(1 x). Although extremely simple in form, this one parameter family of dynamical systems
exhibits a wide range of complicated dynamical behaviors (including chaotic behavior) and a rich bifurcation
structure. This model was introduced into the population dynamics literature by May in [May, 2004]. While
the mathematics of this family of models is rich, the applications to real populations are much less so, and it is
difficult to find examples of populations which are well-modeled by logistic maps. For this reason I do not spend
much time discussing this model.
The following facts can be found in many places, including [Weisstein, 2005].
1. The two fixed points are x = 0 and x = (r 1)/r (for r > 1).
2. If 0 < 1, the fixed point x = 0 is globally attracting, i.e., limk xk = 0 for all x0 .
3. If 1 < 3, the fixed point x = 0 is unstable, and the fixed point x = (r 1)/r is attracting. Thus
limk xk = (r 1)/r for 0 < x0 < 1. The map f has a transcritical bifurcation at = 1. See Figure
2.14.
4. If 3 < 1+ 6, there is an attracting period 2 orbit {x21 , x22 } such that f (x21 ) = x22 and f (x22 ) = x21 . The
fixed points x = 0 and x = (r 1)/r are both unstable. The limit limk xk = {x21 , x22 } for 0 < x0 < 1,
x0 6= 0, (r 1)/r. The map f has a period doubling bifurcation at = 2. See Figure 2.14.
5. If 2 = 1 + 6 = 3.449490 < 3 = 3.544090 . . . , there is an attracting period 22 orbit. All the

previous mentioned periodic points are unstable. The map f2 has a period doubling bifurcation at 2 . See
Figure 2.14.
6. If 3 = 3.544090 < 4 = 3.564407 . . . , there is an attracting period 23 orbit. All the previous
mentioned periodic points are unstable. The map f3 has a period doubling bifurcation at 3 . See Figure
2.14.
7. There is an infinite increasing sequence of parameters k = 3.5699456 . . . , such that fk has a period
doubling bifurcation at k which creates an attracting period 2k orbit. All the previous mentioned periodic
points of period {1, 2, 22 , . . . , 2k1 } are unstable. This infinite period doubling cascade is illustrated on the
bifurcation diagrams in Figures 2.15.
30
CHAPTER 2.
8. The map f is usually called the Feigenbaum map. It has unstable period orbits of orders 2n , n =
1, 2, 3, . . . , which together are dense in the unit interval. The map f also has a non-chaotic strange
attractor , which contains the closure of the unstable periodic points. This fractal set attracts the orbit
of almost every point in [0, 1]. The restriction of f to is minimal and topologically equivalent to an
adding machine. Thus it has zero topological entropy.
9. There is a saddle node bifurcation at = 3.829 which creates a stable/unstable pair of period three orbits.
These persist until = 4. It follows from a result of Li and Yorke [Li and Yorke, 1975] that the associated
mappings f are chaotic, in the sense that they exhibit periodic points of all periods and uncountably many
points with sensitive dependence on initial conditions. These maps have positive topological entropy.
10. The map f4 is smoothly conjugate to the tent map f (x) = 2x mod (1) on [0, 1] via the conjugacy
h(x) = sin2 (x/2) and is semi-conjugate to the one-sided shift map on two symbols. Thus f4 is chaotic in
the strongest sense. See Figure 2.16.
An interesting question is whether there exist real populations which exhibit period doubling bifurcations or
chaos. We will return to this question when we discuss modeling the population of flour beetles in Section 3.6.
2.6.2
Beverton-Holt model
Another way to discretize the logistic ODE is to find a difference equation that is the time-one map of the logistic
ODE. This model was introduced by Beverton and Holt in their study of fisheries [Beverton and Holt, 1957] and
can be written as
Rxn
,
(2.39)
xn+1 =
1 + xn /M
where R is the proliferation rate per generation and K = (R 1)M is the carrying capacity of the environment.
It has the closed form solution
Kx0
xn =
,
(2.40)
x0 + (K n0 )Rn
which is precisely the time-n map of the logistic ODE (see Equation (2.10)). Thus the discrete Beverton-Holt
modelf exhibits the same long term dynamics as the logistic ODE.
2.6.3
Ricker model
A third way to discretize the logistic ODE is to start with the modified ODE x = rx(t)(1 [x(t)]/k), where [x]
denotes the greatest integer less than or equal to x. Integrating from n to n + 1 yields
x(n + 1) = x(n) exp (r(1 x(n)/K)),
(2.41)
for 0 n t < n + 1. Letting t n + 1, one obtains the Ricker difference equation

xn+1 = xn exp (r(1 xn /K)).
(2.42)
The Ricker model possesses the same rich dynamical structures and chaotic behavior as the logistic model.
2.6. DISCRETE GROWTH MODELS
=2.5
31
=3.1
period 2 orbit
0.75
0.60002
0.60001
0.60000
0.59999
0.59998
0.70
0.65
0.60
0 2 4 6 8 10 12 14
=3.48
period 22 orbit
0 2 4 6 8 10 12 14
=3.56
Period 23 orbit
0.9
0.8
0.7
0.6
0.5
0.4
0.8
0.7
0.6
0.5
0.4
0 2 4 6 8 10 12 14
0 2 4 6 8 10 12 14
Figure 2.14: Periodic orbits of members of the quadratic family
Figure 2.15: Bifurcation diagram for quadratic family [from www.easypedia.gr/el/images/shared/7/7d/Logistic

Map Bifurcation Diagram.png]
32
CHAPTER 2.
=4
Chaos x_0=.22000 and y_0=.22001
1.0
0.8
0.6
0.4
0.2
0.0
0
10
15
20
Figure 2.16: Chaotic behavior of f4 . Notice the sensitive dependence on initial conditions.
2.7
Natural catastrophes, genetic stochasticity, environmental stochasticity, and demographic stochasticity
All populations exhibit random fluctuations. However, for small populations, these fluctuations are sometimes
major determinants of population change and causes of extinction. The field of conservation ecology addresses
population dynamics issues associated with the small population sizes of rare species, where the phenomena
discussed in this section are crucial considerations.
Some investigators build stochasticity into their population models. They argue that adding stochasticity
provides added flexibility to better fit real data, that invariant probability distributions of stochastic processes
can provide additional insights, and that the simulation of stochastic models may be easier than for deterministic
models.
2.7.1
Bacteria growth model (write this)
From Norris book on Markov chains

Food shortages, disease, and extreme weather can all devastate populations. The following sad tale from
[Shaffer, 1981] is illustrative.
The heath hens original range was the northeast coast of the U.S., from Maine to the Carolinas. It was
generally found in the vicinity of oak trees, where its diet consisted of acorns and berries. They were extremely
easy to hunt. During colonial times, the heath hen had been found in such abundance that servants stipulated
with their employers not to have Heath Hen brought to the table oftener than a few times a week. By 1876
the bird had vanished from even the most remote woods on the mainland, and less than 100 heath hens could
be found on the island of Marthas Vineyard off the coast of Massachusetts. In 1907 a portion of the island was
set aside as a refuge for the birds, and a program of predation control was instituted. The population responded
to these measures, and by 1916 the population reached 800 hens. Later that year a fire destroyed most of the
remaining nests and habitat, and during the following winter the hens suffered unusually high predation from
goshawks. The combined effects of these events reduced the population to 100-150 individuals. In 1920, after
the population increased to 200, disease took its toll and the population went again below 100. The 1927 count
was below 30, and it was discovered that most were sterile males, and soon the females became sterile. One male
survived until 1932, and he was last seen on March 11, 1932.
2.7. STOCHASTICITY
2.7.2
33
Natural catastrophes
Natural catastrophes, such as floods, fires, droughts, or meteor strikes occur infrequently, and can cause the death
of a large proportion of individuals. For the heath hens, the 1916 fire that destroyed most nests and habitat was
an example of a natural catastrophe.
2.7.3
Genetic stochasticity
For small populations the amount of genetic material available for natural selection is small. Thus if conditions
change, there may be less genetic variability for natural selection to act, which could result in extinction. For the
heath hens, the sterility of the last survivors was an example of genetic stochasticity.
2.7.4
Environmental stochasticity
Environmental stochasticity is the variation in vital rates from one season to the next in response to weather,
disease, predation, competition, or other factors external to the population. Environmental stochasticity can affect
large populations, as well as small. For the heath hen, the excessive predation by goshawks in 1917 and disease
in 1920 are examples of environmental stochasticity of survival rates.
The following is for students who have taken an advanced course in probability. A common way that authors
incorporate environmental stochasticity is to add additive noise on the log scale. The simplest such extension of
the exponential growth model is the stochastic ODE (SODE)
dNt = rNt dt + Nt dwt ,
(2.43)
where wt is a Wiener process, and the meaning of this expression is in the integral sense. I thank my Georgia Tech
colleague Ionel Popescu for his patience in explaining to me the basic ideas behind analyzing SODEs. Integrating
both sides one obtains
Z
Nt = N0 +
Z
rNs ds +
Ns dws ,
(2.44)
Taking expected values of both sides, and using the fact that the second integral is a martingale and the expected
value of a martingale is zero, one obtains
Z
E[Nt ] = E[N0 ] + r
E[Ns ]ds.
(2.45)
This integral equation can be easily solved

E[Nt ] = E[N0 ] exp (rt).
(2.46)
Thus the expected value of the population size at time t coincides with the solution of the exponential growth
model. To compute the population variance, we need to apply Itos formulam which is a funny looking version of
the chain rule. It states that the process Nt2 can be represented as dNt2 = 2(r + 1)Nt2 dt + 2Nt2 dwt . Integrating
both sides one obtains
dNt2 =
Z
0
2(r + 1)Ns2 ds +
2Ns dws ,
0
(2.47)
34
CHAPTER 2.
Taking expected values of both sides, one obtains

E[Nt2 ] = E[N02 ] + 2
(r + 1)Ns2 ds.
(2.48)
This integral equation can also be easily solved

E[Nt2 ] = E[N02 ] exp (2(r + 1)t).
(2.49)
It follows that the variance

V [Nt ]
E[Nt2 ] E[Nt ]2
(2.50)
E[N02 ] exp (2(r + 1)t) E[N0 ]2 exp (2rt).

p
As t , the coefficient of variation V [N (t)]/E[N (t)] grows like
q
E[N02 ] exp (t).
=
(2.51)
(2.52)
Thus the population fluctuations become relatively greater as time gets larger and larger.
The SODE (2.43) actually has a closed form solution. It follows from Itos formula that
Nt = exp ((r 1/2)t) exp (w(t)).
(2.53)
. This explicit formula allows easy computer simulations of the population process.
Problem 9. Consider the SODE modeling exponential population growth with random migration
dNt = rNt dt + dwt .
(2.54)
Imitate the above calculations line by line to show that

E[Nt ]
V [Nt ]
2.7.5
= E[N0 ] exp (rt)

= V
[N02 ] exp (2rt)
and
(2.55)
+ (exp (2rt 1))/r.
(2.56)
Demographic stochasticity
Demographic stochasticity is the variability in vital rates arising from random differences among individuals in
survival and reproduction within a season. Large populations are highly unlikely to experience significant variation
of these averages. For example, if one assumes that a vital rate of individuals varies independently, then the
variance is inversely proportional to the population size, and thus the fluctuations are negligible. However, for
very small populations of 100 or fewer members, demographic stochasticity could cause extinction. For example,
a long run of male births (think ten successive heads of a coin flip) could skew the sex ratio and substantially
increase the risk of extinction by almost eliminating the number of breeding females.
An important study of demographic stochasticity [Jones and Diamond, 1976] involved breading pairs of birds
in the California Channel Islands over an 80 year period. The investigators found that on islands with over 1000
breeding pairs of birds, none went extinct, on islands with 10-100 breeding pairs of birds, 10% went extinct, and
on islands with 10 breeding pairs of birds, 39% went extinct.
2.7. STOCHASTICITY
35
McArthur and Wilson first used a continuous birth-death Markov process to model demographic stochasticity.
We briefly present the simpliest linear version of this process [Kot, 2001] and [??, all]. For t small, we assume
that each individual has probability t + o(t) of giving birth to a single offspring during time [t, t + t] and
has probability t + o(t) of dying during time [t, t + t]. During this interval, few multiple birth and death
events occur, and do so with probability o(t). Let pn (t) denote the probability that the population size at time
t is n. For the population to have size n at time t + t requires the population at time t to be n 1 and for
there to be one birth, or the population at time t to be n + 1 and for there to be one death, or the population at
time t to be n and no births or deaths occurring. Thus
pn (t + t)
(n 1)pn1 (t)t + (n + 1)pn+1 (t)t
(2.57)
(1 n n)pn (t)t + o(t)
(2.58)
Dividing by t and letting t 0 yields the system of ODEs

dpn
(t) = (n 1)pn1 (t) + (n + 1)pn+1 (t) (n n)pn (t).
dt
(2.59)
The initial conditions are pn (0) = 1 for n = N (0) and

Ppn (0) = 0 for n 6= N (0). To solve this system of equations,
one introduces the generating function F (t, x) = n=0 pn (t)xn and then derives a PDE for F (t, x) that can be
easily solved, yielding:

N (0)
(1x) exp(rt)(x)
6=
(1x) exp(rt)(x)
F (t, x) =
,
(2.60)
N (0)
t+(1t)x
=
,
(1+t)tx
where r = . The probability that the population will go extinct in time t is

N (0)
(exp(rt)1)
6=
exp(rt)
p0 (t) = F (t, 0) =
N (0)
t
= ,
1+t
(2.61)
and thus the asymptotic probability of extinction
lim p0 (t) =

N (0)
>
(2.62)
If , the population is certain to go extinct. Even if > there is some positive probability of extinction,
which is a monotonically decreasing function of the initial population size. Also, the expected value of the
population size at time t grows exponentially

F
E[N (t)] =
= N (0) exp rt.
(2.63)
x x=1
It is easy to show that

F 2
= E[N 2 (t)] E[N (t)].
x2 x=1
(2.64)
36
CHAPTER 2.
Thus, the variance of the population size is

V [N (t)]
=
As t , the coefficient of variation
F
2F
+
x2
x
F
x
2 !

x=1
(
+
N (0)
exp(rt)(exp(rt) 1)
2N (0)t
(2.65)
=
6
= .
V [N (t)]/E[N (t)] grows as

s
+ p
N (0).
(2.66)
(2.67)
For large initial populations, the population fluctuations are relatively very small for large time.
2.8
The age-structured Leslie population model
Our next example of a single species population model is the age-structured Leslie population model [Leslie, 1945,
1948]. This is demographers main tool for forecasting human populations and most world-wide demographic
forecasts are based on this simple linear model. The standard reference is [Caswell, 2001].
The demographers Leslie model assumes that females comprise half of the total population and only considers
the female population. The population is decomposed into m five year age groups. Associated to age group i
are two vital rates. The survival probability pi is the probability that an individual in the ith age group will
survive to enter the (i + 1)th age group, and the per capita fertility rate fi is the average number of offspring an
individual has while a member of the ith age group. We assume that pm = 0. These vital rates are compiled by
demographers and worldwide statistics can be found in [Keyfitz and Flieger, 1990].
More generally, let Ni (k) be the population size of the ith age group at time k (measured in units of five
years). The basic Leslie model makes two main assumptions:
1. Individuals in age group i at time k enter age group i + 1 at time k + 1, provided they survive the ith age
group. Thus N2 (k + 1) = p1 N1 (k), N3 (k + 1) = p2 N3 (k), . . . , Nm (k + 1) = pm1 Nm1 (k).
2. During time k, each individual in age group i has, on average, fi offspring. Thus the individuals in age
group i at time k produce fi Ni (k) female off-spring, which enter the first age-group at time k + 1. Thus
N1 (k + 1) = f1 N1 (k) + f2 N2 (k) + + fm Nm (k).
We also assume there is no immigration or emmigration, although if these are known they are not difficult to
add into the model. Combining these assumptions yields the following discrete system of difference equations:
f1 N1 (k) + f2 N2 (k) + + fm Nm (k)
N1 (k + 1)
N2 (k + 1)
p1 N1 (k)
N3 (k + 1) =
..
. =
p2 N2 (k)
..
.
Nm (k + 1)
pm1 Nm1 (k).
2.8. THE AGE-STRUCTURED LESLIE POPULATION MODEL

It is convenient to rewrite this linear system in matrix form:
f1 f2 f3 f4
N1
p1 0 0 0
N2
0 p2 0 0
N3
(k + 1) = 0 0 p3 0
..
..
.
..
..
..
.
.
.
.
Nm
0 0 0 0
|
{z
A
...
...
...
...
..
.
...
fm
0
0
0
37
N1
N2
N3
..
.
...
Nm
pm
}
(k)
(2.68)
The matrix A is called the Leslie matrix or projection matrix. The matrix A has non-negative entries, and
zero entries except for the first row and main sub-diagonal.
If N(0) denotes the initial population vector, then the population vector at time n is given by N(n) = N(0)An .
Let us assume that all the vital rates are positive. Then one can show that all entires of the matrix Am are positive,
and thus the following theorem of Perron and Frobenious applies.
Theorem 1. There exists a real positive eigenvalue 1 that is a simple root of the characteristic equation
of A. This eigenvalue, which is called the dominant eigenvalue or spectral radius, is strictly greater in
magnitude than any other eigenvalue. The associated right eigenvector w and left eigenvector v are both real
and are the only strictly positive right and left eigenvalues of A.
Proof. We briefly sketch Birkhoffs proof of this theorem based on the Hilbert projective pseudo metric
[Birkhoff, 1957]. We define a pseudo-metric d on the cone of positive vectors C + in Rn as follows: for
x, y C +
max(xi /yi )
xi yj
d(x, y) = log
= max
.
(2.69)
i,j xj yi
min(xi /yi )
Problem 10. Show that d satisfies most usual properties of a metric: d(x, y) 0, d(x, y) = d(y, x), and
the triangle inequality. Also show that d satisfies the following additional properties: d(x, y) = 0 y = cx
where c is a positive constant, and d(ax, by) = d(x, y) for any x, y C + for a, b positive constants.
The main claim is that A : C + C + is a contraction mapping with respect to d, i.e., d(Ax, Ay)
(A)d(x, y) where 0 (A) < 1. One then applies a version of the contraction mapping principle to obtain
a unique fixed point w C + which by definition is an eigenvector with positive entries. To verify the
contraction property, we write x(k + 1) = Ax(k) and y(k + 1) = Ay(k). Then
P

xi (k + 1)
Aij xj (k) X
A y (k)
xj (k) X xj (k)
P ij j
= P
=
=
pij
,
(2.70)
yi (k + 1)
Ail yl (k)
yj (k)
yj (k)
l Ail yl (k)
j
j
where pij > 0 and
pij = 1. It immediately follows ( why?) that

min
j
xj (k)
xi (k + 1)
xj (k)
<
< max
,
j
yj (k)
yi (k + 1)
yj (k)
(2.71)
unless all the xj (k)/yj (k) are equal. This immediately implies that d(Ax, Ay) d(x, y) where 0 < < 1.
Fill in the details.
38
CHAPTER 2.
The Perron-Frobenious theorem allow us to determine the long-term behavior of the population. Demographers
refer to this result as the fundamental theorem of demography.
Theorem 2.
1. If 1 > 1, the population grows exponentially, and

lim
1 k
A N (0) = hN (0), w1 iw1 .
k1
(2.72)
2. If 1 < 1, the population decays exponentially, and

lim Ak N (0) = 0.
(2.73)
3. If 1 = 1, the population does not change.

Given Theorem 1, the proof of Theorem 2 is easy. Consider the ordered spectrum of eigenvalues 1 > |2 |
|2 | |m
P| along with the basis of normalized eigenvectors {w1 , . . . , wm }. If we write an initial population
vector N (0) = ci wi , then
1 k
A N (0)
k1
c1 k1 vw1
c2 k2 w2
cn kn wn
+
+ +
k
k
1
1
k1
k
k
2
n
= c1 w1 + c2
w2 + + cn
wn .
1
1
(2.74)
(2.75)
The limit limk (1/k1 )Ak N (0) = c1 w1 = hN (0), w1 iw1 . The rate of convergence is exponential with rate
(2 /1 )k determined by the second largest eigenvalue in absolute value.
Problem 11. Show that the right eigenvector is proportional to the stable age distribution, and can be
rescaled to give either the proportion or the percentage of individuals in each age class.
Problem 12. Show that the left eigenvector is the reproductive value of the population, that is the number
of offspring that an individual may expect to have in the future at their current age. This vector may be
scaled so that its first element is one.
.00000
.99842
0
0
0
0
0
0
0
0
0
.00148
0
.99901
0
0
0
0
0
0
0
0
.06330
0
0
.99834
0
0
0
0
0
0
0
.19291
0
0
0
.99748
0
0
0
0
0
0
.26426
0
0
0
0
.99721
0
0
0
0
0
.21560
0
0
0
0
0
.99537
0
0
0
0
.11127
0
0
0
0
0
0
.99305
0
0
0
.03357
0
0
0
0
0
0
0
.98872
0
0
.00500
0
0
0
0
0
0
0
0
.98167
0
.000023
0
0
0
0
0
0
0
0
0
.00000
.00000
0
0
0
0
0
0
0
0
0
Figure 2.17: Leslie matrix for the US in 1985

Figure 2.17 contains the Leslie matrix for the US in 1985 [Keyfitz and Flieger, 1990]. The eleven age groups
for females are 0 4, 5 9, 10 14, 15 19, . . . , 45 59, 50 54. The spectral radius of the 1985 Leslie matrix
for the US is 1 = .976. This says that without immigration, if the 1985 vital rates persisted, the population of
the US would slowly decrease to zero (at a rate given by 2 = .34008 + .71128i).
2.9. CASE STUDY 2: SAVING THE LOGGERHEAD SEA TURTLE
39
Problem 13. A sensitivity or elasticity analysis studies the dependence of the spectral radius 1 on the
individual vital rates. Several authors consider 1 as a measure of the populations fitness. Show that the
sensitivities
vi wj
sij =
=
,
(2.76)
aij
hw, vi
where aij is the (i, j) entry of the Leslie matrix A, and show that the elasticities
eij =
aij
log
=
.
log aij
aij
(2.77)
The age classes in the Leslie model can be replaced by developmental stages. For insects, three such stages
might be larvae, pupae, and adults.
2.9
Case Study 2: Saving the loggerhead sea turtle
Good references for this case study are [Crouse, Crowder, and Caswell, 1987, Grand and Beissinger, 1997]. The
are six species of sea turtles that nest in the United States, with the loggerhead (see Figure 2.18(a)) being the
most common. Loggerheads nest along the atlantic coast, and the largest concentration of loggerhead nests are
in south Florida. Adult sea turtles have few natural predators, mostly large sharks.
Statistics collected since 1998 indicate that in 2007 Florida had the lowest nesting levels in 17 years, where
nesting rates declined from 85,988 nests in 1998 to approximately 45,084 in 2007. The loggerhead is listed as
Threatened under the U.S. Federal Endangered Species Act. All other sea turtle species are classified as either
Threatened or Endangered.
Although sea turtles live most of their lives in the ocean, adult females must return to beaches to lay their
eggs. They require soft sandy beaches that are dark in the evening. Threats to the loggerhead include loss
of nesting habitat due to coastal development, predation of nests, incidental capture, and drowning in shrimp
trawling nets (see Figure 2.18(b)). Coastal lighting and housing developments disorient hatchlings and make it
difficult for them to find the ocean. The longer a hatchling spends on the beach searching for the ocean, the
more exposed it is to predators.
There are three strategies currently used to reverse the decline of the loggerhead population: corralling, head
starting, and turtle exclusion devices (or TEDs).
1. On some beaches, poaching and depredation of eggs results in only a very small percentage of eggs that
hatch. Corralling involves moving nests with eggs to better protected beach areas. Sometimes nests are
covered with mosquito netting to protect them against parasitic fly larvae infestation.
2. Head starting [Fontaine and Shaver, 2005, Forrester, 2005] is a labor intensive process where the nests
are collected and the eggs transferred to hatcheries, where they are incubated and the hatchlings are well
nourished. After 8-24 months the young turtles are released into the ocean. Head starting is extremely
expensive, with some estimates at over $125 per turtle. Head starting is also controversial. Some authors
claim that head starting is detrimental to turtles, and thirty years of studies seem inconclusive.
A 1990 National Research Council report concluded that shrimp trawling killed more sea turtles in US waters
than all other human means combined (see Figure 2.18 (b)). The Council estimated that during the 1980s shrimp
trawling drowned 44,000 loggerhead and Kemps ridley turtles each year. Although sea turtles spend almost all
40
CHAPTER 2.
Figure 2.18: (a) A Loggerhead sea turtle [a.abcnews.com/Technologypopupid=3865610&contentIndex=1&page

=2&start=false].
(b) A dead loggerhead sea turtle caught in fishing net [http://www.seaturtlefoundation.org/wpcontent/uploads/2008/05/olive-ridley-caught-in-ghost-net-ian-bell-2004-web.jpg].
their lives submerged, they must breathe air for the oxygen needed to meet the demands of vigorous activity
(especially while working to escape from a fishing net). The nets usually kill large juvenile, subadult, and adult
turtlea.
3. In the 1970s and 1980s, the National Marine Fisheries Service developed turtle excluder devices, or TEDs.
A TED is a grid of bars with an opening either at the top or the bottom of the trawl net (see Figure 2.19).
The grid is fitted into the neck of a shrimp trawl. Small animals such as shrimp pass through the bars and
are caught in the bag end of the trawl. When larger animals, such as turtles and sharks are captured in the
trawl they strike the grid bars and are ejected through the opening. Studies show that trawl nets equipped
with properly functioning TEDs could lead to a 97% reduction in sea turtle net entrapment.
Figure 2.19: Sea turtle escaping through a TED (on display at The Georgia Sea Turtle Center on Jeckyll
Island and photographed by the author).
2.9. CASE STUDY 2: SAVING THE LOGGERHEAD SEA TURTLE
41
What is the best way to use limited resources to prevent the extinction of loggerhead turtles? [Crouse,
Crowder, and Caswell, 1987] and [Grand and Beissinger, 1997] constructed Leslie population models for the
loggerhead population with no interventions, with interventions to protect the eggs and hatchlings, with TEDs,
and with combinations. They assumed a closed population (which other authors question). [Crouse, Crowder,
and Caswell, 1987] used a Leslie model with seven developmental stages, which was simplified to five stages by
[Grand and Beissinger, 1997] and other authors. The approximations of vital rates came from [Frazer, 1983], and
were based on his thesis study of sea turtles on Little Cumberland Island, Georgia. Frazer acknowledged that his
parameter estimates are somewhat uncertain, especially his survival rates in the earlier stages.
Figure 2.20: Estimated vital rates of loggerhead sea turtles on [Frazer, 1983]
The five life stages are eggs/hatchlings, small juveniles, large juveniles, subadults, and adults. The Leslie
matrix in figure 2.21 assumes that the probability that the eggs survive to become small juveniles is p and TEDs
are not used.
L1 =
0
p
0
0
0
0
0
4.665
0.703
0
0
0.047 0.657
0
0
0.019 0.682
0
0
0.061
61.896
0
0
0
.809
Figure 2.21: Leslie matrix for the loggerhead turtle population with first stage survival equal to p.
[Crouse, Crowder, and Caswell, 1987] chose p = 0.6747, in which case (assuming a 1:1 sex ratio) the spectral
radius 1 of L1 is 0.95. Thus the population slowly goes extinct. Even with 100% effective head starting (p = 1),
1 = 0.97, and the population still goes extinct. [Crouse, Crowder, and Caswell, 1987] argue that without any
human assistance, p = 0.185, and with corralling, p = 0.580. These two numbers will be important in the
following discussion on TEDs.
The Leslie matrix in Figure 2.22 assumes that the probability that the eggs survive to become small juveniles
is p and TEDs are used to prevent accidental drownings of older turtles.
With p = 0.185, the spectral radius of L2 is 1 = 0.968, and with p = 0.580, the spectral radius 1 = 1.02423.
Thus the use of TEDs alone will not forestall extinction, but the use of TEDs together with strategic use of
corralling may prevent extinction.
42
CHAPTER 2.
L2 =
0
p
0
0
0
0
0
5.992
0.717
0
0
0.033 0.749
0
0
0.029 0.761
0
0
0.077
67.075
0
0
0
0.877
Figure 2.22: Leslie matrix for the loggerhead turtle population with first stage survival equal to p and use
of TEDs.
In practice, TEDs, especially in their early generation, reduced the fishermens catch. There was strong
opposition by the shrimp trawl industry against them. However, in 1992, the federal government required all U.S.
shrimp trawlers in the Atlantic Ocean and Gulf of Mexico to use TEDs in all waters, during all seasons. Later,
summer flounder trawls were also required to use TEDs. However, currently, not all trawl fisheries are required
to use them.
The use of TEDs, in combination with other conservation measures, appear to be partially successful in helping
to recover sea turtle populations. In 2000, the Turtle Expert Working Group found that the population of (the
Endangered) Kemps ridley turtles is increasing exponentially. However, this same report found that of the four
genetically distinct subpopulations of loggerhead turtles, only one is stable or increasing, the status of two are
unknown, and the northern subpopulation is still declining.
Another application of Leslie matrices to conservation biology can be found in [Fujiwara and Caswell, 2001],
which models the population of the Highly Endangered northern right whale. Finally, [Starfield, 1997] contains a
useful discussion the use of mathematical models in conservation biology.
Chapter 3
Models of Communities
Communities are collections of coexisting populations, and community ecology studies the distribution, abundance,
demography, and interactions between populations. Species can interact in several ways, and the term symbiosis
describes the interactions between different species. These include including competition, predation, mutualism,
commensalism, etc., and it is not uncommon for these complex relationships to vary over time.
The general ecology texts [Begon, Harper, and Townsend, 1996, Odum and Odum, 1971] contain excellent
discussions of the relevant biology, as well as a discussion of the basic models.
3.1
3.1.1
Competition
The niche and competitive exclusion
Competition is the interaction between organisms, or groups of organisms, that use a shared, limited, and limiting
resource or territory. Competition usually results in a reduction or elimination of one or both competitors, habitat
formation, or the evolution of adaptations. Darwin and many latter evolutionary biologists view interspecific and
intraspecific competition as the driving force of adaptation, and ultimately of evolution.
Competition can be between members of different species (interspecific competition) or between members
of the same species (intraspecific competition). An example of interspecies competition is lions and hyenas
competing for antelope carcasses, while an example of intraspecies competition is taller trees in a forest receiving
more sunlight than the shorter trees in their shadow. Competition can be direct and indirect. In direct competition,
some individuals are denied access to resources by the often aggressive actions of others. In indirect competition,
individuals have free access to resources but use of those resources by some individuals diminishes their availability
to other individuals.
The niche is a useful heuristic guide that underlies much thinking about communities. The idea is that an
organisms niche consists of all the environmental factors that influence its growth, survival, and reproduction.
[Elton, 2003] defined the niche as the organisms place in the biotic environment in relation to food and predators. Later, [Hutchinson, 1957] gave the seemingly more rigorous definition as the n-dimensional hypervolume,
where every point in which corresponds to a state of the environment which would permit the organism to exist
indefinitely. For example, an organism will have a range of temperatures it can tolerate, a range of prey size it
can eat, etc. A plant will have a range of soil pH it can tolerate, a range of precipitation it can tolerate, a range
of sunlight it can tolerate, etc. It is believed that populations have evolve to perfectly fit their niche.
43
44
CHAPTER 3.
MODELS OF COMMUNITIES
In Hutchinsons niche theory, interspecies competition is due to niche overlap. The principle of competitive
exclusion, a cornerstone of theoretical ecology, [Gause, 1936] states that if two species have almost completely
overlapping niches, they cannot coexist at constant levels indefinitely. Most mathematical models and microcosm
experiments [Gause, 1936, Vandermeer, 1969] of competition support this conclusion (see Problem (3.2.7)) .
Elaborations of niche theory [MacArthur, 1970] provide mechanistic models of competition for explicit resources,
while the Lotka-Volterra models are phenomenological models (with no theoretical underpinning).
Complete competitive exclusion is rarely observed in natural, undisturbed ecosystems. However, it can often
be observed when invasive exotic species are introduced into an ecosystem where they have no native predators
or pathogens to control their populations. Exotic species are often seen to competitively exclude native species
with similar niches, often with cascading trophic effects, leading to a loss of native species diversity. There are
many examples in the US, including Kudzu (Asia), starlings (Europe), tiger mosquitos (Asia), and zebra mussels
(Eastern Europe and Russia).
Figure 3.1: Laboratory experiment of Gause showing competitive exclusion of two species of bacteria [Gause,
1936].
Ecologys love-hate relationship with the niche concept has been long and not especially pretty. Whereas
some ecologists continue to see value in the concept, others have despaired of ever finding an expression that is
both general and non-circular. ... Nelson Hairson
3.1.2
The well-mixing hypothesis
Most multiple species and infectious disease transmission models assume that the rate of encounter between
members of two different populations is proportional to the product of the population sizes. This assumption
is called well-mixing, homogeneous mixing, mass-action mixing, or the mean field assumption.
This main utility of this assumption is that it allows the use of ODEs instead of PDEs (Section 5.2) or agent based
models (Section 5.4). Such spatially explicit models are usually much more difficult to parametrize, simulate, and
analyze.
The well-mixing hypothesis implies that doubling the size of either population results in twice as many encounters, and this implies that members of both populations are homogeneously distributed in space and do not
3.1. COMPETITION
45
mix mostly in any smaller subgroups. But we all know that humans have contacts with only a small fraction
of individuals in their community, are more likely to have contacts with family members, neighbors, and classmates, and children typically have many more contacts than seniors. When used to model infectious diseases, this
assumption implies that infected individuals interact with every susceptible individual in the entire population.
When I feel ill, I try to stay home and not interact with anybody.
The American physical chemist Lotka and Italian mathematician Volterra introduced the well-mixing hypothesis
to ecology, believing that populations could be treated as particles interacting in a homogeneously mixed gas. In
this case the law of mass action states that the reaction rate (the rate of encounter between members of the
different populations) is proportional to the product of their masses (the product of the population sizes).
The validity of the well-mixing hypothesis is very rarely addressed (see [Regoes et al., 2003] for an example).
Most models of bacteria growth and evolution treat the bacteria as planktonic cells in a well-mixed, mass culture.
However, such conditions are believed to be rare for both free living and parasitic bacteria. Even in supposedly
well-mixed chemostats (see Section 3.3), biofilms form on the vessel wall that can act as a refuge and invalidate
the assumption. Wilson and Worcester [Wilson and Worcester, 1945] argue that the the real utility of the wellmixing assumption must be found from the a posteriori observation that with the proper choice of constants the
model describes the data.
3.1.3
The Lotka-Volterra competition model
The Lotka-Volterra competition model assumes logistic growth for the population of each species to account for
the intraspecies competitions, and that the growth rates are reduced due to interspecific competition determined
by well-mixing of the populations.
The mathematical model for two competing species is
dN1
dt
dN2
dt
r1 N1 (1 N1 /K1 ) 12 N1 N2
(3.1)
r2 N2 (1 N2 /K2 ) 21 N1 N2 ,
(3.2)
where the competition coefficients ij > 0, i 6= j measure the per capita effect of species j on the population
growth of species i. If ij = r, then each individual of species j depresses growth of Ni by the same amount
as adding r individuals of species i. Notice also that if 12 > 1, 21 > 1, interspecies competition is more
important than intraspecies competition, while if 12 < 1, 21 < 1, intraspecies competition is more important
than interspecies competition.
The following problem treats an important property of all population models.
Problem 14. (Invariance of positivity) Prove that if N1 (0), N2 (0) 0, then N1 (t), N2 (t) 0 for all t 0.
Hint: Divide both sides of (3.1) by N1 , integrate, and exponentiate.
An easy calculation shows there are four equilibrium points: (0, 0), (K1 , 0), (0, K2 ), and an interior equilibrium
point (N1 , N2 ).
There are six parameters in this model. We nondimensionalize to reduce this number to three. Substituting
u1 = N1 /K1 , u2 = N2 /K2 , = r1 t, = r2 /r1 ,
ij = ij (Kj /Ki ) above, we obtain
du1
d
du2
d
u1 (1 u1
12 u2 ) = f1 (u1 , u2 )
(3.3)
u2 (1 u2
21 u1 ) = f2 (u1 , u2 ).
(3.4)
46
CHAPTER 3.
All orbits are bounded since both components of the vector field are negative for u1 and u2 sufficiently large.
It follows from Dulacs criterion that this system has no closed orbits. To see this, define the Dulac function
h(u1 , u2 ) = 1/(u1 u2 ). A simple calculation shows that
O (hf1 , hf2 ) =
1
1
(hf1 ) (hf2 )
+
=
< 0,
u1
u2
K1 u1
K2 u2
for u1 , u2 > 0. Since this divergence has constant sign throughout the first quadrant, Dulacs criterion [S.
Strogatz, 1994] implies there are no closed orbits contained in the first quadrant.
Simple algebra yields four equilibrium points:
(0, 0), (1, 0), (0, 1), (u1 , u2 ) =
1
21
1
21
,
1
12
21 1
12
21

.
(3.5)
Biologically, the first equilibrium point corresponds to extinction of both species, the second and third correspond
to extinction of one species, and the last equilibrium point corresponds to steady state coexistence of both
species. The requirement that the last equilibrium point has positive coordinates is either
12 < 1,
21 < 1 or
12 > 1,
21 > 1.
The community matrix or Jacobian matrix for the system is
!

f1
f1
1 2u1
12 u2
12 u1
u
u
1
2
J(u1 , u2 ) =
=
.
f2
f2
21 u2
2u2
21 u1
u
u
1
Thus the Jacobian matrices at the boundary equilibria points are

J(0, 0)
=

J(1, 0)
1
0
1
0

,
J(0, 1) =

12
.
21
1
12
21

,
We now determine the nature of the equilibria points using the method of linearization or local stability
analysis.
1. Since det J(0, 0) = > 0, trace J(0, 0) = 1 + > 0, and = trace2 J(0, 0) 4 det J(0, 0) = ( 1)2 0,
it follows that (0, 0) is an unstable node.
2. Since det J(0, 1) = (
12 1), trace J(1, 0) = 1
12 , and = trace2 J(1, 0) 4 det J(1, 0) =
2
(1 + (
12 + ) 0, it follows that (0, 1) is a saddle for 12 < 1 and an attracting node for 12 > 1.
3. Since det J(1, 0) = (
21 1), trace J(1, 0) = (1
21 ) 1, and = trace2 J(1, 0) 4 det J(1, 0) =
(1 + (
21 1))2 0, it follows that (1, 0) is a saddle for 21 < 1 and an attracting node for 21 > 1.
Problem 15. Show that there are saddle node bifurcations at
12 = 1 and
21 = 1.
The Jacobian matrix at the fourth equilibrium point (u1 , u2 ) is

1
1
12
(1
12 )
12
J(u1 , u2 ) =
.
(
21 1)
21
21
12
21 1
3.1. COMPETITION
47
Since
det J(u1 , u2 )
trace J(u1 , u2 )
(
12 1)(1
21 )
12
21 1
(1
12 )(1 + )
,
12
21 1
and
it follows that the equilibrium point (u1 , u2 ) is a saddle for

12 > 1,
21 > 1 and an attracting node for
12 < 1,
21 < 1.
Figure 3.2: Four types of phase portraits
We apply the Poincare-Bendixson theorem to prove that in each case the unique attracting equilibrium point
is globally attracting. Since all orbits are bounded, the theorem states that asymptotically, every orbit must
approach an attracting equilibrium point, attracting limit cycle, or heteroclinic connection. We verified that there
are no limit cycles, and since there are no interior saddle points, the orbits of all interior initial conditions must
approach the attracting equilibrium point, and thus it is globally attracting. We obtain the following theorem.
Theorem 3. For the Lotka-Volterra competition system (3.1) and (3.2), consider initial conditions in the
interior of the first quadrant.
1. If
12 < 1 and
21 > 1, then species 1 goes extinct and the size of species 2 approaches its carrying
capacity K2 .
2. If
12 > 1 and
21 < 1, then species 2 goes extinct and species 1 approaches its carrying capacity K1 .
48
CHAPTER 3.
3. If
12 > 1 and
21 > 1, then depending on initial conditions, for almost every initial condition (off
the stable manifold of the saddle), species 1 goes extinct and the size of population 2 approaches K1 ,
or species 2 goes extinct and the size of population 1 approaches K1 .
4. If
12 < 1 and
21 < 1, then there is stable coexistence. The size of population 1 approaches N1 and
the size of population 2 approaches uN2 . The equilibrium point (N1 , N2 ) is globally attracting.
This model shows that sufficiently high interspecies competition results in the extinction of one of the species.
Thus to survive, population i would want to minimize its competition coefficient aij with the other population or
increase its carrying capacity. This is an example of K-selection (see Section (2.4.1)).
Problem 16. In case 4, provide an alternate proof that (u1 , u2 ) is globally attracting by verifying that the
function V (u1 , u2 ) = c1 (u1 u1 )2 + c2 (u1 u1 )(u2 u2 ) + c3 (u2 u2 )2 is a global Lyapunov function (see
6.2) for suitable choices of c1 , c2 , c3 .
Problem 17. Suppose two populations, one of a large animal species and the other of a small animal species,
compete for grass on the same field. Suppose they are equally competitive and their intraspecies competition
is as strong as their interspecies competition. According to the Lotka-Volterra model, who survives?
Problem 18. Suppose a few individuals of a new species arrive and compete with an established species with
population at its carrying capacity. Using Theorem 3, what conditions would ensure that the new population
starts growing? What conditions would ensure the new species becomes established?
Problem 19. More generally, no general Lotka-Volterra system of the form
dx
dt
dy
dt
= ax + bxy + cx2
(3.6)
= dy + exy + f y 2 ,
(3.7)
can possess a limit cycle for any choice of parameters a, b, c, d, e, f [Hofbauer and Sigmund, 1998]. Assume
that a limit cycle exists, which by the Poincare-Bendixson theorem must contain an equilibrium point in its
interior. Show the function V (x, y) = xp y q (A + Bx + Cy) is a first integral of motion for suitable choices of
parameters. This implies that if a periodic orbit exists, it is not isolated.
Problem 20. Prove that for any general Lotka-Volterra system of the above form, solutions with positive
initial conditions stay positive for all time, i.e., if x(0), y(0) > 0, then x(t), y(t) > 0 for all t > 0.
3.1.4
Competition between n species
Unlike the Lotka-Volterra competition model for two species, the analogous model for n competing species can
exhibit complicated dynamics. Models with three species can have limit cycles and heteroclinic connections [Lu
and Luo, 2003, May and Leonard, 1975], but no strange attractors [Hirsch, 1982, 1988, Hirsch and Smith, 2003].
[Vano, Wildenberg, Anderson, Noel, and Sprott, 2006] constructed an example with four species having a strange
attractor, as well as a zoo of global bifurcations.
3.2. PREDATION
3.1.5
49
Discrete competition models
Discrete competition models are not as common in the literature as ODE models, although they also played
an important role in the historical development of the competitive exclusion principle. Recall that there are
several natural discretizations of the logistic ODE which exhibit very different dynamics. The same is true for
discretizations of the Lotka-Volterra competition model.
In the 1960s, Park and Leslie combined laboratory experiments and mathematical modeling to study competition of flour beetle species. They used the following system of difference equations with Beverton-Holt type
intraspecies competition terms.

1
= b1 x k
1 + c11 xk + c12 yk

1
= b2 yk
.
1 + c22 xk + c22 yk

xk+1
yk+1
(3.8)
(3.9)
After nondimensionalizing, one can assume that c11 = c22 = 1.

Problem 21. Find the fixed points of the nondimensionalized system and classify their local stability. Compare with the equilibrium points of (3.1) and (3.2). Prove that (0, 0) is globally attracting for b1 < 1 and
b2 < 1.
Using the theory of discrete monotone flows, the authors [Liu and Elaydi, 2001] show that all orbits approach
a fixed point as t . The local stability analysis combined with this result gives the global dynamics. This
discrete model exhibits the same four dynamical scenarios as the Lotka-Volterra ODE model. See [Cushing,
Levarge, Chitnis, and Henson, 2004] for complete details.
On the other hand, the following system with Ricker type intraspecies competition terms exhibits a zoo of
complicated orbit structures, global bifurcations, and chaos
xk+1
xk exp (r1 (K1 11 xk 12 yk /K1 ))
(3.10)
yk+1
yk exp (r2 (K2 22 yk 21 yk /K2 )) .
(3.11)
See [Hofbauer, Hutson, and Jansen, 1987, Lu and Wang, 1999, Wendi and Zhengyi, 1999] for rigorous
results concerning permanence of solutions and the existence of a globally attracting fixed point in certain special
parameter ranges.
3.2
Predation
Predation is the consumption of one organism (prey) by another (predator). Selective pressures has led to an
evolutionary arms race between prey and predator, resulting in various anti-predator adaptations. Predators lower
the fitness of their prey, and thus reduce the preys chances of survival and reproduction.
We begin with the classical predator-prey model of Lotka and Volterra. Volterra devised this model to explain
the large increase in the percentage of selachians sold in the fish markets at Italian ports during World War I, while
fishing was reduced (see Problem 2). More recently, bacteria and bacteriophages (virus that attack bacteria) have
been proposed as ideal experimental systems for studying predator-prey dynamics [Lenski and Levin, 1985] Chao
et al. 1977, Levin and Lenski 1983, Lenski and Levin 1985, Lenski 1988a). See ******
50
3.2.1
CHAPTER 3.
Lotka-Volterra predator-prey model
Let V (t) denote the prey (victim) population and P (t) the predator population at time t. Assume that the
predators sole food source is the prey, the preys food source is unlimited (so there is no competition among the
prey), and the populations are well-mixed. The Lotka-Volterra predator-prey model is
dV
dt
dP
dt
= rV V P
(3.12)
= qP + V P,
(3.13)
where r is the prey growth rate, q is the predator death rate, > 0 denotes the capture efficiency, and > 0 is the
product of the capture efficiency and the biomass conversion efficiency. Without predators, the prey population
increases exponentially, and without food, the predator population decreases exponentially and become extinct.
Again, instead of modeling population size, these equations may describe population density or biomass.
The capture efficiency measures the effect of a predator on the per capita growth rate of the prey population.
The parameter measures the ability of predators to convert a new prey into per capita growth of the predator
population. If is small, a single prey item does not contribute much to the predator population, e.g., a seed
consumed by a bird. If is small, a single prey item contributes substantially to the predator population, e.g., a
moose captured by wolves. The term V is called the functional response of the predator population and measures
the rate of prey capture by a single predator as a function of prey population. The term V is called the numerical
response of the predator population, and measures the per capita growth rate of the predator population as a
function of prey population size. Clearly having more prey around increases the probability of a predator catching
a prey. For a more realistic model this should indeed include a saturation term (see Section 3.2.3).
There are two equilibrium points: (0, 0) and (q/, r/). The Jacobian matrix for the system is

r P
V
J(V, P ) =
.
P
q + V
The Jacobian matrices at the equilibrium points are

r 0
J(0, 0) =
,
0 q

J
q r
,

=
0
q
v
0

.
The determinant of J(0, 0) < 0, and thus the extinct equilibrium point (0, 0) is a saddle. The trace of
J(q/, r/) = 0 and the determinant of J(q/, r/) = 0 is positive, thus the eigenvalues are imaginary. Thus
(q/, r/) is a linear center, or center for the linearized system. The method of linear stability analysis and the
Hartman-Grobman theorem are not applicable in this case.
It is easy to find a conserved quantity for this system. Divide (3.12) by (3.13) to obtain the separable ODE
V (r P )
dV
=
dP
P (q + V )
or
q + V
r P
dV =
dP.
V
P
(3.14)
Integrating, one obtains that the function

F (V, P ) = q log V + V r log P + P
is constant along orbits. Such a system is called a conservative system.
(3.15)
3.2. PREDATION
51
This predator-prey system is also a Hamiltonian system. To see this, we introduce logorithmic coordinates
x = log V and y = log P , and rewrite (3.12) and (3.13) as
dx
dt
dy
dt
= r exp(y)
(3.16)
= exp(x) q.
(3.17)
It is easy to check that the function

H(x, y) = exp (y) qx + exp (x) ry
(3.18)
is a Hamiltonian for this system, i.e.,

H
x
H
y
=
=
dy
dt
dx
.
dt
(3.19)
(3.20)
Problem 22. Can you find a biological interpretation of H? Please email me if you can.
There are several ways to prove the interior equilibrium point is a nonlinear center. One can quote the
Lyapunov center theorem, which states that for a Hamiltonian system of two ODEs, a linear center is actually
a nonlinear center [S. Strogatz, 1994]. One can also quote the analogous theorem for conservative systems [S.
Strogatz, 1994]. The most elementary way is to sketch the level curves of F and see that all orbits other than
the two equilibrium points are closed curves. Thus the interior equilibrium point is surrounded by closed orbits
and must be a center.
Conservative systems in population modeling are not common, but there are some well known examples that
can be transformed into conservative systems. In recent work [Gidean, Meiss, Ugarcovici, and Weiss, 2009] we
apply methods from KAM and twist map theory to study the dynamics of some of these models.
Figure 3.3: Integral curves of F which are orbits of the ODE
The fact that all orbits are closed curves or a single equilibrium point means that the predator and prey
populations oscillate, with amplitude depending on the initial conditions (see Figures 3.3 and 3.4). This orbit
52
CHAPTER 3.
structure is non-generic and can be significantly altered with an arbitrarily small smooth perturbation, which can
change the center to a sink or source. Such an orbit structure is called structurally unstable. Structurally unstable
systems can not be observed in nature, and this is one of several major criticisms of this model.
For any initial condition besides the equilibrium point, Figure 3.3 (noting the direction of the arrows) shows
that growth in V is followed by growth in P (and decay in V ), which is followed by a crash in P , which is followed
by growth in V , and the cycle continues. The victim population peaks before the predator population. In other
words,
1. Predators eat prey and reduces their numbers.
2. Predators go hungry and declines in number.
3. With fewer predators, prey survive better and their population increases.
4. Increasing prey populations allow predator population to increase
5. Go to 1.
Figure 3.4: Oscillation of solutions of predator-prey system
Problem 23. Consider a closed orbit (x(t), y(t)) of period T . Show that the orbit averages
Z
Z
1 T
q
1 T
r
and
V (x(t), y(t))dt =
P (x(t), y(t))dt = .
T 0
T 0
(3.21)
Example 2. (Volterras Principle) Volterras son-in-law, Humberto DAncona, was a marine biologist who
studied the numbers of fish sold at the fish markets of three Adriatic sea ports: Fiume, Trieste, and Venice during
and shortly after WWI. During the war there was significantly reduced fishing, but there was an large increase
in the percentage of selachians (predators such as sharks and rays, which are not desirable for humans to eat)
caught (see Figure 3.5). DAncona asked his future father-in-law to explain this, and Volterra devised and used
the predator-prey model with proportional rate fishing:
dV
dt
dP
dt
= rV V P f V
(3.22)
= qP + V P f P.
(3.23)
3.2. PREDATION
53
Notice this system of ODEs has the same form as system (3.12) and (3.13) and that the previous results apply.
In particular, for f < r, the average fish populations are

q+f rf
,

.
The model predicts that the decreased fishing should result in an smaller average prey population and a larger
average selachian population, as was observed. Note that this is somewhat counterintuitive, that an increasing
in fishing will lead to an increase in the selachian food population. This is considered the first application of
sophisticated mathematics to environmental modeling.
This is an example of Volterras Principle: an intervention in a prey-predator system that removes prey and
predators in proportion to their population increases prey populations. Another example is the Australian cottony
cushion scale insect, a citrus pest, that was introduced to the United States in 1868. DDT was used in an attempt
to eradicate this pest, yet the scale population increased. In fact, the pest was already partially controlled by a
predator, the ladybug, and the indiscriminate use of the pesticide killed both scales and ladybugs.
Figure 3.5: The fraction of selachians brought into the port at Fiume from 1914-1923 [from
http://www.maths.manchester.ac.uk/ mrm/Teaching/MathBio/ Problems/probSet2.pdf]
Problem 24. (Predator-prey with prey refuge) Consider the predator prey system with a simple prey refuge
that hides (a constant) S prey from predators and is always full. Such a system can be modeled by the system
dV
dt
dP
dt
= r(V + S) V P
(3.24)
= qP + V P.
(3.25)
Show that addition of the refuge stabilizes the system by making the interior equilibrium point attracting.
Although every second order autonomous ODE can be written as a first order system of ODEs, the converse is
false. The authors [Evans and Findley, 1999] show that the predator-prey system (3.12) and (3.13) is equivalent
to a second order ODE, and show that solutions of the predator-prey system are related to elliptic integrals.
54
3.2.2
CHAPTER 3.
Inverted biomass pyramids
An biomass pyramid is a graphical representation designed to show the biomass of organisms at each trophic level
in a given ecosystem. I like G. Tyler Millers example: Three hundred trout are needed to support one man for
a year. The trout, in turn, must consume 90, 000 frogs, that must consume 27 million grasshoppers that live
off of 1, 000 tons of grass. It seems obvious that biomass pyramids must be bottom-heavy, but there are a few
examples of top-heavy, or inverted biomass pyramids. We have recently used mathematical modeling to identify
several mechanisms that can cause inverted biomass pyramids [Wang, Morrison, Singh, and Weiss, 2009].
In some aquatic ecosystems, the biomass of phytoplankton may be lower than the biomass of zooplanktin,
which consume the phytoplankton. The first problem explores a very simplifed model of how an inverted biomass
pyramid can occur in such communities.
Problem 25. Consider the predator-prey system
dV
dt
dP
dt
= rV V P
(3.26)
= qP + cV P,
(3.27)
where c denotes the biomass conversion efficiency,. Show that if

c r > q, then at equilibrium, there is an inverted biomass pyramid.
Reef ecologists have observed significant immigration of prey fish in a North Carolina reef that appears to have
an inverted biomass pyramid (M. Hay, pers. comm., 2008). Consider two types of immigration: (i) immigrating
prey fish stay in the reef and adapt to survive in the new habitat; (ii) immigrating prey fish leave the reef if they
are not eaten by hungry predators, i.e. they provide additional food to predators but do not add to the local prey
population.
The next problem explores two simple models of how an inverted biomass pyramid can occur in such ecosystems.
Let V denote the biomass of the aggregate prey class and P the biomass of the aggregate predator class.
Problem 26. Adding a constant immigration i to (3.12) and (3.13) consistent with the two scenarios yields
the resulting systems of ODEs
dV
dt
dP
dt
rV V P + i
(3.28)
qP + V P,
(3.29)
and
dV
dt
dP
dt
= rV V P
(3.30)
= q(P + i) + V P.
(3.31)
Show that in both immigration cases, at equilibrium, the biomass ratios are increasing functions of the
immigration rate, and that inverted biomass pyramids can occur for suitable immigration rates.
Recently, an inverted biomass pyramid has been observed at a couple of pristine coral reefs [Sandin, Smith,
DeMartini, Dinsdale, Donner, Friedlander, Konotchick, Malay, Maragos, Obura, et al., 2008]. The authors of the
3.2. PREDATION
55
study found 80% of the biomass in apex predators (reef sharks, snappers, etc.). The prey were small fish hiding
in coral refuges. Several reef ecologists speculate that an inverted biomass pyramid is a sign of a natural and
healthy coral reef.
In a recent manuscript [Singh, Wang, Morrison, and Weiss, 2009] we devise a refuge-based model of the fish
biomass structure at a pristine coral reef. The model which does not assume mass-action mixing of predators
and prey and has a refuge of explicit size. With realistic parameter values, solutions exhibit an inverted biomass
pyramid. We are using the model to examine the role of fishing in degrading a pristine reef, and our model shows
that any type of fishing is harmful in the sense that it works to undue the inverted biomass pyramid.
Remark 1. According to the predator-prey model, if there is zero prey, the predator population decreases
exponentially. Thus N 0 /N = r < 0. However, in his book [Ginzburg and Colyvan, 2004] Ginzburg argues
that if an organism continues to metabolize energy in the absence of food, their internal energy level will
decline over time. It should follow that their net rate of reproduction N 0 /N will decline over time, and thus
(d/dt)(N 0 /N ) < 0. This implies that the population will decrease super-exponentially. [Akcakaya, Ginzburg,
Slice, and Slobodkin, 1988] conducted experiments with Hydra in the 1980s and observed a super-exponentially
population decrease.
The following problem shows the simple chemostat system can be expressed as a type of predator-prey system.
Problem 27. Consider the predator-prey system that includes a Holling Type II predation response, constant
prey immigration f0 , and constant rate prey and predator emigration f . The corresponding system of ODEs
is
dV
dt
dP
dt
=
=
P V
V +
P V
f P +
.
V +
f0 f V
(3.32)
(3.33)
Observe that this system is identical to the basic chemostat equations (3.57) and (3.58). Interpret our analysis
in Section 3.3 in this context. This equivalence is extensively discussed in [Jost, 2000].
3.2.3
Predator-prey model with logistic growth and Holling-type responses
We begin by modifying the predator-prey system (3.12) and (3.13) to include logistic growth of the prey population.
The corresponding system of ODEs is
dV
dt
dP
dt
= rV (1 V /K) V P
(3.34)
= qP + V P,
(3.35)
The following problem analyzes the dynamics of this model.

Problem 28.
1. Show that h(V, P ) = 1/(V P ) is a Dulac function, and thus there are no closed orbits
contained in the first quadrant.
2. Show that
d
dt
V + P

< 0,
for V > K
and thus every orbit (V (t), P (t)) lies in a closed and bounded set for t 0.
(3.36)
56
CHAPTER 3.
3. Show that (0, 0) is a saddle equilibrium point. Show that for K < q/ the equilibrium point (K, 0) is
attracting and K > q/ is a saddle. Deduce using the Poincare-Bendixson theorem that for K < q/
the equilibrium point (K, 0) is globally attracting.
4. Show there is a saddle node bifurcation at K = q/ that for K > q/ creates an attracting interior
equilibrium point (V , P ).
5. Deduce using the Poincare-Bendixson theorem that for K > q/ the equilibrium point (V , P ) is
globally attracting. Thus if the carrying capacity of the prey is sufficiently large, over the long term the
two population coexist.
6. Verify that the function

V
P
q

W (V, P ) = (V V ) log + ((P P ) P log
(3.37)
is a global Lyapunov function (see 6.2). This provides another proof that (V , P ) is globally attracting.
7. Compare the orbit structures of the modified predator-prey system and the original predator-prey system.
The reader might wonder about the origin of the Lyapunov function W . Consider the following Gauss-type
predator-prey system:
dx
dt
dy
dt
rx(1 x/K) cp(x)y
(3.38)
(p(x) d)y,
(3.39)
where p(x) is a smooth function satisfying p(0) = 0 and p(x) > 0 for 0 x K. All Hollings type responses
satisfy these properties for p(x). If there is a unique interior equilibrium point, then it is globally. Prove that
the function
Z x
Z y
p() d
y
W (x, y) =
d + c
d.
(3.40)
p()
x
y
is a global Laypunov function.
We now further modify the predator-prey system to include a Holling Type II predation response. This was
first studied in [Rosenzweig and MacArthur, 1963]. The corresponding system of ODEs is
dV
dt
dP
dt
= rV (1 V /K)
= qP +
P V
.
V +
P V
V +
(3.41)
(3.42)
Problem 29. Let K, , such that / c and show that the Lotka-Volterra model (3.12) and
(3.13) is a limiting case of this system. The general theory of ODEs tells us that solutions of ODEs depend
continuously on the parameters, so the solutions of the MacArthur and Rosenzweig model converge to the
solutions of the Lotka-Volterra model.
3.2. PREDATION
57
We can nondimensionalize this system by defining new coordinates V = x, P = r/, = t/r, c = q/, d =
/r, = K/ to obtain the simplified system
dx
dt
dy
dt
Problem 30.
= x(1 x/)
= cdy +
xy
1+x
(3.43)
dxy
.
1+x
(3.44)
1. Show that
d
dt
1
x+ y
d

< 0,
for x >
(3.45)
and thus every orbit (x(t), y(t)) lies in a closed and bounded set for t 0.
2. Show that (0, 0) is a saddle equilibrium point. Show that for c/(1 c) > the equilibrium point (, 0)
is attracting and is a saddle for c/(1 c) < .
3. Deduce using the Poincare-Bendixson theorem that for c/(1 c) > the equilibrium point (, 0) is
globally attracting.
4. Show that for c/(1 c) < there exists an interior equilibrium point

c
( c c)
(x , y ) = (x , (1 + x )(1 x /)) =
,
1 c (1 c)2
(3.46)
with Jacobian matrix at (x , y )
c(1+c+c)
(c1)

d 1 c(1+)
J(x , y ) =
c
0
!
.
Show that
det J(x , y )
trace J(x , y )

c(1 + )
cd 1
c(1 + c + c)
,
(c 1)
and do the tedious calculation to show that = trace 2 J(x , y ) 4 det J(x , y ) < 0. Conclude that
the equilibrium point (x , y ) is a locally attracting spiral for 1 + c + c < 0 and an unstable spiral
for 1 + c + c > 0.
5. Use (3.40) to construct a Lyapunov function to prove that for c/(1 c) > the locally attracting spiral
(x , y ) is globally attracting.
When 1 + c + c = 0, the eigenvalues of J(x , y ) are i, which indicates a Hopf bifurcation and
the creation of an attracting limit cycle. This is indeed the case, but one needs to check the non-degeneracy
conditions in the Hopf bifurcation theorem to ensure that a Hopf bifurcation actually occurs. The symbolic
manipulation capability of Mathematica is ideally suited for this task.
58
CHAPTER 3.
Here, x does not depend on and thus the equilibrium prey population does not depend on its carrying
capacity. More food availability does not lead to higher prey biomass. Biologically, one might assume that
increasing the carrying capacity of the prey (called enrichment) increases the stability of the system. However,
at some point the equilibrium point becomes unstable. Rosenzweig called this the paradox of enrichment
[Rosenzweig, 1971]. Computer simulations show that as the carrying capacity increases, the limit cycle increases
in size and gets closer to the coordinate axes, which means that one of the populations becomes extinct. See
Figure (3.6).
Problem 31. Consider parameters for which a limit cycle exists. Use the geometry of the nullclines to
construct a trapping region (see Section 6.3). The existence of a closed orbit then follows from the PoincareBendixon theorem.
Figure 3.6: Limit cycle for MacArthur and Rosenzweig model [from http.demonstrations.wolfram.
com/PredatorPreyDynamicsWithTypeTwoFunctionalResponse/]
3.2.4
Experiments with protist communities
In the 1970s, Luckinbill conducted predator-prey experiments with protists. He grew Paramecium aurelia together
with is prey Didinium nasutum in various mediums [Luckinbill, 1973]. In one medium the populations oscillated
for 33 days (see Figure 3.7).
In [Harrison, 1995], Harrison used Luckinbills data to test the predictive ability of several predator-prey models,
including the system (3.41) and (3.42). Figure 3.8 shows that this system does a reasonable job at predicting the
qualitative outcome of the experiment and has the correct number of oscillations.
Problem 32. Modify the predator-prey system (3.12) and (3.13) to include a Hollings Type III predation
response and analyze the possible phase portraits. [Yodzis, 1989] contains a thorough discussion of the
dynamics of this model.
3.2. PREDATION
59
Figure 3.7: The population cycles of Paramecium and Didinium
Figure 3.8: Comparison of the population density of the predator Paramecium in experiment and model
60
CHAPTER 3.
Problem 33. In [Antia et al., 1994, Antia and Lipsitch, 1997] the authors model the response of the immune
system to a growing microparasite population. Their basic model is of the form
dx
dt
dy
dt
= rx cxy
= s
x
y dy,
x+k
(3.47)
(3.48)
where x is the parasite density and y measures the immune response. Here the immune system is the predator
and the microparasites are the prey. Analyze this model.
3.2.5
Experiments with bacteria and bacteriophages
(WRITE THIS)
3.2.6
A super-predator, predator, and prey community model
MacArthur and Rosenzweig proposed a model of a community consisting of three species: super-predator, predator,
and prey. The super-predator eats the predator which eats the prey, and both predators have Holling (or Monod)
predation responses. After nondimensionalizing, the system becomes
dx
dt
dy
dt
dz
dt
a1 xy
1 + b1 x
a1 xy
a2 yz
d1 y
1 + b1 x
1 + b2 y
a1 xy
d2 z,
1 + b1 x
= x(1 x)
(3.49)
(3.50)
(3.51)
where d1 is the death rate of the predators and d2 is the death rate of the super-predators. The system always
has the equilibrium points (0, 0, 0) and (1, 0, 0). If a1 > b1 d1 , there is a third equilibrium point

d1
a1 d1 (b1 + 1)
,
0
,
(3.52)
,
a1 b1 d1 (a1 b1 d1 )2
and in certain parameter ranges contained in a2 > b2 d2 there is a fourth equilibrium point (x , y , z ) =
q
1 b1 d2
a1 x y
b1 1 + (b1 + 1)2 a4a
1
d2
2 b2 d2
1+b1 y
.
,
,
(3.53)
2b1
a2 b2 d2 a2 b2 d2
This fourth equilibrium point corresponds to long-term coexistence of all three species. There is an zoo of
local and global bifurcations that are carefully described in [Kuznetsov and Rinaldi, 1996]. Figure 3.9 shows
part of the bifurcation diagram as a function of the two parameters d1 and d2 . The Tc curves are saddle node
bifurcations and the H curves are Hopf bifurcations. In particular, for some parameter values the three species
coexist and their populations cycle periodically. Globally, numerics indicate that period doubling cascades of limit
cycles generate strange attractors with chaotic behavior.
3.2. PREDATION
61
Figure 3.9: Local bifurcation diagram for three tropic level predation model [Kuznetsov and Rinaldi, 1996]
3.2.7
Two predators and one prey community model
Several authors proposed and studied a model of a community consisting of two predators and one prey [Hsu et al.,
1978a,b]. Both predators are competing for the same food, and it would seem that the Principle of Competitive
Exclusion (3.1.1) would prevent their long-term coexistence.
After nondimensionalizing, the system becomes
dx
dt
dy
dt
dz
dt
=
=
=
x(1 x)
a1 xy
a2 xz
1 + b1 y 1 + b2 z
a1 xy
d1 y
1 + b1 y
a2 xz
d2 z.
1 + b1 z
(3.54)
(3.55)
(3.56)
Problem 34. Find all the equilibrium points for this system.
You will notice that no equilibrium points correspond to long-term coexistence of both predators. However,
for some parameter regions, [Smith, 1982] rigorously established the existence of Hopf bifurcations that result in
attracting limit cycles, and which guarantees the long-term coexistence of both predators. Does this violate
the Principle of Competitive Exclusion?
3.2.8
Canadian lynx and snowshoe hare
In boreal forests, the Canadian lynx (a wild cat similar to the bobcat) is a specialist predator of the snowshoe hare
(see Figure 3.10). The Hudsons Bay company (HBC) 1 was the de facto government in northern parts of North
America before European-based colonies and nation states existed. The HBC was the main purchaser of lynx
and hare pelts, and it kept meticulous records on the numbers of lynx and hare they purchased from trappers in
Canada over a 220 year period. Lets assume, and there are issues about the validity of this assumption, that the
HBCs pelt records provide a reasonable proxy for the actual lynx and hare populations during this time. Figure
3.11 contains a plot of the pelt data from 1845 to 1935. The data show that both populations oscillate with
1 The HBC still exists with department stores around Canada. They now call themselves The Bay and are owned by a
US-based private equity firm. I recently purchased a pair of Levis at the The Bay in Banff.
62
CHAPTER 3.
period about ten years, usually with a one or two year delay in the rise and fall of the predator population behind
the prey population. During a peak year in Alberta, population estimates were 23 hares per hectare, while during
low years of the hare cycle, the numbers would drop to less than one hare per hectare.
Figure 3.10: Canadian lynx chasing a snowshoe hare [from www.lindewurth.com/Pictures/Nature/Naturep/Animals/BigCats/

Canada%20Lynx]
Can the oscillation of the lynx and hare populations be explained by the Lotka-Volterra predator-prey model?
Figure 3.12 contains a time series plot and a phase plane plot of the data from 1875 to 1904. During two ten
year cycles, the hare population did not peak before the lynx population. Also the direction of the arrows in the
plane plot of the data and compare with the direction of the arrows along the closed orbits of the predator-prey
model (see Figure 3.12). The arrows go in different directions. The data during 1875-1904 and the model seem to
suggest that the hares prey upon the lynx [Gilpin, 1973]. Perhaps the hares were carriers of an infectious disease
which they transmit to the lynx? Gilpin extended this model to test this hypothesis, and although the model
shows it is possible, there is no evidence of such an epidemic.
To thicken the plot, [Keith, 1963] observed that on Anticoti Island in Canada, hares are absent, but the
population of introduced lynx cycles in sync with mainland populations. This suggests that fluctuations in the
hare population may be due to factors other than predation.
In Gilpins article, he makes a passing comment that maybe the cycles are caused by an interaction between
the Canadian fur trappers and the lynx and hare. Trappers, the top predator, may sit out poor years with few
hares, and return to the woods only when the hare population has become abundant. Then, once in the field,
they may spend much of their time trying to catch the more profitable and rare lynx. This could possibly explain
the hare oscillations on lynx-free Anticosti Island. But [Weinstein, 1977] suggests that trappers could ill afford to
bypass the poor hare years. In those poor years, the need for food might drive the trappers into areas of low lynx
densities. Thus, although a fur bearer-fur trapper cycle is possible, it is also possible that the cycles are not even
real, but merely artifacts of the fur records.
Another hypothesis is that hare cycles may be caused primarily by winter food shortages. In winter, hares feed
extensively on woody vegetation. As the population of hares increases, the supply of this food becomes depleted.
Consequently, the populations of hares crash, and predator abundance rather than food supply becomes the most
important factor in regulating the hare population, until the cycle starts over again. More recent studies have
shown that one of the hares favorite foods, the grey willow, is always available in significant quantities during
the winter.
More recently, [Krebs, Boonstra, Boutin, and Sinclair, 2001] conducted manipulative studies in the southwesten
3.3. POPULATION DYNAMICS IN A CHEMOSTAT
63
Yukon to determine the cause of the ten year hare cycle. Their research shows that predation by other mammals
is the main driver, but food plays a non-trivial role. The impact of food is felt largely in winter and it is mostly
indirect. Hares do not usually die directly from starvation or malnutrition. The immediate cause of death is
virtually always predation. But food quality and quantity affect body condition, and may predispose hares to
predation, increased parasite loads, and higher levels of stress, which reduce fertility. The authors claim that
hares in peak and declining populations must trade off safety and food, and these behavioral tradeoffs define the
dynamics of the decline. The result is a time lag in both the indirect effects and the direct effects of predation,
which causes the cycles.
Figure 3.11: Canadian lynx and snowshoe hare pelt trading records of the Hudsons Bay Company [from
http://www.math.duke.edu/education/webfeatsII/Word2HTML/ HTML%20Sample/pred1.html]
3.3
Population dynamics in a chemostat
In a Petri dish or liquid culture, once the nutrient is depleted, the bacteria soon die. Chemostats are widely
used devices in microbiology labs to maintain bacterial populations over long periods of time. A chemostat is a
continuously stirred tank that receives fresh nutrients through an input tube and outputs residual nutrients and
bacterial cells through an output tube. The input and output pump rates coincide so the volume remains constant.
See [Levin and Cornejo, Levin and Cornejo] for instructions to build your own low budget peoples chemostat and
[Smith and Waltman, 1995] for a comprehensive discussion of the mathematical theory of population dynamics
in a chemostat.
We caution the reader that the population dynamics of bacteria swimming in well-mixed liquid culture provided
by chemostats is, a priori, quite different from the population dynamics of bacteria growing in spatially structured
habitats such as petri dishes or biofilms.
3.3.1
Single species growth model
We first present a simple model of the growth of a single species of bacteria in a chemostat. One assumes that the
continuous stirring produces a mass-action interaction between the bacteria and nutrient, and that the bacteria
growth depends on the nutient availability according to a Hollings Type II response. Then the system of ODEs is
64
CHAPTER 3.
Figure 3.12: Canadian lynx and snowshoe hare pelt trading records
of the Hudsons Bay Company from 1875-1904 [Gilpin, 1973]
dN
dt
B
N +
| {z }
= f N0 f N
|{z} |{z}
input
output
(3.57)
depletion during growth
dB
dt
N
=
B fB ,
|{z}
N +
| {z } output
(3.58)
growth
where N is the nutrient density, B is the density of bacteria, f is the flow rate per unit volume, N0 = N (0), and
measures the appetite of the bacteria.
In Problem (27) we will show that this system coincides with a type of predator-prey system.
One can nondimensionalize the system by measuring nutrient concentrations in terms of N0 and bacterial
concentrations in terms of flow rate to obtain the equivalent system of ODEs
dN
dt
dB
dt
cN
B
N +a
1N
cN
B B.
N +a
(3.59)
(3.60)
It is easy to see that all solutions are uniformly bounded. Adding (3.59) and (3.60) we obtain the single linear
3.4. MUTUALISM
65
ODE
d(N + B)
= (N + B) + 1,
dt
which can be easily solved using an integrating factor
(3.61)
N (t) + B(t) = 1 + c1 exp(t).
(3.62)
Thus limt N (t) + B(t) = 1. It follows that all orbits must approach an equilibrium point.
Simple algebra yields two equilibrium points:
(1, 0) and (a/(c 1), (c a 1)/(c 1)).
The first equilibrium point corresponds to bacterial extinction. The existence of the second equilibrium point
depends on the parameters; it only exists for c > 1 and c > a + 1.
The Jacobian matrices are

c
1
a+1
J(1, 0) =
c
0 1 + a+1
and

J
a ca1
,
c1
c1

=
1
1a+c
c1
1
0

.
The eigenvalues of J(1, 0) are the diagonal entires; one eigenvalue is always negative and the other is negative
for a > c 1 and positive for a < c 1. This the extinction equilibrium point is locally attracting for a > c 1
and a saddle for a < c 1. It follows that extinction occurs if either c < 1 or c > 1 and a/(c 1) > 1.
a
The eigenvalues of J( c1
, ca1
c1 ) are 1 and 0. It follows that if c > 1 and a/(c 1) < 1, then the second
equilibrium point is locally attracting.
problem - first quarter preserved - like previous example of Rosengarden, interperate biologically, and globally
attracting competitive exclusion
3.3.2
Competiton: (write this)
3.3.3
Predation: (write this)
Lenski checked this model in his lab with bacteria and phage.
3.4
Mutualism
Mutualism is an symbiosis between individuals of two different species, where every individual receives a fitness
benefit, e.g., increased survivorship from the other. Well known examples include:
Many plants depend on animals to spread their pollen. The plant expends less energy on pollen production
and instead produces showy flowers, nectar, and/or odors, while the animal receives food.
Lichens are composed of a fungus and either an alga or a cyanobacterium (and sometimes both). The alga
does photosynthesis and produces sugars to provide energy for both. The fungus attaches the whole lichen
to its substrate (tree, rock) and holds in water needed by the alga. Interestingly, in lichens, the fungus and
alga are so closely intertwined that the combination is classified as species
66
CHAPTER 3.
Tropical reef-building corals rely on a photosynthesizing algae (zooxanthellae) to provide energy while the
coral with shelter and inorganic nutrients. Sometimes this mutualism is upset by environmental stresses
associated with unusually warm or cool water temperatures, a change in salinity, or excessive exposure to
sunlight or shading. This leads to expulsion of the zooxanthellae by the coral, a phenomenon known as
bleaching, which may lead to death of the coral unless it can re-establish another algal mutualism.
pollination of plants by insects, green algae and fungi (lichens), and coral and zooxanthellae algae. Another
common mutualism occurs in the guts of animals (e.g., cows, termites) that eat plants, many of which are not
very effective at digesting cellulose. Often, these animals live in a symbiosis with microorganisms, which inhabit
part of the gut and secrete enzymes, such as cellulases, which digest cellulose. The herbivorous animal benefits
from access to a large source of fixed energy, while the microorganisms benefit from having a stable supply of
nutrients in the host environment. Although termites eat wood, they need protozoans in their gut to digest the
cellulose, these protozoans may account for 60% of the termites weight.
We consider the following simple two species model of mutualism with intraspecies competition, where each
species has logistic growth in the absence of the other:
dN1
dt
dN2
dt
r1 N1 (1 N1 /K1 ) + 12 N1 N2
(3.63)
r2 N2 (1 N2 /K2 ) + 21 N1 N2 ,
(3.64)
where the cooperation coefficients ij > 0, i 6= j measure the per capita effect of species j on the population
growth of species i. The time reversal of this system is a Lotka-Volterra competition system, and the analysis of
this system is similar to the competition model. We nondimensionalize and rewrite the system as
du1
d
du2
d
f (u1 , u2 ) = u1 (1 u1 +
12 u2 )
(3.65)
g(u1 , u2 ) = u2 (1 u2 +
21 u1 ).
(3.66)
Simple algebra yields three equilibrium points: (0, 0), (1, 0), (0, 1), and when
12
21 < 1, a fourth equilibrium
point, (u1 , u2 ) = ((1 +
21 )/(1
12
21 ), (1 +
12 )/(1
12
21 )).
Problem 35. Show that (0, 0) is an unstable node, (0, 1) and (1, 0) are saddles with stable manifolds contained in the coordinate axes, and when it exists, the interior equilibrium point (u1 , u2 ) is an attracting
node.
The following theorem is an immediate consequence of the fact that for sufficiently large , the solutions u1 ( )
and u2 ( ) are monotone functions of . Such a system of ODEs is a called a monotone system.
Theorem 4. (Global behavior of solutions)
1. When
12
21 < 1, the orbit of every interior initial condition converges to (u1 , u2 ).
2. When
12
21 > 1, the orbit of every interior initial condition diverges to infinity.
Proof. We first claim that if (u01 (0 ), u02 (t0 )) Q1 (the first quadrant in the (u01 , u02 ) plane where u01 > 0 and
u02 > 0), then (u01 ( ), u02 ( )) Q1 for all 0 . If not, the orbit must intersect the positive u01 axis or the
3.5. PARASITOIDISM
67
positive u02 axis. If u01 (t) hits the positive u02 axis, then clearly (d/dt)u01 ( ) < 0 at the point of intersection.
But an application of the chain rule shows that (d/d )u01 = (f /u1 )u01 + (f /u2 )u02 = (f /u2 )u02 > 0
at the point of intersection, so such an intersection can not occur. The same argument shows that if
(u01 (0 ), u02 (0 )) Q3 , then (u01 ( ), u02 ( )) Q3 for all 0 .
Suppose that (u01 (0), u02 (0)) Qi for i = 2 or 4. Then either (u01 ( ), u02 ( )) Qi for all 0 or
(u01 ( ), u02 ( )) enters Q1 or Q3 , where it remains for all larger . Either way, u01 ( ) and u02 ( ) are ultimately
monotone functions of and converge to a limit or to infinity.
A similar proof can be used to prove Theorem (3d), where one replaces Q1 and Q3 by Q2 and Q4 .
Thus unlike competition, cooperation always leads to coexistence, and sometimes to an orgy of mutual
benefaction.
Problem 36. Analyze the dynamics of the simpler model of mutualism without intraspecies competition
dN1
dt
dN2
dt
r1 N1 + 12 N1 N2
(3.67)
r2 N2 + 21 N1 N2 .
(3.68)
with 12 , 21 > 0.
3.5
Parasitoidism
Parasites are organisms that spend a significant part of their life history attached to, or within, a single host
organism from which they derive metabolic advantage. Parasites usually do not kill their host, at least in the
short term. Examples include viruses, bacteria, fungi, protozoa, and helminths (worms). Viruses are called the
ultimate parasites because they can not reproduce outside of their host cells. The majority of parasites have a
very narrow ecological niche using only one or two host species. Parasites are classified according to whether or
not they are transmitted by a vector (usually through the bite of an arthropod) [Despommier et al., 1995].
There are three basic types of helminths: roundworms, segmented flatworms, and unsegmented flatworms.
Approximately three billion people globally are infected with helminths, and the diseases they carry include Dracunculiasis (Dracunculus medinensis), onchocerciasis (Onchocerca volvulus), filariasis (filarial nematodes), and
trichuriasis (Trichuris trichiura). Human diseases caused by protozoa include malaria (Plasmodium spp.), amebiasis (Entamoeba histolytica), african sleeping sickness (Trypanosoma brucei), giardiasis (Giardia lamblia), and
leishmaniasis (Leishmania donovani). Malaria is estimated to infect 300 500 million people every year and cause
over a million deaths, mostly of young children in sub-Saharan Africa.
Parasitoids are similar to parasites, but they ultimately kill their host after they reproduce. Parasitism is
observed mostly in insects, and it is estimated that 10% of insects are parasitoids, especially wasps and flies.
Few insect species escape parasitism. For insects, an adult female parasitoid lays eggs in or on the larvae of the
developing host (see Figure 3.13). The eggs develop within the host while taking nutrients from the host, and
eventually emerge from the host. The larvae become free-living insects and the host dies.
Parasitoids are a desirable natural pest control. When a natural enemy, often a parasitoid, is introduced, it is
able to suppress the abundance of an insect pest to a level at which it no longer causes economic damage [Mills
and Getz, 1996]. References on modeling parasitoids include [Hassell and May, 1973, May, Hassell, Anderson,
and Tonkyn, 1981, Mills and Getz, 1996].
68
CHAPTER 3.
Figure 3.13: A tobacco hornworm parasitized by a parasitic wasp. The tiny black wasp lays its eggs in
hornworms. The wasps larval stage is a small, white legless grub that develops inside the hornworm. Once
the hornworm wasp larvae fully develop they spin white oblong cocoons on the surface of the hornworm.
The larvae continue to develop into adults and leave through an opening in the end of the cocoon. The adult
wasps continue to search for other hornworms to parasitize.
The basic models of parasitoidism make the following assumptions:

1. The hosts and parasitoids live one generation (thus the models are discrete dynamical systems)
2. The parasitoidized hosts give rise to the next generation of parasitoids.
3. Hosts that have not been parasitoidized will give rise to the next generation of hosts.
4. In the absence of parasitoids, the host population will grow with exponential rate > 1.
Let Hn denote the population (or density) of hosts and Pn the population (or density) of parasitoids in
generation n. Let f (Hn , Pn ) denote the fraction of non-parasitoidized hosts in generation n, and let c be the
average number of viable eggs by a parasitoid on or in the host. Then
Hn+1
= Hn f (Hn , Pn )
(3.69)
Pn+1
= cHn (1 f (Hn , Pn )),
(3.70)
Nicholson and Baily made the following assumptions:

1. Parasitoids search randomly for hosts and that the number of encounters Ne per generaton between parasitoids and hosts is proportional to the product of their populations, i.e., Ne = aPn Hn . This is well-mixing
again. Then the mean number of encounters per host per generation is = Ne /Hn = aPn .
2. Parasitoids can lay unlimited number of eggs and thus can parasitize any number of hosts.
3. A host may be parasitized by many parasitoids, but only the first encounter matters. The eggs from
additional parasitoidizations are not viable.
4. The number of parasitizations of a host per generation is given by a Poisson random variable with mean .
Thus the probability that a host escapes parasitization during a generation is given by the zero term of the
Poisson density function exp () for the number of mobile parasitoids encountering the spot where the
host is located.
3.5. PARASITOIDISM
69
The Nicholson-Baily model is the discrete dynamical system

Hn+1
= Hn exp (aPn )
(3.71)
Pn+1
= cHn (1 exp (aPn )).
(3.72)
Recall that a fixed point is stable if and only if both eigenvalues of the Jacobian matrix have modulus less than
one, and is unstable if at least one eigenvalue has modulus greater than one.
P ) = ( log /ac( 1), log /a). The Jacobian matrix is
There are two fixed points: (0, 0) and (H,

aH
J(H, P ) = exp (aP )
.
c(1 exp (aP )) acH
The matrix J(0, 0) has eigenvalues 0 and > 1, with eigenvectors (1, 0) and (0, 1), and thus the fixed point
(0, 0) is a degenerate saddle with the coordinate axes as stable and unstable manifolds. An easy calculation shows
P ) = log /( 1) and trace J(H,
P ) = 1 + log /( 1).
that det J(H,
P ) > 1 and trace2 J(H,
P ) 4 det J(H,
P ) < 0. Use the
Problem 37. Show that for all > 1, det J(H,
Jury criterion (see Section 5) to conclude that the fixed point (H, P ) is an unstable spiral. See Figure 3.14
for a typical solution.
Computer simulations indicate that most forward orbits exhibit global oscillations. This is hard to prove. The
authors [Hsu, Li, Liu, and Malkin, 2003] prove that in polar coordinates centered at the non-zero fixed point, the
sequence of angles corresponding to the iterates is strictly decreasing, but it is unknown whether the sequences
are unbounded. Little is also known about the existence of periodic points except for close to one, and the
existence of chaotic dynamics has not be ruled out.
Figure 3.14: A solution of the Nicholson and Baily model compared with actual data [from
home.comcast.net/sharov/PopEcol/lec10/gnichdyn.gif
].
There exists experimental data to test the model and the model does a reasonable job of fitting some data
sets for a dozen or so generations [Hassell and May, 1973]. However, after a few generations, the solutions
fluctuations in the populations of both the host and the parasitoid can get unrealistically large. Moreover, during
some generations, parasitoid levels become so low that the model predicts the eventual extinction of the parasitoid.
But under natural conditions, host-parasitoid interactions to be stable over many generations.
70
CHAPTER 3.
Later authors searched for modifications of the basic model to stabilize the equilibrium point. In the 1970s,
[Beddington, Free, and Lawton, 1975] replaced the exponential growth of the hosts by a Ricker growth term to
account for intraspecific competition of the hosts. The resulting discrete dynamical system is
Hn+1
= Hn exp (r(1 Hn /K) aPn )
(3.73)
Pn+1
= cHn (1 exp (aPn )).
(3.74)
Problem 38. Find all fixed points of this system, and show that in some parameter regions (which are
actually biologically realistic) there is an interior fixed point (H , P ) that is an attracting spiral. Although
there is no closed form expression for the interior fixed point, the Jacobian matrix at (H , P ) has simple
form:

1 rH
H
J(H , P ) =
.
(3.75)
c
r + (c + r)H
Show that (H , P ) can undergo a Hopf bifurcation. After a Hopf bifurcation, simulations indicate that
resonances cause the closed orbit to degenerate into periodic and quasi-periodic orbits. Eventually, the closed
orbit loses its smoothness and breaks up into a strange attractor [Kon, 2006, Neubert and Kot, 1992].
3.6
Flour beetle model and chaos
The Beetle Team [Costantino, Desharnais, Cushing, and Dennis, 1997, Cushing, 2002, Cushing, Costantino,
Dennis, Desharnais, and Henson, 1998, Dennis, Desharnais, Cushing, Henson, and Costantino, 2001] conducted
extensive experiments on laboratory populations of flour beetles. 2 The large number of beetles raised in a tightly
controlled environment (to minimize environmental stochasticity), and the relative ease of counting them resulted
large and reliable data sets. The authors modeled the beetle populations using a discrete, density dependent,
three developmental stage structured model (a non-linear Leslie-type model).
Beetles exhibit rather boring dynamics under natural conditions. However, when team members created
extremely high adult mortality (about 96%) and varied the adult cannibalism rate of pupae (Cpa below), they
observed that numbers of flour beetles underwent transitions from steady to periodic to quasiperiodic to chaos.
These transitions correlated well with bifurcations in their mathematical models, and in 1997 they reported the
first experimental evidence of chaos in an actual laboratory population. The team also created a stochastic version
of their model to account for the deviations of the data from the deterministic model and which allowed extremely
rigorous statistical validation.
The time step in their discrete model is two weeks, roughly the durations of the egg, larval, and pupal stages.
The density-dependence is due to cannibalism of immobile stages with rates based on random Poisson encounters
(as in the Nicholson-Bailey model). The adults and larvae eat eggs and the adults eat pupae. The LPA model,
named for the stages (with egg and larvae grouped together), is given by:

c
cel
ea
A(k)
L(k)
bA(k) exp
V
V
P (k + 1) = (1 l )L(k)
c

pa
A(k + 1) = exp
A(k) P (k) + (1 a )A(k),
V
L(k + 1)
2 Flour
beetles are one of the main pests of grains. We have all eaten them.
(3.76)
(3.77)
(3.78)
3.7. DO REAL POPULATIONS EXHIBIT CHAOS?
71
where L(k) is the population of feeding larvae at time k, P (k) is the population of non-feeding larvae, pupae
and callow at time k, and A(k) is the population of sexually mature adults at time k The parameter b is the
average number of larvae recruited per adult per unit time in the absence of canibalism, and the parameters
l and a are the larval and adult probabilities of dying from causes other than cannibalism in one time unit.
The exponential expressions represent the fractions of individuals surviving cannibalism in one unit of time, with
cannibalism coefficients cel /V, cpa /V, cal /V , where V denotes the habitat size.
Problem 39. Note that the nonlinear terms in (3.76)-(3.78) are all due to cannibalism. If one assumes
that all cannibalism rates are zero, the LPA model reduces to a linear Leslie model. Analyze the log term
behavior of the linear model.
The authors prove that the LPA system is dissipative (has a trapping region), and they effect a local and
bifurcation analysis at the fixed points. However, much of their analysis requires computer simulations. Figure
3.15 shows a bifurcation diagram exhibiting many local and global bifurcations [Cushing, 2002]. The LPA model
also has an invariant closed curve that bifurcates into a strange attractor [Ugarcovici and Weiss, 2004].
Figure 3.15: Bifurcation diagram of LPA model

.
3.7
Do real populations exhibit chaos?
The hallmarks of chaotic dynamical systems are aperiodicity (orbits do not settle down to equilibrium points
or limit cycles) along with exponential sensitivity to initial conditions. Together, they make the dynamics of
deterministic systems appear random. The sensitivity to initial conditions is frequently measured using Lyapunov
exponents, and a useful definition of chaos is that the system has a positive Laypunov exponent on a set of
positive volume in the phase space.
Assuming that a time series arises as an orbit of a low dimensional dynamical system, various methods have
been developed to estimate the Lyapunov exponents from the time series. However, population time series tend to
72
CHAPTER 3.
be short and noisy, which makes the reliable estimation of Lyapunov exponents extremely difficult and unreliable
[Hastings, Hom, Ellner, Turchin, and Godfray, 1993].
As mentioned in the previous section, the Beetle Team combined experiments, time-series analysis, and
mathematical models to make a compelling case for the existence of chaos in laboratory flour beetle populations.
Combining the same three methods, [Tilman and Wedin, 1991] make a strong case for chaos in the dynamics
of a perennial grass. I am unaware of any other populations where chaotic behavior has been convincingly
demonstrated.
Problem 40. Why might chaotic behavior be common in real-life populations? Why might it be uncommon?
Chapter 4
Modeling the Spread of Infectious

Diseases
Germ theory was developed in the 1850s. Before then, people believed that diseases such as cholera were caused
by a miasma, a noxious form of bad air. About 60 years latter, Ross devised ODE models to understand the
mechanisms of how disease spread. He developed transmission models for malaria [Ross, 1910] and derived the
first threshold theorem that identified a critical mosquito density required for malaria epidemics. This means that
to eliminate malaria, it is not necessary to kill the entire mosquito population - as was widely believed. Ross also
proved that bird malaria is transmitted by mosquitoes and he was awarded the second Nobel prize for Medicine.
McKendrick and Kermack [Kermack and McKendrick, 1927, 1932, 1933] extended and elaborated these
models, and are credited with formulating what is currently called the susceptible-Infected (SI) compartment
model as a system of two ODEs. Kermack and McKendrick applied this model to describe the progression of
the bubonic plague in India during 1905-1906 (see Figure 4.4). [Anderson, 1991] contains a lucid history of
transmission models.
In these section we introduce and analyze the most common epidemiological models of the transmission of
directly transmitted infectious diseases. We study the key aspects of epidemics, such as the initial conditions
that lead to an epidemic, the shape of the epidemic curve, the number of cases at the peak of the epidemic, the
duration of the epidemic, etc. We concentrate on diseases caused by microparasites, usually single celled bacteria
or viruses which multiply inside the host. Most are intracellular and elicit an immune response. Infection usually
induces lifetime immunity or death. Macroparasites like fungi and helminth worms, are usually multicellular and
grow and multiply outside the host. Most are extracellular. For microparasites it is usually sufficient to model just
the hosts, while for macroparasites, one usually must model the life stages of the parasite along with the host.
Infectious disease can be endemic (always present) or epidemic (significant outbreaks, in a background of no
disease or endemic disease). We model both both types of disease.
The first two models are the susceptible-Infected-recovered (SIR) compartment model and the SIR model with
demography (with non-disease related births and deaths). The letter S denotes the compartment of susceptible
individuals, I denotes the compartment of infected individuals, and R denotes the compartment of recovered
or removed individuals which all have permanent immunity. These models are frequently called compartment
models since the population is partitioned into compartments and they progress from the S compartment to the
I compartment to the R compartment. The mass-action hypothesis requires members of the S compartment to
mix homogeneously with members of the I compartment. We remind the reader that formally, such ODE models
73
74
CHAPTER 4.
MODELING THE SPREAD OF INFECTIOUS DISEASES
assume that the population in each compartment is either infinite or individuals are divisible.
4.1
4.1.1
SIR models
Basic SIR model
We begin with the most basic SIR model, which is frequently, although some authors argue mistakenly (Diekmann
et al. [1995]), called the McKendrick-Kermack model (see Figure 4.1). We denote by S(t) the number of
susceptible individuals at time t, I(t) the number of infected individuals at time t, and R(t) the number of
removed individuals at time t. Removed individuals are neither infected nor infectable.
The system of ODEs reflecting mass-action mixing can be written as
dS
dt
dI
dt
dR
dt
SI
(4.1)
SI I
(4.2)
I.
(4.3)
The term SI for the number of new infectives corresponds to mass-action mixing of the infected and
susceptible classes. Having twice as many susceptable individuals results in twice as many new infections. One
of my students explained this form of mixing as every unit of time, each infected individual gives a constant
percentage of susceptible individuals a big kiss.
In reality, heterogeneities in pathogens, host populations, and the interactions between them enormously affect
the dynamics of infection. In a study of the spread of gonorrhoea in the US, [Hethcote and Yorke, 1984a] showed
that 60% of all infections were caused by only 2% of the entire population. But the mass-action assumption does
not take this, or many other heterogeneities, into account.
The parameter denotes the removal rate. Infected individuals recover and move from the infected class to
the recovered class at rate . Thus 1/ is the period of infectivity.
The parameter is called the transmission rate of the infectious disease and the time dependent quantity F =
I is called the force of infection or transmission rate. Suppose that each susceptible has adequate contacts
per unit time, where an adequate contact is a contact that is sufficient for transmission. Then I/N of these
contacts are with infected individuals. If the probability of transmission during each contact (the transmissibility)
is , then the expected number of adequate contacts per susceptible per unit time is I/N . Thus = /N .
Some authors prefer to present this system using densities instead of numbers. Defining the densities s(t) =
S(t)/N, i(t) = I(t)/N , and r(t) = R(t)/N , then s(t) + i(t) + r(t) = 1 and (4.1), (4.2), (4.3) is equivalent to
ds
dt
di
dt
dr
dt
= si
(4.4)
i
= si
(4.5)
= i,
(4.6)
4.1. SIR MODELS
75
where = . Observe that in this form the system only involves proportions and is independent of the total
population size N . Note also that i, s, and r are real valued functions, and thus, if the model is taken literally,
the population must be infinite.
Figure 4.1: SIR component model
The form of a contact depends on the disease. For HIV, a contact must be a sexual contact or a blood
transfusion. For flu it may be standing near an infected individual that just coughed. The recent paper [Mossong
et al., 2008] contains the state-of-the-art understanding about the rates of contacts between humans.
Problem 41. How is related to the age of onset of the disease?
Implicit in the SIR model are the following additional assumptions:
1. Disease transmission is direct with no vectors.
2. The disease is short lived; no natural births or natural deaths occur.
3. The infection has zero latent period, i.e., an individual becomes infectious as soon as they become infected.
4. Recovered individuals have permanent immunity, and they are the only individuals with any form of immunity.
5. No age-structure. In particular, everybody, including older people who rarely leave their house and children
who attend large schools, has the same probability of contracting the disease.
6. All individuals have the same immune system. Thus everybody has the same susceptibility to infection, the
same level of infectiousness once infected, and the same period of infectiousness.
7. The parameters and remain constant. Frequently, public health interventions during an outbreak will
significantly change one or both of these parameters. Also, the transmission coefficient of many infectious
diseases are seasonally dependent, e..g., you are much more likely to get the seasonal flu during the winter
than the summer.
This is a polynomial system of ODEs, hence smooth and analytic. Thus all the usual theorems from ODEs
about local existence, uniqueness, and smooth dependence of solutions on parameters apply. The usual Poincare
method to analyze systems of ODEs is to first find and classify the equilibria. However, the following problem
shows that there are infinitely many equilibria and they are all degenerate. Thus most of the usual dynamical
systems methods do not apply.
Problem 42. (Degenerate equilibria) Show that all points of the form (S, 0, R) are degenerate equilibria.
76
CHAPTER 4.
Adding equations (4.1), (4.2), and (4.3) yields S 0 + I 0 + R0 = 0, and thus the total population size N (t) =
S(t)+I(t)+R(t) is constant over time. Thus R = N S I, and we can focus on S and I. This nonlinear system
has no closed form solution. However, an easy qualitative analysis yields the salient features of the solutions.
There are many references containing proofs of the following easy facts (see [Anderson and May, 1991, Hethcote,
1989]).
Problem 43. (Invariance of positivity) Prove that if S(0), I(0), R(0) 0, then solutions S(t), I(t), R(t) 0
for all t 0. Hint: One easy proof uses that equation (4.1) is equivalent to d log S/dt = I. Integrate both
sides and exponentiate.
Property 1. Since S 0 (t) 0 and R0 (t) 0, S(t) is an decreasing function and R(t) is an increasing
function for t 0. Thus 0 S(t) S(0) N and R(0) R(t) N . Also, since I(t) = N S(t) R(t), it
follows that 0 I(t) N . Hence S(), R(), and thus I() = N S() R() exist (are finite).
Property 2. The disease always dies out, i.e., all initial conditions lead to I() = 0. If not, (5) implies
that for t sufficiently large, R0 (t) > I()/2, and this implies that R() = 0, a contradiction.
R
Problem 44. Show that 0 I(t)dt < . This gives an alternate proof that I() = 0.
To state the main theorem, we must define the basic reproductive number R0 = S(0)/. We discuss the
biological significance of the dimensionless R0 in the next subsection. However, we now show that R0 is a type
of threshold value which determines whether an infectious disease will quickly die out or whether it will become
epidemic. See the reivew [Heffernan et al., 2005] for many useful perspectives on R0 .
Theorem 5. (Dynamics of SIR model)
1. If R0 < 1, then I(t) decreases monotonically to zero as t (at an exponential rate).
2. If R0 > 1, then I(t) starts increasing, reaches its maximum, and then decreases to zero as t .
3. If R0 = 1, then I(t) decreases to zero as t .
Proof. Equation (4.2) and Property 1 imply I 0 = (S )I (S(0) )I < 0 for R0 < 1. This observation
together with Property 2 proves the first statement.
Equation (4.2) implies I 0 (0) = (S(0) )I(0) > 0 for R0 > 1. Thus I(t) is increasing at t = 0. Equation
(4.2) also implies that I(t) has only one non-zero critical point. These observations, together with Property
2 imply the second statement.
Equation (4.2) implies I 0 = (S )I (S(0) )I 0 for R0 = 1. This observation together with
Property 2 proves the third statement.
An infectious disease is called endemic if I() > 0. Theorem (5) implies that the SIR model has no endemic
disease and the number of infectives does not oscillate. In the infectious disease modeling literature, the term
epidemic seems very poorly defined. It usually refers to the situation when the number of infectives immediately
increases from the initial value, i.e., I 0 (0) > 0. Sometimes it refers the situation when at some later time the
number of infectives is increasing, i.e., I 0 (t0 ) > 0. Endemic disease that waxes and wanes can be called epidemic
under the latter definition. The infectious disease illustrated in Figure (4.9) has several epidemics.
4.1. SIR MODELS
77
Figure 4.2: (a) Solutions of SIR system of ODEs with = 1.66 and = 0.44
= 1.66 and = 0.44
(b) Plots of I verses S with
Property 3. The system of ODEs has a first integral of motion. To obtain this we divide (4.1) by (4.2)
which yields the ODE
dS
SI
=
.
(4.7)
dI
SI I
This ODE is separable, since for I 6= 0 it can be rewritten as
S
dS = dI.
S
(4.8)
Integrating both sides yields I S + / log S = C. In other words, for every t 0, I(t) + S(t)
/ log S(t) = I(0) + S(0) / log S(0).
This property allows us to make parametric plots of the number of susceptibles verses the number of infectives
for all time. See Figure 4.2(b).
Property 4. It follows from (4.2) that the maximum number of infectives occurs when S = /. Combining
this fact with Property 3 yields that maximum number of infectives Imax satisfies
Imax = / + I(0) + S(0) / log S(0) + / log /.
(4.9)
How do epidemics end? Do they end because there are no longer susceptibles in the population? If so, then
it would be the case that S() = 0. We now show this is not true.
Property 5. We now show that S() S(0) exp(N/) > 0. To obtain this we divide (4.1) by (4.3)
which yields the ODE
dS
IS
S
=
=
.
(4.10)
dR
I
This ODE is separable, since for S 6= 0 it can be rewritten as

1
dS =
dR.
S
(4.11)
78
CHAPTER 4.
Integrating both sides yields

S(t) = S(0) exp(R(t)/),
(4.12)
and since R(t) N , the property follows.

Equation (4.12) immediately yields a transcendental equation for S() since
S() = S(0) exp(R()/) = S(0) exp((N S())/).
(4.13)
If we assume that S(0) = N , then equation (4.13) has a simple form in terms of R0 . Letting x = S()/N
be the proportion of susceptibles at the end of the epidemic, then log x = R0 (x 1). We plot this relation in
Figure 4.3.
SHLN verses R0
1.0
0.8
0.6
0.4
0.2
0.0
1.0
1.5
2.0
2.5
3.0
3.5
4.0
4.5
Figure 4.3: Plot of S()/N verses R0 .
It follows that as an epidemic proceeds, the number of susceptibles decreases and so the rate at which new
infections arise decreases. Eventually, S drops below /, and the rate at which individuals recover exceeds the
rate at which new infections occur. Thus, I(t) starts decreasing. The epidemic ends because of the lack of new
infectives and not because of the lack of susceptibles.
Problem 45. Find the basin of attraction for each equilibrium point (S, 0, R), S + R = N ?
4.1.2
The basic reproductive rate R0
We defined the basic reproductive rate as
R0 = S(0) =
S(0)
1
,
(4.14)
which is the product of the transmissibility, the average number of contacts an infective has with susceptibles per
unit time, and the duration of infection. Thus R0 is the number of new infections caused by each infective per
unit time. We saw in Theorem 5 that an epidemic occurs if R0 > 1 and the disease quickly dies out if R0 < 1.
Thus for a given infectious disease with fixed and , there is a minimum susceptible population size necessary
for a epidemic to occur. This threshold value is called the critical community size.
The number R0 number plays several other key roles in modeling, predicting, and controlling the spread of an
infectious disease.
4.1. SIR MODELS
79
Table 4.1 provides a rough estimate for R0 for well-known infectious diseases. Different outbreaks of the
same disease can have different R0 s. For example, a 1962 measles outbreak in Senegal had R0 1 or 2, while
a 1955-58 measles outbreak in the US had R0 5 or 6. Which parameter in R0 is probably responsible for
this? During 1981-85, HIV/AIDS among female prostitutes in Nairobi had R0 11 or 12, while during the same
period HIV/AIDS among homosexual men in England had R0 2 or 5. Although HIV/AIDS and smallpox are
very different diseases, they have roughly the same R0 . Smallpox is much more transmissible than HIV/AIDS, but
has a much shorter infectiousness period. Finally although they had roughly the same R0 , the 1918-19 Spanish
flu caused about 500,000 deaths in the US, the 1957-58 Asian flu caused about 70,000 deaths, the 1968-69 Hong
Kong flu caused 34,000 deaths, and the 2003 SARS epidemic caused 800 deaths worldwide.
Malaria
Measles
Pertussis
Chicken pox
Polio
Smallpox
Dengue
HIV/AIDS
SARS
Flu
Ebola
>100
12-18
12-17
9
5-7
3-5
3
2-5
2-5
2-3
1-2
Table 4.1: Representative values of R0 [Anderson and May, 1991]

We note that an R0 of 38 has been estimated for an outbreak of foot and mouth disease that occurred during
unusual environmental conditions [Haydon et al., 1997]. The definition of R0 provides strategies to prevent an
epidemic by reducing it to less than one. This is the theoretical underpinning of public health policy. One can
reduce the transmissibility by using protective barriers (face masks for SARS and barrier contraceptives for
HIV/AIDs). One can reduce the contact rate by improving sanitation, vector control, requesting people to stay
home, or by isolation or quarantine. One can reduce S(0) with vaccines (and culling for animal epidemics), and
one can reduce the infectious period 1/ with antibiotics or antivirals.
R0 , vaccinations, and herd immunity
Vaccinating susceptible individuals removes them from the susceptible class. Even if a vaccine is 100% effective,
vaccinating an entire population is very expensive, and not everybody can take the vaccine. Some individuals,
e.g., those with compromised immune systems or severe allergies, may suffer serious morbidity or mortality from
the vaccine. We ask the question, can an epidemic of an infectious disease be prevented by vaccinating only a
fraction of the susceptible class?
It easily follows from our analysis of the SIR model that the answer is yes, and the phenomenon is called
herd immunity. To prevent an epidemic, we require R0 < 1. Let denote the fraction of the susceptible class
that gets vaccinated (we assume that the vaccine is 100% effective). To prevent an epidemic, we require that
(1 )S(0)/ < 1. This will occur when c = 1 1/R0 .
Thus to prevent an outbreak of smallpox, assuming R0 = 5, it is only necessary to vaccinate 80% of the
population. Based in part on this finding, along with the belief that humans are the only natural hosts of
the smallpox virus, in 1967 the World Health Organization (WHO) mounted a successful worldwide smallpox
80
CHAPTER 4.
irradiation program. Smallpox is one of only a very small number of human infectious diseases that has been
completely irradiated around the world. There is a current worldwide campaign to eliminate polio from the planet.
Even though the R0 of HIV/AIDS is not greater than that for smallpox, experts believe that it will be impossible
to irradiate HIV/ AIDS from the human population. The HIV retrovirus genome gets permanently inserted into
the human genome. Also, patients produce about 109 virons per day and there is typically one mutation in each
HIV nucleotide per day. Since there are about 1016 HIV genomes in the world today, it is highly probable that
HIV genomes exist that are resistant to every antiviral drugs that we have now, or ever will have [Flint, Enquist,
Racaniello, and Skalka, Flint et al.].
One of the difficulties with a possible malaria vaccine is that, with R0 > 100, it would be necessary to vaccinate
99% of the population to prevent outbreaks. By herd immunity, vaccination against a disease can be completely
effective without making everyone immune.
Problem 46. Most vaccines are not 100% effective. Let denote the effectiveness of a vaccine. How does
this influence the above calculation?
Problem 47. Assume that R0 of measles is 15 and that the measles vaccine is 95% effective. What can you
conclude about the prospects of eradicating the measles virus with a single dose of the vaccine?
Problem 48. Prove that vaccinations raise the average age of first acquiring a disease. Some infectious
diseases that may be relatively minor for children may result in serious complications for adults.
Data Problem 1. An outbreak of smallpox occurred in the town of Abakaliki in southeastern Nigeria in
1967. People living there belong to a religious group that is quite isolated and declines vaccination. Overall,
there were 30 cases of infection in a population of 120 individuals. The time (in days) between newly reported
cases is given in the following sequence:
13, 7, 2, 3, 0, 0, 1, 4, 5, 3, 2, 0, 2, 0, 5, 3, 1, 4, 0, 1, 1, 1, 2, 0, 1, 5, 0, 5, 5.
Fit this data using an SIR model using both the least squares and maximum likelihood [Bailey and Thomas,
1971] techniques. Are your estimated values of and realistic? Estimate R0 . (I thank Igor Belych for
sharing this problem.)
R0 and pathogen evolution
Pathogens are thought to evolve to increase their R0 (fitness), thus to become more easily transmitted (larger )
and make individuals sick longer (smaller ). Problem (??) shows that if the infection causes mortality at rate
(virulence), then the pathogen will also evolve to decrease their virulence.
R0 and initial exponential growth of infectives
It immediately follows from equation (4.1) that I 0 (0) = I(0)(R0 1). This equality approximately holds for
small t, i.e., I 0 (t) I(0)(R0 1). Integrating we obtain that for small t the number of infectives I(t)
I(0) exp ((R0 1)t). Thus the initial exponential growth rate of infectives can be expressed in terms of R0 and
the mean duration of infection . This also shows that R0 is a measure of the fitness of the pathogen [May,
1993].
To briefly recap, R0 plays the following four key epidemiological roles:
R0 is a threshold value: an epidemic will occur if R0 > 1.
The initial growth rate of an epidemic is (R0 1).
4.1. SIR MODELS
81
The critical vaccination threshold for herd immunity is 1 1/R0 .

The percentage of susceptibles S()/N at the end of an epidemic is the root of the transcendental equation
log x = R0 (x 1).
4.1.3
Examples
Example 3. (Kermack-McKendricks small epidemic analysis) Dividing Equation (4.3) by Equation (4.1)
yields the separable ODE dR/R = (1/)dS/S. Integrating we obtain
S(t) = S(0) exp(R(t)/)
(4.15)
dR
= I = (N R S) = (N R S(0) exp(R/)).
dt
(4.16)
and thus Equation (4.3) becomes
Kermack and McKendrick assume that R(t) << . Expanding the exponential term in a Taylor series
yields the approximate ODE
dR
dt
(N R S(0) exp(R/))

R
R2
N R S(0) 1 2
.
(4.17)
(4.18)
The right hand side is a quadratic polynomial in R and the approximate ODE is separable with closed form
solution

N2
t
S(0)R0
R(t)
1 + tanh
,
(4.19)
S(0)R02
N
2
where

=
!1/2
2
S(0)R0
2S(0)(N S(0))R02
1 +
N
N2
and
= tanh1

S(0)R0
1
.
N
(4.20)
(4.21)
Kermack and McKendrick confronted this model with data from a plague outbreak in Bombay during
1905 6. Since almost everyone who became infected died, the removal rate R0 was the same as the death
rate or the number of deaths per week. They differentiated (4.19) to obtain

dR
2 N 2
t
2
sech
.
(4.22)
dt
2S(0)R02
2
They combined parameters and viewed the formula as involving three parameters, which they (somehow)
estimated by fitting the model to the data (see Figure 4.4(a)).
82
CHAPTER 4.
Figure 4.4: (a) Predictons from Kermack and McKendrick SIR model for weekly death rate from Bombay
plague outbreak. (b) Predictons from SIR model for weekly number of boys infected during an influenza
outbreak in a boarding school in England. [Murray, 2003]
Problem 49. (Influenza outbreak in a boarding school in England) Murray describes a simple SIR model of
an influenza outbreak in a boarding school in England during 1978 (see Figure 4.4(b)). Assume that N = 763,
= .00218 per day, and = .44 per day. Compute R0 . Could this outbreak have occurred if the school contained
100 susceptible students?
Example 4. (Classical swine fever outbreak in the Netherlands) Classical swine fever is a highly contagious
viral disease of pigs and wild boar. Swine fever usually causes death within 15 days, particularly in young
animals. The disease is endemic in much of Asia, Central and South America, and parts of Europe and
Africa. It was believed to have been eradicated in the United Kingdom forty years ago, but an outbreak
occurred in East Anglia in 2000. Figure 4.5 shows the number of infected swine predicted by a simple SIR
model during an outbreak in the Netherlands during 1997-1998.
Figure 4.5: SIR model prediction of classical swine fever virus outbreak in the Netherlands [from
www.dina.kvl.dk/ hoehle/teaching/SundSmit/talk.pdf]
Example 5. (Dengue Fever outbreaks in the Americas) Dengue fever is a disease caused by a family of viruses
that are transmitted by mosquitoes. The presence (the dengue triad) of fever, rash, and headache (and other
4.1. SIR MODELS
83
pains) is particularly characteristic of dengue.The disease commonly frequently found in the tropics and is endemic
in about 100 countries. There are approximately 50 million cases of Dengue fever virus worldwide.
Dengue has four serotypes, with interesting infection dynamics between them. Figure 4.6 shows the number
of infected individuals predicted by a simple SIR model during Dengue outbreaks in Venezuela and Cuba
Figure 4.6: SIR model predictions of Dengue fever outbreaks in (a) Venezuela (b) Santiago de Cuba (1997)
[C
aceres, C
aceres]
.
Figure 4.7 illustrates an attempt to model a 2001 Dengue outbreak in Havana. Notice the terrible fit to the
data; see [Caceres, Caceres] for a discussion.
Figure 4.7: SIR model prediction of 2001 Dengue fever outbreaks in Havana [Caceres, Caceres]
.
We remind the reader not to be overly impressed with the data fitting capabilities of the SIR model in these
examples. The displayed data was used to parametrize the model. Recall the admonishment in Section 1.1.6
about this type of model validation: the parametrized model may be just regenerating the data which was used
to parametrize it. See also [Pollicott, Wang, and Weiss, 2009b].
84
CHAPTER 4.
4.1.4
SIR model with vital rates
We now add vital rates to the standard SIR model to account for births and natural deaths. Newborns enter
the susceptible class with no immunity. We assume that births occur at rate N and natural deaths in all three
compartments occur at rate . This strong assumption keeps the population size constant at N . We illustrate
this extended model in Figure 4.8.
Figure 4.8: SIR model with vital rates
The extended system of ODEs is

dS
dt
dI
dt
dR
dt
N S SI
(4.23)
SI I I
(4.24)
I R.
(4.25)
Adding equations (4.23), (4.24), and (4.25) yields S 0 + I 0 + R0 = 0, and thus the total population size
N (t) = S(t) + I(t) + R(t) is constant over time. Thus system of ODEs is again redundant in the sense that R
is determined by S and I.
The mean duration of infection is 1/( + ), which accounts for the fact that some infected individuals die
a natural death before recovering, which reduces their mean duration of infection from 1/. Thus the natural
definition of the basic reproductive number with all individuals susceptible is R0 = N /( + ). The following
theorem shows that R0 is a threshold which separates I() = 0 from endemic disease I() > 0. Recall that
the latter is not possible in the out vital rates.
Problem 50. Prove that if S(0), I(0), R(0) 0, then the solutions S(t), I(t), R(t) 0 for all t 0. Actually,
since S N and I N , solutions (S(t), I(t)) do not leave the square formed by the axes and the lines S = N
and I = N .
Theorem 6. (Dynamics of SIR model with vital rates)
4.1. SIR MODELS
85
1. If R0 < 1, the equilibrium point (N, 0, 0) is globally attracting. Thus I(t) decreases to zero as t .
2. If R0 > 1, there are two equilibrium points (N, 0, 0) and
(S , I , R ) = (( + )/, (/)(R0 1), (/)(R0 1)). The first is a saddle and the second is
attracting. Thus if I(0) > 0, the number of infectives I(t) approaches (/)(R0 1) as t .
3. If R0 = 1, the equilibrium point (N, 0, 0) is globally attracting. Thus I(t) decreases to zero as t .
Proof. We first compute the two Jacobian matrices J(N, 0) and
J(S , I ):

J(N, 0)
J(S , I )
=

=
N
0 N ( + )
R0

(R0 1)
0
and
.
(4.26)
(4.27)
The eigenvalues of the first matrix are < 0 and (R0 1)( + ), and thus (N, 0, 0) is attracting for
R0 < 1. There are no limit cycles since any limit cycle must contain (N, 0, 0) and thus attain negative
values. There are no heteroclinic or homoclinic connections since (N, 0, 0) is attracting. Thus it follows from
the Poincare-Bendixson theorem that (N, 0, 0) is globally attracting.
From above, the equilibrium point (N, 0, 0) is a saddle for R0 > 1. The characteristic equation for the
second matrix is x2 + a1 x + a2 = 0, where a1 = R0 and a2 = ( + )(R0 1). Since a1 , a2 > 0, it follows
from the Routh-Hurwitz theorem that both eigenvalues have negative real parts provided R0 > 1, and thus
(S , I , R ) is an attracting equilibrium point.
All solutions with I(0) > 0 approach (S , I , R ), since the function L(S, I) = S S log S + I I log I
is a global Lyapunov function ( verify this.).
Problem 51. Suppose that percent of the newborns get vaccinated. Assuming perfect and life-long immunity, what is the threshold vaccination rate to prevent an outbreak of the disease?
Oscillations
The discriminant of J(S , I ) is = 2 R02 4(R0 1)( + ). If < 0 then the attracting equilibrium point
is a spiral, and solutions will oscillate to the endemic value (see Figure 4.9). The condition to have oscillatory
solutions is
R02
< 4( + )/,
(4.28)
R0 1
q
2
and 1 , 2 = R0 /2 i 2 +
(R0 1) R0 . The period of oscillation is
2/

r
+
(R0 1) R02 .
2
(4.29)
Problem 52. [Earn, Rohani, Bolker, and Grenfell, 2000] contains realistic epidemiological parameters for
measles. Model measles using an SIR model with vital rates and compute the period of the oscillation.
86
CHAPTER 4.

Infected
10
20
30
40
50
Figure 4.9: Oscillations in number of infectives
Problem 53. (SIR model with vital rates and temporary immunity) Consider the SIR model with vital
rates, and assume that recovered individuals loose their immunity at rate The system of ODEs is given by
dS
dt
dI
dt
dR
dt
= N S SI
(4.30)
= SI I I
(4.31)
= I R R.
(4.32)
Prove an analog of Theorem 6.

Problem 54. (SI with vital rates) Consider an infectious disease for which there is no recovery, such as
untreated TB or many plant diseases. A simple transmission model for such a disease which includes vital
rates and disease caused mortality is given by
dS
dt
dI
dt
= N S SI
(4.33)
= SI I I.
(4.34)
(4.35)
Prove an analog of Theorem 6.
4.1.5
Stochastic SIR model
Both deterministic and stochastic models are used for epidemiological modelling. Stochastic models only deal
with a finite populations, while deterministic models only deal with densities (see (4.4), (4.5), (4.6)). As we have
seen, deterministic models often exhibit threshold behaviour. They are also mathematically easier to analyze than
stochastic models.
The basic stochastic SIR model defines a natural continuous time Markov process (St , It ) with discrete state
space Z+ Z+ [Ball and Clancy, 1993, Becker, 1979]. Infection corresponds to the transition (S, I) (S1, I +1)
and occurs with transition rate SI and removal corresponds to the transition (S, I) (S, I 1) and occurs
with transition rate I.
4.1. SIR MODELS
87
We let ps,i (t) = P (S(t) = s, , I(t) = i). Then the Kolmogorov forward equations for p are
dps,i (t)
=
dt
(4.36)
KEEP GOING
Formally the basic deterministic SIR system (4.1), (4.2), (4.3) can be recovered from this system by dividing
the original state variables by the population size and letting taking the limit as the population size becomes
infinite. Kurtz [Kurtz, 1970, 1971] and Barbour [Barbour, 1974] (see [Becker, 1979] for a nice survey) made the
approximation and convergence rigorous, but their hypotheses require that the sizes of the susceptible and infected
subpopulations be large, as well requiring a large number of contacts between infectives and susceptibles. These
assumptions often do not hold in applications to disease transmission in households or for a disease imported by
a small number of individuals into a community previously free from the disease.
It follows from the basic theory of Markov chains that in the basic stochastic SIR model the infectivity period
is an exponentially distributed random variable D with parameter . During their infectious period, an infected
individual has contacts with other individuals at times determined by a Poisson process with rate . Each contact
is with an individual chosen uniformly at random from the N available (allowing self-contacts). If the individual
contacted is Susceptible, it becomes an Infective; otherwise the contact has no efect.
One says that the epidemic lasts for time T = inf{t 0 : I(t) = 0} with final outbreak size F = N I(0)
S(T ). It is easy to write down a one step difference equation for P [T = t | (S(0), I(0))], although it is not easy
too obtain a closed form solution.
How does one simulate this stochastic model on a computer? I recommend the short description [Bolker,
Bolker] which includes computer code in R. The obvious idea is to use very small time steps to be sure that only a
single infection or recovery occurs during the step. But this is extremely inefficient, because nothing will happen
during most time steps. The Gillespie algorithm [Gillespie, 1976] is much faster. This algorithm generates an
exponentially distributed random number that determines the time to the next event (infection or recovery) and
then selects among the two transitions with probabilities proportional to their individual rates. Figure 4.10 shows
a Gillespie simulation of the stochastic SIR model with = .1 and = 1 [Bolker, Bolker].
Always extinction, no thresholds
Figure 4.10: Epidemic in stochastic SIR model
88
CHAPTER 4.
4.1.6
Time Series Stochastic SIR model
If fitting infection data well is the primary objective of a transmission model, some investigators use the Time
Series SIR model. This discrete phenomenological model is described by
Sk+1
= Sk + Bk Ik+1
(4.37)
k+1
= Sk Ik
(4.38)
Ik+1
= X(k+1 ) or X(k+1 ),
(4.39)
where X is a binomial or negative geometric random variable and k+1 is the expected number of infectives in
the k + 1 generation. The parameter has no biological significance but helps with the data fitting. See [??, bj]
for a historical discussion along with an applications to modeling UK measles.
4.1.7
Estimating R0 from epidemiological data
Except for sexually transmitted diseases with have clearly defined contacts, it is usually impossible to directly
estimate the number of secondary cases generated for each primary case. In principle, in an SIR model, R0
is determined from the knowledge of the effective contact rate and the removal rate. The latter is difficult to
estimate directly. We present four indirect methods to estimate R0 from epidemiological and seroprevalence data
[Dietz, 1993]. The authors in [Lipsitch, Cohen, Cooper, Robins, Ma, James, Gopalakrishna, Chew, Tan, Samore,
et al., 2003] estimate R0 for SARS.
1. Suppose it is known that I(0) 0 (and thus S(0) N ).Then equation (4.13) implies that
R0
log S() log S(0)

S0 .
S() S(0)
(4.40)
The initial and final numbers of susceptibles S(0) and S() can sometimes be estimated with seroprevalence
data.
2. From knowledge of the number of susceptibles S in the endemic state it easily follows that R0 = N/S .
In other words, 1/R0 is the fraction of susceptible individiuals at equilibrium. The number of susceptibles
can sometimes be estimated with seroprevalence data.
3. One can relate R0 to the average time Ts spent as a susceptible before becoming infected (at equilibrium).
Thus Ts = 1/(I ) = 1/((R0 1))), and so R0 = 1 + 1/(Ts ). In other words, R0 1 is the ratio of
the average lifetime and the average age when the infection is acquired.
4. It immediately follows from (4.2) and the definition of R0 that I 0 (0) = I(0)(R0 1). For small time,
I 0 (t) I(t)(R0 1), and thus I(t) I(0) exp ((R0 1)t). Thus the initial exponential growth rate of
infectives is (R0 1).
4.2
SIS model
A two compartment model, denoted SIS and due to Ross, has all infected individuals recover and immediately reenter the susceptible class. No immunity is conferred. This model assumes no births or natural deaths. Gonorrhea
is an example of a non-fatal disease that does not confer protective immunity. The system of ODEs is
4.2. SIS MODEL
89
dS
dt
dI
dt
SI + I
(4.41)
SI I,
(4.42)
Adding these equations yields S 0 + I 0 = 0, and thus the total population size is constant, N , over time.
Substituting S = N I into (4.42) yields the logistic ODE

I
dI
= (N )I 1
.
(4.43)
dt
N
If one defines the basic reproductive ratio R0 = N/, then the following theorem is an immediate consequence
of our analysis of the logistic ODE.
Theorem 7. (Dynamics of SIS model without vital rates)
1. If R0 < 1, then the number of infectives I(t) decreases monotonically to zero as t .
2. If R0 > 1, then I(t) approaches I = /((R0 1)) as t .
3. If R0 = 1, then I(t) = I(0).
Problem 55. (SIS model with vital rates) Prove an analog of Theorem 7 for the SIS model with vital rates.
The system of ODEs is given by
dS
dt
dI
dt
N SI + I S
(4.44)
SI I I.
(4.45)
Problem 56. (SIS model with disease mortality) Consider the SIS model and assume that some infected
individuals are killed by the disease, but there are no births and natural deaths. As a consequence, the total
population size is not constant, and the SIS model cannot be reduced to a single ODE. The system of ODEs
is given by
dS
dt
dI
dt
= SI + I
(4.46)
= SI I I,
(4.47)
where is the death rate of infected individuals (often called the virulence of the disease). Find the equilibria
of this model and establish their stability.
Problem 57. (SIS model with vital rates and disease mortality) Combine the previous two models. The
system of ODEs is given by
dS
dt
dI
dt
N SI + I S
(4.48)
SI I I I,
(4.49)
90
CHAPTER 4.
Problem 58. (Discrete time SIS model without vital rates) The discrete time SIS model without vital rates
is given by the system of difference equations

S(k + 1) = S(k) 1 I(k) + I(k)

(4.50)
N

I(k + 1) = I(k) 1 + S(k) .

(4.51)
N
1. Show that the population size is constant N . Use this fact to show that

I(k + 1) = I(k) 1 + I(k) .

N
(4.52)
2. Show that the change of variables x(k) = (I(k))/(N (1 + )) and a = 1 + transforms this
difference equation to x(k + 1) = ax(k)(1 x(k)) as in (2.38).
4.3
SIS criss-cross models
This class of models, invented by [Ross, 1910] to study malaria, are useful to model diseases that are transmitted
back and forth between two interacting but distinct groups. Malaria/Dengue is transmitted back and forth between
humans and female Anopheles/Aedes mosquitoes. Shistosomiasis is transmitted back and forth between humans
and a trematode worm. Gonorrhea is transmitted back and forth between males and females.
We follow [Murray, 2003] and explain the model to study the spread of gonorrhea, and include a problem on
using the model to study malaria. Since there is little or no acquired immunity following a gonorrhea infection,
and the incubation period is short compared to the infectious period, an SIS model seems appropriate. We assume
only heterosexual contacts, and consider only sexually active individuals. We let NM , SM , IM denote the number
of sexually active males, the number of susceptible males, and the number of infected males, and SM , IM , SF , IF
denote the number of sexually active females, the number of susceptible females, and the number of infected
females. The system of ODEs is
dSM
dt
dIM
dt
dSF
dt
dIF
dt
= rM SM IF + M IM
(4.53)
= rM SM IF M IM
(4.54)
= rF SF IM + F IF
(4.55)
= rF SF IM F IF ,
(4.56)
where the parameters rM , rF , M , F are positive. Since NM = SM + IM and NF = SF + IF this system of

four ODEs reduces to a system of two ODEs
dIM
dt
dIF
dt
f (IM , IF ) = rM IF (NM IM ) M IM
(4.57)
g(IM , IF ) = rF IM (NF IF ) F IF .
(4.58)
4.3. SIS CRISS-CROSS MODELS
91
There are at most two equilibrium points, (0, 0) and

NM NF M F NM NF M F
(IM , IS ) =
,
,
M + NF
F + NM
where M = M /rM and F = F /rF . Define the parameter

NM NF
NM rM
NF rF
R0 =
=
.
M F
F
M
(4.59)
(4.60)
The average of a female is 1/F , and rM /F is the fraction of susceptible males infected by the female during
this time. Thus the quantity (NM rM )/F is the infectious contact number for the male population. Similarly,
(NF rF )/M is the infectious contact number for the female population.
Problem 59. Using linear stability analysis, show that (0, 0, 0) is attracting for R0 < 1 and a saddle for
, IS ), which only exists

R0 > 1. Identify the type of local bifurcation. Show that the equilibrium point (IM
for R0 > 1, is attracting. Biologically, this equilibrium point corresponds to endemic disease. See [Murray,
2003] for an attempt to parameterize this model.
All orbits are bounded since both components of the vector field are negative for IM and IF sufficiently large.
Bendixsons criterion implies there are no limit cycles, since
O (f, g) = (rM IF M ) + (rF IM F ) < 0.
This implies that for R0 < 0 the equilibrium point (0, 0) is globally attracting, and for R0 > 0 the equilibrium
, IF ) is globally attracting.
point (IM
[Lajmanovich and Yorke, 1976a] extend this basic model to account for the heterogeneous nature of the
population at risk. Their extension takes into account the facts that many infected females are asymptomatic
and that a symptomatic individual is unlikely to find a sex partner. The authors partition the population into
eight groups by sex (male or female), level of sexual activity (active or very active), and whether an individual
is symptomatic or asymptomatic while infected. Their main mathematical result is that if the population is
irreducible (it can not be decomposed into two subpopulations having no contact), then either the disease free
state or an endemic state is globally attracting. They also use the model to test the efficacy of public health
measures to control the spread of gonorrhea. See also [J.A., Hethcote, and Nold, 1978].
Problem 60. The Ross-MacDonald malaria model captures the basic features of the interaction between the
human host population and the female mosquito vector population. Up to a simple rescaling, this malaria
model formally coincides with the above gonorrhea model (4.58) and (4.58):
dx
dt
dy
dt
(abM/n)y(1 y) rx
= ax(1 y) y,
(4.61)
(4.62)
where
Repeat the analysis of the above gonorrhea model for the malaria model. Find an analogous expression for R0 and interpret it biologically. [Aron and May, 1982, Dietz, 1988, Macdonald, 1952, McKenzie,
2000]. We recommend [McQueen and McKenzie, 2004] for a state of the art mathematical model of malaria
transmission.
92
CHAPTER 4.
Parameter
x
y
N
M
m = M/N
a
b
r
Description
Proportion of human population infected
Proportion of the female mosquito population
infected
Size of human population
Size of female mosquito population
The number of female mosquitos per human host
Number of bites on man per unit time by a single
mosquito
Proportion if bites on man that produce an
infection
Per capita recovery rate for humans
Per capita mortality rate for mosquitos.
Table 4.2: Model parameters
4.4
4.4.1
SEIR models
Basic SEIR model with vital rates
We now extend the SIR model with vital rates to allow for individuals who are exposed (E) to infection, but are
not yet infectious. This model, called the SEIR model, is frequently used by disease modelers and is commonly
found in the literature. It is illustrated schematically in Figure (4.11) and is described by the system of ODEs
Figure 4.11: SEIR model with vital rates
4.4. SEIR MODELS
93
dS
dt
dE
dt
dI
dt
dR
dt
= N SI S
(4.63)
= SI E E
(4.64)
= E I I
(4.65)
= I R,
(4.66)
where 1/ is the mean latent period (incubation period) for the disease and has a similar proof. The basic
reproduction ratio for this model is
N
R0 =
.
(4.67)
( + )( + )
The following theorem is an extension of Theorem 6 and has a similar proof.
Theorem 8. (Dynamics of SEIR model with vital rates)
1. If R0 < 1, the equilibrium point (N, 0, 0, 0) is globally attracting. Thus I(t) decreases to zero as t .
2. If R0 > 1, there are two equilibrium points (N, 0, 0, 0) and (S , E , I , R ) = (1/R0 , (R0 1)(( +
)/()), (R0 1)/,
(R0 1)/). The first is a saddle and the second is attracting. Thus if I(0) > 0, the number of
infectives I(t) approaches (/)(R0 1) as t .
3. If R0 = 1, the equilibrium point (N, 0, 0, 0) is globally attracting. Thus I(t) decreases to zero as t .
The asymptotic number of infectives for the SEIR and SIR models with vital rates coincide. However, one
can prove that the growth of the infective population is slower for the SEIR model, which makes sense because
individuals need to spend time passing through the exposed class.
Problem 61. (A simple model of tuberculosis transmission) [Blower et al., 1995] This model assumes that
susceptibles are born into the population at rate N . Susceptibles are infected at rate SI and move either into
the exposed (or latent) class E or directly into the infectious class I (fast progression). Exposed individuals
progress to active disease when they are infectious at a constant rate (slow progression). In the infectious
state, individuals suffer an increased death rate due to disease. This basic model assumes that nobody recovers
from the disease.
dS
dt
dE
dt
dI
dt
N SI S
(4.68)
(1 p)SI E E
(4.69)
pSI + L I I,
(4.70)
where is the death rate due to TB and p is the proportion of fast progressors. Prove an analog of Theorem
8.
94
CHAPTER 4.
As models get more complicated, it becomes increasingly difficult to compute R0 . The authors [Diekmann
et al., 1990] devised a clever method to compute R0 as the spectral radius of the next generation operator. See
also [Castillo-Chavez et al., 2002] for many examples illustrating this method.
4.4.2
Seasonally forced SIR and SEIR models
The measles incidence data in Figure 4.12, collected before the routine use of the measles vaccine in these cities,
shows a regular biennial pattern of epidemics between 1948 and 1966. None of the epidemiological models that
we have considered so far can explain the periodic nature of these epidemics. Regular periodic outbreaks also
occurred for other childhood viral diseases such as mumps, rubella, chickenpox.
The transmission coefficient for these diseases changes throughout the year; it is higher when school is in
session, and lower during the summer months. Several authors have modeled this transmission coefficient using
a periodic function (t) = 0 (1 + cos(2t)), where 0 is the mean transmission coefficient. As to be expected
from a nonlinear harmonic oscillator, this system exhibits harmonic resonance (if the forcing frequency is near
the natural freqency), multiple subharmonic resonances, and a zoo of local and global bifurcations, including
multiple stable subharmonics of any period (resulting from period doubling and saddle node bifurcations), and
period doubling cascades that produce strange attractors [Kuznetsov and Piccardi, 1994] (see bifurcation diagram
in Figure 4.13). The model produces recurrent undamped epidemics of all frequencies observed in measles time
series. The same is true using a piecewise constant transmission coefficient. [Dietz, 1976] initiated the rigorous
analysis of the periodically forced SIR model with vital rates. We recommend [Hethcote and Levin, 1989] for an
exposition of periodicity in epidemiological models.
Figure 4.12: Measles time series from [Mollison, 1995]
4.4. SEIR MODELS
95
Figure
4.13:
Measles
bifurcation
diagram
cmi.ias.edu/current/documents/pcmi earn lecture2.pdf]
4.4.3
as
function
of
[from
Transmission models with time dependent transmission coefficient
There is strong seasonality of the infection rate of many acute infectious diseases: influenza, pneumococcus, and
rotavirus peak in the winter, while respiratory syncytial virus peaks in the spring, and polio peaks in the summer.
There are also biennial cycles of measles. In most cases the underlying mechanisms are uncertain. They may
include prevalence and virulence of the pathogen, seasonal changes in the environment, contact rate, immune
system response, etc. Dowell [2001]. The causes of these cycles is one of epidemiologys challenge problems.
The transmission rate of an infectious disease is defined to be the rate of new infections per unit time, and
provides useful insights into these questions. This is independent of any SIR or mathematical model. However,
to compute or estimate this quantity requires a mathematical model, and the vast majority of investigators use
an SIR-type model. The transmission rate has been thought impossible to measure directly [Anderson and May,
1991].
We consider the simplest SIR model with time varying transmission coefficient
dS
dt
dI
dt
dR
dt
= (t)SI
(4.71)
= (t)SI I
(4.72)
(4.73)
I.
How can one estimate (t) from infection data? The most widely used method is based on defining the
transmission coefficient is
I(k + 1)
(4.74)
(k) =
S(k)I(k)
[Fine and Clarkson, 1982]. The data determine I(k) and I(k + 1), but not S(k). In reality, S(k) frequently
depends on the birth rate, etc., and is usually very difficult to estimate reliably.
96
CHAPTER 4.
One can obtain (4.74) from (4.72) by discretizing using time steps of length 1/ = 1. In the next section we
derive a new formula for recovering the transmission coefficient that uses only the infection data. The idea is to
use the full system of ODEs instead of the crude discrete approximation of one ODE.
4.5
Recovering the transmission coefficient from data
We present a new algorithm to recover this time-varying transmission coefficient directly from infection data.
Our algorithm is derived from the complete solution of a mathematical inverse problem for SIR-type transmission
models. The algorithm yields that almost any smooth infection profile can be perfectly fitted by an SIR model
with a variable transmission coefficient. This clearly illustrates the danger of overfitting a transmission model
with time-varying functions.
The authors apply this algorithm to historic UK measles data and observe that for most cities, the effective
contact rate has strong biennial and three times per year signatures. All previous measles transmission models
assume that the effective contact rate has one-year period driven solely by the mixing of children in school.
Consider again the simplest SIR model with time-dependent transmission coefficient
dS
dt
dI
dt
dR
dt
= (t)SI
(4.75)
= (t)SI I
(4.76)
(4.77)
I.
In [Pollicott, Wang, and Weiss, 2009a] the authors pose the following inverse question.
Given an arbitrary smooth positive function f (t) and recovery rate > 0, does there exist a non-negative
transmission function (t) such that the solution I(t) of the SIR model coincides with f (t) on a large time
interval?
They prove that this is always possible.
Theorem 9. Given a smooth positive function f (t), > 0, and T > 0, there exists 0 > 0 such that if
(0) < 0 there is a solution (t) with this initial condition such that I(t) = f (t) for 0 t T if and only
if f 0 (t)/f (t) > for 0 t T .
From this theorem we see that there are no restrictions on how f (t) increases, but to find (t) the function
f (t) cannot decrease too fast, in the sense that its logarithmic derivative is always bounded below by . The
proofs is very elementary.
Proof. It is easy to see that f 0 (t)/f (t) > is a necessary condition, since Equation (4.76) implies that
f 0 (t) + f (t) = (t)S(t)f (t), which must be positive for 0 t T . We now show this condition is also
sufficient. We rewrite (4.76) as
f 0 + f
S=
,
(4.78)
f
then compute (d/dt)S, and then equate with (4.75) to obtain

0

d f 0 + rf
f + rf
= (t)
f (t)
dt
f
f
(4.79)
4.6. MODELING THE SPREAD OF A COMPUTER VIRUS
and this
97
f 00 f f 0
.
f (f 0 + rf )
This is a Bernoulli equation. We use the transformation x = 1/ to obtain the linear ODE
0 p f 2 = 0,
where
p=
x0 px f = 0.
Using the method of integrating factors we obtain an explicit solution of the form:
Z t
1
P (t)
P (t)
eP (s) f (s)ds,
= x(t) = x(0)e
e
(t)
0
where
Z
P (t) =
(4.80)
(4.81)
(4.82)
p( )d.
(4.83)
The only problem that could arrive with this procedure is for the denominator of p(t) be be zero. In the
case of no restriction on , this can be prevented by choosing sufficiently large such that min{f (t) : 0
t T } > max{f 0 (t) : 0 t T }. With the restriction of , the zero in the demominator is prevented
by requiring that the denomimator is always positive, i.e., f 0 + f > 0. The initial transmission coefficient
must also satisfy
Z T
eP (s) f (s)ds < 1/(0).
(4.84)
0
Of course epidemiological data is discrete, not continuous. The authors show that one can robustly estimate
(t) by smoothly interpolating the data with a spline or trigonometric function and then applying the formula for
continuous data.
4.6
Modeling the spread of a computer virus
There is now a substantial literature on modeling the spread of computer viruses using epidemiological models. The
goal is to obtain parameter regions for a network which correspond to globally attracting disease-free equilibrium
points, and the hope is that this will provide strategies about how to build networks that are hard to infect.
The total population N is divided into four compartments: S of non-infected computers subjected to possible
infection; A of non-infected computers equipped with anti-virus; I of infected computers; and R of removed ones
due to the infection or not. Assuming that the computer network does not change during a virus attack, the basic
SAIR model is given by the the following system of ODEs [Piqueira, Navarro, and Monteiro, 2005]
dS
dt
dA
dt
dI
dt
dR
dt
SA SI SI + IS I + RS R
(4.85)
SA AI A,
(4.86)
SI SI + AI AI IS I I
(4.87)
I RS R
(4.88)
98
CHAPTER 4.
Parameter
SI
IS
RS
AI
Description
conversion rate of susceptible computers
into antidotal ones
Infection rate of new computers
Recovery rate of infected computers
Recovery rate of removed computers
with system administrator intervention
Infection rate of antidotal computers
due to the onset of new virus
Recovery rate of infected computers
where
Problem 62.
1. Show that E1 = (0, N, 0, 0) and E2 = (N, 0, 0, 0) are the two disease-free equilibrium
points, where N = S(0) + A(0) + I(0) + R(0).
2. Compute the associated Jacobian matrices and compute the eigenvalues. You will notice that both
contain a zero eigenvalue. Since E2 has both positive and negative eigenvalues, it is a saddle, and thus
unstable.
3. The zero eigenvalue for E1 is innocuous because the A-axis is the center manifold. Show that E1 is
locally attracting (forgetting about the zero eigenvalue) provided that
R0 =
AI N
< 1.
IS +
(4.89)
4. Can you interpret this condition in terms of computer networks? What can a systems administrator
do to prevent a virus epidemic on her system?
An interesting question is whether computer viruses can evolve like ordinary viruses. According to [Richards,
2010], Software instructions are very brittle. They cary out a specific set of instructions, and those instructions
are so densely coded that almost all mutations or recombinations would yield completely non-functional programs.
Its not even a question of reduced fitness - they simply wouldnt work. When all evolutionary paths result in
death, evolution just doesnt have much to work with.
4.7
4.7.1
Evolution and transmission of infectious diseases

Infection with multiple strains
We now present a simple model of the transmission dynamics of an infectious disease caused by a pathogen having
multiple strains. As I write these notes, researchers are studying the competition and transmission dynamics of
the seasonal and pandemic strains of H1N1 influenza. The model also describes the competition between a wild
strain and mutant strains of a pathogen (see Section 4.7.2). In this case we prove a competitive exclusion principle
showing that asymptotically a single strain will evolve or the disease will die out (typically).
4.7. EVOLUTION AND TRANSMISSION OF INFECTIOUS DISEASES
99
Similar models are used to study the spread of infectious diseases with multiple infected subclasses, e.g., classes
contain individuals having different contact rates with other individuals. Examples include sexually transmitted
diseases [Hethcote and Yorke, 1984b, Lajmanovich and Yorke, 1976b], where the subclasses are based on the
frequency of sexual activity, and can include a super-spreader class.
We denote Ik the number of individuals infected by strain k. Then assuming that superinfection with more
than one strain can not occur and that an individual infected with any strain obtains permanent immunity to
subsequent infection from all strains, the system of ODEs is
dS
dt
dIj
dt
dR
dt
= N (t) S S
r
X
j Ij
(4.90)
j=1
= j SIj j Ij Ij dj Ij ,
=
r
X
j = 1, 2, . . . , r
j Ij R.
(4.91)
(4.92)
j=1
Define j = ( + j + dj )/j and rewrite (4.91) as

dIj
= j Ij (S j ),
dt
j = 1, 2, . . . , r,
(4.93)
Pr
where N (t) = S(t) + k=1 Ik (t) + R(t). Observe that the total population size N (t) is a decreasing function of
time. To see this, compute (d/dt)N (t) be adding (4.90), (4.91), and (4.93) to obtain
r
X
dN
=
dk Ik (t) 0.
dt
(4.94)
k=1
Thus N (t) N (0) for all t 0.

It also immediately follows from (4.93) that if j /S(0) > 1, then Ij0 (0) > 0, and thus the number of infections
caused by strain j starts increasing.
We now follow [Bremermann and Thieme, 1989] and define
uj =
1
log (Ij /Ij (0)) + j t,
j
and observe that (4.93) implies that u j = S for j = 1, 2, . . . , r. Thus the u0j s all coincide up to multiplicative
constants, and thus the exponentials of the u0j s coincide up to multiplicative constants. This implies that for
j = 1, 2, . . . , r,
1/j

1/1

I1 (t)
Ij (t)
exp((j 1 )t) =
.
(4.95)
Ij (0)
I1 (0)
Assume, without loss of generality, that 1 = min{1 , 2 , . . . , r }. Then since I1 (t) N (0) for all t 0, (4.95)
implies that the limit limt Ik (t) = 0 exponentially for all i > 1 . If R0 (i) = N (0)/i denotes the basic
reproduction rate of the i th strain, this calculation shows that strains that have lower basic reproduction rate
of other strains die out.
We now prove that if the basic reproduction rate of all strains is less than one then the disease die out. Using
the fact that
S(t) N (t) I1 (t) Ir (t) R(t) N (0) Ij (t)
100
CHAPTER 4.
we crudely estimate
dIj
dt
j Ij (S j )
(4.96)
j Ij (N (0) Ij (t)) j )).
(4.97)
Let IjM AX = lim supt I(t) and choose a sequence of times {tk } such that limk I(tk ) = IjM AX and
I (tk ) 0. We have that
0
dIj
(tk )
dt
j IjM AX (N (0) IjM AX j ).
lim
tk
(4.98)
(4.99)
Thus IjM AX = 0 or IjM AX N (0) j , and if R0 (i) = N (0)/i < 1 for all i, then IjM AX = 0 for all i, and the
disease dies off.
Finally, we show that if 1 < j , j = 2, . . . , r, and R0 (1) > 1, then there is a unique endemic non-zero
equilibrium with I2 = I3 = = Ir = 0 that is locally attracting. We consider the equivalent system of ODEs
dS
dt
dIj
dt
dN
dt
= N (t) S S
r
X
j Ij
(4.100)
j=1
= j Ij (S j ) j = 1, 2, . . . , r
=
r
X
dj Ij .
(4.101)
(4.102)
j=1
To simplify the exposition we prove the claim for r = 2, and assume I1 > 0, I2 = 0. There is a one parameter
family of equilibrium points (S = 1 , I1 = (N 1 )/(1 1 ), I2 = 0, N ) parameterized by N with Jacobian
matrices
1 I1 1 1
2 1
0
1 I1
0
0
0
0
0
2 (1 2 ) 0
0
d1
d2
0
A routine calculation yields that the eigenvalues are 1 = 0, 2 = 2 (1 2 ),

q
1
2
1 I1 (1 I1 + ) 41 1 I1 .
3 , 4 =
2
Simple algebra yields that real(3 ), real(4 ) < 0 and that 2 < 0 if 1 > 2 and 2 > 0 if 1 < 2 . It follows from
the local stable and center manifold theorems that for 1 > 2 every equilibrium point has a three dimensional
local stable manifold and a one dimensional center manifold, while for 1 < 2 every equilibrium point has a
two dimensional local stable manifold, a one dimensional local unstable manifold, and a one dimensional center
manifold. The zero eigenvalue is innocuous because the N -axis is the center manifold. It follows that for 1 > 2
every equilibrium point is effectively locally attracting, and that for 1 < 2 every equilibrium point is a saddle.
101
Problem 63. (SIR model with vital rates and disease virulence) Analyze the above system with only one
infected class, which is the SIR model with disease caused mortality and vital rates. See [Graef et al., 1998]
for a discussion of the global dynamics.
We have not excluded the long-term coexistence of different strains with the same k . In [Bremermann and
Pickering, 1983] the authors argue that the disease induced mortality d for some diseases rises disproportionately
as increases. Mathematically, their claim is that d = d() is a strictly convex function, monotone increasing
function of , with d(0) = 0, d0 (0) = 0, and d0 () as . An example of such dependence is d = c p ,
p > 1 and c > 0. If we assume convexity, and that different strains produce the same immunologIcal response
(identical ) but have different transmission coefficients j and disease mortality rates dj = dj (), then
() =
+ + d()
(4.103)
can take the same value only twice. Thus no more than two strains which have the same R0 persist in the
population.
4.7.2
Invasion by a mutant
Bacteria and viruses continuously evolve. A common source of selective pressure on pathogenic bacteria is
antibiotics, and the development of antibiotic resistant strains presents one of the major health challenges to
medical science. Viruses also compete directly with each other for reproductive success, and this can result in
the evolution of virulence. We assume that a population is initially in equilibrium with an endemic disease caused
by a wild type virus. Now, suppose the virus spontaneously mutates. We can use the above analysis to explore
conditions under which the mutant pathogen will replace the wild type pathogen in the population.
Assuming that only the wild strain exists, the equilibrium number of susceptibles S = 1 . Now introduce into
this susceptible population a small number of individuals infected with the mutant strain. We proved in Section
4.7.1 that if the R0 of the mutant strain is less than the R0 of the wild strain then the mutant stain dies out,
while if the R0 of the mutant strain is greater than the R0 of the wild strain then the wild strain dies out.
Thus one would expect a pathogen to evolve to increase its R0 , and in general be more easily transmitted
(larger ), to make individuals sick longer (smaller ), and to be less deadly (smaller d).
We have presented the most basic SIR and SIS type models. More realistic models incorporate heterogeneous
mixing, age-dependent contact rates, transmission coefficients, social structures (e.g., families, schools), seasonal
patterns in risks of infection, latency (some individuals are infected, but not yet infectious), maternal immunity,
carriers (asymptomatic but infectious), multiple infected classes (e.g., to model different strains of the disease or
infected individuals with very different contact rates), etc. We refer the interested reader to [Anderson and May,
1991, Castillo-Chavez et al., 2002].
4.7.3
Modeling the spread of antibiotic resistance
Antibiotics have substantially reduced the threat posed by infectious diseases. These gains are now seriously
jeopardized by the emergence and spread of bacterial strains that are resistant to some, and in cases many,
drugs. Important examples include penicillin-resistant Streptococcus pneumoniae, vancomycin-resistant enterococci, methicillin-resistant Staphylococcus aureus (MSRA), multi-resistant salmonellae, and multi-resistant Mycobacterium tuberculosis. The CDC estimates that 44,000 people in North America die annually of infections
from drug-resistant germs.
102
CHAPTER 4.
Mathematical compartment models similar to (4.90), (4.93), (4.92) are being used to study the spread of
antibiotic resistant strains in hospitals and to search for strategies to contain this public health crisis [Bonhoeffer
et al., 1997, Lipsitch et al., 2000].
We present the simplest mass-action model in the case of resistance to a single drug [Bonhoeffer et al., 1997].
Individuals are infected with either a drug sensitive strain or a drug resistant strain. Patients being treated for
the sensitive strain will either recover (at rate f h) or become infected by a resistant strain (with rate sf h). The
system of ODEs is
dS
dt
dIsen
dt
dIres
dt
Parameter
rsen
rres
f
h
S S(Isen + Ires ) + rsen Isen
(4.104)
rres Ires + f h(1 s)Isen
(4.105)
SIsen cIsen rsen Isen f hIsen ,
(4.106)
SIres cIres rres Ires + f hsIsen ,
(4.107)
Description
birth rate
death rate of susceptible individuals
death rate of infected individuals (natural and disease-associated mortality)
infection transmission coefficient
recovery rate of untreated sensitive infections
recovery rate of untreated resistant infections
scaling parameter reflecting the fraction of patients treated 0 f 1
maximum rate when all patients are treated
where the model assumes:

1. Patients who are treated and cured become immediately susceptible again.
2. No co-infection
3. In a fraction s of sensitive strain infected patients, there is a preexisting, small subpopulation of resistant
bacteria. When these patients receive drugs, the resistant population will grow and will quickly dominate
the infection. This process is called acquired resistance and we assume this only happens in treated hosts.
4. The fitness cost associated with resistance is reflected by a higher rate of clearance (recover) of the infection
on patients infected with resistant bacteria than those infected with sensitive bacteria (rsen < rres ). In
other words, the cost of resistance r = rres rsen > 0.
There are three two equilibrium points:

c + rres
(c + rres )
c + f h + rsen
(/, 0, 0),
, 0,
, and
,

(f h + r)((c + f h + rsen ) ) f hs( (c + f h + rsen ))
,
c(r + f h(s 1))
c(r + f h(s 1))
103

.
The equilibrium point (/, 0, 0) corresponds to no long-term infection with either strain, and the Jacobian has
eigenvalues , c rsen + /, and c f h rsen + /. The second equilibrium point corresponds to
endemic infection with the resistant strain, and the Jacobian has an eigenvalue f h + r, with long formulae
for the other two eigenvalues. Thus a necessary condition that this resistant strain endemic equilibrium point be
attracting is that the cost of resistance is less than the selective pressure against the sensitive bacteria. The third
equilibrium point corresponds to endemic infection with both strains.
The next problem provides useful insights into the global dynamics.
Problem 64. Consider the proportion of resistant infections = Ires /(Ires + Isen ). Show that satisfies
the Bernouli ODE
d
= (f h r)(1 ) + f hs(1 )2 .
dt
and has closed form solution
(t) =
exp((f h r)t) 1
.
hr
exp((f h r)t) 1 + f(f
hs)
Deduce that limt (t) = 1 if r < f h and limt (t) =
1
hr
1 f(f
hs)
if r > f h. Also, find the time
required for the proportion of resistant infections to reach a given level 0 < < 1.
4.7.4
Quasi-species models
Many RNA viruses, such as the flu virus and HIV virus, have a very high frequency of copying errors, sometimes
close to one base-pair substitution per genome per generation. These viruses produce an extraordinarily high rate
of mutants. For example, it has been estimated that every HIV patient produces all possible single and double
point virus mutations and a large fraction of triple point mutations every day [Perelson et al., 1997]. These
virus populations consist of a cloud of mutant genotypes, called a quasispecies [Bull et al., 2005, Novak, 1992,
Schuster, Schuster]. This is in contrast to a species, which are considered to form a single genotype. The sizable
genetric variation of RNA viruses is believed to enhance the evolution of drug resistance and immune escape.
Most of the mutants have impaired fitness, but occasionally a new mutant will out-compete all currently
existing virions, for example by presenting an epitope that the immune system fails to recognize. With some
probability, this mutant becomes the ancestor of a new quasispecies which completely replaces the currently
existing one. Quasi-species models describe the evolution and selection of virus genotypes. Their origin is a seminal
paper by Eigen [Eigen, 1971] in which he studied the error-prone self-replication of biological macromolecules, with
the goal of understanding the origin of life. A critical element of the model is that the frequency of any individual
virus is a function of both its own replication rate and the probability that it will arise by the erroneous replication
of other members of the population. Consequently, viruses are not independent entities in the quasispecies, but
are linked by mutual couplings, so that the entire population forms a cooperative structure that evolves as a single
unit.
Consider a population of infinitely many genotypes consisting of N nucleic acid sequences, and let xi denote
the density or frequency of genotypes having sequence i, fi the fitness of sequence i, and Qij 0 the per unit
time probability that sequence j will mutate to sequence i. The matrix Q = {Qij } has no-negative entries and
is column stochastic (the sum of entries in every column is one) and is called the mutation matrix. The basic
104
CHAPTER 4.
quasi-species model is the system of ODEs

N
X
dxi
=
Qij fj xj f(~x)xi ,
dt
j=1
i = 1, . . . , N,
(4.108)
Pn
where f(~x) =
x = (x1 , . . . , xN ) denotes the mean fitness of the population and genotypes are
i=1 fi xi , ~
removed at this time-dependent rate to ensure selection and to keep the total density constant. Hence this is a
conserved system. The extra term adds a quadratic nonlinearity and ensures selection. Thus all three ingredients
for Dawinian evolution are present: reproduction, mutation, and selection. A critical element of the model is
that the frequency of any individual virus in the quasispecies is a function of both its own replication rate and
the probability that it will arise by the erroneous replication of other members of the population. Consequently,
viruses are not independent entities in the quasispecies but are linked by mutual couplings, so that the entire
population forms a cooperative structure that evolves as a single unit.
Problem 65.
1. Prove that in the case of no mutations, i.e., Q is the identity matrix, then if fi > fj for
all j 6= i, there is a single attracting equilibrium point xi = 1 and xj = 0 for all j 6= i. Thus with no
mutations, asymptotically the fittest genotype takes over the population.
P
P
2. Prove that if j xj (0) = 1, then j xj (t) = 1 for all t 0.
3. Show that f(~x) is a Lyapunov function.
Although the system is nonlinear, it is a Bernoulii system, and a change of variables converts it to a linear
system having an explicit solution.
R

t
Problem 66.
1. Define zk (t) = xk (t) exp 0 f(~x(s))ds and verify that (4.108) is equivalent to the linear
system
N
X
dzi
Qij fj zj .
(4.109)
=
dt
j=1
Note that all of the entries of the matrix QF are non-negative.
2. Assuming that QF = {Qij fj } is diagonalizable over R, find the explicit solution of (4.109) in terms of the
eigenvalues 1 , . . . , n and eigenvectors v1 , . . . , vn of QF .
3. Under the assumption in 2., show that the explicit solution of (4.108) can be written as
PN
lik ck (0) exp(k t)
xi (t) = PN k=1
,
PN
j=1
k=1 ljk ck (0) exp(k t)
(4.110)
where the eigenvector vk = (l1k , lnk ).

4. The matrix QF is called primitive if there exists m N such that all entries of (QF )m are positive. This of
course includes the case when all the entries of QF are positive, but is more general. In this case the PerronFrobenius (1) theorem guarantees a unique maximal positive eigenvalue 1 > |2 | |3 | |n |
having an eigenvector v1 with all positive entries. Under the assumption in 2., find limt xi (t). Show that
system (4.108) possesses a globally attracting equilibrium point, whose coordinates represent the limiting or
stationary frequencies of genotypes, and are given in terms of the components of the dominant eigenvalue
(l1k , lnk ). This equilibrium represents a balance between mutation and selection.
105
5. In general, the matrix QF has non-negative entries and thus is similar, via a change of variables by a
permutation matrix, to an upper triangular block matrix with each block a square reducible or zero matrix
[Varga, 2010]. Show that system (4.108) possesses a globally attracting equilibrium point, whose coordinates
represent the limiting or stationary frequencies of genotypes. Problems (67) and (68) show that some
stationary frequencies may be zero.
6. Is the mean fitness increasing over time?
The following problem provides an interesting simple example.
Problem 67. Consider a quasispecies consisting of four genomes A, B, C, and D. Suppose that A never mutates
and always produces a single offspring. Suppose that the other three genomes all produce, on average, 1 k
replicas of themselves, and k of each of the other two types, where 0 < k < 1. Show that asymptotically, genome
A will become extinct and the other three genomes will be present in equal numbers.
In view of the simple dynamics of this model, a natural question is whether one can construct a global Lyapunov
function. Weinberger [Weinberger, 2002] defined the notion of pragmatic information by

X
xi (t)
I(~x(t), ~x(0)) =
xi (t) log2
xi (0)
i
and showed that if all fi > 0 and Q is symmetric, then I is a global Lyapunov function for the quasispecies
system (4.108).
An important aspect in the theory of quasispecies is the error threshold. If the virus makes no copying
errors and hence produces no mutants, there would be no evolution. On the other hand, if most of the virus
copies of a favored strain have errors, the strain would die out. The error threshold is the maximum copying error
rate that will ensure survival of the favored strain. At the threshold, the favored strain and a second strain have
precisiely the same replacement rate. We illustrate this in the simplest case in the following problem.
Problem 68. Consider two virus strains, a wild strain and a mutant strain, where the wild strain is fitter than
the mutant strain. Let be the probability that reproduction of the wild strain results in the mutant strain . Also
assume that that the mutant strain makes no copying errors. Then (4.108) becomes
dxw
dt
dxm
dt
fw (1 )xw xw (fw xw + fm xm )
(4.111)
fw xw + fm xm xm (fw xw + fm xm ).
(4.112)
Verify (at least numerically) that if < 1 fm /fw , there are two equilibrium points: (0, 1) is repelling and there
is a globally attracting equilibrium point (xw , xm ) with positive coordinates. Thus for large time, both stains
are present in nearly these proportions. If > 1 fm /fw , the point (0, 1) is globally attracting and thus the
mutant strain becomes fixated (only the wild type strain survives). As approaches 1 fm /fw from below, both
equlibrium points merge and coalesce. This bifurcation is called an error catastrophe. The degeneracy of the
eigenvalues of the linearized systems complicates the analysis.
Observe that for > 1 fm /fw the eigenvector of QF corresponding to the dominent eigenvalue fm is (0, 1)
and thus does not have all positive entries. Does this contradict the Perron-Frobenius theorem?
Problem 69. Maximal size of RNA virus genome
106
CHAPTER 4.
To recapitulate, fitness can be viewed as a function on the set of all genomes and its graph is called the fitness
landscape. Under the evolution of system (4.108), quasispecies wander over the fitness landscape searching for
peaks, which represent regions of high fitness values. Under the guidance of natural selection, quasispecies climb
the mountains in the fitness landscape. However, natural selection does not simply choose the fittest sequence,
but the fittest quasispecies. Imagine two genomes, A and B. Assume that A has a higher fitness than B, that
A is surrounded by mutants with very low fitness, and that B is surrounded by mutants with high (but lower)
fitness. Both A and B are local maxima, but A is a sharp peak in the fitness landscape, whereas B is the top of
an almost flat mountain. It follows from Problem (65) that the absence of mutation, A will be selected and B
will disappear. With mutation, Problem (68) shows that B could be the winner and force A into extinction. The
error threshold is the critical mutation rate above which A is forced to extinction and less fit genomes take over
the population. We note that asuch an error catastrophe has not yet been empirally obsered.
Some viruses such as polio or hepatitis C operate close to the error threshold. Drugs are being developed to
exploit the error catastrophe, the idea being to increase the mutation rate of a pathogenic virus to push it over
the error threshold so that it becomes extinct.
Problem 70. In system (4.108), the mean fitness term was subtracted from the right hand side to insure that
the total density of all genotypes add up to one, and is thus a conserved quanity. In particular this prevents
extinction of the entire population. Modify system (4.108) and our previous analysis to the case where the mean
fitness of the population is a conserved quantity.
Problem 71. Suppose, in system (4.111) one allows back-mutations, i.e., with probability p > 0 the mutant
strain mutates to the wild strain. How does this effect the conclusions in Problem (68)?
4.8
In-host model of viral infection
We follow [Nowak and May, 2001], and present a simple model of a general viral infection in a host, where the
viral replication is limited by the availability of uninfected cells. The authors introduce this model to study the
primary phase of HIV and SIV in the beginning of their book in virus dynamics. The system of ODEs is
dx
dt
dy
dt
dz
dt
= lx kxz
(4.113)
= kxz y
(4.114)
= N y z,
(4.115)
where x denotes the density of the uninfected cells, y the density of infected (virus producing) cells, and z is the
number of free virus particle. Uninfected cells are produced at rate , uninfected cells die at rate kx and become
infected at rate kxz. The immune system removes infected cells at a rate of y. The rate of viral production is
proportional to the removal rate of infected cells. In the case of lytic viruses, N represents the average burst size
of a single infected cell, whereas in the case of budding viruses, N can be thought of as the average number of
virions produced over a lifetime of an infected cell. The lifespan of a free virus particle is 1/. Different viruses
will attach to different host cells: HIV to lymphocytes, and malaria to red blood cells.
The carrying capacity for the healthy cell population is /l. If x > /l, then x0 < 0. One equilibrium point
is (/l, 0, 0). Let x = /(kN ). If > (l)/(kN ), then the second equilibrium point (x , y , z ) is
4.8. IN-HOST MODEL OF VIRAL INFECTION
lx lx
x ,
,
kx
107

.
(4.116)
In other words, the second equilibrium point exists if

R0 = (/l)/x > 1.
Theorem 10. (Long term behavior)
1. If R0 < 1, then the orbit of every positive initial condition (x, y, z) converges to (/l, 0, 0). Biologically,
the virus is cleared.
2. If R0 > 1, then the orbit of every positive initial condition (x, y, z) with y(0) > 0 or z(0) > 0 converges
to (x , y , z ). Biologically, the virus causes endemic disease.
Proof. Linear stability analysis shows that the equilibrium point
(/l, 0, 0) is attracting for R0 < 1 and unstable for R0 > 1. It also shows that the equilibrium point
(x , y , z ) is attracting for R0 > 1.
[De Leenheer and Pilyugin, 2007] prove that (x , y , z ) is globally attracting using a Lyapunov function.
They define the non-negative function

x
+ (y y )
(4.117)
V (x, y, z) = (x x ) x log
x

z
y
(z z ) z log
,
(4.118)
y log
y N
z
which vanishes at (x , y , z ), and whose derivative
dV (x, y, z)
dt
V dx V dy V dz
+
+
x dt
y dt
z dt

l
xy z
yz
x
= (x x )2 y
+
+
3
x
x
x yz
y z
=
(4.119)
(4.120)
is negative for (x, y, z) 6= (x , y , z ). Thus V is a Lyapunov function and (x , y , z ) is a globally attracting

equilibrium point.
Problem 72. An HIV infected patients T-cell count changes, but on a time scale of years. Analyze the
system (4.113), (4.114), and (4.115) assuming that x is constant.
The recent paper [De Leenheer and Pilyugin, 2007] extends this analysis to multiple virus strains with mutations.
Remark 2. One of the exciting systems biology challenges in infectious disease modeling is to combine
in-host models such as the above viral infection model with between-host transmission SIR-type models. The
basic idea is to use express the transmission coefficient, removal rate, death rate, etc. from transmission
models in terms of variables like x, y, z in (4.113)-(4.115). See [Antia et al., 1994, Coombs et al., 2007,
Gilchrist and Sasaki, 2002].
108
4.9
CHAPTER 4.
Case Study 3: iSIR model with immunological threshold
We now discuss our recent epidemiological model of infectious diseases for which the primary mode of transmission
is indirect [Joh, Wang, Weiss, and Weitz, 2008]. Such diseases include cholera and schistosomiasis, which are
transmitted through contact with a contaminated reservoir, and malaria and leishmaniasis, which are transmitted
through contact with an infected insect vector.
Building upon prior epidemiological models of cholera [Capasso and Paveri-Fontana, 1979, Codeco, 2001,
Jensen, Faruque, Mekalanos, and Levin, 2006], we introduce a family of reservoir mediated SIR models with a
threshold pathogen density for infection. We name these models iSIR models. Disease occurs through transmission
via direct contact with reservoirs containing human pathogens, and not via direct person-to-person contact. The
disease gets amplified in the body, and infected individuals shed pathogens back into the reservoir, indirectly
increasing the transmittability of the pathogen to the susceptible.
We assume there is a minimum infectious dose (MID) of pathogens necessary to cause infection. Cholera, like
many infectious diseases, has an immunological threshold. If a healthy person ingests 100 V. cholerae bacteria, he
will not become clinically ill with cholera. For most strains of cholera, the immunological threshold is about 105 to
107 bacteria [Levine, Black, Clements, Nalin, Cisneros, and Finkelstein, 1981]. The basis for explicitly modeling
the MID is that the innate human immune system is capable of eliminating low levels of pathogens and staving
off disease. The innate immunity of individuals varies, but we assume all population members possess the same
average immunity. Assuming the contact rate to the reservoir is identical for every individual, the minimum
infectious dose can be re-scaled as a threshold pathogen density for infection. If the in-reservoir pathogen density is
above the MID, susceptible individuals contact more pathogens than the infectious dose and become infected. The
threshold results in continuous, but non-differentiable terms in the differential equation model, which complicates
the analysis of the model.
Let S, I, and R be the numbers of the susceptible, the infected, and the recovered, respectively. We denote
B as pathogen density in a reservoir. Our model is described by the set of ODEs
dS
= (B)S S + N
(4.121)
dt
dI
= (B)S I I
(4.122)
dt
dR
= I R
(4.123)
dt
dB
= (B) + I
(4.124)
dt
The definitions of all parameters are explained in Table 4.5. Since S 0 +I 0 +R0 = 0, the total human population
N is conserved. Below, we describe the functional terms, (B) and (B), corresponding to human-pathogen
contact and in-reservoir pathogen dynamics, respectively.
A key difference between this iSIR model and other SIR or indirect disease models is the explicit incorporation
of a MID. For obvious reasons, a higher pathogen density increases the chance that a susceptible individual
becomes infected, so the transmittability of the disease, (B), is an increasing function of B. We define the
threshold via the threshold pathogen density c by requiring that (B) = 0 for B c. The value c reflects a
combination of immunological and ecological factors. We consider the natural family of transmittability responses
(
0,
B<c
(4.125)
(B) =
a(Bc)n
,
B
c,
n
n
(Bc) +H
4.9. CASE STUDY 3: ISIR MODEL WITH IMMUNOLOGICAL THRESHOLD

Parameter
S
I
R
N
B
(B)
(B)
a
c
r
K
H
Description
Number of the susceptible
Number of the infected
Number of the recovered
Total population
Pathogen density in a reservoir
Transmittability
Pathogen growth rate
Per capita human birth
or death rate
Recovery rate
Pathogen shed rate
Maximum rate of infection
Threshold pathogen density
for infection
Maximum per capita pathogen
growth efficiency
Pathogen carrying capacity
Half-saturation pathogen
density
109
Dimension
cell liter1
day1
cell liter1 day1
day1
day1
cell liter1 day1
day1
cell liter1
day1
cell liter1
cell liter1

where n is a positive integer. The Hollings Type II and III functional responses [Holling, 1959a] correspond to
cases of n = 1 and n = 2, respectively. Here we analyze the threshold model with Hollings Type II functional
response.
The growth rate of the pathogen density, (B), is the natural in-reservoir growth rate of pathogens in the
absence of human hosts. Pathogens might be free-living or exist on a variety of zoonotic hosts. The prevalence
of pathogens in reservoirs suggests that there are stable steady states with positive pathogen densities but no
infected individuals. We assume that pathogens exhibit logistic growth, (B) = rB(1 B/K). Without human
hosts, the pathogen density will reach its carrying capacity.
We introduce an important threshold parameter , which plays a role analogous to R0 for models of directly
transmitted infectious diseases

N

=
.
(4.126)
+
rK
From (4.124), N is the pathogen shed rate when all individuals are infected and 1/( + ) is the average
duration of infection. The first term, N/( + ), represents the total number of pathogens shed into the reservoir
during the average period of infectiousness assuming all individuals were infected and there was no feedback. The
term rK is the in-reservoir pathogen birth rate in the absence of shedding and 1/ is the average life-span of a
susceptible individual. Hence, we interpret this dimensionless number as the ratio of two factors: (i) the average
number of pathogens shed over the time course of infection if all individuals were infected;, and (ii) the average
number of pathogens reproduced in the reservoir over the time course of an uninfected individual. We call this
the pathogen enhancement ratio.
We now state our main technical result.
110
CHAPTER 4.
Theorem 11. (Equilibrium points and asymptotic behavior of solutions)

1. If c < K, there are two equilibrium points: (N, 0, 0) is a saddle and (S0 , I0 , B0 ) is attracting with
I0 > 0. It follows that the solution for almost every initial condition converges to (S0 , I0 , B0 ). Hence,
for almost all initial conditions, the disease becomes endemic.
2. If c > K, the equilibrium point (N, 0, 0) is a saddle, (N, 0, K) is attracting, and there exist up to
two additional equilibrium points. For sufficiently small , there are no additional equilibrium points,
and the solution for almost every initial condition converges to (N, 0, B). Thus, I() = 0, and the
population becomes asymptotically disease free.
For larger , after a saddle node bifurcation, there are two additional equilibrium points, (S1 , I1 , B1 )
is a saddle, and (S2 , I2 , B2 ) is attracting with I2 > I1 > 0 . In this case, the solution for almost
every initial condition converges to one of the two attracting equilibrium points, and asymptotically the
population becomes either disease free or the disease becomes endemic (depending on initial conditions).
Corollary 1. (Zero threshold case) The special case where there is no immunological threshold occurs when
c = 0. It follows that for almost all initial conditions, the disease becomes endemic.
Chapter 5
Spatial Population Models

Until now, we have been assuming that all interacting populations are spatially homogeneous and well-mixed.
Although this is almost never the case, this assumption allows us to model populations using ODEs or difference
equations. There is growing interest in creating population and transmission models that relax the well-mixing
assumptions. We briefly introduce four main classes of popular models: metapopulation models, reaction-diffusion
PDE models, network models, and agent based models.
5.1
Metapopulation models
A metapopulation is a population of populations that go extinct locally and recolonize. More precisely, it
is a set of relatively isolated, spatially distributed, local populations connected by occasional dispersal between
local populations. For example, mountain sheep in Southern California (see Figure 5.1) occupy patches of high
quality habitat and use the intervening habitat only for movement from one patch to another. There is limited
migration from patch to patch. Human activities have been increasingly fragmenting natural habitats and creating
metapopulations from previously continuous populations. Thus the metapopulation concept has now become one
of conservation biologys predominant paradigms.
Metapopulation models consider local populations as individuals, with finite life spans, and neglect local
population dynamics. There is no consideration of fitness, selection, etc.. Movement in space is only implicit.
Good references include [Hanski, 1991, 1999, Hanski and Gilpin, 1991, van Nouhuys, van Nouhuys]. The theory of
island biogeography [MacArthur and Wilson, 2001] is considered the starting point for thinking about population
dynamics with implicit spatial structure.
[Levins, 1969] introduced the following simple model of a metapopulation. Let p(t) denote the fraction of
occupied patches at time t. The use of p rather than population size N is a dramatic departure from classical
population dynamics. An occupied site can have one individual or 1010 individuals, it does not matter. Let e
denote the local extinction rate and c the colonization(migration) rate. During the time interval [t, t + t], some
patches that were inhabited at time t go extinct and some patches that were vacant become colonized. The
model assumes that during this time period the probability that a colonized patch goes extinct is et, and thus
we expect that p(t)et colonized patches go extinct. The model also assumes that during this time period, the
probability that an unoccupied patch becomes colonized is proportional to the fraction of occupied patches p(t),
111
112
CHAPTER 5. SPATIAL POPULATION MODELS
Figure 5.1: Patches of mountain sheep. Shaded areas indicate mountain ranges with resident populations,
arrows indicate documented intermountain movements, the dotted lines show fenced highways [Bleich, Wehausen, and Holl, 1990].
and thus the probability is p(t)ct. We would then expect that (1 p(t))p(t)ct unoccupied patches become
occupied in this time interval. Thus p(t + t) p(t) = (1 p(t))p(t)ct ep(t)t, and taking the limit, we
obtain Levins ODE
dp
= cp(1 p) ep.
(5.1)
dt
Equation (5.1) can be rewritten as p0 = rp(1 p/K), where r = c e and K = 1 (e/c). This is a logistic
ODE. Setting rp(1 p/K) = 0 and solving for p yields the equilibrium proportion of colonized patches p = 0
and p = 1 (e/c). Thus the metapopulation will persist, meaning p > 0, if e < c and will go extinct if c e. In
other words, the metapopulation will persist provided the relatively long distance dispersal events occur sufficiently
often to provide for recolonization of patches that have suffered local extinction. If dispersal is too infrequent,
the metapopulation will go extinct. Thus this model shows that migration between local populations promotes
the persistence of a regional metapopulation, despite frequent local extinctions.
Problem 73. Use this model to test the consequences of habitat destruction. Suppose that d% of the patches
become uninhabitable: if species attempt to colonize an uninhabitable patch they die. How does this effect the
equilibrium proportion of colonized patches?
Problem 74. In island biogeography, a mainland, immune to extinction, is the sole source of colonists to
the surrounding patches. Modify Levins model to this case with a single species.
The metapopulation model is spatially implicit and easy to analyze rigorously. For this reason it is a popular
modeling tool to study spatial population problems. Warning: many population papers with spatial in the title
use metapopulations.
Island biogeography and metapopulation models, for which fitness and selection play no role, are precursors
to the neutral theory of evolution (Kimura [Kimura, 1985]). In this theory of evolution, each gene is equally likely
to enter the next generation whatever its allelic type. Kimura argues that genetic drift is the main determinant of
evolution and not Darwinian selection, and thus for many types of predictions about patterns of species abundance,
selection can be neglected. Hubbell [Hubbell and Borda-de Agua,

2004] devised a similar neutral theory for forest
ecology, assuming each tree is equally likely to reproduce whatever its species.
Some investigators have started using island biogeography and metapopulation models to study microbial
populations [Crump et al., 2004, Dolan, 2005, Heidi, Benjamin, and Sam, Heidi et al., Ramette and Tiedje, 2007].
5.2. REACTION-DIFFUSION PDE EQUATION MODELS
5.2
113
Reaction-diffusion PDE equation models
There is a growing literature that spatially extends the population models presented in previous sections by adding
a diffusion term to account for animals moving in space. The single species models are of the form
du
= f (u) + D4u,
dt
(5.2)
where u(t, x) denotes the population density at point x at time t, f (u) models the local population growth, and
4u denotes the Laplacian of u. Do populations, now moving randomly in space, tend to steady states like for
many of the ODE models? Not necessarily. Solutions of equation (5.2) can be traveling waves, standing waves,
and spiral waves. [Segel and Jackson, 1972] discovered stable, spatially inhomogeneous patterns of standing waves
in population models of plankton. These were unexpected, since random diffusion was believed to homogenize
any inhomogeneities and lead to homogeneous solutions. These special solutions of reaction-diffusion equations
were discovered by Turing (see [Allen, 2007] for an elementary mathematical presentation).
The main tool for analyzing reaction-diffusion equations is the comparison principle, which says that if u and v
are solutions of equation (5.2), and if u v on the boundary D of a domain D, then u v on D. Another useful
tool for proving stability of solutions is the method of linearization, an infinite dimensional version of Poincares
method of linear stability analysis from ODEs, which says that a time-independent solution u of equation (5.2) is
stable if the spectrum of the linear operator 4 + df (u ) lies in the left-half plane. See [Smoller, 1994] for details.
5.2.1
The diffusion equation
We begin by deriving the diffusion equation as a special scaling limit of a simple symmetric random walk. Do
animals really move by diffusion with uncorrelated steps? Of course not. However, this first approach to modeling
animal movement is not as foolish as it may first appear. Several authors have studied spatial population
models with more sophisticated movement terms, e.g., starting from correlated random walks. Qualitatively and
quantitatively the results are not very different [Holmes, 1993]. We then present a couple of spatial population
models where movement by diffusion coupled with exponential or logistic population growth provides a reasonable
fit to data. We warn the reader that the analysis of PDEs is significantly more sophisticated than the analysis of
ODEs.
Imagine a (drunk) animal walking along the x-axis. During every time interval t the animal moves distance
x to the right with probability p = 1/2 and moves distance x to the left with probability q = 1/2. The choices
of right or left steps are independent at each step. We denote pn (k) the probability that after nt steps the
animal is at site kx. Then pn (k) satisfies the difference equation
pn+1 (k) = pn (k 1)(1/2) + pn (k + 1)(1/2).
(5.3)
pn+1 (k) pn (k) = pn (k 1)(1/2) + pn (k + 1)(1/2) pn (k)
(5.4)
We can rewrite this expression as
1
(pn (k + 1) 2pn (k) + pn (k 1)) .
(5.5)
2
Dividing both sides by t, imposing the diffusive scaling (limit) condition (x)2 = 2Dt, and recalling the
second difference limit definition of second derivative yields

pn+1 (k) pn (k)
pn (k + 1) 2pn (k) + pn (k 1)
=D
.
(5.6)
t
(x)2
=
114
The constant D is called the diffusion coefficient. Taking the special scaling limit as t, x 0 such that
(x)2 = 2Dt leads to the diffusion equation
u
2u
(5.7)
= D 2,
t
x
where u(t, x) denotes the population density at point x at time t.
A fundamental solution of the diffusion equation gives the probability density of finding the animal at position
x at time t > 0, given that at time t = 0 is was at the origin. Mathematically, this corresponds to the Dirac delta
initial condition u(0, x) = (x). The fundamental solution is

1
x2
.
(5.8)
u(t, x) =
exp
4Dt
4Dt
Note that u(t, x) is the probability density function for a normal random variable with mean 0 and variance 2Dt.
There are several ways to obtain the fundamental solution, including taking the Laplace or Fourier transform of
(5.7) with respect to x [Tikhonov, Arsenin, and John, 1977].
If we start with a collection of animals on the real line, which at time t = 0 has density n0 (x), then at time t
the expected density of animals at position x is given by

Z
(x v)2
1
exp
n0 (v)dv.
(5.9)
n(t, x) =
4Dt
4Dt
One can check that this function solves (5.7) for t > 0 and n(0, x) = n0 (x).
One can interpret the diffusion PDE
n
2n
=D 2
(5.10)
t
x
geometrically as saying that the rate of population density change is proportional to the curvature of population
density. The population density increases where the curvature is positive and decreases where it is negative.
One can derive the two-dimensional diffusion equation in a completely analogous way from a random walk on
Z2 . The PDE is
2

n
n 2n
=D
+
= D4n,
(5.11)
t
x2
y 2
which has the closed form fundamental solution
2

x + y2
1
exp
.
(5.12)
u(t; x, y) =
4Dt
4Dt
Note that u(t; x, y) is the joint normal probability density function with mean 0 and variance 2Dt. Note also
that u(t; x, y) is a radial function since it depends on s2 = x2 + y 2 .
Suppose an animal is at the origin at time 0. If it undergoes diffusion, what is its expected distance, s2 =
2
x + y 2 , from the origin at time t? Straightforward calculations yield that the mean distance and mean distance
squared are
Z
(5.13)
hdi =
s u(t; s)2sds = Dt
0
and
hd2 i =
s2 u(t; s)2sds = 4Dt.
The variance of the distance is hd2 i hdi2 = 4Dt Dt.
(5.14)
115
Problem 75. Show that an invading population eventually becomes extinct.
5.2.2
Skellams model and the European invasion of muskrats
We now add a smooth local population growth term f (n) to our diffusion model and obtain a reaction-diffusion
equation
n
= D4n + f (n).
(5.15)
t
We first consider the diffusion equation with exponential local population growth
n
= D4n + an.
(5.16)
t
The simple change of coordinates u0 = u exp (at) transforms (5.16) into (5.7), and allows a closed form solution
( Verify this!). Thus u0 (t, x) is given by (5.12) and the fundamental solution is

x2 + y 2
1
exp at
.
(5.17)
u(t; x, y) =
4Dt
4Dt
If we start with n(0) animals at time t = 0 all located at the origin, then at time t the expected density of
animals at position (x, y) is given by

1
x2 + y 2
n(t; x, y) =
n(0) exp at
.
(5.18)
4Dt
4Dt
Notice the radial dependence of n = n(r), r = x2 + y 2 and that, in time, the population density expands out
to infinity.
If we start with a collection of animals on R2 which at time t = 0 have density n0 (x, y), then at time t the
expected density of animals at position x is given by n(t; x, y) =

Z Z
1
(x v)2 + (y w)2
n0 (v, w)dvdw.
(5.19)
exp at
4Dt
4Dt
Modeling a muskrat invasion

The muskrat, a native rodent of North America, was brought to Central Europe, where in 1905 a landowner released
several muskrats in the wilderness of Bohemia, about 50 km southwest of Prague. The muskrat population grew
rapidly and dispersed widely over central Europe. Fortunately, there exist careful records of the spread of the
muskrats (see Figure 5.2(a)). In the early 1950s, [Skellam, Skellam] attempted to fit this data using the above
model.
Solutions of this PDE are not waves in the strict mathematical sense. However, Skellam defined an invasionfront and considered the asymptotic propagation speed of the front. He let nT be the threshold population
density, below which the population density is so small it can not be measured, and he considered the speed of
how this level set propagates through space. Set the population density in (5.17) to the threshold nT and obtain
r
4D
r(t)
= 4aD
log (4nT Dt/n0 ).
(5.20)
t
t
116
Figure 5.2: (a) Invasion region by year (b) Invasion speed [from [Skellam, Skellam]]
Then the asymptotic spead of the invasion front is

lim
r(t)
= 2 aD.
t
(5.21)
Note that a priori, there is no reason such

a limit needs to exist. Thus this model predicts that for large time
the invasion front expands radially at speed 2 aD, regardless of the threshold of detection.
Problem 76. Use Equation (5.17) to show that
(
0
n(t; x, y)
t
if r > (2 Da + )t
if r < (2 Da + )t,
(5.22)
for > 0. Hence if one travels in a straight line away from the origin with a velocity larger (smaller) than
2Da, then over long time one will observe zero (infinitely many) animals.
Since the area of a cirlce A = r2 , the model predicts that the area of invasion (from the
p origin upto the
threshold contour) A(t) = r2 4aDt2 , and thus the square root of the area on invasion A(t) 2 aDt
grows linearly in time. Although the actual invasion fronts from the muskrat invasion were not true circles, the
data (see Figure 5.2(b)) does convincingly show that the area of invasion grows linearly in time, as predicted by
the model.
For the slope of the best fit line through the invasion data
we estimate that 2 aD 20.16 and thus
2
aD = 32.2 (km/yr) . This implies that the speed of the front is 2 aD = 11.4 km/yr.
Both parameters, a and D, can be estimated with independent experiments. For the muskrat invasion,
[Okubo, 1980] estimates the exponential growth rate as 2.65 per year, which yields a diffusion coefficient of about
12.2 km2 /yr.
Problem 77. In 1957, Africanized honey bees, or killer bees, were accidently released near Rio Claro,
S
ao Paulo State. Following the release, the African queens eventually mated with local drones, and their
descendants have since spread throughout the Americas. As of 2002, Africanized honey bees had spread
from Brazil south to northern Argentina and north to Texas, Arizona, New Mexico, Florida, and southern
California. Use the Skellam model to estimate the speed of the invasion front. Compare this speed with the
invasion speed of muskrats.
117
See [Andow, Kareiva, Levin, and Okubo, 1990, Bosch, Metz, and Diekmann, 1990, Humphrey, 1974, Lubina
and Levin, 1988] for further examples (including the cabbage white butterfly, European starling, house finch,
cereal leaf beetle, collared turtle dove, Himalayan thar, grey squirrel, and California sea otter) and more modeling
details.
5.2.3
The Fisher model and traveling waves
In the 1930s, Fisher studied the spread of an advantageous allele in a population. He introduced and studied the
diffusion equation with logistic local population growth
n
= D4n + n(1 n/K)n,
t
(5.23)
and showed heuristically the existence in one spatial dimension of a traveling wave solution that describes the
spread of the allele in a population. Later that year [Kolmogorov, Petrovsy, and Piskounov, 1937] produced a
rigorous proof. A traveling wave is a wave with constant shape and speed in time, and which connects two constant
solutions at plus and minus infinity. Thus a traveling wave can be viewed as a bounded solution representing
the progressive replacement of one steady state (ahead of the front) by another (behind the front), and which, if
viewed in a frame traveling at the wave speed, appears constant. The traveling wave solution is very different than
fundamental solutions of the diffusion and Skellam equations where the population density peaks at the point of
introduction and decreases exponentially in time. The Fisher model is the cornerstone of many spatial biological
models.
Clearly n(t, x) = 0 and n(t, x) = K are constant solutions. Unlike the Skellam differential equation, this
PDE has no non-trivial closed form solutions. To find the traveling wave solution in one spatial dimension with
speed c > 0, one makes the ansatz that the solution n(t, x) = (y), where y = x ct, and substitutes this into
Equation (5.23), to obtain the ODE
D
d2
d
+c
+ a(1 /K) = 0.
2
dy
dy
(5.24)
The solution connects the constant solutions, so that () = 0 and () = K. This second order nonlinear
ODE can be rewritten as the first order system
d
dy
dv
D
dy
= v
(5.25)
= cv a(1 /K).
(5.26)
There are two equilibrium points: (0, 0) and (K, 0).

Problem 78.
1. Prove that the equilibrium point (0, 0) is an attracting spiral for c2 < 4aD and an
attracting node for c2 > 4aD.
2. Prove that the equilibrium point (K, 0) is an attracting node for c2 < 4aD and a saddle for c2 > 4aD.
Show that the unstable eigenvector of the Jacobian matrix at (K, 0) has both coordinates of the same
sign, and thus by the stable manifold theorem, one branch of the unstable manifold of the saddle
emanates into the third quadrant.
118
3. Show that the divergence of the vector field is negative, and conclude from Dulacs theorem that there
are no closed orbits.
The requirement that the traveling wave connect the two constant solutions translates into the requirement
that limy ((y), v(y)) = (K, 0) and limy ((y), v(y)) = (0, 0). In other words, the existence of such
a traveling wave corresponds to the existence of a heteroclinic connection between the two equilibrium points.
When the equilibrium point (0, 0) is an attracting spiral, any forward asymptotic orbit would be forced to enter
the negative u plane, which would correspond to a negative population density. Thus a necessary condition for a
traveling wave solution is for the wave speed c2 > 4aD.
Problem 79. Construct a triangular trapping region consisting of the intervals {(u, 0), 0 u 1} and
{(1, v), 1 v 0}. Argue that the branch of the unstable manifold of the saddle emanating into the thrid
quadrant must stay trapped in this trianglar region for positive time, and by the Poincare-Bendixson theorem
must approach (0, 0). This proves the existence of a heteroclinic connection between the two equilibrium
points.
We conclude from Problem (79) that wave speed c> 2 aD is both a necessary and sufficient condition for
the existence of a traveling wave. Thus for each c > 2 aD there is a traveling wave. This minimum wave speed
coincides with the asymptotic wave speed in (5.21).
Is the asymptotic wave speed equal to 2 aD? The answer depends on the initial condition n(0, x). [Aronson
and Weinberger, Aronson and Weinberger, 1978] showed that if n(0, x) is nonnegative, has compact support,
u(0, x) = 1 for x < x1 and u(0, x) = 0 for x > x2 . where x1 < x2 , and u(0,
x) is continuous in x1 < x < x2 ,
then the solution u(t, x) evolves into a traveling wave solution with speed 2 aD. This traveling wave solution
is also stable with respect to local perturbations [Bramson, 1983]. Similar results hold for two spatial dimensions
with the same asymptotic speed. We stress that the asymptotic invasion speed in the Skellam and Fisher models
coincide.
Problem 80. Show that there are traveling wave solutions to the diffusion equation and the Skellam equation,
but they are not bounded functions. Hint: Assume there is and obtain a linear ODE with constant coefficients
for the wave profile. Solve it and show that no solutions are bounded for all time.
We note that the Fisher equation is quite similar to the PDE describing how the Ricci flow changes the
curvature of metrics on surfaces
R
= 4R + R(R r),
(5.27)
t
where R denotes the Gaussian curvature and r denotes the average curvature. The Ricci flow is the main tool in
Perelmans proof of the Poincare Conjecture.
5.2.4
Modeling the spatial spread of rabies
[Murray, Stanley, and Brown, 1986] began the study of using reaction-diffusion PDEs to model the spatial spread
of infectious diseases. In England, rabies is spread mostly by foxes. This viral disease is almost 100% fatal.
Healthy foxes tend not to travel very far, but infected foxes become aggressive and loose their sense of direction
119
and appear to travel in random directions. Murray proposed the following model for the spatial spread of rabies
dS
dt
dI
dt
dR
dt
SI
(5.28)
D4I + SI I
(5.29)
I,
(5.30)
where D is the diffusion coefficient of rabid foxes. After nondimensionalizing ( carry out the details!), the system
becomes
dS
dt
dI
dt
= SI
(5.31)
= D4I + SI I,
(5.32)
where = 1/R0 .
At first Murray assumes that space is one dimensional, and search for a traveling wave solution of the form
S(t, x) = S(y), I(t, x) = I(y),
y = x ct,
(5.33)
satisfying the boundary conditions S() = S() = 1 and I() = I() = 0. Substituting into (255) and
(266) they obtain the system of ODEs
dS
= SI
dt
2
d I
dI
+c
+ I(S 1/R0 ) = 0.
2
dt
dt
(5.34)
(5.35)
The authors then linearize (5.35) at the leading edge of the front S = 1 and I = 0 to obtain the linear ODE
d2 I
dI
+c
+ I(1 1/R0 ) = 0.
dt2
dt
(5.36)
Problem 81. Show that a necessary condition for I to be always non-negative is that R0 > 1 which corresponds to wave speeds c > 2(1 1/R0 )1/2 .
See [Murray, 2003, Murray, Stanley, and Brown, 1986] for more details.
5.2.5
Why do bacteria move? (ADD MUCH MORE)
We have been working with Yan Wei and Bruce Levin at Emory University to study why bacteria have and maintain
the flagella, motors and other machinery to be motile? Currently there are two hypotheses with experimental
evidence in their support. The first is chemotaxis; the capacity to direct their course towards nutrients or/and
away from toxins. The second is to avoid predation by protozoa, rotifers, nematodes and the like.
With the aid of experiments and reaction diffusion models we develop and explore the properties of a third
hypothesis for the motility of bacteria: competition for resources in physically structured habitats. In accord
with this hypothesis, in physically structured habitats, like semi-solids, bacteria compete as colonies. Because of
120
the movement of the bacteria within them, colonies of motile bacteria increase the surface area and thus their
collective capacity to sequester diffusing resources at a greater rate than non-motile cells. In this way motility
provides these bacteria a competitive advantage over less motile cells.
Using motile and non-motile strains of E. coli K-12 in we test the hypothesis that motility provides bacteria a
competitive advantage in physically structured habitats (soft agar) that they do not have in mass (liquid) culture.
The results of our experiments support this hypothesis and are consistent with the predictions of the model.
Our model is the following system
dB1
dt
dB2
dt
dN
dt

N
B1
K +N

N
= D2 4B2 +
B2
K +N

N
= DN 4N
(B1 + B2 ),
K +N
= D1 4B1 +
(5.37)
(5.38)
(5.39)
where Bk is the population density of strain k and N is the nutrient density.

ADD MUCH MORE HERE
5.2.6
Chemotaxis
(write this)
5.2.7
Further examples of spatial population models
We now briefly mention a few additional examples of spatially extended models

1. The spatially extended spruce budworm population model [Ludwig, Aronson, and Weinberger, 1979] (see
Equation 2.25 for ODE version)

dB
B
B 2
= D4B + rB 1
2
P.
dt
KS
N0 + B 2
(5.40)
2. The spatially extended Lotka-Volterra competition model (see Equations (3.1), (3.2) for ODE version)
dN1
dt
dN2
dt
= DN1 4N1 + r1 N1 (1 N1 /K1 ) 12 N1 N2
(5.41)
= DN2 4N2 + r2 N2 (1 N2 /K2 ) 21 N1 N2 .
(5.42)
See [Okubo, Maini, Williamson, and Murray, 1989] for a discussion of traveling wave solutions and applications to the spread of the invasive grey squirrel in England.
5.3. NETWORK MODELS
5.3
121
Network models
Networks are one of the hottest topics in biology. Everybody has heard of small world networks and the six degrees
of separation between people. Many universities are creating institutes for systems biology, which study complex
interactions in biological systems determined by networks. I recommend the opinionated survey [May, 2006] for
a rational assessment of the role of networks in population modeling.
The relationships between species in real ecosystems are much more complex than the simple A eats B eats
C food chain in Section (3.2.6). Figure (5.3) illustrates a simplified Antarctic food web. A food web extends the
concept of food chain from a simple linear pathway to a network of interactions between species. There has been
a great deal of research on identifying the network structures that occur in nature and studying what these imply
about the ecosystem dynamics.
A major driving question has been whether more complex ecosystems are more stable, in the sense that those
with more species and more complicated network interactions are more robust and better able to withstand shocks.
In the 1970s, [May, 2001] studied Lotka-Volterra models with many species and random interactions (competition,
predation, etc.) between them. Using the theory of random matrices, he proved that large randomly assembled
community models tend to have unstable equilibrium points. However, real ecosystems have evolved over many
years and are not randomly constructed networks. The current thinking on this topic seems to be that more
species make the community more stable, but the individual populations less stable [Tilman, 1999]. The role of
the network structure is still poorly understood.
Figure 5.3: A simplified Antarctic food web [from www.coolantarctica.com/Antarctica%20fact%20file/wildlife/

whales/foodweb.gif]
Modeling infectious diseases on networks

ODE models of infectious diseases assume the populations are well-mixed. In the real world, each individual has
contact with only a small fraction of the entire population, and susceptible individuals do not all face the same
122
risk of becoming infected. An elderly person living alone at home is much less likely to come into contact with
an infected person than a young adult who works in a large office building or a child who attends a large school.
During the 2003 SARS outbreak in Canada, the disease progressed very differently in Toronto and Vancouver.
In Vancouver, the first infected person (index case), was a man who lived with only one other person, and went
directly to the hospital, where he was diagnosed, isolated, and treated. It is believed that only four others in
Vancouver were ultimately infected. In Toronto, the index case was a woman who shared a home with a large,
multi-generational family. She died at home, undiagnosed. It is believed that 209 SARS infections resulted from
this index case. The contact patterns of the first few infections are believed to play a major role in determining
whether an epidemic will occur [Meyers, Pourbohloul, Newman, Skowronski, and Brunham, 2005].
Models using social or contact networks are nothing new in the sexually transmitted disease modeling world.
The nodes of a contact network are individuals and the edges represent interactions between the individuals. We
call two nodes neighbors if they are connected by an edge. The interactions can take place at home, at school,
at work, shopping, on a bus, in a hospital, on an airplane, etc. We now briefly discuss a simple discrete time SIR
model on a small world network [Saramaki and Kaski, 2005]. The model has discrete time steps t.
1. Each node is in either a susceptible, infected, or removed state.
2. An infected node will independently infect each susceptible neighbor (connected by a single edge) during
time interval t with probability pn .
3. To account for infection through occasional long range contacts, an infected node will randomly select a
susceptible node anywhere on the network and infect it with probability pd .
4. An infected node will recover during t with probability pr . When this happens, the node will never transmit
the infection to its neighbors.
Such models seem more realistic than SIR models, and with sufficiently many simplifying assumptions about
the network structure, are analytically tractable. The number of edges emanating from a node is called the degree
of the node, and the distribution of degrees is a fundamental characteristic of a network. If each node has degree
2, [Saramaki and Kaski, 2005] provide an easy and convincing heuristic that if
pd >
p2r (1 pn )
,
2pn
(5.43)
then the number of infected individuals will start to grow exponentially. It follows from (5.43) that an epidemic
requires long range interactions of disease transmission.
The basic reproductive number R0 , defined as the average number of secondary infectious caused by each
primary infection, plays a less important role when studying disease transmission on networks. The reason is the
effect of a secondary infection caused by a nearest neighbor transmission is quite different than an infection caused
by a long range transmission. Especially at the beginning stages of a disease, a long range transmission is likely
to start a new infective cluster, while a nearest neighbor transmission will only expand an existing cluster.
A transmission model can be defined on any contact network via (1), (2), and (4) above. Figure 5.4 shows
the network of romantic and sexual relations at a midwestern US high school. An investigator studying the spread
of a sexually transmitted disease in this high school could create an SIR network model using this network. We
note that this network is not scale free and not small world.
5.4. AGENT BASED MODELS
123
Figure 5.4: Each circle represents a student and lines connecting students represent romantic relations
occuring within the 6 months preceding the interview.
Using computer simulations, [Keeling and Rohani, 2008] compare features of epidemics (see Figure 5.6) on five
different types of networks (see Figure 5.5). Notice that the profile of the epidemics on the spatial and scale-free
networks are quite similar, as well as for the lattice and small-world networks.
5.4
Agent based models
In ODE models, individuals are only implicit: subpopulations interact with other subpopulations, assuming massaction mixing. In agent based models (ABMs), individuals (frequently called agents) explicitly interact with each
other and with their environment, and can move in space. ABMs can incorporate individual variations in sex, size,
age, health, social status, etc., as well as space variations including habitat, roads, topography, local resources,
etc. Thus ABMs can provide insights on how individual variability and the interactions of individuals with each
other and the environment lead to population or community outcomes. One can simulate (grow) and study virtual
populations and ecosystems. In the words of one of the leaders in the ABM field, Joshua Epstein [Epstein, 2007],
If you cant grow it, you dont know it.
To their detractors, ABMs are computer programs, not mathematical models. Many ABMs have a huge
number of parameters and their details are almost impossible to communicate in any reasonable way. The
underlying assumptions are frequently so specific that ABMs can never lead to any general understanding on the
population level. The extra complexity significantly increases computational requirements and limits the ability
to conduct sensitivity analysis. And in the words of a leading population expert, I have enough trouble studying
real populations, I dont have time to study virtual populations.
The economist and 2005 Nobel Laureate Thomas Schelling developed an early ABM by moving pennies and
dimes on a chessboard according to certain simple rules. He interpreted the surprising result of his model as saying
that, even with relatively mild assumptions on each individuals nearest neighbor preferences, an integrated city
would likely unravel to a segregated city, even if all individuals prefer integration.
In principle, ABMs are discrete dynamical systems, and can be studied using the tools of dynamical systems.
This is one way to bridge the gap between two modeling philosophies. I have written a few papers on the dynamics
of the Schelling model [Gerhold, Glebsky, Schneider, Weiss, and Zimmermann, Gerhold et al., Pollicott and Weiss,
124
Figure 5.5: Five different types of networks containing 100 individuals. From left to right and from top
down: random, spatial, scale-free, lattice, and small-world [Keeling and Rohani, 2008]
125
Figure 5.6: Epidemics occurring over five different types of networks containing 100 individuals. From left
to right and from top down: random, spatial, scale-free, lattice, and small-world [Keeling and Rohani, 2008]
126
2001, Singh, Vainchtein, and Weiss, Singh et al.]. I have also been working to take a hydrodynamic limit of
the Schelling process to obtain a PDE, in a similar spirit of obtaining the heat equation as a hydrodynamic limit
of a symmetric random walk. If we are successful, this would form another bridge between the two modeling
techniques.
The Schelling model is also a prototypical example of a complex adaptive system (CAS). In a CAS, the
emergence of macroscale behaviour results from the local interactions of the individual parts. The system selforganizes with no central control. Some leading ecologists believe that CASs offer an integrative approach to
studying ecology, and are studying our biosphere (the union of all ecosystems on the earth) as a CAS [Levin,
2003]. The concept that the biosphere is itself a living organism, either actually or metaphorically, is known as
the Gaia hypothesis.
Like them or not, the use of ABMs is increasing in the biological, physical, and social sciences. According to
[Grimm, 1999], the number of ecology papers using ABMs has been growing exponentially. ABMs have provided
new insights and strategies to control infectious diseases, such as smallpox [Epstein, Cummings, and Chakravarty,
2003], foot and mouth disease [Ferguson, Donnelly, and Anderson, 2001], and pandemic flu [Germann, Kadau,
Longini Jr, and Macken, 2006].
ABM model for competition between strains of E. coli

There have been several recent discoveries of communities exhibiting the rock-paper-scissors game relationships
between populations, i.e., A beats B, B beats C, but C beats A. One example occurs in cultures of E. coli bacteria
containing the following three strains:
1. strain (C) can produce the toxin colicin, and is also immune to this toxin.
2. strain (R) is immune to the toxin, but can not produce it.
3. strain (S) is sensitive to the toxin and gets killed when exposed to it.
Production of the toxin requires considerable cell resources, and because strain (R) does not need to produce
the toxin and is immune to the toxin, it grows much faster than strain (C) and drives (C) to extinction in a culture
containing only the two bacteria. Strain (S) outcompetes strain (R) because it is better able to absorb nutrients,
and drives it to extinction in a culture containing only the two bacteria. However, strain (C) outcompetes strain
(S) by killing it with the toxin. Thus it makes sense to write S > R > C, but C > S.
One of the central aims of ecology is to identify mechanisms that maintain biodiversity. It has been hypothesized that competing species can coexist if ecological processes such as dispersal, movement, and interaction
occur over small spatial scales. The authors [Kerr, Riley, Feldman, and Bohannan, 2002] construct an agent
based model to explore the role of spatial scale in maintaining coexistence in this community, and compare their
models predictions with results from laboratory experiments.
The phase space for the agent based model is a 250 250 square lattice with periodic boundary conditions.
Initially, every lattice point is randomly and independently assigned the state C, R, S, or E (empty). The state of
a site at time n + 1 depends on the state of the site at time n along with the state of neighboring sites at time n.
The size of the square neighborhood determines the spatial scale of the interactions. At each time step a lattice
site is randomly selected.
1. If an empty lattice point is selected for updating, the probability that it gets replaced with a cell of type i
(with i {C, S, R}) is given by fi , the fraction of its neighbors having strain i.
2. If an occupied site in state C is selected, it is killed with probability C .
127
3. If an occupied site in state R is selected, it is killed with probability R .

4. If an occupied site in state S is selected, it is killed with probability S,0 + fC , where S0 denotes the
probability of death of an S cell without any C neighbors, denotes the toxicity of C cells, and fC is the
fraction of its neighbors having strain C.
There is no reproduction in this model.
The investigators run simulations where the neighborhood size ranges from the smallest eight nearest neighbor
sites (where dispersal and interaction are completely local) to the entire lattice (where dispersal and interaction
occur over large scales). Figure 5.7 from [Kerr, Riley, Feldman, and Bohannan, 2002] illustrates their results.
Subfigures (a) and (b) show the result of simulations with the eight point neighborhood at 3000 and 3200 time
steps, respectively. There appears to be no convergence to a limit state. Subfigure (c) shows the total distribution
of the three states over the same small neighborhood simulation of 5000 time steps. By contrast, subfigure (d)
shows the total distribution of the three states over the entire lattice neighborhood simulation of 5000 time steps.
Notice that the sensitive strains goes extinct after about 100 steps and the toxin producing strain goes extinct
after about 480 steps.
Figure 5.7: Agent based simulations of three strains of E. coli
128
In the laboratory, the authors combine the three strains in a static plate culture where bacteria only interact
with their nearby neighbors, and on a well shaken flask which is close to well-mixing of the three strains. The
laboratory results are shown Figure 5.8, which qualitiatively resemble the corresponding results for the agent based
simulations in Figure 5.7.
The authors conclude that diversity is rapidly lost in experimental communities when dispersal and interaction
occur over relatively large spatial scales, whereas all populations coexist when ecological processes are localized.
Finally, we note that there is no explicit movement of agents in this model.
Figure 5.8: Results from laboratory experiment of three strains of E. coli
Chapter 6
Mathematical Methods
I recommend Strogatzs text on Nonlinear Dynamics and Chaos to learn the basic analytical tools to analyze
ODEs and dynamical systems. Strogatzs textbook is highly readable, and stresses insight over rigor and depth.
The following brief discussions of mathematical tools are meant to complement the Strogatz text.
6.1
Local stability and bifurcations
We present the main results for systems of two ODEs, but most of the analogous results hold for larger systems
of ODEs. Consider the smooth planar system
dx
dt
dy
dt
= f (x, y)
(6.1)
= g(x, y).
(6.2)
The Jacobian of this system is

J(x, y) =
f
x
g
x
f
y
g
y
!
.
Suppose that (x , y ) is an equilibrium point, and consider the linearized system at (x , y )

d
x
x
= J(x , y )
.
y
y
dt
(6.3)
We call (x , y ) hyperbolic if both eigenvalues of J(x , y ) have non-zero real parts. This condition excludes
imaginary eigenvalues and zero eigenvalues.
If (x , y ) is non-hyperbolic, then the equilibrium point (0, 0) is a center or degenerate (non-isolated) equilibrium point for the linearized system. The Hartman Grobman theorem states that if (x , y ) is hyperbolic, then
the orbit structure for the nonlinear system in a small disk around (x , y ) is topologically conjugate (i.e., can be
gently deformed) into the orbit structure for the linearized system in a small disk around (0, 0). Sternberg showed
that for planer systems, the topological conjugacy is C 1 smooth, and it follows from Sternberg that if (0, 0) is a
129
130
CHAPTER 6.
MATHEMATICAL METHODS
linear saddle, then (x , y ) is a nonlinear saddle; if (0, 0) is a linear repelling node, then (x , y ) is a nonlinear
repelling node; if (x , y ) is a linear attracting spiral, then (x , y ) is a nonlinear attracting spiral, etc.
Suppose the system (6.1) and (6.2) has a hyperbolic equilibrium point (x , y ). If the functions f and g are
very slightly perturbed (in the C 1 topology), then the perturbed systems will also have a hyperbolic equilibrium
point near (x , y ) with the same local phase portrait and stability. Thus hyperbolic fixed points are stable under
small C 1 perturbations of the ODE. In particular, hyperbolic fixed points do not bifurcate, i.e., they do not
disappear or change their stability under sufficiently small perturbations of the ODE.
However, a non-hyperbolic equilibrium point can bifurcate. Although there are several ways this can happen,
for ODEs two ways are by far the most pervasive: stable node bifurcations and Hopf bifurcations. These are the
two co-dimension one local bifurcations for ODEs.
A saddle-node bifurcation is a collision and disappearance of two equilibrium points: a saddle and a node. It
occurs when J(x , y ) has a single zero eigenvalue. Figure 6.1 illustrates a simple example.
Figure 6.1:
Example of saddle node bifurcation
www.scholarpedia.org/wiki/images/a/a5/2DSaddleNode.gif
x0
x2 + , y 0
[from
A Hopf bifurcation is the birth of a limit cycle from an equilibrium point. It occurs when J(x , y ) has a pair
of purely imaginary eigenvalues. The bifurcation can be supercritical or subcritical, resulting in an attracting or
repelling limit cycle. Figure 6.2 illustrates a simple example. A Hopf bifurcation creates an oscillation, and is one
of the main ways of showing the existence of a limit cycle.
Both local bifurcations can occur for hyperbolic fixed points for discrete dynamical systems, where the additional co-dimension-one period doubling bifurcation can also occur.
See [Kuznetsov, 2004] for details.
6.2
Lyapunov functions
Lyapunov functions are a tool to determine the local stability, and sometimes prove global stability, of an equilibrium point. Local stability is usually determined using the method of linearization, so the main value of this
method is in establishing global stability. We present the main results for systems of two autonomous ODEs,
but all the analogous results hold for larger systems of ODEs. Good references, especially targeted to population
models, include [Fall, Iggidr, Sallet, and Tewa, Fall et al., Gatto and Rinaldi, 1977, Gurel and Lapidus, 1968, Hsu,
2005, Wake, 2002].
6.2. LYAPUNOV FUNCTIONS
131
Figure 6.2: Example of supercritical Hopf bifurcation [from www.scholarpedia.org/wiki/images/7/7f/SuperHopf.gif]
Theorem 12. (Stability via Lyapunov functions) For the system

dx
dt
dy
dt
= f (x, y)
(6.4)
= g(x, y),
(6.5)
where f and g are smooth (C 1 ) functions, suppose (x , y ) is an isolated equilibrium point, in the sense that
the only equilibrium point contained in a sufficiently small disk around (x , y ) is (x , y ). Suppose there
exists a local Lyapunov function, i.e., a smooth function V : R2 R with the following properties:
1. V (x , y ) = 0
2. There exists an open disk D centered at (x , y ) such at V (x, y) > 0 for (x, y) D \ (x , y ).
3. If (x(t), y(t)) 6= (x , y ) denotes a solution of the ODE, then
V 0 V 0
d
V (x(t), y(t)) =
x +
y <0
dt
x
y
(6.6)
for all t.
Then (x , y ) is a locally attracting equilibrium point. Furthermore, if D = R2 and V (x, y) as x2 +y 2
, then (x , y ) is a globally attracting.
The idea of the proof is that around the equilibrium point, one can find a function with bowl-shaped graph with
the equilibrium point at the bottom such that on the bowl, trajectories flow down and down to the equilibrium
point. Trajectories cant stop before they reach the equilibrium point because dV /dt < 0, since
Z
V ((x(t), y(t)) V (x(0), y(0)) =
0
Remark 3. (Facts about Lyapunov functions)
V (x(s), y(s))
ds < 0.
ds
(6.7)
132
CHAPTER 6.
MATHEMATICAL METHODS
1. There is a weaker version of the local result that only requires that V (x, y) 0 for (x, y) D \ (x , y ),
and yields that (x , y ) is a stable fixed point. A stable fixed point, which could be a center, has the
property that for all > 0 there exists > 0 such that any initial condition starting inside the disk
around (x , y ) stays inside the disk around (x , y ) for all t > 0.
2. In population dynamics, the global version of this theorem is frequently applied to an equilibrium point
(x , y ) with x > 0 and y , where D is R2 is replaced by the forward invariant region x > 0, y > 0.
3. In practice, there is a small collection of functions to test whether they are Lyapunov functions, and if
these do not work, the method probably can not be applied.
4. One can ask whether every locally attracting equilibrium point has a local Lyapunov function. Massera
[Massera, 1949] showed this is true, although usually the Lyapunov function can not be expressed in
closed form.
Problem 82. Consider theR single ODE x0 = f (x) and suppose x is an isolated equilibrium point. Show
x
that the function V (x) = x0 f (s)ds is a local Lyapunov function.
6.3
Poincar
e-Bendixson theorem and closed orbits
The Poincare-Bendixson theorem severely limits the complexity of limit sets of bounded orbits of a first order
system of two autonomous ODEs. It states that bounded orbits can only accumulate onto equilibrium points,
closed orbits, or heteroclinic connections. The analogous result is generally false in higher dimensions, where such
trajectories could approach strange attractors, with chaotic dynamics that are highly sensitive to tiny changes in
the initial conditions. Thus an important consequence is that an autonomous system of two ODEs cannot have
a strange attractor.
Theorem 13. (Poincare-Bendixson theorem): Suppose
1. R is a closed and bounded subset of the plane;
2. The first order system of ODEs
dx
dt
dy
dt
f (x, y)
(6.8)
g(x, y),
(6.9)
is smooth on a open set containing R;

3. R does not contain any equilibrium points;
4. The orbit (x(t), y(t)) is contained in R for all t 0.
Then the orbit is either a closed orbit or spirals into a closed orbit. Either way, the set R contains a closed
orbit.
To construct the set R one usually constructs a trapping region A (see Figure (6.3)). This is a topological
annulus that contains no equilibrium point, and such the vector field corresponding to the ODE is pointing
outwards on the inner simple closed curve and pointing inwards on the outer simple closed curve.
6.4. ROUTH-HURWITZ AND JURY CONDITIONS
133
Figure 6.3: Trapping region A
6.4
Routh-Hurwitz and Jury conditions
For a system of autonomous ODEs, the Routh-Hurwitz conditions provide a necessary and sufficient condition for
all the eigenvalues of the Jacobian matrix of an equilibrium point to have negative real parts. It follows from the
method of linearization that such an equilibrium point is locally attracting. The Jury conditions are the analog for
discrete dynamical systems, which insure that the eigenvalues of the Jacobian matrix at a fixed point has modulus
less than one. It follows that such a fixed point is locally attracting. We state these conditions only for two
and three dimensional linear systems. The conditions quickly get complicated in higher dimensions. References
include [Anagnost and Desoer, 1991, Lewis, 1977].
Proposition 1. (n = 2) Let A be a 2 2 matrix. The characteritic equation for A can be written as
p() = 2 + a1 + a2 = 0.
1. (Routh-Hurwitz criterion) If a1 > 0 and a2 > 0, then re(1 ) < 0, re(2 ) < 0.
2. (Jury criterion) If |a1 | < 1 + a2 < 2, then |1 | < 1, |2 | < 1.
Prove this.
Proposition 2. (n = 3) Let A be a 3 3 matrix. The characteritic equation for A can be written as
p() = 3 + a1 2 + a2 + a3 = 0.
1. (Routh-Hurwitz criterion) If a1 > 0, a3 > 0, and a1 a2 > a3 , then re(1 ) < 0, re(2 ) < 0, re(3 ) < 0.
2. (Jury criterion) If |a1 +a3 | < a2 +1, |a3 < 1|, and |a2 a1 a3 | < |1a23 |, then |1 | < 1, |2 | < 1, |3 | < 1.
Chapter 7
Supplementary Material
7.1
References
Below is a short list of books that I recommend for further self study of population dynamics. I choose the
bibliographic references mostly based on their insights and readability, with self study in mind.
1. [S. Strogatz, 1994] contains a highly readable and insightful introduction to ODEs, bifurcation theory, and
dynamical systems. I consider this the main mathematical reference for these lecture notes. More rigorous
texts include [Alligood, Sauer, and Yorke, 1997, Arrowsmith, 1990, Kuznetsov, 2004].
2. The mathematical biology texts [Edelstein-Keshet, 2005, Kot, 2001, Murray, 2003] are written by mathematicians who have biology in mind.
3. The quantitative biology texts [Smith, 1968, Wilson and Bossert, 1971, Yodzis, 1989] are written by biologists, and are recommended to mathematical biology students.
4. Although first published 35 years ago, Mays book [May, 2001] was the first to bring a dynamical systems
approach to ecology, and is still required reading. I have also learned a great deal from Mays collections of
expository papers by the worlds top population experts (Theoretical Ecology: Principles and Applications
I, I, III).
5. Smiths books
6. [Cushing, 2002], written by the Beetle Team, contains an excellent introduction to the challenges of
population modeling and validating models with data, as well as chaos in population models and a complete
discussion of the flour beetle model.
7. [Hofbauer and Sigmund, 1998] contains a lucid discussion of evolutionary games and population dynamics.
8. [Anderson and May, 1991, Keeling and Rohani, 2008] contain comprehensive accounts of epidemiological
models. [Nowak and May, 2001] contains a lucid discussion of the mathematical principles of immunology
and virology.
134
7.1. REFERENCES
135
9. For spatial population models and invasions, [Shigesada and Kawasaki, 1997] stresses the biology and is very
readable. The classic text [Elton, 2000] offers many examples of invasions but contains no mathematics.
[Allen, 2007] contains a self-contained, elementary presentation of the relevant partial differential equations.
The mathematics text [Smoller, 1994] contains a lucid technical discussion of reaction diffusion equations
from the dynamical systems point of view.
10. [Begon, Harper, and Townsend, 1996, Odum and Odum, 1971] contain excellent discussions of ecology.
11. If one wants to seriously model the spread of infectious diseases, it is a good idea to obtain a basic knowledge
of mechanisms by which invading microbes cause disease and how the body acts in defense. The classic
[Mims, 1982] is readable with little biology background. I also very much like the gentle introduction to
immunology in [Sompayrac, 2003]. [Kindt et al., 2006] is a much more authoritative text on immunology.
12. My favorite podcasts are This Week in Virology (TWIV) and This Week in Parasitism (TWIP), both hosted
my Vincent Racaniello and Dickson Despommier. Just listening to these podcasts while driving to work
will provide excellent introductions to these fields. I also highly recommend Racaniellos virology textbook
[Flint et al., 2004] and Despommiers parasitism textbook [Despommier et al., 1995].
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An Mathematical Introduction to Population Dynamics

Single Species Models

2.7.3 Genetic stochasticity . . . . .

Modeling the Spread of Infectious Diseases

5 Spatial Population Models

Recovering the transmission coefficient from data . . . .

About these lectures

What is a population and how does it change?

1.3. WHY DO BIOLOGISTS NEED MATHEMATICAL MODELS?

Why do biologists need mathematical models?

Limitations of mathematical models

Why do mathematicians need population models?

Confronting models with data

1.6. CONFRONTING MODELS WITH DATA

Single Species Models

Discrete verses continuous population models

The determinants of population change

For an ODE model, the population change is given by

SINGLE SPECIES MODELS

How do microbes reproduce?

Figure 2.1: (a) Bacterial fission [from http://www.uic.edu/classes/bios/bios100/lecturesf04am/binfission.jpg],

Exponential growth paradigm

2.3. EXPONENTIAL GROWTH PARADIGM

SINGLE SPECIES MODELS

2.3. EXPONENTIAL GROWTH PARADIGM

Figure 2.5: The four growth phases of bacteria

SINGLE SPECIES MODELS

Continuous growth models

2.4. CONTINUOUS GROWTH MODELS

and integrating both sides, we obtain

Assuming that N (0) 6= 0, the closed form solution is

SINGLE SPECIES MODELS

Solutions of logistic ODE with K=5

Figure 2.7: Solutions of logistic ODE.

The effects of r verses K selection

2.4. CONTINUOUS GROWTH MODELS

SINGLE SPECIES MODELS

The Allee effect

Monod growth law for bacteria

2.4. CONTINUOUS GROWTH MODELS

Figure 2.10: Monod growth law from [Monod, 1949]

Logistic growth with harvesting or predation

SINGLE SPECIES MODELS

2.4. CONTINUOUS GROWTH MODELS

SINGLE SPECIES MODELS

Case Study 1: Controlling the spruce budworm population

2.5. CASE STUDY 1: CONTROLLING THE SPRUCE BUDWORM POPULATION

The equilibrium points are solutions of the equation

SINGLE SPECIES MODELS

Figure 2.12: a) Equilibrium points for budworm model

and obtains the bifurcation points x implicitly as

2.5. CASE STUDY 1: CONTROLLING THE SPRUCE BUDWORM POPULATION

SINGLE SPECIES MODELS

Figure 2.13: Nullclines of budworm system [May, 1977]

2.6. DISCRETE GROWTH MODELS

Discrete growth models

Discrete logistic model

5. If 2 = 1 + 6 = 3.449490 < 3 = 3.544090 . . . , there is an attracting period 22 orbit. All the

SINGLE SPECIES MODELS

for 0 n t < n + 1. Letting t n + 1, one obtains the Ricker difference equation

2.6. DISCRETE GROWTH MODELS

Figure 2.14: Periodic orbits of members of the quadratic family

Figure 2.15: Bifurcation diagram for quadratic family [from www.easypedia.gr/el/images/shared/7/7d/Logistic

SINGLE SPECIES MODELS