a stochastic model for the size spectrum in a marine ecosystem

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The Stochastic Jump-Growth Model Derivation of the Jump-Growth SDE Solutions of the Deterministic Jump-Growth Equation A stochastic Model for the Size Spectrum in a Marine Ecosystem Samik Datta, Gustav W. Delius, Richard Law Department of Mathematics/Biology University of York Stochastics and Real World Models 2009 Samik Datta, Gustav W. Delius, Richard Law The Size of Fish

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Talk at the conference "Stochastics and Real World Models 2009" in Bielefeld, May 2009

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Page 1: A stochastic Model for the Size Spectrum in a Marine Ecosystem

The Stochastic Jump-Growth ModelDerivation of the Jump-Growth SDE

Solutions of the Deterministic Jump-Growth Equation

A stochastic Model for the Size Spectrum in aMarine Ecosystem

Samik Datta, Gustav W. Delius, Richard Law

Department of Mathematics/BiologyUniversity of York

Stochastics and Real World Models 2009

Samik Datta, Gustav W. Delius, Richard Law The Size of Fish

Page 2: A stochastic Model for the Size Spectrum in a Marine Ecosystem

The Stochastic Jump-Growth ModelDerivation of the Jump-Growth SDE

Solutions of the Deterministic Jump-Growth Equation

Nature of this talk

The GoodA very simple stochastic modelReal-world application (Fish Abundances)Analytic result (Power-law size spectrum)

The BadCompletely non-rigorous (Challenge for the audience)Hand-waving approximations to derive stochastic DEConcentrating on the deterministic macroscopic equations

The Ugly

Travelling-wave solutions only found numerically

Samik Datta, Gustav W. Delius, Richard Law The Size of Fish

Page 3: A stochastic Model for the Size Spectrum in a Marine Ecosystem

The Stochastic Jump-Growth ModelDerivation of the Jump-Growth SDE

Solutions of the Deterministic Jump-Growth Equation

Outline

1 The Stochastic Jump-Growth Model

2 Derivation of the Jump-Growth SDE

3 Solutions of the Deterministic Jump-Growth Equation

Samik Datta, Gustav W. Delius, Richard Law The Size of Fish

Page 4: A stochastic Model for the Size Spectrum in a Marine Ecosystem

The Stochastic Jump-Growth ModelDerivation of the Jump-Growth SDE

Solutions of the Deterministic Jump-Growth Equation

Observed Phenomenon: Size SpectrumApproaches to Ecosystem ModellingIndividual Based ModelPopulation level model

Observed phenomenon: Power law size spectrum

Let φ(w) be the abundance of marine organisms of weight wso that

∫ w2

w1φ(w)dw is the number of organisms per unit volume

with weight between w1 and w2.

Observed power law:

φ(w) ∝ w−γ

with γ ≈ 2.

Samik Datta, Gustav W. Delius, Richard Law The Size of Fish

Page 5: A stochastic Model for the Size Spectrum in a Marine Ecosystem

The Stochastic Jump-Growth ModelDerivation of the Jump-Growth SDE

Solutions of the Deterministic Jump-Growth Equation

Observed Phenomenon: Size SpectrumApproaches to Ecosystem ModellingIndividual Based ModelPopulation level model

Approaches to ecosystem modelling: food webs

Traditionally, interactionsbetween species in anecosystem are described with afood web, encoding who eatswho.

Food Web

Samik Datta, Gustav W. Delius, Richard Law The Size of Fish

Page 6: A stochastic Model for the Size Spectrum in a Marine Ecosystem

The Stochastic Jump-Growth ModelDerivation of the Jump-Growth SDE

Solutions of the Deterministic Jump-Growth Equation

Observed Phenomenon: Size SpectrumApproaches to Ecosystem ModellingIndividual Based ModelPopulation level model

Size is more important than species

Fish grow over several orders of magnitude during their lifetime.

Example: an adult female cod of 10kg spawns 5million eggs every year, each hatching to a larvaweighing around 0.5mg.”

All species are prey at some stage. Wrong picture:

Samik Datta, Gustav W. Delius, Richard Law The Size of Fish

Page 7: A stochastic Model for the Size Spectrum in a Marine Ecosystem

The Stochastic Jump-Growth ModelDerivation of the Jump-Growth SDE

Solutions of the Deterministic Jump-Growth Equation

Observed Phenomenon: Size SpectrumApproaches to Ecosystem ModellingIndividual Based ModelPopulation level model

Approaches to ecosystem modelling: size spectrum

Ignore species altogether anduse size as the sole indicatorfor feeding preference.

Large fish eats small fish

Samik Datta, Gustav W. Delius, Richard Law The Size of Fish

Page 8: A stochastic Model for the Size Spectrum in a Marine Ecosystem

The Stochastic Jump-Growth ModelDerivation of the Jump-Growth SDE

Solutions of the Deterministic Jump-Growth Equation

Observed Phenomenon: Size SpectrumApproaches to Ecosystem ModellingIndividual Based ModelPopulation level model

Individual based model

We can model predation as a Markov process on configurationspace (Kondratiev). A configuration γ = w1,w2, . . . is the setof the weights of all organisms in the system. The primarystochastic event comprises a predator of weight wa consuminga prey of weight wb and, as a result, increasing to becomeweight wc = wa + Kwb (K < 1).

The Markov generator L is given heuristically as

(LF )(γ) =∑

wa,wb∈γk(wa,wb) (F (γ\wa,wb ∪ wc)− F (γ)) .

Samik Datta, Gustav W. Delius, Richard Law The Size of Fish

Page 9: A stochastic Model for the Size Spectrum in a Marine Ecosystem

The Stochastic Jump-Growth ModelDerivation of the Jump-Growth SDE

Solutions of the Deterministic Jump-Growth Equation

Observed Phenomenon: Size SpectrumApproaches to Ecosystem ModellingIndividual Based ModelPopulation level model

Population level model

We introduce weights wi with 0 = w0 < w1 < w2 < · · · andweight brackets [wi ,wi+1), i = 0,1, . . . .Let n = [n0,n1,n2, . . . ], where ni is the number of organisms ina large volume Ω with weights in [wi ,wi+1].Now the Markov generator is

(LF )(n) =∑i,j

k(wi ,wj)((ni + 1)(nj + 1)F (n− νij)− ninjF (n)

),

where n− ν ij = (n0,n1, . . . ,nj + 1, . . . ,ni + 1, . . . ,nl − 1, . . . )and l is such that wl ≤ wi + Kwj < wl+1.

Samik Datta, Gustav W. Delius, Richard Law The Size of Fish

Page 10: A stochastic Model for the Size Spectrum in a Marine Ecosystem

The Stochastic Jump-Growth ModelDerivation of the Jump-Growth SDE

Solutions of the Deterministic Jump-Growth Equation

Evolution Equation for Stochastic ProcessApproximationsThe stochastic differential equation

Evolution Equation for Stochastic Process

The random proces n(t) describing the population numberssatisfies

n(t + τ) = n(t) +∑i,j

Rij(n(t), τ)νij ,

where the Rij(n(t), τ) are random variables giving the numberof predation events taking place in the time interval [t , t + τ ] thatinvolve a predator from weight bracket i and a prey from weightbracket j .

Samik Datta, Gustav W. Delius, Richard Law The Size of Fish

Page 11: A stochastic Model for the Size Spectrum in a Marine Ecosystem

The Stochastic Jump-Growth ModelDerivation of the Jump-Growth SDE

Solutions of the Deterministic Jump-Growth Equation

Evolution Equation for Stochastic ProcessApproximationsThe stochastic differential equation

Approximation 1: events approximately independent

The propensity of each individual predation event aij dependson the numbers of individuals

aij(n) = k(wi ,wj)ninj .

This introduces a dependence between predation events. If wechoose τ small we can approximate

aij(n(t ′)) ≈ aij(n(t)) ∀t ′ ∈ [t , t + τ ].

Then predation events are independent and Rij(n, τ) is Poissondistributed, Rij(n, τ) ∼ Pois(τaij(n)).

Samik Datta, Gustav W. Delius, Richard Law The Size of Fish

Page 12: A stochastic Model for the Size Spectrum in a Marine Ecosystem

The Stochastic Jump-Growth ModelDerivation of the Jump-Growth SDE

Solutions of the Deterministic Jump-Growth Equation

Evolution Equation for Stochastic ProcessApproximationsThe stochastic differential equation

Approximation 2: large number of events

Next we assume that τaij(n(t)) is either zero or large enoughso that Pois(τaij(n)) ≈ N(τaij(n), τaij(n)). Then

Rij(N(t), τ) = aij(N(t))τ +√

aij(n(t))τ rij

where the rij are N(0,1). This gives the approximate evolutionequation

n(t + τ)− n(t) =∑

ij

aij(n(t))νijτ +∑

ij

√aij(n(t))νijτ

1/2rij .

Samik Datta, Gustav W. Delius, Richard Law The Size of Fish

Page 13: A stochastic Model for the Size Spectrum in a Marine Ecosystem

The Stochastic Jump-Growth ModelDerivation of the Jump-Growth SDE

Solutions of the Deterministic Jump-Growth Equation

Evolution Equation for Stochastic ProcessApproximationsThe stochastic differential equation

Approximation 3: continuous time limit

We now approximate th equation

n(t + τ)− n(t) =∑

ij

aij(n(t))νijτ +∑

ij

√aij(n(t))νijτ

1/2rij ,

which is valid for small but finite τ , by the stochastic differentialequation obtained by taking the limit τ → 0,

dN(t) =∑

ij

aij(n(t))νijdt +∑

ij

√aij(n(t))νijdWij(t),

where Wij are independent Wiener processes.

Samik Datta, Gustav W. Delius, Richard Law The Size of Fish

Page 14: A stochastic Model for the Size Spectrum in a Marine Ecosystem

The Stochastic Jump-Growth ModelDerivation of the Jump-Growth SDE

Solutions of the Deterministic Jump-Growth Equation

Evolution Equation for Stochastic ProcessApproximationsThe stochastic differential equation

The Jump-Growth SDE

More explicitly

dNi(t) =∑

j

(−kijNi(t)Nj(t)− kjiNj(t)Ni(t) + kmjNm(t)Nj(t)

)dt

+∑

j

(−√

kijNi(t)Nj(t)dWij(t)−√

kjiNj(t)Ni(t)dWji

+√

kmjNm(t)Nj(t)dWmj

),

where m is such that wm ≤ wi − Kwj < wm+1.

Samik Datta, Gustav W. Delius, Richard Law The Size of Fish

Page 15: A stochastic Model for the Size Spectrum in a Marine Ecosystem

The Stochastic Jump-Growth ModelDerivation of the Jump-Growth SDE

Solutions of the Deterministic Jump-Growth Equation

Evolution Equation for Stochastic ProcessApproximationsThe stochastic differential equation

Rescaling

When we write the equation in terms of the population densitiesΦi = Ω−1Ni we see that the fluctuation terms are supressed bya factor of Ω−1/2.

dΦi(t) =∑

j

(−kijΦi(t)Φj(t)− kjiΦj(t)Φi(t) + kmjΦm(t)Φj(t)

)dt

+ Ω−1/2∑

j

(−√

kijΦi(t)Φj(t)dWij −√

kjiΦj(t)Φi(t)dWji

+√

kmjΦm(t)Φj(t)dWmj

).

From now on we will drop the stochastic terms.

Samik Datta, Gustav W. Delius, Richard Law The Size of Fish

Page 16: A stochastic Model for the Size Spectrum in a Marine Ecosystem

The Stochastic Jump-Growth ModelDerivation of the Jump-Growth SDE

Solutions of the Deterministic Jump-Growth Equation

Steady StateTravelling Waves

Continuum limit

When we take the limit of vanishing width of weight brackets thedeterministic equation becomes

∂φ(w)

∂t=

∫(− k(w ,w ′)φ(w)φ(w ′)

− k(w ′,w)φ(w ′)φ(w)

+ k(w − Kw ′,w ′)φ(w − Kw ′)φ(w ′))dw ′. (1)

The function φ(w) describes the density per unit mass per unitvolume as a function of mass w at time t .We will now assume that the feeding rate takes the form

k(w ,w ′) = Awαs(w/w ′

). (2)

Samik Datta, Gustav W. Delius, Richard Law The Size of Fish

Page 17: A stochastic Model for the Size Spectrum in a Marine Ecosystem

The Stochastic Jump-Growth ModelDerivation of the Jump-Growth SDE

Solutions of the Deterministic Jump-Growth Equation

Steady StateTravelling Waves

Power law solution

Substituting an Ansatz φ(w) = w−γ into the deterministicjump-growth equation gives

0 = f (γ) =

∫s(r)

(−rγ−2−rα−γ+rα−γ(r+K )−α+2γ−2

)dr . (3)

If we assume that predators are bigger than their prey, then forγ < 1 + α/2, f (γ) is less than zero. Also, f (γ) increasesmonotonically for γ > 1 + α/2, and is positive for large positiveγ. Therefore there will always be one γ for which f (γ) is zero.

Samik Datta, Gustav W. Delius, Richard Law The Size of Fish

Page 18: A stochastic Model for the Size Spectrum in a Marine Ecosystem

The Stochastic Jump-Growth ModelDerivation of the Jump-Growth SDE

Solutions of the Deterministic Jump-Growth Equation

Steady StateTravelling Waves

The size spectrum slope

When s(r) = δ(r − B) we can find an approximate analyticexpression for γ

γ ≈ 12

(2 + α +

W(B

K log B)

log B

). (4)

For reasonable values for the parameters this gives γ ≈ 2. Forexample with K = 0.1, B = 100, α = 1 we get γ = 2.21.

Samik Datta, Gustav W. Delius, Richard Law The Size of Fish

Page 19: A stochastic Model for the Size Spectrum in a Marine Ecosystem

The Stochastic Jump-Growth ModelDerivation of the Jump-Growth SDE

Solutions of the Deterministic Jump-Growth Equation

Steady StateTravelling Waves

Travelling waves

The power-law steady state becomes unstable for narrowfeeding preferences.

The new attractor is a travelling wave.

Samik Datta, Gustav W. Delius, Richard Law The Size of Fish

Page 20: A stochastic Model for the Size Spectrum in a Marine Ecosystem

The Stochastic Jump-Growth ModelDerivation of the Jump-Growth SDE

Solutions of the Deterministic Jump-Growth Equation

Steady StateTravelling Waves

Comparison of stochastic and deterministic equations

Samik Datta, Gustav W. Delius, Richard Law The Size of Fish

Page 21: A stochastic Model for the Size Spectrum in a Marine Ecosystem

The Stochastic Jump-Growth ModelDerivation of the Jump-Growth SDE

Solutions of the Deterministic Jump-Growth Equation

Steady StateTravelling Waves

Summary

Simple stochastic process of large fish eating small fishcan explain observed size spectrum.arXiv:0812.4968Samik Datta, Gustav W. Delius, Richard Law: Ajump-growth model for predator-prey dynamics: derivationand application to marine ecosystems

OutlookTreat configuration space model rigorously.Understand travelling waves analytically.Model coexistent species.

Samik Datta, Gustav W. Delius, Richard Law The Size of Fish