SearcharxivSearch

arXiv · 1405.1686

Pushed beyond the brink: Allee effects, environmental stochasticity, and extinction

Abstract

A demographic Allee effect occurs when individual fitness, at low densities, increases with population density. Coupled with environmental fluctuations in demographic rates, Allee effects can have subtle effects on population persistence and extinction. To understand the interplay between these deterministic and stochastic forces, we analyze discrete-time single species models allowing for general forms of density-dependent feedbacks and stochastic fluctuations in demographic rates. Our analysis provide criteria for stochastic persistence, asymptotic extinction, and conditional persistence. Stochastic persistence requires that the geometric mean of fitness at low densities is greater than one. When this geometric mean is less than one, asymptotic extinction occurs with a high probability whenever the initial population density is low. If in addition the population only experiences positive density-dependent feedbacks, conditional persistence occurs provided the geometric mean of fitness at high population densities is greater than one. However, if the population experiences both positive and negative density-dependent feedbacks, conditional persistence is only possible if fluctuations in demographic rates are sufficiently small. Applying our results to stochastic models of mate-limitation, we illustrate counter-intuitively that the environmental fluctuations can increase the probability of persistence when populations are initially at low densities, and decrease the likelihood of persistence when populations are initially at high densities. Alternatively, for stochastic models accounting for predator saturation and negative density-dependence, environmental stochasticity can result in asymptotic extinction at intermediate predation rates despite conditional persistence occurring at higher predation rates.

Explore related subjects

Keep this discovery

BibTeXRIS

Gregory Roth, Sebastian Schreiber. 2014-05-07. Pushed beyond the brink: Allee effects, environmental stochasticity, and extinction. https://arxiv.org/abs/1405.1686

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR