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Diffusion approximations for matrix games in group-structured populations

Sabin Lessard Universit´e de Montr´eal

1 Introduction Biology and Game Theory, Paris, November 4-6, 2010

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2 Introduction Biology and Game Theory, Paris, November 4-6, 2010

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Fundamental Theorem of Natural Selection

The rate of increase in fitness of any organism at any time is equal to its genetic variance in fitness at that time.(Fisher 1930, p.35)

I Increase of mean fitness under weak selection (Nagylaki 1976, 1977, 1987, 1989, 1993)

I Partial change in mean fitness

(Price 1972, Ewens 1989, Lessard 1997)

I Stochastic effects

(Wright 1931, Mal´ecot 1948, Kimura 1964)

3 Introduction Biology and Game Theory, Paris, November 4-6, 2010

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Group selection

The average adaptiveness of the species thus advances under intergroup selection, an enormously more effective process than intragroup selection.(Wright 1932)

By all odds the most important cases of interdeme selection are those in which the character that increases the probability of survival of the deme as a unit is itself being selectedagainst within the population. (Lewontin 1965)

4 Introduction Biology and Game Theory, Paris, November 4-6, 2010

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Kin selection

Species ... should tend to evolve behaviour such that each organism appears to be attempting to maximize its inclusive fitness.(Hamilton 1964)

˜

wJ =1+s

I

ρJ→IaJ→I

for somecoefficient of relatednessρJ→I

5 Introduction Biology and Game Theory, Paris, November 4-6, 2010

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Evolutionarily stable strategy

Roughly, an ESS is a strategy such that, if most of the members of a population adopt it, there is no ”mutant” strategy that would give higher reproductive fitness.(Maynard Smith and Price 1973)

Stable state of thereplicator dynamics(Taylor & Jonker 1978)

˙

xk=xk((Ax)k−x·Ax)

for agame matrixA= [akl]nk,l=1, and conversely ifAsymmetric.

6 Introduction Biology and Game Theory, Paris, November 4-6, 2010

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Evolutionary stability for finite populations

For finite N, we propose that B is an ESS ... if two conditions hold: (1) selection opposes A invading B,... and (2) selection opposes A replacing B.(Nowak et al. 2004)

P(fixation of singleAamongN)< 1 N

Selection favors a strategy if its abundance (average frequency) exceeds1/n ... in the stationary distribution of the

mutation-selection process. (Antal et al. 2009)

E(frequency of strategyAamongn)>1 n

7 Introduction Biology and Game Theory, Paris, November 4-6, 2010

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Questions

Can we ascertaindiffusion approximationsfor matrix games in finite group-structured populations?

What is the relationship withgame dynamicsin well-mixed populations?

What are the roles ofrelatednessandgroup selection?

Whatcoefficients of relatednesscome into play?

Is aninclusive fitnessformulation possible?

8 Introduction Biology and Game Theory, Paris, November 4-6, 2010

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Population structure

DgroupsofNindividuals

nstrategiesS1, ...,Sn

ordered group type(Si,1, ...,Si,N)

with strategy frequency vectorxi= (x1,i, . . . ,xn,i) frequencyzi(t)in generationt≥0

9 Population structure Biology and Game Theory, Paris, November 4-6, 2010

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Life cycle

Reproduction:infinite number of offspring

Migration:proportional dispersal of a fractionmof offspring

Selectionaftermigration : viabilityofSkin a group of typei

w

k,i

= 1 +

(AxNDi)k

10 Population structure Biology and Game Theory, Paris, November 4-6, 2010

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Life cycle

Reproduction:infinite number of offspring

Migration:proportional dispersal of a fractionmof offspring

Selectionaftermigration : viabilityofSkin a group of typei

w

k,i

= 1 +

(AxNDi)k

11 Population structure Biology and Game Theory, Paris, November 4-6, 2010

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Mutation:fromSk toSlwith probability

u

kl

=

NDµkl

Sampling:group of typejfrom typeiwith probability

P

Dij

(z(t))

12 Population structure Biology and Game Theory, Paris, November 4-6, 2010

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Key Lemma

When D=∞,there isuniform convergenceof the frequency zj(t+1) =∑izi(t)Pij(z(t))

to

ˆ

zj(x) =∑rcj(r)xr11·...·xrLL

withcj(r)the number of ways for a group of type j to have rk ancestors of type Skandxk the overall frequency of Sk.

13 Population structure Biology and Game Theory, Paris, November 4-6, 2010

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Diffusion approximation

The strategy frequency processX(bNDτc)converges in lawas D→∞to a diffusion with infinitesimal covariances

vkl(x,0) =Cxkkl−xl)

for somecoefficient of diffusion C,and infinitesimal means mk(x,0) =

l

µlkxl

l

µklxk+xk((Ax)˜ k−x·Ax)˜

for someeffective game matrixA˜.

14 Diffusion approximation Biology and Game Theory, Paris, November 4-6, 2010

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Proof: Two-time scale MC (Ethier and Nagylaki 1980)

Ez(∆Xk) =mk(x,y)

ND +o(D−1)

Ez((∆Xk)(∆Xl)) =vkl(x,y)

ND +o(D−1) Ez((∆Xk)4) =o(D−1)

Ez(∆Yj) =dj(x,y) +o(1),

Varz(∆Yj) =o(1)

uniformly inz, wherey=z−ˆzanddj(x,y) =∑iziPij(z)−zj

15 Diffusion approximation Biology and Game Theory, Paris, November 4-6, 2010

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Coefficient of diffusion

C = 1 − f f =

Nm(2−m)+(1−m)(1−m)2 2

probability that 2 offspring in the same group after dispersal are ibd(identical-by-descent) with aninfinite number of groups and therefore in theabsence of selection and mutation

16 Diffusion approximation Biology and Game Theory, Paris, November 4-6, 2010

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Effective game matrix (1 − f ) a

kl

ρ2

a

kl

ρ2

a

lk

+ f (1 − ρ

••

)a

kk

ρ••=

N(1−m) +2(N−1)(1−m)3

N2m(3−3m+m2) + (3N−2)(1−m)3

probability that an offspring is ibd to 2 others in the same group after dispersalgiven that these 2 are ibd

ρ= 2f(1−ρ••) 1−f

probability that an offspring is ibd to either of 2 others in the same group after dispersalgiven that these 2 are not ibd

17 Effective game matrix Biology and Game Theory, Paris, November 4-6, 2010

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Approximations

ρ••≈ρ≈ 2f 1+f

with equality asN→∞andm→0 withNmkept constant

18 Effective game matrix Biology and Game Theory, Paris, November 4-6, 2010

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Additive case a

kl

= −c

k

+ b

l

Same diffusion approximation withinclusive fitnessof typeSk

˜

wk=1+ a˜k ND

˜

ak = ck

−1+ (1−f)ρ

2 +fρ••

+ bk

f−(1−f)ρ

2 −fρ••

19 Effective game matrix Biology and Game Theory, Paris, November 4-6, 2010

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Migration after selection

Proportionaldispersal:

ρ•• andρcalculated in offspring before dispersal and multiplied by(1−m)≤1

Uniformdispersal:

ρ•• andρcalculated in offspring before dispersal and multiplied by(1−m)2≤(1−m)

20 Other assumptions Biology and Game Theory, Paris, November 4-6, 2010

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Local extinctionand recolonization:

like proportional dispersal butC= (2−m)(1−f)>(1−f)

Fertilityselection : complete dispersal, regulation of groups

w

k,i

= 1 +

(Axi)k

akk N

ND

effective game matrix ˜A=A−A+ANT !

21 Other assumptions Biology and Game Theory, Paris, November 4-6, 2010

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Concluding remarks

I Adiffusion approximationfor selection, mutation and drift in group-structured populations as the number of groups increases can be ascertained by a two-time scale argument.

I With random pairwise interactions within groups, the effect of selection on the infinitesimal means are given by the replicator equation for someeffective game matrix.

I The entries of the effective game matrix are sums of effects weighted bycoefficients of relatedness.

22 Concluding remarks Biology and Game Theory, Paris, November 4-6, 2010

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Concluding remarks

I Adiffusion approximationfor selection, mutation and drift in group-structured populations as the number of groups increases can be ascertained by a two-time scale argument.

I With random pairwise interactions within groups, the effect of selection on the infinitesimal means are given by the replicator equation for someeffective game matrix.

I The entries of the effective game matrix are sums of effects weighted bycoefficients of relatedness.

23 Concluding remarks Biology and Game Theory, Paris, November 4-6, 2010

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Concluding remarks

I Adiffusion approximationfor selection, mutation and drift in group-structured populations as the number of groups increases can be ascertained by a two-time scale argument.

I With random pairwise interactions within groups, the effect of selection on the infinitesimal means are given by the replicator equation for someeffective game matrix.

I The entries of the effective game matrix are sums of effects weighted bycoefficients of relatedness.

24 Concluding remarks Biology and Game Theory, Paris, November 4-6, 2010

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Concluding remarks

I Adiffusion approximationfor selection, mutation and drift in group-structured populations as the number of groups increases can be ascertained by a two-time scale argument.

I With random pairwise interactions within groups, the effect of selection on the infinitesimal means are given by the replicator equation for someeffective game matrix.

I The entries of the effective game matrix are sums of effects weighted bycoefficients of relatedness.

25 Concluding remarks Biology and Game Theory, Paris, November 4-6, 2010

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I Competition within groupswhich results from population regulation is reduced bydifferential contributions of groups which result from dispersal or colonization after selection

I Aninclusive fitness formulationis possible in the case of interactions having additive individual effects.

I Future work will deal with otherpopulation structuresand migration patterns.

26 Concluding remarks Biology and Game Theory, Paris, November 4-6, 2010

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I Competition within groupswhich results from population regulation is reduced bydifferential contributions of groups which result from dispersal or colonization after selection

I Aninclusive fitness formulationis possible in the case of interactions having additive individual effects.

I Future work will deal with otherpopulation structuresand migration patterns.

27 Concluding remarks Biology and Game Theory, Paris, November 4-6, 2010

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I Competition within groupswhich results from population regulation is reduced bydifferential contributions of groups which result from dispersal or colonization after selection

I Aninclusive fitness formulationis possible in the case of interactions having additive individual effects.

I Future work will deal with otherpopulation structuresand migration patterns.

28 Concluding remarks Biology and Game Theory, Paris, November 4-6, 2010

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Thanks

29 Concluding remarks Biology and Game Theory, Paris, November 4-6, 2010

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