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In traditional voter models, opinion dynamics are driven by interactions between individuals, where an individual adopts the opinion of a randomly chosen neighbor. However, these models often fail to capture the emergence of entirely new opinions, which can arise spontaneously in real-world scenarios. Our study introduces a novel element to the classic voter model: the concept of innovation, where individuals have a certain probability of generating new opinions independently of their neighbors' states. This innovation process allows for a more realistic representation of social dynamics, where new opinions can emerge and old ones may fade over time. Through analytical and numerical analysis, we find that the balance between innovation and extinction shapes the number of opinions in the steady state. Specifically, for low innovation rates, the system tends toward near-consensus, while higher innovation rates lead to greater opinion diversity. We also show that network structure influences opinion dynamics, with greater degree heterogeneity reducing the number of opinions in the system., Comment: 9 pages, 7 figures

We study the exploration-exploitation trade-off for large multiplayer coordination games where players strategise via Q-Learning, a common learning framework in multi-agent reinforcement learning. Q-Learning is known to have two shortcomings, namely non-convergence and potential equilibrium selection problems, when there are multiple fixed points, called Quantal Response Equilibria (QRE). Furthermore, whilst QRE have full support for finite games, it is not clear how Q-Learning behaves as the game becomes large. In this paper, we characterise the critical exploration rate that guarantees convergence to a unique fixed point, addressing the two shortcomings above. Using a generating-functional method, we show that this rate increases with the number of players and the alignment of their payoffs. For many-player coordination games with perfectly aligned payoffs, this exploration rate is roughly twice that of $p$-player zero-sum games. As for large games, we provide a structural result for QRE, which suggests that as the game size increases, Q-Learning converges to a QRE near the boundary of the simplex of the action space, a phenomenon we term asymptotic extinction, where a constant fraction of the actions are played with zero probability at a rate $o(1/N)$ for an $N$-action game., Comment: 21 pages, 19 figures, to be published in AAAI (Association for the Advancement of Artificial Intelligence) 2025

Networks model the architecture backbone of complex systems. The backbone itself can change over time leading to what is called `temporal networks'. Interpreting temporal networks as trajectories in graph space of a latent graph dynamics has recently enabled the extension of concepts and tools from dynamical systems and time series to networks. Here we address temporal networks with unlabelled nodes, a case that has received relatively little attention so far. Situations in which node labelling cannot be tracked over time often emerge in practice due to technical challenges, or privacy constraints. In unlabelled temporal networks there is no one-to-one matching between a network snapshot and its adjacency matrix. Characterizing the dynamical properties of such unlabelled network trajectories is nontrivial. We here exploit graph invariants to extend to the unlabelled setting network-dynamical quantifiers of linear correlations and dynamical instability. In particular, we focus on autocorrelation functions and the sensitive dependence on initial conditions. We show with synthetic graph dynamics that the measures are capable of recovering and estimating these dynamical fingerprints even when node labels are unavailable. We also validate the methods for some empirical temporal networks with removed node labels., Comment: 28 pages, 7 figures

Strategies aimed at reducing the negative effects of long-term uncertainty and risk are common in biology, game theory, and finance, even if they entail a cost in terms of mean benefit. Here, we focus on the single mutant's invasion of a finite resident population subject to fluctuating environmental conditions. Thus, the game-theoretical model we analyze integrates environmental and demographic randomness, i.e., the two leading sources of stochasticity and uncertainty. We use simulations and mathematical analysis to study if and when strategies that either increase or reduce payoff variance across environmental states can enhance the mutant fixation probability. Variance aversion implies that the mutant pays insurance in terms of mean payoff to avoid worst-case scenarios. Variance-prone or gambling strategies, on the other hand, entail specialization, allowing the mutant to capitalize on transient favorable conditions, leading to a series of ``boom-and-bust'' cycles. Our analyses elucidate how the rate of change of environmental conditions and the shape of the probability distribution of possible states affect the possible most convenient strategies. We discuss how our results relate to the bet-hedging theory, which aims to reduce fitness variance rather than payoff variance. We also describe the analogies and differences between these similar yet distinct approaches.

In the study of disordered systems, one often chooses a matrix of independent identically distributed interaction coefficients to represent the quenched random couplings between components, perhaps with some symmetry constraint or correlations between diagonally opposite pairs of elements. However, a more general set of couplings, which still preserves the statistical interchangeability of the components, could involve correlations between interaction coefficients sharing only a single row or column index. These correlations have been shown to arise naturally in systems such as the generalised Lotka-Volterra equations (gLVEs). In this work, we perform a dynamic mean-field analysis to understand how single-index correlations affect the dynamics and stability of disordered systems, taking the gLVEs as our example. We show that in-row correlations raise the level of noise in the mean field process, even when the overall variance of the interaction coefficients is held constant. We also see that correlations between transpose pairs of rows and columns can either enhance or suppress feedback effects, depending on the sign of the correlation coefficient. In the context of the gLVEs, in-row and transpose row/column correlations thus affect both the species survival rate and the stability of ecological equilibria., Comment: 19 pages, 16 figures

We use generating functionals to derive a dynamic mean-field description for generalised Lotka-Volterra systems with higher-order quenched random interactions. We use the resulting single effective species process to determine the stability diagram in the space of parameters specifying the statistics of interactions, and to calculate the properties of the surviving community in the stable phase. We find that the behaviour as a function of the model parameters is often similar to the pairwise model. For example, the presence of more exploitative interactions increases stability. However we also find differences. For instance, we confirm in more general settings an observation made previously in model with third-order interactions that more competition between species can increase linear stability, and the diversity in the community, an effect not seen in the pairwise model. The phase diagram of the model with higher-order interactions is more complex than that of the model with pairwise interactions. We identify a new mathematical condition for a sudden onset of diverging abundances., Comment: 31+30 pages, 25+12 figures

We consider evolutionary games in which the agent selected for update compares their payoff to q neighbours, rather than a single neighbour as in standard evolutionary game theory. Through studying fixed point stability and fixation times for 2x2 games with all-to-all interactions, we find that the flow changes significantly as a function of q. Further, we investigate the effects of changing the underlying topology from an all-to-all interacting system to an uncorrelated graph via the pair approximation. We also develop the framework for studying games with more than two strategies, such as the rock-paper-scissors game where we show that changing q leads to the emergence of new types of flow., Comment: 12 + 21 pages, 10 + 8 figures

Mathematical models of gene regulatory networks are widely used to study cell fate changes and transcriptional regulation. When designing such models, it is important to accurately account for sources of stochasticity. However, doing so can be computationally expensive and analytically untractable, posing limits on the extent of our explorations and on parameter inference. Here, we explore this challenge using the example of a simple auto-negative feedback motif, in which we incorporate stochastic variation due to transcriptional bursting and noise from finite copy numbers. We find that transcriptional bursting may change the qualitative dynamics of the system by inducing oscillations when they would not otherwise be present, or by magnifying existing oscillations. We describe multiple levels of approximation for the model in the form of differential equations, piecewise deterministic processes, and stochastic differential equations. Importantly, we derive how the classical chemical Langevin equation can be extended to include a noise term representing transcriptional bursting. This approximation drastically decreases computation times and allows us to analytically calculate properties of the dynamics, such as their power spectrum. We explore when these approximations break down and provide recommendations for their use. Our analysis illustrates the importance of accounting for transcriptional bursting when simulating gene regulatory network dynamics and provides recommendations to do so with computationally efficient methods.

This paper provides what is hopefully a self-contained set of notes describing the detailed steps of a generating-functional analysis of systems of generalised Lotka-Volterra equations with random interaction coefficients. Nothing in these notes is original, instead the generating-functional method (also known as the Martin-Siggia-Rose-DeDominic-Janssen formalism) and the resulting dynamic mean field theories have been used for the study of disordered systems and spin glasses for decades. But it is hard to find unifying sources which would allow a beginner to learn step-by-step how these methods can be used. My aim is to provide such a source. Most of the calculations are specific to generalised Lotka-Volterra systems, but much can be transferred to disordered systems in more general., Comment: 81 pages, 8 figures

In this paper we study networks of nodes characterised by binary traits that change both endogenously and through nearest-neighbour interaction. Our analytical results show that those traits can be ranked according to the noisiness of their transmission using only measures of order in the stationary state. Crucially, this ranking is independent of network topology. As an example, we explain why, in line with a long-standing hypothesis, the relative stability of the structural traits of languages can be estimated from their geospatial distribution. We conjecture that similar inferences may be possible in a more general class of Markovian systems. Consequently, in many empirical domains where longitudinal information is not easily available the propensities of traits to change could be estimated from spatial data alone., Comment: 6+78 pages, 4+23 figures

A central concern of community ecology is the interdependence between interaction strengths and the underlying structure of the network upon which species interact. In this work we present a solvable example of such a feedback mechanism in a generalised Lotka-Volterra dynamical system. Beginning with a community of species interacting on a network with arbitrary degree distribution, we provide an analytical framework from which properties of the eventual `surviving community' can be derived. We find that highly-connected species are less likely to survive than their poorly connected counterparts, which skews the eventual degree distribution towards a preponderance of species with low degree, a pattern commonly observed in real ecosystems. Further, the average abundance of the neighbours of a species in the surviving community is lower than the community average (reminiscent of the famed friendship paradox). Finally, we show that correlations emerge between the connectivity of a species and its interactions with its neighbours. More precisely, we find that highly-connected species tend to benefit from their neighbours more than their neighbours benefit from them. These correlations are not present in the initial pool of species and are a result of the dynamics., Comment: 10 pages, 6 figures plus appendix

A binary mixture of two-different-sizes proliferating motile disks is studied. As growth is space-limited, we focus on the conditions such that there is coexistence of both large and small disks, or dominance of the larger disks. The study involves systematically varying some system parameters, such as diffusivities, growth rates, and self-propulsion velocities. In particular, we demonstrate that diffusing faster confers a competitive advantage, so that larger disks can in the long time coexist or even dominate to the smaller ones. In the case of self-propelled disks a coexistence regime is induced by the activity where the two types of disks show the same spatial distribution: both phase separated or both homogenously distributed in the whole system.

Random matrix theory allows for the deduction of stability criteria for complex systems using only a summary knowledge of the statistics of the interactions between components. As such, results like the well-known elliptical law are applicable in a myriad of different contexts. However, it is often assumed that all components of the complex system in question are statistically equivalent, which is unrealistic in many applications. Here, we introduce the concept of a finely-structured random matrix. These are random matrices with element-specific statistics, which can be used to model systems in which the individual components are statistically distinct. By supposing that the degree of `fine structure' in the matrix is small, we arrive at a succinct `modified' elliptical law. We demonstrate the direct applicability of our results to the niche and cascade models in theoretical ecology, as well as a model of a neural network, and a directed network with arbitrary degree distribution. The simple closed form of our central results allow us to draw broad qualitative conclusions about the effect of fine structure on stability., Comment: 13 pages, 5 figures, plus supplementary material

We study the ordering dynamics of nonlinear voter models with multiple states, also providing a discussion of the two-state model. The rate with which an individual adopts an opinion scales as the $q$-th power of the number of the individual's neighbours in that state. For $q>1$ the dynamics favor the opinion held by the most agents. The ordering to consensus is driven by deterministic drift, and noise only plays a minor role. For $q<1$ the dynamics favors minority opinions, and for multistate models the ordering proceeds through a noise-driven succession of metastable states. Unlike linear multi-state systems, the nonlinear model cannot be reduced to an effective two-state model. We find that the average density of active interfaces in the model with multiple opinion states does not show a single exponential decay in time for $q<1$, again at variance with the linear model. This highlights the special character of the conventional (linear) voter model, in which deterministic drift is absent. As part of our analysis, we develop a pair approximation for the multi-state model on graphs, valid for any positive real value of $q$, improving on previous approximations for nonlinear two-state voter models.

Quantifying the contributions, or weights, of comparisons or single studies to the estimates in a network meta-analysis (NMA) is an active area of research. We extend this to the contributions of paths to NMA estimates. We present a general framework, based on the path-design matrix, that describes the problem of finding path contributions as a linear equation. The resulting solutions may have negative coefficients. We show that two known approaches, called shortestpath and randomwalk, are special solutions of this equation, and both meet an optimization criterion, as they minimize the sum of absolute path contributions. In general, there is an infinite space of solutions, which can be identified using the generalized inverse (Moore-Penrose pseudoinverse). We consider two further special approaches. For complex networks we find that shortestpath is superior with respect to run time and variability, compared to the other approaches, and is thus recommended in practice. The path-weights framework also has the potential to answer more general research questions in network meta-analysis., Comment: Preprint, 17 pages, 7 figures. Submitted to Statistics in Medicine

We study the stationary states of variants of the noisy voter model, subject to fluctuating parameters or external environments. Specifically, we consider scenarios in which the herding-to-noise ratio switches randomly and on different time scales between two values. We show that this can lead to a phase in which polarised and heterogeneous states exist. Secondly, we analyse a population of noisy voters subject to groups of external influencers, and show how multi-peak stationary distributions emerge. Our work is based on a combination of individual-based simulations, analytical approximations in terms of a piecewise-deterministic Markov processes (PDMP), and on corrections to this process capturing intrinsic stochasticity in the linear-noise approximation. We also propose a numerical scheme to obtain the stationary distribution of PDMPs with three environmental states and linear velocity fields., Comment: 20 pages, 15 figures

By interpreting a temporal network as a trajectory of a latent graph dynamical system, we introduce the concept of dynamical instability of a temporal network, and construct a measure to estimate the network Maximum Lyapunov Exponent (nMLE) of a temporal network trajectory. Extending conventional algorithmic methods from nonlinear time-series analysis to networks, we show how to quantify sensitive dependence on initial conditions, and estimate the nMLE directly from a single network trajectory. We validate our method for a range of synthetic generative network models displaying low and high dimensional chaos, and finally discuss potential applications.

We study communities emerging from generalised random Lotka--Volterra dynamics with a large number of species and with competitive exclusion. Each species is endowed with a number of traits, and competition between pairs of species increases with their similarity in trait space. This leads to a model with random Hebbian interactions. We use tools from the theory of disordered systems, notably dynamic mean field theory, to characterise the statistics of the resulting communities at stable fixed points and determine analytically when stability breaks down. Two distinct types of transition are identified in this way, both marked by diverging abundances, but differing in the behaviour of the integrated response function. At fixed points only a fraction of the initial pool of species survives. We numerically study the eigenvalue spectra of the interaction matrix between extant species. We find evidence that the two types of dynamical transition are, respectively, associated with the bulk spectrum or an outlier eigenvalue crossing into the right half of the complex plane., Comment: 14 pages, 9 figures + Supplement

The conventional voter model is modified so that an agent's switching rate depends on the `age' of the agent, that is, the time since the agent last switched opinion. In contrast to previous work, age is continuous in the present model. We show how the resulting individual-based system with non-Markovian dynamics and concentration-dependent rates can be handled both computationally and analytically. Lewis' thinning algorithm can be modified in order to provide an efficient simulation method. Analytically, we demonstrate how the asymptotic approach to an absorbing state (consensus) can be deduced. We discuss three special cases of the age dependent switching rate: one in which the concentration of voters can be approximated by a fractional differential equation, another for which the approach to consensus is exponential in time, and a third case in which the system reaches a frozen state instead of consensus. Finally, we include the effects of spontaneous change of opinion, i.e., we study a noisy voter model with continuous ageing. We demonstrate that this can give rise to a continuous transition between coexistence and consensus phases. We also show how the stationary probability distribution can be approximated, despite the fact that the system cannot be described by a conventional master equation.

In the analysis of complex ecosystems it is common to use random interaction coefficients, often assumed to be such that all species are statistically equivalent. In this work we relax this assumption by choosing interactions according to the cascade model, which we incorporate into a generalised Lotka-Volterra dynamical system. These interactions impose a hierarchy in the community. Species benefit more, on average, from interactions with species further below them in the hierarchy than from interactions with those above. Using dynamic mean-field theory, we demonstrate that a strong hierarchical structure is stabilising, but that it reduces the number of species in the surviving community, as well as their abundances. Additionally, we show that increased heterogeneity in the variances of the interaction coefficients across positions in the hierarchy is destabilising. We also comment on the structure of the surviving community and demonstrate that the abundance and probability of survival of a species is dependent on its position in the hierarchy., Comment: 10 pages, 6 Figures

We investigate the time evolution of the density of active links and of the entropy of the distribution of agents among opinions in multi-state voter models with all-to-all interaction and on uncorrelated networks. Individual realisations undergo a sequence of eliminations of opinions until consensus is reached. After each elimination the population remains in a meta-stable state. The density of active links and the entropy in these states varies from realisation to realisation. Making some simple assumptions we are able to analytically calculate the average density of active links and the average entropy in each of these states. We also show that, averaged over realisations, the density of active links decays exponentially, with a time scale set by the size and geometry of the graph, but independent of the initial number of opinion states. The decay of the average entropy is exponential only at long times when there are at most two opinions left in the population. Finally, we show how meta-stable states comprised of only a subset of opinions can be artificially engineered by introducing precisely one zealot in each of the prevailing opinions., Comment: 18 pages, 18 figures

We introduce an individual-based model of a complex ecological community with random interactions. The model contains a large number of species, each with a finite population of individuals, subject to discrete reproduction and death events. The interaction coefficients determining the rates of these events is chosen from an ensemble of random matrices, and is kept fixed in time. The set-up is such that the model reduces to the known generalised Lotka-Volterra equations with random interaction coefficients in the limit of an infinite population for each species. Demographic noise in the individual-based model means that species which would survive in the Lotka-Volterra model can become extinct. These noise-driven extinctions are the focus of the paper. We find that, for increasing complexity of interactions, ecological communities generally become less prone to extinctions induced by demographic noise. An exception are systems composed entirely of predator-prey pairs. These systems are known to be stable in deterministic Lotka-Volterra models with random interactions, but, as we show, they are nevertheless particularly vulnerable to fluctuations., Comment: 20 pages, 10 figures

We study the effects of stochastic birth and death processes on the structural phases of systems of active and passive Brownian particles subject to volume exclusion. The total number of particles in the system is a fluctuating quantity, determined by the birth and death parameters, and on the activity of the particles. As the birth and death parameters are varied we find liquid, hexatic and solid phases. For passive particles these phases are found to be spatially homogeneous. For active particles motility-induced phase separation (co-existing hexatic and liquid phases) occurs for large activity and sufficiently small birth rates. We also observe a re-entrant transition to the hexatic phase when the birth rate is increased. This results from a balance of an increasing number of particles filling the system, and a larger number of defects resulting from the birth and death dynamics.

Network meta-analysis (NMA) is a technique used in medical statistics to combine evidence from multiple medical trials. NMA defines an inference and information processing problem on a network of treatment options and trials connecting the treatments. We believe that statistical physics can offer useful ideas and tools for this area, including from the theory of complex networks, stochastic modelling and simulation techniques. The lack of a unique source that would allow physicists to learn about NMA effectively is a barrier to this. In this article we aim to present the `NMA problem' and existing approaches to it coherently and in a language accessible to statistical physicists. We also summarise existing points of contact between statistical physics and NMA, and describe our ideas of how physics might make a difference for NMA in the future. The overall goal of the article is to attract physicists to this interesting, timely and worthwhile field of research., Comment: 73 pages, 13 figures

The eigenvalue spectrum of a random matrix often only depends on the first and second moments of its elements, but not on the specific distribution from which they are drawn. The validity of this universality principle is often assumed without proof in applications. In this letter, we offer a pertinent counterexample in the context of the generalised Lotka--Volterra equations. Using dynamic mean-field theory, we derive the statistics of the interactions between species in an evolved ecological community. We then show that the full statistics of these interactions, beyond those of a Gaussian ensemble, are required to correctly predict the eigenvalue spectrum and therefore stability. Consequently, the universality principle fails in this system. We thus show that the eigenvalue spectra of random matrices can be used to deduce the stability of `feasible' ecological communities, but only if the emergent non-Gaussian statistics of the interactions between species are taken into account., Comment: 27 pages, 7 figures

The numerical quantification of the statistics of rare events in stochastic processes is a challenging computational problem. We present a sampling method that constructs an ensemble of stochastic trajectories that are constrained to have fixed start and end points (so-called stochastic bridges). We then show that by carefully choosing a set of such bridges and assigning an appropriate statistical weight to each bridge, one can focus more processing power on the rare events of a target stochastic process while faithfully preserving the statistics of these rate trajectories. Further, we also compare the stochastic bridges produced using our method to the Wentzel-Kramers-Brillouin (WKB) optimal paths of the target process, derived in the limit of low noise. We see that the paths produced using our method, encoding the full statistics of the process, collapse onto the WKB optimal path as the level of noise is reduced. We propose that our method can be used to judge the accuracy of the WKB approximation at finite levels of noise.

Predicting patient survival probabilities based on observed covariates is an important assessment in clinical practice. These patient-specific covariates are often measured over multiple follow-up appointments. It is then of interest to predict survival based on the history of these longitudinal measurements, and to update predictions as more observations become available. The standard approaches to these so-called `dynamic prediction' assessments are joint models and landmark analysis. Joint models involve high-dimensional parametrisations, and their computational complexity often prohibits including multiple longitudinal covariates. Landmark analysis is simpler, but discards a proportion of the available data at each `landmark time'. In this work we propose a `retarded kernel' approach to dynamic prediction that sits somewhere in between the two standard methods in terms of complexity. By conditioning hazard rates directly on the covariate measurements over the observation time frame, we define a model that takes into account the full history of covariate measurements but is more practical and parsimonious than joint modelling. Time-dependent association kernels describe the impact of covariate changes at earlier times on the patient's hazard rate at later times. Under the constraints that our model (i) reduces to the standard Cox model for time-independent covariates, and (ii) contains the instantaneous Cox model as a special case, we derive two natural kernel parameterisations. Upon application to three clinical data sets, we find that the predictive accuracy of the retarded kernel approach is comparable to that of the two existing standard methods., Comment: 21 pages, 10 figures

Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical systems. In this letter, we study the eigenvalue spectrum of an ensemble of random matrices with correlations between any pair of elements. To this end, we introduce an analytical method that maps the resolvent of the random matrix onto the response functions of a linear dynamical system. The response functions are then evaluated using a path integral formalism, enabling us to make deductions about the eigenvalue spectrum. Our central result is a simple, closed-form expression for the leading eigenvalue of a large random matrix with generalised correlations. This formula demonstrates that correlations between matrix elements that are not diagonally opposite, which are often neglected, can have a significant impact on stability., Comment: 6+20 pages, 3+3 figures

Network meta-analysis (NMA) is a central tool for evidence synthesis in clinical research. The results of an NMA depend critically on the quality of evidence being pooled. In assessing the validity of an NMA, it is therefore important to know the proportion contributions of each direct treatment comparison to each network treatment effect. The construction of proportion contributions is based on the observation that each row of the hat matrix represents a so-called 'evidence flow network' for each treatment comparison. However, the existing algorithm used to calculate these values is associated with ambiguity according to the selection of paths. In this work we present a novel analogy between NMA and random walks. We use this analogy to derive closed-form expressions for the proportion contributions. A random walk on a graph is a stochastic process that describes a succession of random 'hops' between vertices which are connected by an edge. The weight of an edge relates to the probability that the walker moves along that edge. We use the graph representation of NMA to construct the transition matrix for a random walk on the network of evidence. We show that the net number of times a walker crosses each edge of the network is related to the evidence flow network. By then defining a random walk on the directed evidence flow network, we derive analytically the matrix of proportion contributions. The random-walk approach, in addition to being computationally more efficient, has none of the associated ambiguity of the existing algorithm., Comment: 34 pages, 8 figures

We propose a $\tau$-leaping simulation algorithm for stochastic systems subject to fast environmental changes. Similar to conventional $\tau$-leaping the algorithm proceeds in discrete time steps, but as a principal addition it captures environmental noise beyond the adiabatic limit. The key idea is to treat the input rates for the $\tau$-leaping as (clipped) Gaussian random variables with first and second moments constructed from the environmental process. In this way, each step of the algorithm retains environmental stochasticity to sub-leading order in the time scale separation between system and environment. We test the algorithm on several toy examples with discrete and continuous environmental states, and find good performance in the regime of fast environmental dynamics. At the same time, the algorithm requires significantly less computing time than full simulations of the combined system and environment. In this context we also discuss several methods for the simulation of stochastic population dynamics in time-varying environments with continuous states., Comment: 22 pages, 6 figures

The noisy voter model is a stylised representation of opinion dynamics. Individuals copy opinions from other individuals, and are subject to spontaneous state changes. In the case of two opinion states this model is known to have a noise-driven transition between a unimodal phase, in which both opinions are present, and a bimodal phase in which one of the opinions dominates. The presence of zealots can remove the unimodal and bimodal phases in the model with two opinion states. Here, we study the effects of zealots in noisy voter models with M>2 opinion states on complete interaction graphs. We find that the phase behaviour diversifies, with up to six possible qualitatively different types of stationary states. The presence of zealots removes some of these phases, but not all. We analyse situations in which zealots affect the entire population, or only a fraction of agents, and show that this situation corresponds to a single-community model with a fractional number of zealots, further enriching the phase diagram. Our study is conducted analytically based on effective birth-death dynamics for the number of individuals holding a given opinion. Results are confirmed in numerical simulations., Comment: 17 pages, 9 figures

Network meta-analysis (NMA) is a statistical technique for the comparison of treatment options. The nodes of the network are the competing treatments and edges represent comparisons of treatments in trials. Outcomes of Bayesian NMA include estimates of treatment effects, and the probabilities that each treatment is ranked best, second best and so on. How exactly network geometry affects the accuracy and precision of these outcomes is not fully understood. Here we carry out a simulation study and find that disparity in the number of trials involving different treatments leads to a systematic bias in estimated rank probabilities. This bias is associated with an increased variation in the precision of treatment effect estimates. Using ideas from the theory of complex networks, we define a measure of `degree irregularity' to quantify asymmetry in the number of studies involving each treatment. Our simulations indicate that more regular networks have more precise treatment effect estimates and smaller bias of rank probabilities. We also find that degree regularity is a better indicator of NMA quality than both the total number of studies in a network and the disparity in the number of trials per comparison. These results have implications for planning future trials. We demonstrate that choosing trials which reduce the network's irregularity can improve the precision and accuracy of NMA outcomes., Comment: 15 pages, 14 figures

In his seminal work in the 1970s, Robert May suggested that there is an upper limit to the number of species that can be sustained in stable equilibrium by an ecosystem. This deduction was at odds with both intuition and the observed complexity of many natural ecosystems. The so-called stability-diversity debate ensued, and the discussion about the factors contributing to ecosystem stability or instability continues to this day. We show in this work that dispersal can be a destabilising influence. To do this, we combine ideas from Alan Turing's work on pattern formation with May's random-matrix approach. We demonstrate how a stable equilibrium in a complex ecosystem with trophic structure can become unstable with the introduction of dispersal in space, and we discuss the factors which contribute to this effect. Our work highlights that adding more details to the model of May can give rise to more ways for an ecosystem to become unstable. Making May's simple model more realistic is therefore unlikely to entirely remove the upper bound on complexity., Comment: 26+71 pages, 6+14 figures

We investigate the outcome of generalised Lotka-Volterra dynamics of ecological communities with random interaction coefficients and non-linear feedback. We show in simulations that the saturation of non-linear feedback stabilises the dynamics. This is confirmed in an analytical generating-functional approach to generalised Lotka-Volterra equations with piecewise linear saturating response. For such systems we are able to derive self-consistent relations governing the stable fixed-point phase, and to carry out a linear stability analysis to predict the onset of unstable behaviour. We investigate in detail the combined effects of the mean, variance and co-variance of the random interaction coefficients, and the saturation value of the non-linear response. We find that stability and diversity increases with the introduction of non-linear feedback, where decreasing the saturation value has a similar effect to decreasing the co-variance. We also find co-operation to no longer have a detrimental effect on stability with non-linear feedback, and the order parameters mean abundance and diversity to be less dependent on the symmetry of interactions with stronger saturation., Comment: 48 pages, 11 figures

Using a stochastic individual-based modelling approach, we examine the role that Delta-Notch signalling plays in the regulation of a robust and reliable somite segmentation clock. We find that not only can Delta-Notch signalling synchronise noisy cycles of gene expression in adjacent cells in the presomitic mesoderm (as is known), but it can also amplify and increase the coherence of these cycles. We examine some of the shortcomings of deterministic approaches to modelling these cycles and demonstrate how intrinsic noise can play an active role in promoting sustained oscillations, giving rise to noise-induced quasi-cycles. Finally, we explore how translational/transcriptional delays can result in the cycles in neighbouring cells oscillating in anti-phase and we study how this effect relates to the propagation of noise-induced stochastic waves., Comment: 23 pages, 10 figures

We study a variant of the voter model with multiple opinions; individuals can imitate each other and also change their opinion randomly in mutation events. We focus on the case of a population with all-to-all interaction. A noise-driven transition between regimes with multi-modal and unimodal stationary distributions is observed. In the former, the population is mostly in consensus states; in the latter opinions are mixed. We derive an effective death-birth process, describing the dynamics from the perspective of one of the opinions, and use it to analytically compute marginals of the stationary distribution. These calculations are exact for models with homogeneous imitation and mutation rates, and an approximation if rates are heterogeneous. Our approach can be used to characterize the noise-driven transition and to obtain mean switching times between consensus states., Comment: 14 pages, 8 figures

Different evolutionary models are known to make disparate predictions for the success of an invading mutant in some situations. For example, some evolutionary mechanics lead to amplification of selection in structured populations, while others suppress it. Here, we use computer simulations to study evolutionary populations moved by flows, and show how the speed of this motion impacts the fixation probability of an invading mutant. Flows of different speeds interpolate between evolutionary dynamics on fixed heterogeneous graphs and in well-stirred populations. We find that the motion has an active role in amplifying or suppressing selection, accomplished by fragmenting and reconnecting the interaction graph. While increasing flow speeds suppress selection for most evolutionary models, we identify characteristic responses to flow for the different update rules we test. We suggest these responses as a potential aid for choosing the most suitable update rule for a given biological system.

Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a generating-functional approach to derive a Gaussian approximation for this intrinsic noise in subdiffusive systems. This results in corrections to the deterministic fractional reaction-diffusion equations. Using this analytical approach, we study the onset of noise-driven quasi-patterns in reaction-subdiffusion systems. We find that subdiffusion can be conducive to the formation of both deterministic and stochastic patterns. Our analysis shows that the combination of subdiffusion and intrinsic stochasticity can reduce the threshold ratio of the effective diffusion coefficients required for pattern formation to a greater degree than either effect on its own., Comment: 26 pages, 5 figures

We show that the Turing patterns in reaction systems with subdiffusion can be replicated in an effective system with Markovian cross-diffusion. The effective system has the same Turing instability as the original system, and the same patterns. If particles are short-lived, the transient dynamics are captured as well. We use the cross-diffusive system to define effective diffusion coefficients for the system with anomalous transport, and we show how they can be used to efficiently describe the Turing instability. We also demonstrate that the mean squared displacement of a suitably defined ensemble of subdiffusing particles grows linearly with time, with a diffusion coefficient which agrees with our earlier calculations. We verify these deductions by numerically integrating both the fractional reaction-diffusion equation and its normally diffusing counterpart. Our findings suggest that cross-diffusive behaviour can come about as a result of anomalous transport., Comment: 17 pages, 6 figures

We use dynamical generating functionals to study the stability and size of communities evolving in Lotka-Volterra systems with random interaction coefficients. The size of the eco-system is not set from the beginning. Instead, we start from a set of possible species, which may undergo extinction. How many species survive depends on the properties of the interaction matrix; the size of the resulting food web at stationarity is a property of the system itself in our model, and not a control parameter as in most studies based on random matrix theory. We find that prey-predator relations enhance stability, and that variability of species interactions promotes instability. Complexity of inter-species couplings leads to reduced sizes of ecological communities. Dynamically evolved community size and stability are hence positively correlated., Comment: 7 pages, 4 figures, plus Supplementary Material. Accepted by EPL

We use a stochastic birth-death model for a population of cells to estimate the normal tissue complication probability (NTCP) under a particular radiotherapy protocol. We specifically allow for interaction between cells, via a nonlinear logistic growth model. To capture some of the effects of intrinsic noise in the population we develop several approximations of NTCP, using Kramers-Moyal expansion techniques. These approaches provide an approximation to the first and second moments of a general first-passage time problem in the limit of large, but finite populations. We use this method to study NTCP in a simple model of normal cells and in a model of normal and damaged cells. We also study a combined model of normal tissue cells and tumour cells. Based on existing methods to calculate tumour control probabilities, and our procedure to approximate NTCP, we estimate the probability of complication free tumour control., Comment: 27 pages, 5 figures, 4 tables

We study classical stochastic systems with discrete states, coupled to switching external environments. For fast environmental processes we derive reduced dynamics for the system itself, focusing on corrections to the adiabatic limit of infinite time scale separation. In some cases, this leads to master equations with negative transition `rates' or bursting events. We devise a simulation algorithm in discrete time to unravel these master equations into sample paths, and provide an interpretation of bursting events. Focusing on stochastic population dynamics coupled to external environments, we discuss a series of approximation schemes combining expansions in the inverse switching rate of the environment, and a Kramers--Moyal expansion in the inverse size of the population. This places the different approximations in relation to existing work on piecewise-deterministic and piecewise-diffusive Markov processes. We apply the model reduction methods to different examples including systems in biology and a model of crack propagation., Comment: 31 pages, 13 figures

Quantifying the speed of linguistic change is challenging due to the fact that the historical evolution of languages is sparsely documented. Consequently, traditional methods rely on phylogenetic reconstruction. In this paper, we propose a model-based approach to the problem through the analysis of language change as a stochastic process combining vertical descent, spatial interactions, and mutations in both dimensions. A notion of linguistic temperature emerges naturally from this analysis as a dimensionless measure of the propensity of a linguistic feature to undergo change. We demonstrate how temperatures of linguistic features can be inferred from their present-day geospatial distributions, without recourse to information about their phylogenies. Thus the evolutionary dynamics of language, operating across thousands of years, leaves a measurable geospatial signature. This signature licenses inferences about the historical evolution of languages even in the absence of longitudinal data., Comment: 44 pages, of which 24 pages Supplementary Information, 8 figures, 3 tables

In evolutionary dynamics, well-mixed populations are almost always associated with all-to-all interactions; mathematical models are based on complete graphs. In most cases, these models do not predict fixation probabilities in groups of individuals mixed by flows. We propose an analytical description in the fast-flow limit. This approach is valid for processes with global and local selection, and accurately predicts the suppression of selection as competition becomes more local. It provides a modelling tool for biological or social systems with individuals in motion., Comment: 19 pages, 8 figures

In biology phenotypic switching is a common bet-hedging strategy in the face of uncertain environmental conditions. Existing mathematical models often focus on periodically changing environments to determine the optimal phenotypic response. We focus on the case in which the environment switches randomly between discrete states. Starting from an individual-based model we derive stochastic differential equations to describe the dynamics, and obtain analytical expressions for the mean instantaneous growth rates based on the theory of piecewise deterministic Markov processes. We show that optimal phenotypic responses are non-trivial for slow and intermediate environmental processes, and systematically compare the cases of periodic and random environments. The best response to random switching is more likely to be heterogeneity than in the case of deterministic periodic environments, net growth rates tend to be higher under stochastic environmental dynamics. The combined system of environment and population of cells can be interpreted as host-pathogen interaction, in which the host tries to choose environmental switching so as to minimise growth of the pathogen, and in which the pathogen employs a phenotypic switching optimised to increase its growth rate. We discuss the existence of Nash-like mutual best-response scenarios for such host-pathogen games., Comment: 17 pages, 6 figures

Models of biological processes are often subject to different sources of noise. Developing an understanding of the combined effects of different types of uncertainty is an open challenge. In this paper, we study a variant of the susceptible-infective-recovered model of epidemic spread, which combines both agent-to-agent heterogeneity and intrinsic noise. We focus on epidemic cycles, driven by the stochasticity of infection and recovery events, and study in detail how heterogeneity in susceptibilities and propensities to pass on the disease affects these quasi-cycles. While the system can only be described by a large hierarchical set of equations in the transient regime, we derive a reduced closed set of equations for population-level quantities in the stationary regime. We analytically obtain the spectra of quasi-cycles in the linear-noise approximation. We find that the characteristic frequency of these cycles is typically determined by population averages of susceptibilities and infectivities, but that their amplitude depends on higher-order moments of the heterogeneity. We also investigate the synchronisation properties and phase lag between different groups of susceptible and infected individuals., Comment: Main text 16 pages, 9 figures. Supplement 5 pages

Do boundedly rational players learn to choose equilibrium strategies as they play a game repeatedly? A large literature in behavioral game theory has proposed and experimentally tested various learning algorithms, but a comparative analysis of their equilibrium convergence properties is lacking. In this paper we analyze Experience-Weighted Attraction (EWA), which generalizes fictitious play, best-response dynamics, reinforcement learning and also replicator dynamics. Studying $2\times 2$ games for tractability, we recover some well-known results in the limiting cases in which EWA reduces to the learning rules that it generalizes, but also obtain new results for other parameterizations. For example, we show that in coordination games EWA may only converge to the Pareto-efficient equilibrium, never reaching the Pareto-inefficient one; that in Prisoner Dilemma games it may converge to fixed points of mutual cooperation; and that limit cycles or chaotic dynamics may be more likely with longer or shorter memory of previous play.

We study adaptive learning in a typical p-player game. The payoffs of the games are randomly generated and then held fixed. The strategies of the players evolve through time as the players learn. The trajectories in the strategy space display a range of qualitatively different behaviors, with attractors that include unique fixed points, multiple fixed points, limit cycles and chaos. In the limit where the game is complicated, in the sense that the players can take many possible actions, we use a generating-functional approach to establish the parameter range in which learning dynamics converge to a stable fixed point. The size of this region goes to zero as the number of players goes to infinity, suggesting that complex non-equilibrium behavior, exemplified by chaos, may be the norm for complicated games with many players., Comment: 21 pages, 11 figures

We study evolutionary multi-player games in finite populations, subject to fluctuating environments. The population undergoes a birth-death process with absorbing states, and the environment follows a Markovian process, resulting in a fluctuating payoff matrix for the evolutionary game. Our focus is on the fixation or extinction of a single mutant in a population of wildtypes. We show that the nonlinear nature of fitnesses in multi-player games gives rise to an intricate interplay of selection, genetic drift and environmental fluctuations. This generates effects not seen in simpler two-player games. To analyse trajectories towards fixation we analytically calculate sojourn times for general birth-death processes in populations of two types of individuals and in fluctuating environments., Comment: 22 pages, 9 figures