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Discrete Time Spatial Models Arising in Genetics, Evolutionary Game Theory, and Branching Processes
J. RADCLIFFE AND L. RASS School of Mathematical Sciences, Queen Mary and WesOqeldCollege, University of London, Mile End Road, London E1 4NS, England Received 29 December 1995; revised 17 September 1996

ABSTRACT A saddle point method is used to obtain the speed of first spread of new genotypes in genetic models and of new strategies in game theoretic models. It is also used to obtain the speed of the forward tail of the distribution of farthest spread for branching process models. The technique is applicable to a wide range of models. They include multiple allele and sex-linked models in genetics, multistrategy and bimatrix evolutionary games, and multitype and demographic branching processes. The speed of propagation has been obtained for genetics models (in simple cases only) by Weinberger [1, 2] and Lui [3-7], using exact analytical methods. The exact results were obtained only for two-allele, single-locus genetic models. The saddle point method agrees in these very simple cases with the results obtained by using the exact analytic methods. Of course, it can also be used in much more general situations far less tractable to exact analysis. The connection between genetic and game theoretic models is also briefly considered, as is the extent to which the exact analytic methods yield results for simple models in game theory. © Elsevier Science Inc., 1997

1. I N T R O D U C T I O N A saddle point method has been used to obtain the speed of propagation for certain continuous time models when the spatial aspect is described by contact distributions. The main area where the method has been applied is in the modeling of epidemics. It has also been applied to contact branching processes. The result for a simple one-type S ~ I epidemic model on a line was obtained by Daniels [8]. An application to the spatial birth process is given in Ref. 9. A rigorous approach to the saddle point method is given in Ref. 10, in which the speed of propagation for an n-type S ~ I ~ R model is derived. The results were later extended to cover N-dimensional nonsymmetric contact distributions when the infection matrix is reducible [11]. MATHEMATICAL BIOSCIENCES 140"101-129 (1997) 0025-5564/97/$17.00 © Elsevier Science Inc., 1997 PII S0025-5564(97)00154-X 655 Avenue of the Americas, New York, NY 10010

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J. RADCLIFFE AND L. RASS

Rigorous analytical techniques confirmed the speeds of propagation obtained by the saddle point method; these rigorous techniques were restricted to the case in which the contact distributions are symmetric [12-151. The saddle point method has also been applied to other models for which an exact analysis is less tractable. These models include epidemics allowing a return to the susceptible state and births into the system [16, 17]. The method gives the speed of first spread of the forward front of infection. For stochastic contact branching process models, the speed at which the extreme tail of the distribution function of farthest spread moves out in any specified direction is given in Ref. 17. This paper considers discrete time models, which are more appropriate for the modeling of genetics, evolutionary game theory, and certain branching processes. Again, contact distributions are used to model the spatial aspect. They represent the distance moved by individuals either at birth or after reaching maturity prior to the production of the next generation. This is likely to be more realistic than allowing continual diffusion during the lifetime of an individual. A saddle point method can be used for these discrete time models. Results are obtained for a general model. This is then interpreted in the context of specific models used in genetics, game theory, and branching processes, yielding results on the speed of first spread of an allele, a genotype, or a strategy in an initially stable population, as well as the speed of the forward tail of the distribution of farthest spread for branching process models. These results are shown to be consistent with the results for simple two-allele, single-locus genetic models considered by Weinberger [1, 2] and Lui [3, 4, 5, 7]. The connection between genetics and game theoretic models is also briefly considered, as is the extent to which the exact methods yield results in a simple game theory context. 2. THE SADDLE POINT METHOD FOR DISCRETE TIME MODELS Consider a nonspatial discrete time model of the form

X!re+l) .~-fi[X(ra)],
where X~ m) = {x(ra)}i is the value of the ith variable at the mth time point. The variables represent the proportions of specific types, where the interpretation of type depends upon the application. In genetics, types correspond to specific allelles or genotypes; whereas, in evolutionary game theory, types refer to individuals playing a given strategy.

. 4. where the rij are nonnegative. Consider a population containing n1 types. Here vi = fi(n) for i = l. if this is taken to form part of the zeroth generation. In the continuous-space models. . and 5) are given.O)... Hence. which is initially stable with xi(s) = qi > 0 for i = 1..+l. individuals may be at any position r in RN. for the continuous-space model. . n... n. we consider the speed of spread of the forward front for type i in the direction of one of the coordinates of the lattice (which without loss of generality may be taken to be the first coordinate). for s far from region B. by for i=n..+l. For spatial models therefore. For the discrete-space model... / u: a’u 2% s(m) For the discrete-space model.. .. n are introduced into a bounded region B of RN (or Z”‘).O. . . xi(‘)(s) = ni >Ofor sGB and i=l. Then... .. Define t(m) to be the exact value of the =G summation.. the speed of first spread for type i individuals is c=lim . ... and define s(m) so that xi”‘(u) du = 5.. n.n. New types i=n. In either case. . which may depend upon the type of individual.. For the continuous-space model... For 6 small and positive.. we consider the speed of spread of the forward front for type i in a specified direction... +1 .. xim’(s) represents the value of xi at position s for generation m. individuals may be at any site on the regular lattice Z N. .Md/ml. with direction cosines (Y. the integral is replaced by a summation over ZN.Take 5 to be small and positive. . . For discrete-space models.n. This corresponds to using direction cosines (Y’= (l. . define s(m) to be the smallest integer such that C o’ tujl> s(mj~i(m)(~) 5. and {v}~=O for i=n.n. with {q}i = vi for i = 1. Type j individu als at position r are allowed to move to a new position s either at birth or upon maturity before giving rise to the next generation. with their values and those of the pii depending on the particular application..+l.DISCRJZE TIME SPATIAL MODELS 103 A spatial aspect that may be continuous or discrete is introduced.. . and X)‘)(S)= ni = 0 for s e B and i = n.. n. Here xi(‘@+ depends upon l)(s) xjm)(r) and the contact distribution p(r) representing the vector distance r moved. the approximate equations corresponding to a wide range of models (examples of which are given in Sections 3.

from Equation (1). which is integrable. Then. In the continuous case. for any real 01.~'u ~ s ( m ) 1 f~ f O ( m ) + i oo . the following equation is obtained. Each Pit(A) is taken to be infinite at its abscissae of convergence. Then L~m)(A) = [A( A)] mL~°)(A). we obtain L~(m + 1)(A) = A* ( A)L*(m)(A) and hence = [A* ( A)] m where {A* (X)}ij = TitP?j (X). . [L*tm)(A)]i= fR. Now define e(m)(A)=e*(m)(Aa). Note that {L~m)(A)}/ is the Laplace transform of the integral (summation) of the function x}m)(u) over the hyperplane a ' u = s.A w . of the abscissae of convergence of the P~j(A) in the right-hand and the left-hand half of the complex plane. In the discrete case. there exists a kij(y). 0 z with A* < 0~ < Oz < A. where A and A* are the minimum and maximum.104 J. Because the absolute integrability allows a change of order of integration. with IPij(O + iy)l <~ kij(Y) for 01 ~<0 ~ 02. . the integrals are replaced by summations over Z N.~eX*x}")(s)ds and Pi~(A)= fR.'l'gl J s ( m ) J o ( m ) _ i~ L i "(a) dAdw - (rn~: . Let [e*<m)(A)]~and P~(A) be the Laplace transforms of x}m)(s) and pit(s). . This condition ensures that [L~m)(A)]i is absolutely integrable over the line A = 0 + iy for -oo < y < ~ for any A* < Re(O)< A. The 0 chosen will depend upon rn and hence is denoted by O(m). CASE 1: C O N T I N U O U S SPACE We impose the additional condition that. ~q'l'l J o ( m ) - . We now consider the continuous and discrete cases separately. respectively. This implies that A(A) exists and has analytic entries for all A* < Re(A) < A. RASS The value of c for Equation (1) can be obtained by using the saddle point method. Pii(A)=P*(AoD and {A(A)}/t= {A*(Aa)}~j = TitPi~(Aa) = T~jP/t(A).~eX~pit(s)ds. respectively. provided O(m) > 0: f• x}m>(u) du -u" . RADCLIFFE AND L. = ~ t t e Z. (2) The po. x = -a-'--=l 1 c O ( m ) + ioo i~ A-'e-^stm)|[A(A)]mL(°)(A)}idA.(r) are restricted so that Pzt(A) exists in an open neighborhood of A = 0.

Hence necessarily a"(0)>~ 0 for all A* < 0 < A. Hence g(O) is a convex function for all real 0 such that A* < 0 < A and has a minimum at a point such that g'(O) = 0.Y'~2d'( 0 ). Re[g(A)] is shown to have a saddle point on the real line. p(A) is analytic and e-. The O(m) used in the integration is taken as this saddle point. . Proof Consider the matrix A(O + iy) for y • O. To do this. O(m) will also tend to a limit 00 as m --->% with a'(O o) = c. In this neighborhood. First. This point is the saddle point of g(h). In the following lemma. such that a'(O)= [s(m)/m]. The next step is to find an approximation to ~ for rn large.~s(m){[A( A)] mE(°)( A)}i =e-XS(m)+ml°g[°(. consider the dominant term in [A(A)]mL(°)(A) for A = 0 real with A* < 0 < A. The extension to the reducible case can be obtained by using the approach in Ref. where a(A) = log[ p(A)]. (p'~O + iy)l < p(O) for y ~: 0 and any A* < 0 < A. It is assumed that there is a limit c with 00 > 0 and.oo as 0 1' A and as 0 J. Now. Take g(A) = . that A(00) has distinct eigenvalues. Because lim m _. so A(A) is nonreducible. "P~(0) with strict inequality if "Yij --A: Yi 0. LEMMA 1 Re[g( A)] has a saddle point on the real line at A= 0 where 0 satisfies the relation a' ( O) = [s( m ) / m ]. the discussion is confined to the case where (Yij) is nonreducible. for any A* < 0 < A. we require the following theorem.2 gmy-2 ) j = g ( O "(O ) -.DISCRETE TIME SPATIAL MODELS 105 For simplicity.~[s(m)/m] = c. that is. for y small. the proof of which is given in the Appendix. Note that g(O)---.As(m)+ ma(A). 11. [ Re[g(O + iy)] -_ R e [ g ( O ) + i y g ' ( O ) . Therefore 0 = O(m) is taken to be the real value satisfying a'(O)= [s(m)/m].O]{E(A) L(°)( A)}i. 10. for simplicity. From Lemmas 1 and 4 in Ref. Hence from Lemma 2 in Ref. Then A ( 0 ) mL(°)(0) = [ p( O)] mE( 0)L(°)(0). A*. 0(A) can be defined as the eigenvalue of A(A) with largest real part [with corresponding idempotent E()0] for A in an open neighborhood of 0. Its (ij)th entry is yijPiy( O + iy) and I'YijPij( O + iy)[ <<. Let p(0) and E(0) be the Perron-Frobenius root and corresponding idempotent of A(0). 11. This implies that Re[a(O +/y)] < a(O) and hence Re[g(O + iy)] < g(O) for y ~ 0.

Also f"(Oo) = d'(Oo)2f'(OO)oo = " -O~do' ( O ° ) > -' Therefore f(O o) is the minimum of f()O. ~'0( m )e -St o(m)l= ~ {E[ O( m)] L(°)[ O(m)]}i x j_ [8 o O(m) ¥ eg[O(m)+iyl_g[o(m)ldy Now g[ O(m) + iy]. 0 < 8 < 8". RASS THEOREM 1 Given any 8 * > 0 there exists an M. Also g'[O(m)] = 0 from Lemma 1.f(Oo)]/O o = O.[a'(0 o ) . for any positive 8 and for m sufficiently large. Hence ~O(m)e -gt°(m>l= ~-~ {E[ 0(m)] L(°)[ O(m)]]iL~se-l/z'2'~a"t°(m'ldy {E[O(m)]L(°)[O(m)]}i 1 ~/2~rd'[O(m)] vr-m " Therefore we obtain s(m) m and hence a[O(m)]= O(m) 1 log(m) 20(m) m c = lim s ( m ) = a ( 0 o ) m~o m 00 ' where 00 is such that a'(Oo)= c.g[ O(m)] = iyg'[O(m)]. .]lE O(m)+iy]L(°)[O(m) +iYl}idy [ t [ <Em for m > M.106 J.~y2g"[O(m)] for y small. such that E. with 0 < ~ < I and pO(m)e-gt°tm)l( 2zr 1 O(m) × _80(m)+iy eg[O(m. and 8. Define f()0 = [a(A)/A]. Note that f'(O o) -.+iy]_g[o(m. Hence. R A D C L I F F E A N D L.

except that a = ~r and the component 11 is not required. Again. We now state the theorem equivalent to Theorem 1. provided that this is positive. Inverting the Laplace transform in Equation (2). The speed of the front is therefore taken to be zero. A(A) is taken to have distinct eigenvalues when A = 0 0 = limm -~® O(m). The proof follows in an almost identical manner.DISCRETE TIME SPATIAL MODELS 107 Hence c = inf. When the infimum of f(A) is not positive. you will eventually cross the forward front. where a(A) = log[ p(A)] and O(A) is the eigenvalue of A(A) with largest real part with corresponding idempotent E(A). A = O(m) is taken to be the saddle point of g(A) = .As(m)+ ma(A).> o[a(A)/A]. The proof is therefore omitted. This implies that./rI r l 7r e -[O(m)+iy]v{Pm[O(m) + _' Hence ~(m) = u: Y'~ {u}1~ s(m) x~m)(u) e -[e(m)+iy]s(m) 1 ~ {pm[o(m)+~]L(°)[O(m)+~]}idY" As in Case 1 for continuous space. . for a suitable choice of O(m) with 0 < O(m) < A. Thus the speed of propagation obtained by using the saddle point method is where a(A) = log{ p[A(A)]} with {A( A)} = 0 CASE 2: DISCRETE SPACE 7ijPij(A). gives E xm)(u) a : {'}1 = v "tr -- "~-2-~ L : [ °(m)+'Y]V{L(m)[O(m ) + & ] }i dY iy]L(o)[o(m)+iY])idY" = f2. then s ( m ) / m does not tend to a positive limit as m ~ ~. if you move at any positive speed in the specified direction.

.3 and 3.108 J. A selection-migration model with sex-linked locus. ~.2. 1-5. Proceeding in a similar manner to Section 2. an n allele analogue. THEOREM 3 The speed of propagation obtained by using the saddle point method is c = m a x [ 0 ' i n fx a ( -0 ] ' > ~ where a(3.1.e -°(m)-'y ] 1 X {E[ O(m) + ~1 L(°'[ O(m) + iyl}idyI< I ~:m f o r m > M.~. the results obtained are exactly the results obtained by using the exact analytic methods of the authors referred to above.-O(m)l . 3. with 0 < ~ < 1 and 0 < 8 < 8".8 [1 . where a(A) = log{ o[A(A)]}. There is. o.inf~> 0[a(A)/A]}. 7]. .) = log{ 0[A(A)]} with {A( A)} = yijP~j(A).. again.e g[O(m)+iy]-g[O(m)] t~ . SELECTION-MIGRATION MULTIPLE ALLELE GENETIC MODELS Genetic models are discussed in Ref. such that [1 _e_O(m)]e_gtO(m)l.~o[s(m)/m] = a(Oo)/O o and hence c = max{0.-] . More-general models that allow the migration to depend upon the genotype can be postulated. 18.~ . The n allele extension of this model is discussed in Section 3. we obtain lim m_.~(m)_ 2_~ f 8 r l _~ . This concludes Case 2. Such models are formulated in Sections 3. 19. again when there are two alleles present. and 20. For the simple case with two alleles. has been analyzed by Lui [6.. An exact analysis of the two-allele model is given in Refs. Discrete time contact models have been used in genetics to describe the spatial spread of a gene when there are two alleles present. which is considered in Section 3. RASS THEOREM 2 Given any 6" > 0 there exists an M.4. RADCLIFFE AND L. and 6. The saddle point method is applied to all the models in this section to give the speed of first spread of a new allele (genotype) in a population that is initially stable. The result obtained for the speed of first spread is the same for both cases (1 and 2) and is summarized in the following theorem.

when there is a stable interior equilibrium for the n 1 allele model.. nl. necessarily it is unique and W* is nonsingular with W * . A MULTIPLE ALLELE MODEL The dynamics of the model are described in Ref. x~m+ 1'(s) = f n f i[x(~'(r) l P ( s . The equations describing the continuous-space process are given below... because the extension is clear.. where (4) fitx(m)(r)] = [x(m. Survival to maturity is governed by the fitness matrix W and reaping occurs to reduce the population to the carrying capacity of the habitat. Migration then takes place.. n 1. A new generation is then produced as before. the number of offspring being unaffected by the genotype.Wx(m. Here [x('n)(r)]i = x~m)(r).. 3. Let the new allele be A ..11 > 0. Let x!m)(s) be the proportion of allele Ai. there being a proportion ~/i of allele A i for i = 1 .1. where W* is the part of the fitness matrix relating to the first n 1 alleles. Consider the spread of a single new allele when introduced into a bounded region B of the habitat by mutation or immigration. Note that. far from the region B where the new allele A .l l } i / ( I ' W * .. for each i = 1.DISCRETETIME SPATIAL MODELS 109 The saddle point method can be applied in a fairly obvious way to more-complex models including several loci. Random mating occurs at each position s... Define r/n = 0 and let {7/}/= r/i for i < n r Then the zeroth generation has x(°)(s) -= 7/for s ~ B. and the preceding generation dies. Equivalent equations are obtained for the discrete-space process. 1 for two alleles.. this being taken to form part of the zeroth generation. with p(r) being the density function (probability) in the continuous (discrete) space model corresponding to migration by a vector distance r in R N (zN).n 1 at all positions s. Consider the composition of the alleles for generation m at position s prior to mating. Equation (4) ... Define wij = {W}ij. n. Here 7 / / = { w * . Consider a position s in the forward region. A habitat that has constant carrying capacity at all points of R N or all points of the N-dimensional lattice Z N is considered. . We do not pursue this further. .l l ) > 0 for i = 1... where n = n 1 + 1. In the forward front. n.. was introduced.. Then x(m)(s) is small and x~m)(s) is close to r/i for i = 1.(r) x ~ ) ( r ) {Wx(~)(r) }i for i = 1. the population contained n I alleles in stable equilibrium.(r)]. .r ) dr. Prior to this occurrence..

110 for i = n may be approximated by J..-. c = max(0. that is..n(s) = p(s).. Its speed of spread is given by Equation (7) with 3' = nl nl n1 Y'~jffilWijT~j/~.) ) X>0 A ' (7) where P(A) is the Laplace transform of the projection of the migration distribution p(s) in the specified direction and 3' = {W~}n/(ffWT/). then the approximation in the forward front will be valid only for alleles A i with c i = c. . The equation has n = n 1 +1. from i = n I + 1. 3. An into the system at the same time. Let c i be the speed of spread if only a single allele Ai is introduced into the original system...~L lwij~lj is a maximum.kffilY'~]ffil"l'~kWjkT~j. n. inf l ° g [ P ( h ) ] +l°g(3. If we consider the speed of first spread c in a specific direction for the new allele An. Suppose that there are several new alleles. with fastest speed. for which Z. RASS X(D + 1)(S) = fRNp( S . from Theorem 3.r ) dr. then. The same result is obtained for the discrete-space process. Let c = maX(nl+l) < r ~ n Cr. (5) Now. (6) Equation (6) is just a special case of Equation (1) when a single new type is introduced.NOW suppose that we take n = n 1 + k and introduce k new alleles An1 + 1. RADCLIFFE AND L. This corresponds to alleles Ai. j=n. this disturbance being caused by the relatively fittest new allele(s). which are valid in this forward region: .. Hence we obtain the following approximate equations.f x(~m)(r){Wr/}n x~m+I)(S) --JR N ~'Wr/ p ( s .r ) ( fn(~) + j=l[ 0{X}j ] x = [ x}m)(r)-~j] I ) dr. [ dfn(x) ] [ 0{x}y Jx~n = / 0{Wr/}n [ 7/'W~/ j • n..nn= {W'0}n/(r/'W~7) and p. The value of c is the speed at which_a disturbance to the equilibrium is first felt..

the speed of propagation was obtained. with at least one inequality strict. the number of offspring produced being unaffected by the genotype of the parents. The values of c obtained in the first and second cases when n = 2 correspond to our general results for n alleles.4 i. 1-5. A MULTIPLE A L L E L E MODEL WITH SEX-LINKED LOCUS A two-allele model with sex-linked locus was considered by Lui [6. However. and 20. with at least one inequality strict. In the first case.1 except that there are separate male and female genetic outputs and the migration distributions for males and females may differ. 7]. so the heterozygote is again intermediate. in addition to the condition that x(2°)(s) = 0 for s ~ B. fxt")(s)ds -. The fourth case has w22 ~ w12 Wll . The case when Wl~ = wÂ2 = w22 is excluded. The first case has Wll ~ W12 ~ W22. In the fourth case. The female is diploid and so has n ( n + 1 ) / 2 genotypes A i A j for 1 ~<i ~<j ~<n.fx(°)(s)ds for all m. the problem being split into four cases. nor was any way given of obtaining it. because. no expression was given for the speed of propagation. The dynamics are similar to that of Section 3. Exact analytic methods were used. so the fitness of the heterozygote is intermediate between the homozygote fitnesses.WI2 Wll d" W22 --2w12 for all s ~ B. in this case.DISCRETE TIME SPATIAL MODELS 111 The case n = 2 and n 1 = 1 was considered in Refs. The male is haploid for the X chromosome and therefore only has n genetic types. it is also true that Wll -. the ith being . The second (and third) cases corresponded to the heterozygote fitness being greater than (or less than) both homozygote fitnesses. 19. The survival fitness of the male A i genotype is . allele 2 dies out uniformly in R N for the given initial conditions that x(2°)(s)= 0 for s e~ B for some bounded region B. Let y/(')(s) and z~m)(s) be the proportions of the allele A i in the female and male outputs at location s in generation m prior to mating. Random mating occurs between males and females at position s. provided Wll and w22 are not equal and 1 (8) The speed of propagation was obtained for all values of the fitness parameters covered by the second case. For the third case.2. but the homozygote corresponding to allele A 1 is more fit than the homozygote corresponding to the new allele A 2. note that allele 2 dies out uniformly in R N if. 3.

Here {[W* d/ag(v* ) + d/ag(v* )W* ] -11}i 7//= {I'[W* diag(v* ) + d/ag(v*)W* 1-11} >0.... which are valid in this forward region: y~m+ a)(S) = --jR y~m)(r) {W~"}~ + z~m)(r) {Wr/} ~ p ( s . Reaping occurs to maintain the densities of males and females.. )(r)(vr/) . n . Migration now occurs. (11) z(m+l)(s). A new generation is then produced as before and the preceding generation dies. there being proportions ~i (~i) for females (males) of allele A i for i = 1. Prior to this occurrence.f -JRu v"Y~(~ q("s-r") d r .n.+ 1)(s ) = fR N [v.. From Equations (9). the following approximate equations may be obtained. y~i'n +')(s) = y~m)(r){Wz(m)(r)}i + z~m)(r){Wy(m)(r) }i'p( s . and z!m)(s) is close to ~i for i = 1. the density functions for the distance r moved being p(r) for females and q(r) for males. (9) for i = l.. n .. ~'i= {l'[W* + d i a g ( v * ) W * d i a g ( v * ) . .1.r ) dr.. RASS v i = {v}i and of the female A i A j genotype is wi/= {W}i/...1) alleles..1) alleles in stable equilibrium.r ) (2(y(m)(r))'Wz(m)(r)) z~.1 at all positions s.. = 0. the population contained ( n . RADCLIFFE AND L.l . (10) {[W* +diag(v*)W*digg(v*)-l]-ll)i>0. There is an equivalent discrete-space model.Then the zeroth generation has y(°)(s)and z(°)(s) = ~ for s ~ B. Consider a position s in the forward region. The equations for the continuous-space model are given below.y(m)(r) ] q ( s . y/tm)(s) is close to ~i. Then y~m)(s) and z~m)(s) are small. = 0 and ~. where W* and v* are the parts of the fitness matrices relating to the first ( n . Consider the spread of an allele A~ when introduced into a bounded region B of a habitat by mutation or immigration.l ] . viY~m)(r) dr.112 J. this being taken to form part of the zeroth generation. far from the region B where the new allele A~ was introduced. Define ~.... n . Let {~}i =~i and {~}i = ~i.r) dr.l l } for i = l .

Note that we could consider the spread of several new alleles.-.3. The speed of propagation was obtained for all values of the parameters in the superior case and with the restriction in the intermediate case with w22 > wll that (w12 .. The density function for migration of genotype AiAj by position vector r is pii( The equations describing the process are 1 xi? + l)(‘) = p)(s) Wij{Xc”‘(r)l}.{X’“‘(r)l}j / RN lfX(m)(r)~(m)(r)l pij(s-r)dr.. superior and inferior. among both males and females is c. Lui again considered four cases.)(s) = zim)(s). (12) .2n~2n. the proportion of allele A. Hence first spread in a specific direction of allele A.1).wI1) 2 wIl(w22 . at position s in generation m prior to mating.. = 2n -2. /<v’q> and Y~“. 3. Let {X(“)(S))~~ {Xcm)<./(2rlrWs). Y2n. A MULTIPLE ALLELE UPON GENOTWE MODEL WITH MIGRATION DEPENDENT Consider dynamics similar to that of Section 3.. the heterozygote intermediate case is split into the cases when the homozygote for allele 2 is more fit (or less fit> than the homozygote for allele 1. corresponding to females having the heterozygote intermediate. = 0. Note that the matrix X@“)(s)is symmet= = ric and that.[P(A)/21}+log[l+\/1+48Q<A)/P(A)] A . MODELS 113 Note that Equations (11) are just a special case of Equation (1) with n replaced by 2n. where P = y2n_1. pi 2n(rl = q(r) for i = (2~2.DISCRETE TIME SPATIAL. which is denoted by 2x$“)(s) for i # j and x~~~(s). is given by {X(m)(s)l}i.1. where log{y.2n_1 /Y&_~.2n-1= we obtain the result that the speed of u.zn =MI~J(29’WS).~.. n.1 but where the density function for the migration depends upon the genotype.-. This can be treated in a similar fashion to Section 3. Also pi 2n_l(r) = p(r).>)li x:7)(s). 71 for the case n = 2.2n. Yz:-l. at posrtron s in generation m. and x$z? I(s) = y:“)(s) and x$. We now consider the proportion of genotype A. This result corresponds to the result obtained by Lui [6.~~_~ f’(A) and Q(A) the and are two-sided Laplace transforms of the projection of the migration distributions p(s) and q(s) in the specified direction.A. and YZ”_l zn-1 ={wkI.w12)/2w12.

that is. and let n 1 = 1. has identical columns.. Hence {W*.~-~aiPin(A). inf l°g[ P(A)] + l ° g ( ' ) ) x>0 A " .111'W* -1}ij{W*}i j ~lij = ~7*'W*r/* = l'W*-ll where W* is the part of the fitness matrix relating to the first (n . RASS Wij{x(m)(r) 1 } i { X ' m ) ( r ) 1}y k(ra)(s) = ~. . Then. Z fR N l'X(m)(r)$rcx(m)(r)l Pij(s-r)dr" t J Consider a stable population with alleles A 1./i j > 0. p(r) . n-1 Win~i p[A(A)] = ~] Pin(A) w--TW" ='yP(A). replace Yu by ~bil and Pil by qil.. Let 7//be the proportion of allele A i and let {7/*} = r/i i for i < n.1" Let 2..1).. In this case. Note that n--1 r/i = Ej=I~ij. ~ i=I 3. Note that P(A) is the Laplace transform of the projection where in the specified direction of a density p(r).. and 7/ij > 0.11/1'W*.1 first spread can be given in the simple form . Here both q~it and qil(r) depend only on i and not on I. where a i = WinTl i/{WT}}n.1) alleles.. A new allele occurs by mutation in (or immigration into) a bounded region B. in the forward front.(n -. An . RADCLIFFE AND L. Then r/* = W * . The maximum eigenvalue is therefore equal to the sum of the entries of the common column vector. i = j be the proportions of genotype AiA j at all positions s ~ R N. and let r/ be the vector with {~7}i= r/i. Equation (13) is identical with Equation (1) if we take xi+(m)l(S)= x!m)(s) for i = 1.11 > 0. so the zeroth generation is taken to have x!°)(s) = 7//j for i < n and j < n and s ~ B.. Define ~Tn= 0.Zi= iaiPin(r).114 where J. Hence the speed of n. Also x~°)(s) = 0 for i = n or j = n and s ~ B.. = { W ~ } n / w ' W v / and P(A) = Y'. Hence. A(A). as defined in Section 2.qit(s-r)x~m)(r) "1¢ l=1 dr. i ~ j . which is a weighted function of migration densities. (13) where ~bit = winrli/rfWrl and qit(r) = Pin(r).- c = max{O. Equation (12) for i < n may be approximated by n--1 ~liwijwj x!7+1)(s) = E q~ilf_l.

. we obtain x(m + n l)(s) = fRNTX~m)(r)p(s _ r) dr. 3.. Let {Y(m)(s)}ij = y~)(s).r) dr. let 2y!7)(s) be the proportion of genotype A i A j when i ~ j and let y~m)(s) be the proportion of genotype A i A i. A MULTIPLE ALLELE MODEL WITH SEX-LINKED LOCUS AND MIGRATION DEPENDENT UPON GENOTYPE The dynamics of this model are similar to Section 3. then by summing over i in Equation (13). z~m+O(S) : b(m)(s) JRN [v'y(m)(r)l] q i ( s . Consider the proportion of the different genotypes at position s in generation m for each sex prior to mating. Also let z~m)(s) be the proportion of genotype A i for the males.4." wij[{y(m)(r)l}i{z(m)(r)}j +{Y(m)(r)l}y{z(m)(r)}i] 2 [ze~)(r) ]'W[y(m)(r) ] 1 (14) ×piy(s .2. For the females. The migration density and fitness for females of genotype A i A / are pij(r) and wij..r) dr. E fR Nwiy[{Y(m)(r)l}itz(m)(r)}j +{Y(m)(r)l}jtz(m)(r)}i] • j 2[z(m)(r)]'W[y(m)(r)]l × p i j ( s . Also let {z(m)($)}i = z!m)(s). The equations describing the process are y~7+l)(s) = 1 k(mS(s) f: . where k(m)(s) = ~.r ) dr. JnN[v'y(m)(r)l] q i ( s . c. f vi{Y(m)(r)l}i b(m)(s) = t~. given above. the male is haploid for the X chromosome and the female is diploid.r ) dr" . if we let x(~m)(s)be the proportion of allele A n (at position s and in generation m)..DISCRETE TIME SPATIAL MODELS 115 Note that. The corresponding migration density and fitness for males of genotype A i are qi(r) and v i. except that the male and female genetic outputs are separate and may have different migration distributions. n. 1 vi{y(m)(r)l}i for j < i and i = 1. Hence the speed of spread of allele A n can be derived from this single equation and is the common speed of spread of the genotypes. As in Section 3.3.

71" = [w* aiag(v*) + a / a g ( v * ) W * ] . i :~ j. Also yi<°)(s) = 0 for i = n or j = n or both. a simple way of obtaining the speed of first spread of allele A n is to rewrite these equations in terms of y~m)(s)= y'n= lY/(nm)(S). i = j being the proportion of females of genotype A~Ai at all positions s ~ R N.. }n 1}n{ }i z~m+l)(s) : ~ fnvn{yCm)(r)l}nqn(s--r)dr.t~ .ll}j ~ij = 1' [W* diag(v* ) + a/ag(v*)W* ] -11 where W* and v* are the parts of the fitness matrices W and v relating to the first (n .1 ) alleles. g(m+ I.l l r [w* diag(v* ) + diag(v* )W* 1 . for i < n and j < n.116 J.11 Hence.3. Then ~. A new allele occurs by mutation in (or immigration into) a bounded region B.. Define r/n = 0 and ~'n = 0. and ~/i:> 0. and let 7/ and ~" be the vectors with {r/}i = 7//and { ~'}i -. Let */i be the proportion of allele A i and let {7/*}i = ~7i and {~*}i = ~i for i < n. R Y21 fR/(m'(r) P~I(S--r) dr.. RASS Consider a stable population with alleles A 1.(S) = . . ----- diag(v*)n* V. so the zeroth generation is taken to have y!°)(s) = ~Tij and z~°)(s) = ~i for i < n and j < n and s ~ B. As in Section 3.. An-1 with 2r/q > 0.r)dr. Equations (14) may be approximated by 1 Y/~+l)(s) = 2~"Wr/ × fRNwin[{7/1i{zfm)(r) + {Yf~'(r) ~" ]Pin(s . Then in the forward front. R A D C L I F F E A N D L. and z~°)(s) = 0 when s ~ B. {[W* diag(v* ) + d/ag(v* )W* ] . t o give y(m + I)(S) ')/11f = /(m)(r)P~'I(S dr + V~ fRz<:)(r) -r) P~2(s-r)dr. w~(v? + vT){[w* diag(v*) + diag(v*)W* ]-11}.~'i. The proportion of males of genotype A~ at all positions s in R N is ~i.

inf A>O log[p(A)]} A ' where = g 1 [ yl. we use contact distributions to describe the spatial spread. = v'-~' and p~l(r) = qn(r). Hence c=max(O.P~. The second model is that of a bimatrix game. For a general discussion of evolutionary game theory. . The connection between the first model and the genetic model of Section 3. . 4.l(A) + V/y21P~'12(A) +4Y21 ylZP~'z(A) P~'I(A) ]. 21-23.(r) in the specified direction. as is the extent to which the exact analytic methods of Weinberger [1. 2] and Lui [3] yield results for the two-strategy model in game theory.1 except that the matrix W is now a payoff matrix that is not in general symmetric. The first model consists of a single population in which individuals can play n possible strategies. see Refs. Win~i i= l (--~n'Pin(F)' . . v.W~. Y2. Y12 = 2br. 24 and 25.DISCRETE TIME SPATIAL MODELS 117 where P~l(r) = ~ ~/11 = 2 ~ . The results of the saddle point method are applied to give the speed of spread of new strategies in populations that were in equilibrium. This turns out to be analogous to the model in Section 3. EVOLUTIONARY GAME THEORY MODELS In this section. Spatial models have been considered in Refs. we consider two models in evolutionary game theory. with diffusion terms being used to model the spatial aspect.tr).1 is briefly discussed. W r I . with Pi~(A) the Laplace transform of the projection of p~. In contrast. P~2(r) = i=1 win(n}i ~-~'Pi.

1.x~2m)(s).x) + w 1(1. The survival to maturity now depends on a payoff matrix A..1. Note that. The speed of first spread c of new strategy Sn is given by Equation (7). Equivalent results using exact methods may also be obtained for the game theory model in the general nonsymmetric case. The expression for 7// is identical with that obtained for the corresponding genetic model of Section 3. (15) for i = 1.{W}ij = {A}ij + k..x) . Exact methods to obtain the speed of propagation for the genetic model of Section 3. Provided k > m a x ( . however.. the fitness matrix W is symmetric... This is a spatial version of the model described on page 133 of Ref... For the present model. The model is described by the equations x}m)(r)[{Ax(m)(r)}i + k] x}m+l)(s)=JRN[X(m)(r)]. RADCLIFFE AND L. with strategies S 1. because x[m)(s) = 1 -. 23.1 is considered. . Let Wij ~. respectively. Results for several new strategies are identical to those obtained for genes in Section 3.1. A SINGLE-POPULATION EVOLUTIONARY GAME THEORY MODEL A setup analogous to the model of Section 3.. This is introduced into a population in stable equilibrium. Because n = 2.. Here k is a large positive constant representing the common background fitness.x ) w22x 2 + ( w l 2 + w l)x(1. */nl of the population. with x!m)(s) now denoting the proportion in the mth generation at position s that plays strategy i. for the model described in Section 3. they become identical with Equations (4). we need consider only the second equation of Equations (4) with W nonsymmetrie.1. Each individual in the population plays one of n strategies. Snl being played by proportions ~ .n.. the matrix W is not in general symmetric. which "is not in general symmetric.{A}ij) then wij > 0 for all i and j. RASS 4.118 J. Consider the spread of a new strategy S n. When W is substituted into Equations (15)..1 have been used for the case n = 2 and are discussed briefly in that section. at all points s of R N. This may be written in the form (16) where g(x) -- w ~ x 2 + w21x(1 .[Ax(m)(r)+k]P(s-r)dr.

Case 3 has w22 > w12 and W~l > w21. Case 1 has w22 ~ W12 and w21 >I Wll with at least one inequality strict. (2) g(0) = 0. Hence the asymptotic speed of propagation can be obtained by exact methods for these cases. Weinberger [1. g(1) = 1. 1). For the genetics model with n = 2.w H ) + ( w 1 2 .Wll ) x* = [(w2.fx<2°)(s)ds for all m. $). . so x~2°)(s)= 0 for s ~ B for some bounded region .11. Note that this reduces to the condition given by Equation (8) for the genetic model in the symmetric case when w12 = w2~. Case 4 has w H >i w21 and w12 >/w22.~ = x* if 0 < x* < 1. In Case 1.Dx 2) < g(x) <. The trivial case when w22 =w12 and w11=w21 is excluded. (3) g(x) > x for x ~ (0. There is an additional solution x*. fx[m)(s)ds =. (4) g ( x ) / x is a nonincreasing function of x for x ~ (0.1. For the genetic model.DISCRETE TIME SPATIAL MODELS 119 Consider the solutions to g(x)= x for 0 ~< x ~< 1. For the game theory model. A sufficient set of conditions is as follows: (1) g(x) has continuous bounded derivatives for x ~ [0. x~2m)(s)satisfies Equation (16) and g(x) is defined as above but has w12 = w21.7. otherwise define $ = 1. a certain condition on the parameters [given by Equation (8)] was required for the conditions on g(x) to be satisfied.w 2)] Define . The conditions on g(x) were satisfied for all values of wll. x = 0 and x = 1 are solutions. four cases were identified and are given in Section 3. (6) There exists a D > 0 such that g'(O)(x . the asymptotic speed of propagation was obtained and corresponded to the speed c given by Equation (7). there also are four cases. because. the conditions are satisfied provided W21(W12 "t. g'(O)x for x ~ [0.1]. 2] and Lui [3] proved results for the asymptotic speed of propagation for the genetic model in terms of a general function g(x) that satisfied certain conditions. Case 2 has w12 > w22 and w21 > W~l. and g($) = $. For Case 2 of the game theory model with general nonsymmetric W. Note that Strategy 2 is introduced into a bounded region of R N.w22 and the common value of w12 and w21 in Case 2. with at least one inequality strict. F o r Case 1. :~]. where W21 -. the conditions on g(x) can be shown to be satisfied for all values of the w. (5) 0 < g'(x) ~ g'(O) for x ~ [0. In these cases. In all cases.W21) W1~(W22 + W2~). in this case. $) and g(x) < x for x ~ ($.

71") = .. as in the genetic model..... t and j = 1. which are not in general symmetric.. 71") = (O*{V*~*}i/O*'V*71*) and hi(O*.. Here k 1 and k 2 are large positive constants representing the common background fitness of individuals in Populations 1 and 2. The survival to maturity in Populations 1 and 2 now depends on two payoff matrices. When n = 2. respectively. The model is described by the equations ... Strategy 2 will also die out and not spread in any direction when. Let x!m)(s) and y~m)(s) denote the proportions in Populations 1 and 2 in the mth generation at position s that play strategies i and j. with proportions {0"}i --0* playing strategy S i (i--1 .~*)..... t 1) and {~/*}j--~7 playing strategy T/ ( j = 1.~*) and ~j* =hj(O*..Tnc The populations are m equilibrium. A and B. St. Equations (17) can be written as x!m+I)(S)=JRN ~ r x~m)(r){Vy(m)(r)}i Pl(s-r)dr' (18) r y(m)(r){WX(m)(r)}j y(m+l)(s ) = JRN ~ P2(s_r)dr ' f o r i = l .. in addition.. RADCLIFFE AND L... n... Initially. S5 and Population 2 plays strategies T1... the speed of first spread obtained by the saddle point method for the evolutionary game theory model agrees with the results for the speed of propagation obtained by exact methods. A BIMATRIX GAME Consider two different populations that are in conflict.n 1) at all points s. t a n d j ....T ~... Strategy 2 will die out uniformly in R N.. In Case 3. where gi(O*. Then provided k 1 > max(-{A}i) and k 2 > max(-{B}ij). x~°)(s) < ~ for all s ~ B....where~ 1'0"= 1 and 1'7" =1... respectively. Individuals in Population 1 can play strategies S~ ..1 ..120 J. = {B}ij + k 2. and individuals in Population 2 can play strategies T1.. y(m)(r)[{Bx(m)(r)}j Jr k2] y(m+ 1)(S) = JRs [Y(m)(r)]' [Bx(m)(r) + k2] p 2 ( s _ r ) dr ' (17) for i = 1 .. Then 0* and ~j* satisfy 0* =gi(O*. Let {V}ij= {A}i/+ kl and {W}i. Population 1 plays strategies S 1. 4.... x~m)(r)[{Ay(m)(I)}i + k~] x~m+1'(S) = JR N [x'm'(r)]ttAy(m'(r) Jr kl] P l ( s ..r ) dr' ..2. In Case 4.n. (V}ij > 0 and {W}ij > 0 for all i and j. RASS B.

fRnp2(r)Y~nm)(s _ r) dr./* }j = {W*. suppose that Population 2 introduces a new strategy T~./}i = r/* for i = 1 . S t and T.. St1. = {A*}ij + k 1 and {W*}0 ={B*}0. The value of . where A* and B* are the payoff matrices for Populations 1 and 2 corresponding to the first t I and n I strategies. t The speed of first spread of strategy St in a specific direction is c l = m a x ( O .. n 1 and {7/}~= 0 . Equation (19) will be valid only if c I >/c2. while Population 1 continues playing strategies S 1. Now consider the case when Populations 1 and 2 each introduce a new strategy./(rW* -11). Also let {. inf log[Pl(A)]+log('Y")) ~>0 A ' where PI(A) is the Laplace transform of the projection of the migration distribution pl(s) in the specified direction. Similarly.DISCRETE TIME SPATIAL MODELS 121 (7/p{W*0*}j/r/*'W*0*). but Population 2 continues to play the existing strategies. Here iV*}0.. The approximate equation obtained from Equations (18) in the forward front is x~m+ 1)($) = ~fttfRNPl(r)x~m)(s _ r) dr. (19) where 3~.11}/.. in which case the speed of first spread of strategy S t is c 1. + k2.. in which case the speed of first spread of strategy Tn is c 2....11}i//(l'V* -11) and {. Equation (20) is similarly valid only if c 2 >/Cl. respectively..1. Thus {0"} i = {V* . As in Section 3. t 1 and {0}t = 0. (20) where ~n~ = {W0}n/(17'W0). respectively. Let t = t 1 + 1 and n = n I + 1. Define {0} i = 0* for i = 1.. The approximate equation obtained from Equations (18) in the forward front is y~m +1)(s ) = ~n. Suppose that Population 1 introduces a new strategy S t. The speed of first spread of strategy Tn in a specific direction is where P2(A) is the Laplace transform of the projection of the migration distribution p2(s) in the specified direction. = {V~/} / ( 0 ' V~/).

RASS c = max(c1. 5. . hence the results of Section 2 may still be applied. and x~°)(s) = 1 for s < 0. to ensure that these conditions hold when establishing the speed of spread in the positive direction. n of a type i parent is gi(t I . and let x}m)(s)= P [Urn > s given that there is one type i individual at position 0 in the 0th generation].. at time zero. .. The probability that there are tl . tn). Because x~°)(s) is not zero outside a bounded region of R. there is one individual in the population who is at the origin and is of ith type (or age or a combination of both) for all possible types i.. giving birth at that time to offspring. we need only require that each x~°)(s) is bounded and that x!°)(s)= 0 for s >t A for each i and some finite A. The first is a multitype Galton-Watson process and the second is a demographic branching process. For the case N .. Two processes are given in this section as illustrations..1 . Note however that the actual condition used in the proofs of these theorems requires that D°)(0) has entries that exist for Re(O) > 0 and are uniformly bounded for 01 ~<Re(O) ~< 02 for any 0 < 01 < 02 < 0o. . B R A N C H I N G PROCESS MODELS The saddle point method can be applied to a wide range of discrete time branching process models. In branching process models. 5. By conditioning on what occurs at the end of the first discrete time . RADCLIFFE AND L.1... A MULTITYPE GALTON-WATSON PROCESS There are n types. Each individual lives for one discrete time interval.122 J. given that. A discussion of multitype and demographic branching processes is given in Ref. this disturbance being caused by the relatively more advantageous strategy. Here x!°)(s) = 0 for s t> 0. c 2) gives the speed at which a disturbance to the equilibrium is first felt. This latter condition is met for the branching process models. . the branching models do not satisfy the conditions imposed in Section 2 to prove Theorems 1 and 2. The introduction of several new strategies may be treated in a similar fashion. The density function for the distance r in a specified direction of all the offspring from the parent of type i is pi(r). 26. a system of nonlinear integral equations is obtained for the probability that the farthest spread in a specific direction at discrete time m is at least s. Let Um be the position of the individual farthest from 0 in the ruth generation in the given direction.. . with all individuals contributing offspring to the process independently.t n offspring of types 1 . This is denoted by x!m)(s).

If the individual survives to age i + 1. we obtain the following system of equations describing this model: x i 1)(S) .(m) × fR.r ) dr tn [j=l 1 n = E l z i j f x } m ) ( r ) p i ( s . Let {A(A)}q =/zijP/(A).2... then the probability of t offspring is gi(t) and. these equations may be approximated by: x}m+l)(s)= fg~t 1 "'" ~.~gi(tl.~ i ) ~-. c.[ 1 . with common marginal density function pi(r)... A simplification occurs when Pi(A) is the same for all i with common value P(A).(m+ ~. Again..DISCRETE TIME SPATIAL MODELS 123 interval.. where P/(A) is the Laplace transform of pi(r). rt) .0. Then the speed of spread of the forward tail.gi(t) t x 1 . . with xi(s) now measuring the probability that the farthest spread at time m in a specified direction is at least s.. = p(/... the density function of the positions r 1.. so an individual cannot live for k + 1 years or more.. In the forward tail of the distribution of farthest spread. Note that x~°)(s) = 1 if s < 0 and x~°) = 0 if s > 0.r ) dr..fRt~ .. is given by Theorem 3 with this matrix A(A). rt of these offspring in the specified direction relative to the parent is pi(r 1..tn) tn 1- [1 -. where { ~}ij = [tl'ij" 5. we obtain the following equations describing the process: x ! m + l ) ( S ) = ( 1 -.. . Note that x~"~)l(S) -= O..E [1--x(°m)(s.. c is given by Equation (7) with ~. A DEMOGRAPHIC BRANCHING PROCESS MODEL Consider an age-dependent branching process model... k. An individual of age i has a probability/3~ of dying before reaching age i + 1 with /3k = 1. tn)[ ~ t j x } m ) ( r ) ] p i ( s .. conditional on t.x~m)(r)] ' Pi(S r)dr. n..r j ) l P i ( r l ' " " r t ) d r l ' " " d r t ' for i = 1. In this case.~ . given that there was one individual initially of age i at position 0. . for i = 1.. j~l R where /zq is the expected number of offspring of type j from a type i parent..~gi(tl ... using a conditioning argument.

.i+ 1 = (1-/3/-1) for i = 1 . when the original system of equations is nonreducible.Lifx(om)(r)pi(s--r)dr ]. In this paper.I(A) for i = 1. It can be applied to a wide range of biological models in which time and space may be discrete or continuous. and branching processes. as in Equation (1)..I 2 -I. Define {A( A)}il = (1 -/3i_ 1)/zi. the approximate equations in the forward front must be linear. CONCLUSION The saddle point method is a powerful tool. {A( A)}i. . It has already been used for the analysis of continuous time models of epidemics. evolutionary games. RASS In the forward tail of the distribution of farthest spread. Then.. Take M 0 such that 10(m). We have shown the wide range of applicability of the method by applying it to several contact models in genetics. Let P/(A) be the Laplace transform of pi(r)... is given by Theorem 3 with this matrix A(A).k. .. RADCLIFFE AND L./3i)[X~+~(S) q" I. Then the speed of spread of the forward tail. 6. In such cases. For our results to be applicable to such discrete time models. for i = 1.. we have derived the saddle point approximation for discrete time models.I4.. Some care is needed when these equations in the forward front yield a reducible system. where no connected new type can spread at a faster speed. these equations may be approximated by X}m+ 1)($) = ( 1. APPENDIX Proof of Theorem 1. for m > M0.i~ )t As(m)-g[O(m)] {[A( A)]mL(°)( A)}idA = I 1 d. and {A(A)}ij= 0 for j ~ : l or (i +1). where /z/ is the expected number of offspring of an individual of age (i + 1).. c.124 J. k + 1.13 d. write 1 O(m)e-g[°(m)]~ = ~ [O(m)+i~O(m) --e"O(m).1P/.001 < ( 0 0 / 2 ) for m > M 0. the equations are valid only in the forward front for a new type. with nonnegative coefficients y/j. k. Many contact models that fit into the format described can be considered.. Many variations and more-complex models can be written for which the method is still applicable and for which the speed of first spread can be obtained by the saddle point method described in this paper..

. O(m) 1 12 = 2-~ fs< [yl<. i<~ O(m) +/y 1 fly O(m) egtO(m)+iy]_gtO(m)l × {El O(m) + iy] L(°)[ O(m) + iy] }i dy. Take 1 < k ~< 3 / 2 with kO < A.dy. The continuity and positivity of p(x) imply that p>O. In addition.<< d for lyl I> a * . for any d > 0 there exists an a* such that yi/kij(y).kOolp(x). Hence the proof consists of showing that we can choose cz so that 1/11. I3 = )'w~ . Take.aO(m)+ iy e-iys(m) tp [ O(m)]} m X {{A[ O(m) +/y] }'L(°)[ Ofm) + iYl}.kOo].l<80(m)+iye-'Y'('){P[O(m)]}" × {{A[ O(m) + iy]m _ e m logtp[o(m)+ iy]} ×E[ I4 = )-~ 1 fl. the conditions on the contact distributions state that there exist functions kiy(y) that are integrable with IAij(x + iy)l ~ %jkii(y) for all i. and x ~[Oo/2. First. O(m) 1 O(m) + iy] L(°)[ 0 ( m ) +/y] }}i dy.j.The conditions on the x)°)(s) imply that I{Z(°)(x -12/j. From the integrability. and 1131 can each be made less than era/3 for m sufficiently large and some 0 < E < 1.DISCRETE TIME SPATIAL MODELS where 1 II=2-~fl>aJly 125 O(. consider 11.m) e_iys(m) 1 O(m)+iy {p[O(m)] }m × {{A[ 0 ( m ) +/y] }'nL(°)[ O(m) + iY]}idY.kOo]. kOo]. Now dO(m)e_g[O(m)l~_ f8 O(m) egte(m)+~y]_gto(m)] ~__~_80(m)+iy × {E[ O(m) +/y] L(°)[ O(m) + iy] }i dr < II11+ 1121+ 1131. p = minx~tOo/2.. and let m/> M 0 so that O(m) ~ [0o/2. .')}/t:~h for all j and some h and for x~[Oo/2. 1121.

Hence IIl1<~(~) m for this ot and for m>~M o. page 248. 1 1 Next consider 13.00l< 61. are continuous functions of A for all s and IA . there exists a neighborhood IA .]m 1 ? j kit(Y) dy. ) m .Ty# for all i. there exists a D such that t{Es(A)Lt°)(A)}il < D for IA . and the entries of the corresponding idempotent E. Take d = p/2(n . .126 Then for o~ >/a*.1 ) D for any m ~ M o and I A . J.~I(A). Because the eigenvalues of A(00) are distinct.n 1 .. Also/~s(A). Hence IK(A)I ~<ym(n . Because max. Now choose a > a* such that flyI> . In addition.i >a j IL'@ h = E ~ ' ~ YiYfly > I nl..01< B1. define m K(.j. where Re[ p(A)] > I/z.00l< 80.00l< 80 for which A ( A ) h a s distinct eigenvalues /. from Dieudonn6 [27].(A). Then h 1Ill < E -~p "Yiy2-mflyl> akU(Y) dy J for c~ >~ c~*. there exists a positive 81< 80 and y < l such that I/z~(A)/p[Re(A)]I ~<y for s >/2 and IA . Let E(A) = El(A). RASS illl < 2_~ flyI p-m E y#kiy(Y){(dll . In the neighborhood of 0. I ~s(A)l < Re[ p(A)] < p[Re(A)] and hence I/z~(A)/o[Re(A)]I < 1 for s >i 2. .~ 1rp kij(y) dy < 3hY.001 < 8o and s >/2.(A)l for s t> 2. ~ 21/zs(A)/p[Re(A)]l ~ max~l/~s(0o)l P(0o) < 1 as A ~ 00.n 1) and find the corresponding a*.O=(1}( X)] From the continuity of the idempotents and the entries of L<°)(A).. RADCLIFFE ANDL./~n_nl(A) with p(A)-/Zl(A).

then A*. log(3h aF/'tr)/log( ~b/ / 3 )].(x) < Ao(x) • In this case.(81/vr2). Chadam. 2 H.. and the idempotent Es[0(m)] tends to E~(0) as m --. 1 m Then JI21 < ~ b p r o v i d e d m t> M3.0 and hence A*j(x) = 0 • If Yij ~: 0.~ lyl. Vol. 1978. Ed. Therefore P[O(m)]-m{(A[O(m)])ml}i<i=1 p[O(m)] n-n 1 n~. Define A*j(x) = sup8 . pp. J. The theorem then follows by taking • = max(½. 648. consider the integral 12. ~b) and M = M3. Therefore 2ha lI2l ~< --~- p [ 0( m)].F.l ) D S y m for 8 2 < 8 2 . . Finally.~ ~ IAo(x + iy)l. W h e n Yo = 0. Anal. [ 2 ~ r / ( 3 ( n . Now.F.m{(A* [ 0(re)l) ml}i r h a p [ O(m)]-m/3m{(A[ O(m)])ml}i for m >~M 2. Weinberger. because M 2 > / M o. for the a and 8 previously obtained.j such that 3'o ~ 0. H e n c e 1121 ~< (hotF/'n')fl m for m I> M 2. j lim x_~ oo[A*j(x)/Ao(x)] = [A*j(Oo)/Aij(Oo)] < 1.~n1 ~l~s[O(m)] m {IEs[0(m)]l }i < S=I {IEs[0(m)]ll}i <F for some constant F. Asymptotic behavior of a model in population genetics.n 1-1)D)]}. Then 1131~< (1/2~)(n-nt _ .oo for all s. Weinberger. we have ~{L(°)[0(m)+/Y]}jl < h for all j and all m > / M o. so the entries are bounded. Lecture Notes in Mathematics. S/AM Z Math. But A[0(m)] has distinct eigenvalues for m 1> M 1 and hence for m >i M 2.½ 8 2 = ½ 8 ? . Long-time behavior of a class of biological models. 13:353-396 (1982). H e n c e there exists a positive /3 < 1 and an M 2 t> M 1 such that {A'~j[O(m)]/Ao[O(m)]} </3 for m >/M2 and all i. Then 1131 < ~1y m for this 8 and for m > / M 1. y. New York.DISCRETE TIME SPATIAL MODELS 127 Choose MI>_. REFERENCES 1 H. H e n c e A*[0(m)]</3A[O(m)] for all m i> M 2. Springer. ( 8 1 / ¢ 2 ) . w h e r e M 3 = m a x [ M 2 . T a k e 8 = m i n { 8 * . In NonlinearPartialDifferentialEquations and Applications. 47-98. Take ~b =½(1 + /3). then Ao(x + iy) -.M o such that IO(m)-Ool<<.

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