990 resultados para STOCHASTIC PROCESSES
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RÉSUMÉ Une espèce est rarement composée d'une population unique. Parce que les individus ont des capacités de dispersion limitées et que les paysages sont des mosaïques d'habitats, la plupart des espèces sont plutôt composées de sous-populations connectées par la migration. Cette variation spatiale influence directement la distribution de la variabilité génétique dans et entre les populations. Durant ce travail, nous avons abordé certains des processus populationnels qui ont joué un rôle supposé dans l'apparition de nouvelles espèces au sein du genre Trochulus. Plus précisément, nous avons tenté d'évaluer les impacts respectifs de l'isolement passé (facteurs historiques) et présent (facteurs locaux). Nous avons d'abord pu montrer que les faibles capacités de dispersion des escargots terrestres ont directement influencé leur histoire évolutive à toutes les échelles spatiales et temporelles. En réduisant l'effet homogénéisant de la migration, une faible dispersion maintient dans les populations les traces génétiques d'évènements passés. A l'échelle de la distribution globale de Trochulus villosus, ces traces ont permis de reconstruire une histoire faite d'isolements et d'expansions de populations. En combinant des données génétiques avec une modélisation de la niche climatique passée, il a été possible de proposer un scénario significativement meilleur que toutes les hypothèses alternatives que nous avons testées. A l'échelle locale par contre, l'héritage historique est difficile à distinguer de la dynamique actuelle. Ce fut le cas des lignées mitochondriales du complexe sericeus-hispidus : les deux principales lignées étaient phylogénétiquement éloignées, avaient eu des démographies passées différentes et corrélaient avec des différences morphologiques. D'un autre côté, le flux de gène nucléaire était fort, contredisant l'idée de deux espèces cryptiques isolées reproductivement. Pour pouvoir conclure à la présence ou non de deux espèces, il nous a manqué des informations locales sur la dynamique des populations et les conditions écologiques que l'on trouve dans la région d'étude. Enfin, nous avons pu souligner que la connectivité entre populations d'escargots est soumise à la qualité des habitats et à leur organisation spatiale. Les escargots sont dépendants d'un habitat et s'y adaptent, comme l'indiquent la présence de «poils » uniquement sur la coquille d'espèces vivant dans des habitats humides ou la corrélation entre morphologie et habitat au sein du complexe sericeus-hispidus. Logiquement donc, les escargots migrent préférentiellement au travers d'habitats favorables comme l'a montré la réduction de flux de gènes au travers des prairies chez T. villosus (une espèce forestière). De ces données, nous pouvons supposer que les populations d'escargots en particulier, et des espèces à faible dispersion en général, ont de fortes chances d'être affectées par les changements climatiques, avec de probables implications pour leurs histoires évolutives. SUMMARY : Species rarely consists in a single population. Because individuals have limited dispersal abilities, because landscapes are habitat patchworks, most species are made of several subpopulations connected by migration. This spatial variation has consequences on the distribution of genetic diversity within and between populations, creating a structure among the populations. During the present work, we investigated some of the population processes assumed to have played an important role on the speciation within the genus Trochulus. More specifically, we questioned the respective impacts of past (historical factors) or present (local factors) population isolations. We first could show that the poor dispersal abilities of land snails have had profound impacts on their evolutionary histories at all spatial and temporal scales. Low dispersal maintains a strong signature of past events in the populations by minimising the homogenising effects of geneflow. At the scale of Trochulus villosus global distribution, they allowed to retrieve the detailed history of this species population isolations and expansions. Combining a large genetic dataset with paleo-climatic niche modelling ended up with a historical scenario significantly better than all traditional alternatives we tested. At local scale on the contrary, past events become difficult to tease apart from ongoing processes. This was the case for the divergent mitochondria) lineages within the sericeus-hispidus complex: the two principal lineages appeared to be phylogenetically distant, to have experienced different demographic histories and to correlate with morphological differences. On the other hand, nuclear (present day) geneflow was high, contradicting the idea of two reproductively isolated cryptic species. Information on the local population dynamics and environmental conditions are lacking to be able to decide whether past isolation has indeed resulted here in new species. Finally, we emphasised the importance of the habitat types present in a landscape as well as their spatial organisation for the population connectivity of land snails. These species are tightly dependent on a habitat and adapt to it as shown by thé occurrence of hair-like structures only in species living in humid environments or by the correlation between shell morphology and habitat in the sericeus-hispidus complex. As a result, land snails preferentially migrate through favourable habitats: Trochulus villosus, a forest species, had its geneflow significantly reduced across meadows. From these data, we can hypothesise that the populations of land snails in particular and of low dispersing species in general are likely to be strongly affected by the ongoing climate changes, with potential major consequences on their evolutionary histories.
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Estudi realitzat a partir d’una estada al Centro de Estudos Geograficos de la Universidade de Lisboa, Portugal, entre 2011 i 2012. En aquest grup he desenvolupat la meva recerca focalitzada en ambients polars en presència de permafrost, concretament centrada en l’extrem nord-occidental de la Península Antàrtica (Shetland del Sud) i a l’Alt Àrtic (Svalvard). Ambdós àrees han registrat un augment de temperatura molt significatiu les darreres dècades. La meva recerca ha contemplat l’anàlisi de registres sedimentaris (lacustres, eòlics, vessant) i la monitorització de processos geomorfològics actuals a fi efecte d’entendre la dinàmica ambiental present i passada (i.e. clima). Amb aquesta finalitat he realitzat tres campanyes de treball de camp a l’Antàrtida i dues a l’Àrtic. El posterior treball de laboratori i d’oficina està propiciant nombroses publicacions que donen fe dels èxits assolits. A més, cal enfatitzar altres activitats desenvolupades durant la BP-A: coneixement de com organitzar i gestionar una campanya antàrtica, docència universitària, participació en comitès, associacions i tribunals de tesis doctorals, organització i participació en nombroses conferències, treball de camp en noves àrees d’estudi, referee per revistes internacionals, etc. Tanmateix, la concessió del projecte de recerca HOLOANTAR, del qual en sóc l’Investigador Responsable, ha estat l’èxit més important d’aquesta estada. Aquest projecte m’està conferint la capacitat de gestionar i integrar la recerca de 16 investigadors de diferents nacionalitats des d’una perspectiva multidisciplinar. Tothora, cal remarcar que no s’ha assolit un dels èxits que pretenia el meu projecte de BP-A: la transferència del bagatge i coneixement adquirit al sistema de recerca català. Malgrat haver presentat la meva candidatura per un contracte BP-B per tal que aquest background après a l’estranger revertís a Catalunya, el procés de selecció emprat en la convocatòria ho ha impedit i m’obliga a continuar la meva recerca a l’estranger.
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A complete life cycle model for northern corn rootworm, Diabrotica barberi Smith and Lawrence, is developed using a published single-season model of adult population dynamics and data from field experiments. Temperature-dependent development and age-dependent advancement determine adult population dynamics and oviposition, while a simple stochastic hatch and density-dependent larval survival model determine adult emergence. Dispersal is not modeled. To evaluate the long-run performance of the model, stochastically generated daily air and soil temperatures are used for 100-year simulations for a variety of corn planting and flowering dates in Ithaca, NY, and Brookings, SD. Once the model is corrected for a bias in oviposition, model predictions for both locations are consistent with anecdotal field data. Extinctions still occur, but these may be consistent with northern corn rootworm metapopulation dynamics.
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Host-pathogen interactions are a major evolutionary force promoting local adaptation. Genes of the major histocompatibility complex (MHC) represent unique candidates to investigate evolutionary processes driving local adaptation to parasite communities. The present study aimed at identifying the relative roles of neutral and adaptive processes driving the evolution of MHC class IIB (MHCIIB) genes in natural populations of European minnows (Phoxinus phoxinus). To this end, we isolated and genotyped exon 2 of two MHCIIB gene duplicates (DAB1 and DAB3) and 1665 amplified fragment length polymorphism (AFLP) markers in nine populations, and characterized local bacterial communities by 16S rDNA barcoding using 454 amplicon sequencing. Both MHCIIB loci exhibited signs of historical balancing selection. Whereas genetic differentiation exceeded that of neutral markers at both loci, the populations' genetic diversities were positively correlated with local pathogen diversities only at DAB3. Overall, our results suggest pathogen-mediated local adaptation in European minnows at both MHCIIB loci. While at DAB1 selection appears to favor different alleles among populations, this is only partially the case in DAB3, which appears to be locally adapted to pathogen communities in terms of genetic diversity. These results provide new insights into the importance of host-pathogen interactions in driving local adaptation in the European minnow, and highlight that the importance of adaptive processes driving MHCIIB gene evolution may differ among duplicates within species, presumably as a consequence of alternative selective regimes or different genomic context.
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Developing a sense of identity is a crucial psychosocial task for young people. The purpose of this study was to evaluate identity development in French-speaking adolescents and emerging adults (in France and Switzerland) using a process-oriented model of identity formation including five dimensions (i.e., exploration in breadth, commitment making, exploration in depth, identification with commitment, and ruminative exploration). The study included participants from three different samples (total N = 2239, 66.7% women): two samples of emerging adult student and one sample of adolescents. Results confirmed the hypothesized five-factor dimensional model of identity in our three samples and provided evidence for convergent validity of the model. The results also indicated that exploration in depth might be subdivided in two aspects: a first form of exploration in depth leading to a better understanding and to an increase of the strength of current commitments and a second form of exploration in depth leading to a re-evaluation and a reconsideration of current commitments. Further, the identity status cluster solution that emerged is globally in line with previous literature (i.e., achievement, foreclosure, moratorium, carefree diffusion, diffused diffusion, undifferentiated). However, despite a structural similarity, we found variations in identity profiles because identity development is shaped by cultural context. These specific variations are discussed in light of social, educational and economic differences between France and the French-speaking part of Switzerland. Implications and suggestions for future research are offered.
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In this paper we proose the infimum of the Arrow-Pratt index of absoluterisk aversion as a measure of global risk aversion of a utility function.We then show that, for any given arbitrary pair of distributions, thereexists a threshold level of global risk aversion such that all increasingconcave utility functions with at least as much global risk aversion wouldrank the two distributions in the same way. Furthermore, this thresholdlevel is sharp in the sense that, for any lower level of global riskaversion, we can find two utility functions in this class yielding oppositepreference relations for the two distributions.
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The achievable region approach seeks solutions to stochastic optimisation problems by: (i) characterising the space of all possible performances(the achievable region) of the system of interest, and (ii) optimisingthe overall system-wide performance objective over this space. This isradically different from conventional formulations based on dynamicprogramming. The approach is explained with reference to a simpletwo-class queueing system. Powerful new methodologies due to the authorsand co-workers are deployed to analyse a general multiclass queueingsystem with parallel servers and then to develop an approach to optimalload distribution across a network of interconnected stations. Finally,the approach is used for the first time to analyse a class of intensitycontrol problems.
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We survey the population genetic basis of social evolution, using a logically consistent set of arguments to cover a wide range of biological scenarios. We start by reconsidering Hamilton's (Hamilton 1964 J. Theoret. Biol. 7, 1-16 (doi:10.1016/0022-5193(64)90038-4)) results for selection on a social trait under the assumptions of additive gene action, weak selection and constant environment and demography. This yields a prediction for the direction of allele frequency change in terms of phenotypic costs and benefits and genealogical concepts of relatedness, which holds for any frequency of the trait in the population, and provides the foundation for further developments and extensions. We then allow for any type of gene interaction within and between individuals, strong selection and fluctuating environments and demography, which may depend on the evolving trait itself. We reach three conclusions pertaining to selection on social behaviours under broad conditions. (i) Selection can be understood by focusing on a one-generation change in mean allele frequency, a computation which underpins the utility of reproductive value weights; (ii) in large populations under the assumptions of additive gene action and weak selection, this change is of constant sign for any allele frequency and is predicted by a phenotypic selection gradient; (iii) under the assumptions of trait substitution sequences, such phenotypic selection gradients suffice to characterize long-term multi-dimensional stochastic evolution, with almost no knowledge about the genetic details underlying the coevolving traits. Having such simple results about the effect of selection regardless of population structure and type of social interactions can help to delineate the common features of distinct biological processes. Finally, we clarify some persistent divergences within social evolution theory, with respect to exactness, synergies, maximization, dynamic sufficiency and the role of genetic arguments.
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Most research on single machine scheduling has assumedthe linearity of job holding costs, which is arguablynot appropriate in some applications. This motivates ourstudy of a model for scheduling $n$ classes of stochasticjobs on a single machine, with the objective of minimizingthe total expected holding cost (discounted or undiscounted). We allow general holding cost rates that are separable,nondecreasing and convex on the number of jobs in eachclass. We formulate the problem as a linear program overa certain greedoid polytope, and establish that it issolved optimally by a dynamic (priority) index rule,whichextends the classical Smith's rule (1956) for the linearcase. Unlike Smith's indices, defined for each class, ournew indices are defined for each extended class, consistingof a class and a number of jobs in that class, and yieldan optimal dynamic index rule: work at each time on a jobwhose current extended class has larger index. We furthershow that the indices possess a decomposition property,as they are computed separately for each class, andinterpret them in economic terms as marginal expected cost rate reductions per unit of expected processing time.We establish the results by deploying a methodology recentlyintroduced by us [J. Niño-Mora (1999). "Restless bandits,partial conservation laws, and indexability. "Forthcomingin Advances in Applied Probability Vol. 33 No. 1, 2001],based on the satisfaction by performance measures of partialconservation laws (PCL) (which extend the generalizedconservation laws of Bertsimas and Niño-Mora (1996)):PCL provide a polyhedral framework for establishing theoptimality of index policies with special structure inscheduling problems under admissible objectives, which weapply to the model of concern.
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Using a suitable Hull and White type formula we develop a methodology to obtain asecond order approximation to the implied volatility for very short maturities. Using thisapproximation we accurately calibrate the full set of parameters of the Heston model. Oneof the reasons that makes our calibration for short maturities so accurate is that we alsotake into account the term-structure for large maturities. We may say that calibration isnot "memoryless", in the sense that the option's behavior far away from maturity doesinfluence calibration when the option gets close to expiration. Our results provide a wayto perform a quick calibration of a closed-form approximation to vanilla options that canthen be used to price exotic derivatives. The methodology is simple, accurate, fast, andit requires a minimal computational cost.
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In this paper we study the dynamic behavior of the term structureof Interbank interest rates and the pricing of options on interest ratesensitive securities. We posit a generalized single factor model withjumps to take into account external influences in the market. Daily datais used to test for jump effects. Qualitative examination of the linkagebetween Monetary Authorities' interventions and jumps are studied. Pricingresults suggests a systematic underpricing in bonds and call options ifthe jumps component is not included. However, the pricing of put optionson bonds presents indeterminacies.
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A new algorithm called the parameterized expectations approach(PEA) for solving dynamic stochastic models under rational expectationsis developed and its advantages and disadvantages are discussed. Thisalgorithm can, in principle, approximate the true equilibrium arbitrarilywell. Also, this algorithm works from the Euler equations, so that theequilibrium does not have to be cast in the form of a planner's problem.Monte--Carlo integration and the absence of grids on the state variables,cause the computation costs not to go up exponentially when the numberof state variables or the exogenous shocks in the economy increase. \\As an application we analyze an asset pricing model with endogenousproduction. We analyze its implications for time dependence of volatilityof stock returns and the term structure of interest rates. We argue thatthis model can generate hump--shaped term structures.