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Niche overlap and Hopfield-like interactions in generalized random Lotka-Volterra systems
Phys. Rev. E 108, 034120 – Published 25 September, 2023
Abstract
We study communities emerging from generalized random Lotka-Volterra dynamics with a large number of species with interactions determined by the degree of niche overlap. 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 Hopfield-like interactions. We use tools from the theory of disordered systems, notably dynamic mean-field theory, to characterize 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 behavior 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.
Physics Subject Headings (PhySH)
Article Text
The foundations of the theory of disordered systems date back to the early 1970s . Initially, the aim was to understand certain magnetic states in condensed-matter physics (“spin glasses”) . However, it became clear that applications of the tools developed for disordered systems had a reach far beyond the boundaries of physics. Methods such as replica theory or dynamic generating functionals were quickly adapted and used to answer questions in neural networks and to study the Minority Game (sometimes presented as a simple model of a financial market) or indeed evolutionary bimatrix games and so-called Nash equilibria .
The defining feature of disordered systems is the presence of quenched disorder. That is, the system is made up of many constituents, and the interactions between these are determined by coefficients that are drawn at random at the beginning but then remain fixed as the dynamics of the system unfolds. The disorder leads to complicated energy landscapes. The number of local minima can grow exponentially in the size of the system and is often organized in a hierarchical manner. Dynamic phenomena in disordered systems include ergodicity breaking and so-called ageing .
Ideas and methods from the physics of disordered systems have also been used to study complex ecosystems
The Hopfield model is inspired by structures first used in neural networks . Translated into the language of ecology, the starting point is now a set of species and a set of traits. Each species can either possess or not possess a given trait. This assignment of traits to species, in turn, determines how species will interact. Broadly speaking, the interaction between two species will be more competitive the more traits they share (i.e., the more similar the two species are). This type of interaction structure has also been studied in models combining resources and consumers, both in economics and in ecology . A particularly notable model is that by MacArthur and collaborators . Analyses of random replicator systems with “Hebbian” interactions have shown interesting statistical mechanics and in particular types of phase transition that are different from those seen in replicator systems with Gaussian couplings.
In this paper, we set out to characterize the behavior of a Lotka-Volterra system with Hopfield-like interactions, where we allow for a degree of “mild” dilution (the system is not fully connected, but each species still interacts with an extensive number of other species). A system of replicator equations with such interactions was studied in Ref. . Our aim is to calculate the statistics of fixed points in the phase where such fixed points are attained and identify the onset of instability. As in the system with Gaussian interactions, we find that only a proportion of the initial species survive at stable fixed points. Recent work on Gaussian systems has shown that the reduced interaction matrix (the matrix of interaction coefficients among the surviving species) has intricate statistics. Specifically, its bulk and outlier eigenvalues can be related to different types of dynamic phase transitions. As we will show, the types of phase transition seen in our model differ from those in the Gaussian model. One aim of the current paper is therefore to establish (in simulations) how these transitions relate to the spectra of the interaction matrix of the extant species.
The remainder of the paper is organized as follows. In Sec. we define the model and introduce the necessary notation. Section then contains the mathematical analysis. This is based on so-called generating functionals and dynamic mean-field theory. The phase diagram and further behavior of the model are then discussed in Sec. . In Sec. we finally turn to a study of the spectra of the reduced interaction matrix and their relation to the phase diagram. We conclude the paper with a discussion and an outlook in Sec. .
We will study the following generalized Lotka-Volterra equation (gLVE)
where the
The quantities
The dilution variables
We thus have
Throughout our paper,
Interaction links in our system are directed, that is, an effect of the presence of species
The matrix
In this work, the interspecific interaction is chosen according to a niche overlap heuristic (see e.g., Ref. ). We assume each species is described by a set of binary traits, labeled
We have here set
The traits
We analyze the system in Eq. using dynamic generating functionals, an established method in the theory of disordered systems . This leads to an effective “dynamic mean-field theory.” Similar approaches have been used to study Lotka-Volterra systems with Gaussian random couplings . We note that an alternative approach is based on the so-called cavity method . We also add that the dynamics admit a Liapunov function when
The outcome of the application of these techniques is an effective stochastic process for a “representative species.” The ensemble of realizations of stochastic processes is statistically equivalent to the set of single-species trajectories
The generating functional analysis begins from
where we have introduced the perturbation fields
where the average is over paths
The final outcome of the generating-functional analysis is a set of equations for the dynamic macroscopic order parameters of the problem. For the Lotka-Volterra model these are
where
The order parameters in Eqs. are determined self-consistently from an effective process for a single representative (“mean-field”) species. The procedure to derive the effective equations is well documented ; therefore, we only report the final result (a more detailed derivation can be found in the SM). The effective single-species process for the model is given by
where
The order parameters in Eqs. are to be obtained self-consistently from the following expressions:
where the average
There is no realistic prospect for a general analytical solution of the effective dynamics in Eq. . One alternative is to use Monte Carlo methods to construct sample paths for the effective process and solutions for the dynamic order parameters, for example via the Eissfeller-Opper procedure or using the more recent approach in Ref. . The latter reference explicitly discusses applications to random Lotka-Volterra systems with Gaussian disorder.
Here we will instead follow Refs. and focus on analytical solutions in the parameter regime in which the dynamics approach stable fixed points. This is motivated by observations from the numerical integration of Eq. . We find that, for certain parameters, the system tends to a unique fixed point, which is independent of initial conditions. Figure shows examples of parameter regions in which this is the case. Broadly speaking, we observe two different types of behavior: (i) the population densities converge to a fixed point or (ii) they diverge. These types of behavior occur in different regions of parameter space (Fig. ). There is a thin boundary between the two regions where other behavior (e.g., periodic behavior or persistent irregular motion) can appear, as evidenced by the occasional green or light blue pixel in Fig. . We attribute this to the fact that the system size
Fixed points and divergences of the dynamics in Eq. . Each panel illustrates the behavior of the model for different choices of
We will thus assume that each path in the ensemble of trajectories of the effective process eventually arrives at a unique fixed point,
These relations can be understood as follows: If all realizations of the effective dynamics approach stationary values, then
where
From now on, we will write
Setting the time derivative on the left-hand side of Eq. to zero and using Eqs. we find
For a given value of
For given order parameters
Given that
Using this fixed-point ansatz, the relations for the order parameters in Eq. can be written in the following form :
where
for
Equations together with Eq. form a closed set for the set of unknowns
Recalling that
Equations can be solved parametrically. We fix
In detail, we find the following cubic equation for
Further, we have from Eqs. ,
where the
The relations in Eqs. and are also valid for
The validity of the predictions from Eqs. and is confirmed by direct numerical integration of the gLVE in Fig. .
Test of analytical predictions for the order parameters against numerical simulations. The figure shows the fraction of surviving species
The first and second relations in Eqs. indicate that the order parameters
The fully connected system also shows two types of divergences: (i) The quantities
We note that the divergencies resulting from
The system also shows a linear instability which can be identified using the procedure established in Refs. . We write
with
where
When
Equation , together with the observation that the denominator in this equation is strictly positive, implies that
For fixed points
To identify the onset of linear instability we follow Refs. . We move to Fourier space, writing
Focusing on the mode with
The left-hand side is manifestly non-negative, so a change of sign of the expression inside the square bracket on the right-hand side indicates an inconsistency (and divergence of
For
From this, we conclude that in our model the linear instability is always accompanied by the instability with diverging mean abundance. This is markedly different from the behavior of the gLVE model with Gaussian random interactions. In this Gaussian model there are instances where the linear instability sets in as the variance of interactions is increased, but where abundances remain finite and the divergence only occurs at a later point at even higher variance of the interactions. This leads to a phase with multiple attractors between the two transitions . Our analysis indicates that the model with Hopfield-like couplings does not have such a multiple-attractor regime.
The phase diagram of the fully connected model is shown in Fig. . We recall that, for
Phase behavior of the fully connected model (
The two types of trajectory in the stable and divergent phases are illustrated in Fig. . In the stable phase the system reaches a fixed point for any one realization of the interaction matrix (two examples are illustrated in green and red, respectively).
Figure also shows two examples in which the species abundances diverge (blue and orange). The divergence occurs at a finite time. We will discuss this further in Sec. .
Figure shows how the phase diagram for the system with
Phase diagram for different choices of the connectivity
The phase diagrams in Figs. and show that the system is in the stable phase for small values of
Conversely, for low values of
The most interesting behavior takes place at the phase boundary, where the effect of the intraspecific and interspecific nonlinearities are of comparable magnitude. From Eqs. and we can conclude that
We further note that decreasing the value of the symmetry parameter
Interestingly, the effect of varying the “connectance”
As mentioned earlier, the divergence of the abundances in the divergent phase occurs at finite time. This has previously been reported in the model with Gaussian interactions and can be justified heuristically from the Lotka-Volterra equations. Indeed, Eq. has a second-order nonlinearity in the abundances
Figure shows the time,
Finite-time divergence of abundances. The heatmaps indicate the time,
Reference recently established a close connection between different instabilities in the Gaussian random Lotka-Volterra model and the eigenvalue spectrum of the interaction matrix of the surviving species. More specifically, the spectrum of this reduced interaction matrix is composed of a bulk region and a potential outlier eigenvalue. As parameters are changed (starting from within the stable phase), either the bulk spectrum or the outlier eigenvalue can cross into the right half of the complex plane. In the Gaussian model, the crossing of the outlier is associated with a transition marked by the divergence of abundances and a crossing of the bulk with a linear instability.
In this section, we explore in numerical simulations how the different transitions in the gLVE model with Hopfield-like interactions relate to the eigenvalue spectrum of the matrix of interactions between surviving species. Before we discuss the spectra of the reduced interaction matrix, we make a few remarks on the initial interaction matrix Calculating the correlations between pairs of elements we obtain where we have used Eq. and the fact that Based on a theory that only takes into account correlations between diagonally opposed matrix entries, one might then expect an elliptic spectrum , with support given by the ellipse with We now conclude the analysis of the model with a numerical study of the spectra of the reduced interaction matrix, that is, the interaction matrix between species that survive at the fixed points of the gLVE. Figure shows the spectra of this matrix for the case In Fig. we study the fully connected system for two different values of the self-interaction strength Figure focuses on the case Figure shows a scenario in which The connection between the different types of transition and the behavior of the spectrum of the reduced interaction matrix is shown in Table . We recall that the mean abundance and the second moment of the abundances diverge at all transitions and that the onset of the linear instability always coincides with the point of diverging abundances. There are thus only two types of transition, one in which the susceptibility remains finite ( We stress that these are numerical observations and that these findings should therefore be seen mostly as conjectures at this point. In principle, the spectrum of the reduced interaction matrix can likely be calculated in our model, adapting the method used in Ref. . However, this involves a substantial calculation and is beyond the scope of the current paper.
To summarize, we have carried out a generating functional analysis of a random generalized Lotka-Volterra system with interactions determined by niche overlap. Species interactions in the model are governed by Hopfield-like couplings subject to mild dilution (the remaining connectivity is still extensive). We have computed the statistics of surviving species in the stable fixed-point phase, and we have analytically determined the onset of instability. Similarly to the gLVE with Gaussian interactions, asymmetry in the connectivity matrix promotes stability. That is, the system becomes more stable when there is a larger fraction of unidirectional interactions (
Our analysis shows two types of transitions to divergent abundances, one in which the integrated response
Numerical simulations provide evidence that the transition at which the integrated response remains finite (
These findings in simulations reinforce the intriguing analytical result obtained recently in Ref. . Namely, the eigenvalues of the interaction matrix in the community of surviving species can be used to decide the stability of feasible equilibria, that is, fixed points with non-negative species abundances. In the traditional approach to ecosystem stability by Robert May , based on the eigenvalue spectra of random matrices, no actual dynamics are specified, and the feasibility of the assumed equilibria remains unclear. Any fixed point of the generalized Lotka-Volterra model on the contrary is feasible by construction. The study of the spectra of reduced interaction matrices resulting from Lotka-Volterra dynamics can therefore contribute to establishing how May's approach can be adapted to include feasible equilibria. Noting that previous work has shown that the statistics of the reduced interaction matrix in random Lotka-Volterra models can be quite different from those of the original interaction matrix, it would be interesting to study the statistics of the
On a broader level, our study highlights two common facets of work on the statistical physics of complex systems, which were also seen for example in the early 1980s to 1990s when physicists studied neural networks or the early 2000s to 2010 when a number of physicists worked on the Minority Game. On the one hand, tools from physics can make a difference in problems from other disciplines. In our system (and other models of complex ecosystems more generally) this is the study of feasible equilibria with methods from spin-glass physics. At the same time, studying problems arising in other areas can reveal new types of physics and complexity, which one would perhaps not find within the strict boundaries of traditional physics. In our case, these are the different types of phase transition in the generalized Lotka-Volterra model. We think that this mutually beneficial relation of physics and adjacent disciplines is what makes the field of complex systems particularly attractive.
Partial financial support has been received from the Agencia Estatal de Investigación and Fondo Europeo de Desarrollo Regional (FEDER, UE) under Project APASOS (PID2021-122256NB-C21/PID2021-122256NB-C22) and the Maria de Maeztu program for Units of Excellence, CEX2021-001164-M, funded by MCIN/AEI/10.13039/501100011033.
For the numerical integration of the gLVE we use scypi's solve_ivp function, which uses a RK45 integration scheme.
To determine the fraction of survivors we count the number of species above a threshold abundance of
The second source of error comes from the fact there is no “gap” between zero and the lowest nonzero abundance [see the clipped Gaussian Eq. ]. This implies that for any value of the threshold, there is a nonzero probability of finding equilibrium abundances below it. A possible solution, making use of the facts that in simulations
As part of our measurements, it is necessary to detect divergences in the species' abundances. To detect this divergence we have used the failure of the integration method as an indicator. Indeed, as the abundances grow with each iteration, so does the estimated error used to adapt the step size. This causes the solver to lower the time step until it eventually drops below machine precision, at which point integration is stopped. The agreement of the theoretical and numerical phase boundaries in Fig. confirms the validity of this method.
The parametric solution for the order parameters of the fully connected system (
The functions
Keeping Eq. in mind one sees that
The weak interaction limit
Next we compute the value of
which we can check always has
As expected, these values are independent of
There are two different scenarios for the limit
(1) If
This implies that both
(2) The other type of transition occurs when
We note from these expansions that
Supplemental Material
Additional details of calculations and analysis.
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