Individual-based models for adaptive diversification in high-dimensional phenotype spaces
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Publication:304823
DOI10.1016/J.JTBI.2015.10.009zbMATH Open1343.92350arXiv1507.04416OpenAlexW1806649701WikidataQ46635025 ScholiaQ46635025MaRDI QIDQ304823FDOQ304823
Authors: Iaroslav Ispolatov, Vaibhav Madhok, Michael Doebeli 
Publication date: 26 August 2016
Published in: Journal of Theoretical Biology (Search for Journal in Brave)
Abstract: Most theories of evolutionary diversification are based on equilibrium assumptions: they are either based on optimality arguments involving static fitness landscapes, or they assume that populations first evolve to an equilibrium state before diversification occurs, as exemplified by the concept of evolutionary branching points in adaptive dynamics theory. Recent results indicate that adaptive dynamics may often not converge to equilibrium points and instead generate complicated trajectories if evolution takes place in high-dimensional phenotype spaces. Even though some analytical results on diversification in complex phenotype spaces are available, to study this problem in general we need to reconstruct individual-based models from the adaptive dynamics generating the non-equilibrium dynamics. Here we first provide a method to construct individual-based models such that they faithfully reproduce the given adaptive dynamics attractor without diversification. We then show that a propensity to diversify can by introduced by adding Gaussian competition terms that generate frequency dependence while still preserving the same adaptive dynamics. For sufficiently strong competition, the disruptive selection generated by frequency-dependence overcomes the directional evolution along the selection gradient and leads to diversification in phenotypic directions that are orthogonal to the selection gradient.
Full work available at URL: https://arxiv.org/abs/1507.04416
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Cites Work
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Cited In (7)
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- Modeling a trait-dependent diversification process coupled with molecular evolution on a random species tree
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