The simulation of random heterogeneous materials is often very expensive. For instance, in a homogenization setting, the homogenized coefficient is defined from the so-called corrector function, that solves a partial differential equation set on the entire space. This is in contrast with the periodic case, where he corrector function solves an equation set on a single periodic cell. As a consequence, in the stochastic setting, the numerical approximation of the corrector function (and therefore of the homogenized coefficient) is a challenging computational task.
In practice, the corrector problem is solved on a truncated domain, and the exact homogenized coefficient is recovered only in the limit of infinitely large domains. As a consequence of this truncation, the approximated homogenized coefficient turns out to be stochastic, even though the exact homogenized coefficient is deterministic. One then has to resort to Monte-Carlo methods, in order to compute the expectation of the (approximated, apparent) homogenized coefficient within a good accuracy. Variance reduction questions thus naturally come into play, in order to increase the accuracy (e.g. reduce the size of the confidence interval) for a fixed computational cost. In this talk, we will present some variance reduction approaches to address this question.[-]

The infinitesimal model is based on the assumption that, conditional on the pedigree, the joint distribution of trait values is multivariate normal, then, selecting parents does not alter the variance amongst offspring. We explain how the infinitesimal model extends to include dominance as well as epistasis. Then, the evolution of a population depends on just a few quantities, which define the components of genetic variance and the inbreeding depression. In practice, the main difficulty in applying the infinitesimal model in the presence of dominance is that one must calculate the probabilities of identity by descent amongst up to four genes, which means that very many identity coefficients must be traced. We show how these coefficients can be calculated and approximated, allowing the infinitesimal model to be applied to help understand the evolutionary consequences of inbreeding depression.[-]

Evolutionary rescue (ER) is the process by which a population, initially destined to extinction due to environmental stress, avoids extinction via adaptive evolution. One of the widely observed pattern of ER (especially in the study of antibiotic resistance) is that it is more likely to occur in mild than in strong stress. This may be due either to purely demographic effects (extinction is faster in strong stress) or to evolutionary effects (adaptation is harder in strong stress). Disentangling the two and predicting the likelihood of ER has important medical or agronomic implications, but also has a strong potential for empirical testing of eco-evolutionary theory, as ER experiments are widespread (at least in microbial systems) and fairly rapid to perform.
Here, I will present results from three recent articles [1-3] where we considered the probability of ER, and the distribution of extinction times, in a classic phenotype-fitness landscape: Fisher's geometric model (FGM). In our (classic) version of the FGM, fitness is a quadratic function of traits, with an optimum that depends on the environment. This model has received some empirical support with respects to its ability to reproduce or even predict patterns of context dependence in mutation effects on fitness (be it environmental or genetic context).
In our FGM-ER scenario, a population is initially adapted to the current optimum (either a clone or at mutation selection balance). The environment shifts abruptly and the optimum position, plus possibly peak height and width are modified. We follow the evolutionary and demographic response to this change, assuming a density-independent demography (which we approximate by continuous branching process CB process or Feller process).
In spite of its simplicity, the FGM displays fairly distinct behaviors depending on the relative strength of selection and mutation: this yields different approaches to deal with the FGM-ER scenario. I will thus present the different approaches we have used so far: from the strong selection, weak mutation regime to the weak mutation strong selection regime, and discuss possible extensions at the transition between these regimes.[-]

In the infinitesimal model, one or several quantitative traits are described as the sum of a genetic and a non-genetic component, the first being distributed within families as a normal random variable centred at the average of the parental genetic components, and with a variance independent of the parental traits. The idea behind the normal distribution of the genetic component is that the genetic part of the trait of interest is the sum of the ‘infinitesimal' contributions of the allelic states at a very large number of loci. This model has been widely used in quantitative genetics, but less so in evolutionary biology and the precise conditionsunder which it holds has remained rather vague. In this talk, we shall provide a mathematical justification of the model as the limit as the number M of loci tends to infinity of a model with Mendelian inheritance, which includes different evolutionary processes (genetic drift, recombination, selection, mutation, population structure, ...). Generalisations of the simple version of the infinitesimal model presented here, as well as some applications, will be presented in the following talks by Nick Barton and Alison Etheridge.[-]

Species live and interact in landscapes where enviornmental conditions vary both in time and space. In the face of this spatial-temporal heterogeneity, species may co-evolve their habitat choices which determine their spatial distributions. To understand this coevolution, I present an analysis of a general class of stochastic Lotka-Volterra models that account for space implicitly. For these equations, a (stochastic) coevolutionarily stable strategy (coESS) is a set of habitat choice strategies for each species that, with high probability, resists invasion attempts from mutant subpopulations utilizing other habitat choice strategies. We show that the coESS is characterized by a system of second-order equations. This characterization implies that the stochastic per-capita growth rates are negative in all occupied patches for all species despite all of the species coexisting. Applying this characterization to the coevolution of habitat-choice of competitors and predator-prey systems identifies under what environmental conditions, natural selection excorcises "the ghost of competition past'' and generates enemy-free and victimless habitats. Collectively, these results highlight the importance of temporal fluctuations, spatial heterogeneity and species interactions on the evolution of species spatial distributions.[-]

We consider the problem of controlling the diffusion coefficient of a diffusion with constant negative drift rate such that the probability of hitting a given lower barrier up to some finite time horizon is minimized. We assume that the diffusion rate can be chosen in a progressively measurable way with values in the interval [0,1]. We prove that the value function is regular, concave in the space variable, and that it solves the associated HJB equation. To do so, we show that the heat equation on a right triangle, with a boundary condition that is discontinuous in the corner, possesses a smooth solution.
Work in Collaboration with Stefan Ankirchner, Nabil Kazi-Tani, Chao Zhou.[-]