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Performing Sensitivity Analysis for
Ecological Models Michael Mikucki
Colorado State University
21 November 2009
Stage Structured Ecological Models Discrete Time: Iterated
Maps Previous Talk by Reid
Thornton Life cycles grouped in
states Transitioning between
states: probabilities
Continuous Time: Differential Equations
Sensitivity Analysis What is sensitivity?
States x1, x2, …, xi
Parameters p1, p2, …, pj
Initial Conditions x10, x20
, …, xi0
(treated as pj+1, …, pj+i) Relative change in state
with respect to a parameter Interpretation
What are the benefits? Data Collection Management Strategies
Linear Sensitivity Calculations Linear maps for ecological systems
xt+1 = Axt
xt is vector of states evaluated at time t A is the transition matrix defining the system
Sensitivity of state xi with respect to parameter pj = dxi/dpj (at time t) dxt+1/dp = (dA/dp)xt + A(dxt/dp)
Easy to calculate
Adding Nonlinearity (Caswell 2009) 2 states
x1 – Juveniles x2 – Adults
4 parameters f – adult fertility σ1 – juvenile survival σ2 – adult survival γ – maturation
probability
xt+1 = Axt where
Suppose σ1 depends on states
A depends on p and xdA/dp = (∂A/∂x)(dx/dp) + ∂A/∂p
Caswell: Perturbation Analysis of Nonlinear Models (2009)
Adding Nonlinearity (Caswell 2009)
Caswell: Perturbation Analysis of Nonlinear Models (2009)
Adding Nonlinearity (Caswell 2009) Found ∂A/∂p and ∂A/∂x Given initial values for f, γ, σ, σ2, we can iterate dx/dp
in time
dxt+1/dp = (dA/dp)xt + A(dxt/dp)
= [(∂A/∂p) + (∂A/∂xt)(dxt/dp)] xt + A(dxt/dp)
Most difficult nonlinear sensitivity analysis to date Increasingly difficult with more complicated models
Caswell: Perturbation Analysis of Nonlinear Models (2009)
Form of Nonlinear Model Caswell Example form
x(p,t+1) = A(x(p,t),p)*x(p,t) Sensitivity of Caswell Example form
dx(t+1)/dp =
[(∂A/∂p) + (∂A/∂xt)(dxt/dp)] xt + A(dxt/dp) Treat as x(p,t+1) = g(x(p,t),p))
dx(t+1)/dp = (∂g/∂x)(dx/dp) + ∂g/∂p
Caswell Example Rewritten Want form x(t+1,p) = g(x(t,p),p)
dx(t+1)/dp = (∂g/∂x)(dx/dp) + ∂g/∂p
f f
The Need for a Computerized System
Pine Model by R. Thornton Nonlinear form 12 states, 29 parameters
= 348 derivatives Longest derivative required 3,241 characters (no
spaces) Total of 97,846 characters (no spaces)
Automated differentiation
Graphical User Interface (GUI) Direct Implementation
Model Equations Parameters Initial conditions Number of Iterations
Indirect Implementation Create own Maple code to
input the above information General outline provided
Press “Create Matlab files using Maple” button
GUI Technology Creates MATLAB files using Maple
Automatic differentiation Maple: ∂g/∂x, ∂g/∂p
MATLAB executes files by iterating dx/dp over time
Requires MATLAB 7.8.0 (R2009a), Maple 13, and “Maple toolbox for MATLAB”
Sensitivity Manipulation Amount of plots (IPlot) Want only specific states (IList) Want only specific parameters (KList) Want sensitivities at specific iterations Want linear combination of solutions
Example: Sum/difference of 2 classes QOI = < ψ, x > d(QOI)/dp = < ψ, dx/dp >
Implementation of the GUI Input Quantity of
Interest Information Iplot, IList, KList Ψ Vector, QOI Times
Press the “Execute Matlab files” button
Continuous-time Sensitivity ODE extension
x(t+1) = g(x(t,p),p) dx/dt = g(x(t,p),p)
Let z = dx/dp dz/dt = d/dt (dx/dp) = d/dp (dx/dt) **sensitivity of dx/dt
= d/dp (g(x(t,p),p)) = (∂g/∂x)(dx/dp) + (∂g/∂p)
= (∂g/∂x)z + ∂g/∂p Numerical Error in dz/dt evaluation
Can do sensitivity analysis for continuous nonlinear models SIR, cellular processes, Hodgkin Huxley, electrical circuits
Conclusions Sensitivity analysis is crucial for ecological
models Discrete or continuous models
Need for automated differentiation (GUI) Complicated models Edits to the model
Extensions of the GUI lead to further research Numerical error in continuous model analysis Adjoint techniques in solving data
AcknowledgementsSimon Tavener, Mike Antolin
Colorado State University
Funded in part by National Science Foundation
Anna Schoettle
United States Forest Service