heterogeneous case
This Appendix is similar to some appendices of Parvinen et al. (2017), and only given for completeness.
C.1 Proof of the first-order results (Theorem 1)
In this part of the Appendix, our aim is to provide a proof for Theorem 1, which gives an explicit expression for the selection gradient in terms of derivatives of the fecundity functions. This proof consists of two parts. As explained in Section 3, the vectorωkneeded in the calculation of metapopulation fitness is obtained by solving a system of linear equations. Therefore, we first use the implicit function theorem to obtain an explicit expression for the first derivative of metapopulation fitness.
Second, by taking advantage of symmetry properties of the fecundity function, we obtain the equation presented in Theorem 1. Throughout the appendix we will use the notations
L1 ={1,2,3, . . . , nk}T, and in more general, Lj ={1j,2j,3j, . . . , njk}T. (C.1) The dimension of these vectors depends on the patch type through nk, but for notational simplicity we simply write Lj below, because the correct dimension is obvious from the context.
Equations involving vectors Lj, the vector ωk, and the matrix Tk needed in the proof are derived in C.3.
Since Rm=PN
k=1πkEkTωk, the metapopulation fitness gradient is Dm(sres) = ∂
∂smutRm
smut=sres
= XN k=1
πk EkTω′k+Ek′Tωk
. (C.2)
Vectors Ek and ωk have an intuitive meaning. The elements Ek,i describe the expected number of successful emigrants from a patch of type k with i mutants, and ωk,i is the average time that a mutant colony in a patch of type k spends in state withimutants (the sojourn time). The metapopulation fitness (reproduction number) Rm is the average number of successful emigrants of a mutant colony, where averaging is taken also over different patch types. The first component inside the parenthesis of (C.2), (EkTωk′), describes how a (first-order) change in the sojourn time affects the total number of emigrants of the colony, provided that the emigrant production in each patch of type k remains fixed. The second term (Ek′Tωk) describes the effect of changed emigrant production (first-order) in each patch of typek, provided that the sojourn times remain fixed. These two first-order components together, averaged over patch types, form the fitness gradient.
Proposition 4. The metapopulation fitness gradient can be written as Proof. According to equation (2.15), the sojourn times ωk are implicitly defined by (I−Tk)ωk =αk,0. From the implicit function theorem we have From (C.4) and (C.6) it follows that
EkTω′k=VkLT1 and thus (C.2) becomes (C.3).
Next, we want to write (C.3) in a more accessible form. For this purpose, by differentiating (2.3) and (2.4) we obtain
Fk,res′ (i) = ∂
Let us now investigate the first term of (C.3). According to (C.23) we have (LT1Tk)i =nkpk,i. By differentiating pk,i (Equation 2.10) we obtain where the second equality follows from (C.8) and (3.1). The coefficients Ki are
K1 = (1−dk)(Fk,S −Fk,D) K2 = 1−dk
nk
[dknkFk,D−(1−dk)(Fk,S−Fk,D)]. (C.10)
Therefore
∂
∂smutLT1Tk= 1
Fk,res0 [K1L1 +K2L2]. (C.11) Then consider the second term of (C.3). By differentiating (2.13) we obtain
Ek,i′ = ∂ By using (C.8) we obtain
Ek′ =Vk
dk
Fk,res0 [(Fk,S −Fk,D)L1+Fk,DL2]. (C.13) By combining (C.3) with (C.11) and (C.13), and then applying expressions (C.28) for LT1ωk and (C.30) forLT2ωk, we obtain (3.5).
C.2 Proof of second-order results (Theorem 3)
In this part of the appendix, we prove Theorem 3, which gives an explicit expression for the second derivative of the metapopulation fitness (with respect to the strategy of the mutant) in terms of derivatives of the fecundity function. Analogously to C.1, we first use the implicit function theorem, and then use symmetry properties of the fecundity function.
Differentiating Rm (Equation 2.16) two times we obtain
∂2
smut=sres. The second-order effects of a mutation on metapop-ulation fitness thus contain second-order effects on sojourn time ωk, provided that emigrant production Ek remains fixed (first term), and second-order effects on emigrant production, provided that the sojourn time remains fixed (third term), and finally first-order effects on both (second term).
Proposition 5. The second derivative (C.14) can be written as
∂2
Proof. Consider the terms of (C.14). We can use the implicit function theorem to obtain
Based on (C.16) and (C.6) we have for smut =sres
EkTωk′′ =VkLT1
∂2
∂s2mutTk
ωk+ 2 ∂
∂smutTk
ωk′
. (C.17)
We investigate the three terms of the expression (C.15) for the second derivative in turns. First look at the component ∂s∂22
mut LT1Tk
. According to (C.23) we have (LT1Tk)i =nkpk,i. By differentiating pk,i (Equation 2.10) and using
∂2
∂s2mutFresi (sres, smut)
smut=sres =iFk,DD+i(i−1)Fk,DD′,
∂2
∂s2mutFmuti (sres, smut)
smut=sres =Fk,SS+ (i−1)Fk,DD+ 2(i−1)Fk,SD
+ (i−1)(i−2)Fk,DD′.
(C.18)
we obtain
∂2
∂s2mutnkpk,i
smut=sres
=A1i+A2i2+A3i3, (C.19) where
A1 = (1−dk)(−Fk,DD+ 2Fk,DD′ −2Fk,SD+Fk,SS)
Fk,res0 . (C.20)
Also the expressions for A2 and A3 depend on dk and the derivatives of the fecun-dity function, but they are quite lengthy. For details, see the electronic supple-ment of Parvinen et al. (2017). We obtain
∂2
∂s2mut LT1Tk
ωk = (A1LT1 +A2LT2 + A3LT3)ωk, and by using (C.28), (C.30) and (C.31) we get the first part ready. It is not shown separately, since we only need the sum in (C.15).
Concerning the second term, ∂s∂mut LT1Tk
is given by (C.11) and Ek′T is given by (C.13). We need to calculate their product with ωk′, obtained from (C.4). For this purpose we first need expressions (C.32) and (C.33) forLj(I−Tk)−1, thereafter (C.11) and (C.34) for ∂s∂mut (LjTk), and finally (C.28), (C.30) and (C.31) forLTi ωk
to obtain an explicit expression (not shown separately).
The third term is obtained by differentiating Ek (2.13):
Ek,i′′ = ∂2
∂s2mutEk,i
smut=sres
=Vk
dk
Fk,res0 iFk,mut′′ (i). (C.21) Therefore,
Ek′′ωk =Vk
dk
Fk,res0 (C1L1+C2L2+C3L3)ωk, (C.22)
where C1 =−Fk,DD+ 2Fk,DD′−2Fk,SD+Fk,SS, C2 =Fk,DD−3Fk,DD′+ 2Fk,SD and C3 =Fk,DD′. By applying (C.28), (C.30) and (C.31) forLTi ωkwe obtain an explicit expression forE′′ωk (not shown separately).
The final result (Equation 3.10 of Theorem 3) is obtained by adding together the three expressions mentioned above.
C.3 Vectors L
1, L
2and L
3The proofs of the results in this subsection are all straightforward generalizations of those presented by Parvinen et al. (2017), except for the proof of (C.28). Note that most of the equations in this subsection are such that they are valid only for smut =sres.
C.3.1 The vectors LTi Tk
According to the definition of (2.11), we have (LT1Tk)i = whereXi is a binomially distributed random variable with parametersnk andpk,i. According to (2.10) and (3.1),pk,i = (1−m)iF
0 k,res
(1−m)nkFk,res0 +Ires = (1−dnk)i
k for the resident, and thus
Again, by using (2.10) and (3.1) we obtain
(LT2Tk)i = (1−dk)i+ (nk−1)(1−dk)2 nk
i2. (C.26)
In a similar way, we have (LT3Tk)i =
C.3.2 The scalars LTi ωk
According to (C.24) LT1Tk = (1−dk)LT1. By applying it several times we get LT1(Tk)t = (1−dk)tLT1, and therefore for eachk we have
LT1ωk=LT1 X∞
t=0
(Tk)tαk,0 =LT1 X∞
t=0
(1−dk)tαk,0 = 1 dk
LT1αk,0 = 1 dk
. (C.28) Note that the homogeneous version of (C.28) was proved by Parvinen et al. (2017) using the equation 1 = Rm =ETω = dLT1ω, which does not imply (C.28) in the heterogeneous case. Therefore, we proved it in a different way above.
According to (2.14) we have Tkωk =ωk−αk,0, so that
LTi Tkωk =LTi (ωk−αk,0) = LTi ωk−1. (C.29) By using (C.26) and (C.28), the equation (C.29) withi= 2 gets a form from which LT2ωk can be solved:
LT2ωk = nk
dk(1 + (nk−1)dk(2−dk)). (C.30) In a similar way, by using (C.27) and (C.29) with i = 3 together with results above, we can solve
LT3ωk = (nk+ 2(nk−1)(1−dk)2)n2k
dk(1 + (nk−1)dk(2−dk)) (n2k−(nk−1)(nk−2)(1−dk)3). (C.31) C.3.3 Vectors LTi (I−Tk)−1
From (C.24) we get LT1(I−Tk) =dkLT1 so that LT1(I−Tk)−1 = 1 dk
LT1. (C.32)
Furthermore, from (C.26) we haveLT2(I−Tk) = (dk−1)LT1+
1− (1−dk)n2k(nk−1) LT2. By multiplying with (I−Tk)−1from the right we get an expression from which we can solve
LT2(I−Tk)−1 = nk
nk−(nk−1)(1−dk)2
1−dk
dk
LT1 +LT2
. (C.33)
C.3.4 Vectors LTi T′k
The expression forLT1T′k was already obtained in (C.11). By differentiating (C.25) and using (2.10) and (3.1) we obtain
LT2T′k = 1
Fk,res0 (1−dk) (Fk,S−Fk,D)LT1 + (1−dk)
nk
((1−dk)(2nk−3)Fk,S+ (3(1−dk) +nk(3dk−2))Fk,D)LT2 +2(1−dk)2(nk−1)
n2k ((1 +dk(nk−1))Fk,D−(1−dk)Fk,S)LT3
.
(C.34)