Random Walk Models of Movement

and Their Implications

Simon A. Levin

I. Introduction
Biologists long have sought quantitative models to describe the process of
dispersal : to aid understanding, to guide experimentation, and to facilitate
predict ion. The most common such models are of the random walk type, deriving
from the assumption that individuals move in a series of discrete steps with
probabilities tot ally determined by positional information. Learning is ignored .
The simplest random walk model may be motivated by the following
illustration. Let an organism be located at position 0 at time 0, as in Fig. 1. Assume
further that at discrete times kt, the organism jumps either forward or backward A.
units,

o + A. + 2). + 3A.

and that either event has probability 1/2. All ofthese assumptions may be relaxed,
but will be observed here to make the presentation clearer.
If m and n both are even integers, what is the probability that at time nt the
organism is at position mAo (after its latest jump)? This is just the probability that
(n + m)/2 forward steps have been taken, and (n - m)/2 backward steps, and thus is
given by the appropriate term of the Bernoulli (binomial) distribution :

Pmb~(t)" ( n+m) n(, n-m).,

2

(1)

For n large, this converges to the Gaussian (normal) distribution

Ce -

m2{ 2 n

(2)

where

c=~ .
Biomathemat ics, Vol. 17, Mathem atical Ecology
Edited by T. G . Hallam and S. A. Levin
Sprin ger-Verla g Berlin Heidelber g 1986

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S. A. Levin

In terms of x = Am and t = rn , (2) may be written:

X2

2r)

(3)

C exp ( - 4t . .,1.2
This tends to the limiting form

t)

2
XD

P(x , = C exp ( - 4

t),

where

C= . 1

2VlIDt '

(4)

provided A and r both are allowed to shrink to zero in such a way that the limit
.,1.2

lim -

,t, <-+0

=2D

(5)

exists. Similar forms also can be obtained in higher dimensions (see Okubo, 1980;
Lin and Segel, 1974). D is termed the diffusion coefficient.
(4) represents the approximate limiting distribution to be expected when
individuals spread according to the random walk model proposed above. As
Okubo (1980) observes, the limiting approximation is valid only when "the time of
observation t is much greater than the duration time r of each random step , and
when the scale of observation x is much greater than the length of each random
step." In other words, the use of the diffusion approximation is justified only on
scales that invol ve a great many individual step s. The limiting form (4) can be
derived under more general conditions : it does not depend, for example, on the
assumption that each individual moves at each time step .
Note that the population described by (4) alwa ys is normally distributed (for
t > 0), and has a variance (2Dt) which increases linearly with time. Note further (by
direct differentiation) that at an y point x, the rate of change of population density
is proportional to the second derivative of population density with respect to x;
that is,
(6)

This equation is known as the diffusion equation (or the heat equation), and also
could be derived from first principles. It describes the spre ad of a diffusing
population with any distribution (not just the normal). Moreover, the property
that the variance increases linearly with time at the rate 2D also is true in general.
Let N be the total population size; that is,
00

N= S P(x,t)dx.

(7)

-00

Then

aN = j ap dx= j D a2~dX =D ap I 00 .
- 00 ax
ax - 00
at - 00 at

(8)

Random Walk Models of Movement and Their Implications

lSI

Thus , provided we assume that iJPliJx tends to zero at

time.
The mean of the distribution is given by

00 , N doesn't change with

00

m=

J xP(x, t)dxIN.

(9)

- 00

By application of the chain rule, we see that m also is a constant, provided P and
iJPliJx vanish sufficiently rapidly at 00 . Similarly, if the variance V is defined by
V=

00

J (x-m)2p(x, t)dxIN,

(10)

- 00

we see (again using integration by parts) that

~ =2D.

(11)

Thus, in general,
(12)
Property (12), that the variance increases linearly with time, is a characteristic
of the simplest (constant coefficient) model of dispersal. Several researchers (e.g.
Kareiva, 1983)have used this property to test the adequacy of the simplest model.
For data on the foraging movements of phytophagous insects, Kareiva estimated
D from the slope of the regression of V on t. He then used this estimate of D to
generate a series of probability distributions for the spread of the insects, and
compared it with what was actually observed. He found that the agreement was
excellent in most cases, but that in some cases a habitat-dependent diffusion model,
iJP
iJt

iJ2(D(x)P)
iJx 2

(13)

provided better agreement. His conclusion: the basic diffusion model is an

excellent starting point, but must be modified when there is substantial habitat
variability .
Another major modification is necessary when growth and spread occur
simultaneously. Here, Eq. (6) becomes
iJp

iJ2P

at =D iJx 2 +F(P,x, t) ,

(14)

where F(P, x, t) is the local population growth rate. In the next section, I shall
discuss some uses of this equation and its higher dimensional versions in studying
the rates of spread of species entering new habitats. In a later chapter, the

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S. A. Levin

extension of (14) to interacting populations is discussed , as are the associated

problems of the generation and maintenance of spatial pattern for both the scalar
and vector versions .

II. Waves of Advance of Species and Genes

One of the earliest applications of diffusion models of movement was to the rate of
advance of advantageous alleles entering novel habitats. Fisher (1937),considering
the case of selection operating on two alleles at a single autosomal locus, proposed
the model
(15)
where P is the frequency of the advantageous allele. Later authors (Aronson and
Weinberger, 1975; Hoppensteadt, 1975; Hadeler and Rothe, 1975) have more
correctly considered the equations for genotype frequencies; but the basic insights
available in Fisher's original model remain essentially unchanged (see review by
Hadeler, 1976).
Fisher conjectured that an advancing wave would relax asymptotically to a
front, with a characteristic speed of advance, and gave a formula for that speed.
Kolmogorov et al. (1937), in a classic paper in mathematical biology, formalized
these results for the more general equation,

ap

a2p

at =D ax2 + f(P) ,

(16)

where

f(O)=f(l)=O ,

f>O on (0,1)

(17)

and

1'(0) >

rep) on [0, 1] .

(18)

By looking for non -negative wave solutions of the form

P=H(x-ct),

c>O.

(19)

Kolmogorov et al. showed that there exist monotone wave solutions for all wave
speeds c greater than or equal to the critical value
c* =2VD. 1'(0) ,

(20)

Random Walk Models of Movement and Their Implications

153

and none for c < c*. They showed further that for an initial Heaviside distribution,
I for
Po(x)= { 0 for

x<O
x>O,

(21)

the wave corresponding to c = c* is attracting (see Hadeler, 1976). A recent and

thorough monograph on the subject by Bramson (1983) provides an excellent
treatment. Bramson discussed more general initial distributions (not all of which
converge to the c*-wave), and shows that the rate of relaxation is logarithmic. Such
problems remain objects of intense mathematical interest. Recent work (Fife, 1984)
summarizes the current state of knowledge, considers more general functions f(P) ,
and treats the problem of spatially slowly varying waves.
Among biologists, such results have been of considerable interest, perhaps
more for the ecological analogues than for the population genetic situations which
motivated Fisher's model. Skellam (1951) applied models of the form (16) to the
study of species invading new habitats. Indeed, even for the linear growth model
f(P) = rP, interesting results obtain. In this case, there is no true front , because the
solutions are spreading normal distributions which also increase exponentially in
amplitude. Thus, the speed of propagation is infinite. However, if one superimposes the requirement of a detection threshold - a level of density below
which the species is not observed - and considers the observed spread of the
species, one finds again that the "front" propagates at the speed given by (20).
Skellam applied the model to examine the rates of spread of a variety of species,
from oaks to muskrats, and to consider the adequacy of simple diffusion in
explaining rates of spread. The technique remains a potentially powerful tool to
this day in the examination of the rates of spread of species entering novel habitats.
One can examine observed patterns of spread to see how well they fit the
predictions of a diffusion model, and try to relate the observed rates of spread to
independently measured estimates of diffusion (D) and growth at low densities
(1'(0 . Each of the latter, in theory, may be estimated independently of data on the
spread of fronts, and several current studies seek to identify the appropriate
parameters and make the critical comparisons.

III. Further Considerations

The examination offronts is not restricted to the scalar case. Similar investigations
have been carried out for the three equations describing genotype frequencies
(Aronson and Weinberger, 1975), and for spreading epidemics (see, for example,
Hadeler, 1984). Kendall (1965), and numerous investigators since, have studied the
coupled diffusion equations describing the spread and change in the susceptible
and infective classes within a population, and determined the asymptotic speed of
advance.
Considerable attention also has been showered upon the study of stable spatial
patterns, in genetics as well as in ecology. These are treated in a later chapter in this
volume.

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S. A. Levin: Random Walk Models of Mo vement and The ir Implica tion s

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