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Two types of permanence of a stochastic mutualism model
Advances in Difference Equations volume 2013, Article number: 37 (2013)
A stochastic mutualism model is proposed and investigated in this paper. We show that there is a unique solution to the model for any positive initial value. Moreover, we show that the solution is stochastically bounded, uniformly continuous and globally attractive. Under some conditions, we conclude that the stochastic model is stochastically permanent and persistent in mean. Finally, we introduce some figures to illustrate our main results.
Population systems have long been an important theme in mathematical biology due to their universal existence and importance. As far as mutualism system is concerned, lots of proofs have been found in many types of communities. Mutualism occurs when one species provides some benefit in exchange for some benefit. One of the simplest models is the classical Lotka-Volterra two-species mutualism model, which reads
There are many excellent results on the two-species mutualism model (1). It is well known that in nature, with the restriction of resources, it is impossible for one species to survive if its density is too high. Thus the above model is not so good in describing the mutualism of two species (see ). Gopalsamy  proposed the mutualism model as follows:
where and denote population densities of each species at time t, denotes the intrinsic growth rate of species and , . The carrying capacity of species is in the absence of other species, while with the help of the other species, the carrying capacity becomes , . It is assumed that the coefficients of the system are all continuous and bounded. Li and Xu  obtained sufficient conditions for the existence of positive periodic solutions. Chen and You  gave the sufficient conditions for the permanence of the model. Chen et al.  considered the permanence of a delayed discrete mutualism model with feedback controls. Here we transform the system (2) into the following form:
As a matter of fact, population systems are often subject to environmental noise, i.e., due to environmental fluctuations, parameters involved in population models are not absolute constants, and they may fluctuate around some average values. Based on these factors, more and more people began to be concerned about stochastic population systems (see [5–11]). Especially, Mao et al.  obtained the interesting and surprising conclusion: even a sufficiently small noise can suppress explosions in population dynamics. Jiang et al.  considered the global stability and stochastic permanence of a stochastic logistic model. Ji et al.  discussed the persistence in mean of a predator-prey model with stochastic perturbation. Now, taking into account the effect of randomly fluctuating environment, we incorporate white noise in each equation of the system (3). Therefore, the non-autonomous stochastic system can be described by the Itô equation
where , , , , are all positive, continuous and bounded functions on , and , are independent Brownian motions, and represent the intensities of the white noises.
For convenience, if is a continuous bounded function on , we define
For any sequence () define
To the best of our knowledge, a very little amount of work has been done on the stochastic system (4). Therefore, we aim to consider dynamical properties of the stochastic model (4) in this paper.
Since stochastic differential equation (4) describes population dynamics, it is necessary for the solution of the system to be positive and not to explode to infinity in a finite time. In this paper, we firstly show that the stochastic system (4) has a unique global (no explosion in a finite time) solution for any positive initial value in Section 2.1. To a population system, the stochastic boundedness is one of most important topics. Section 2.2 tells us that the stochastic model (4) is stochastically ultimately bounded. Furthermore, we will show that the solution of (4) is uniformly continuous and globally attractive in Section 2.3 and Section 2.4 respectively. Moreover, we obtain that the stochastic system is stochastically permanent (cf. [6, 8]) in Section 3. Section 4 shows that the stochastic system is persistent in mean (cf. [7, 12]). And under some conditions, we discuss the stochastic extinction of the system (4) in Section 5. We work out some figures to illustrate the various theorems obtained before in Section 6. Finally, we close the paper with conclusions in Section 7. The important contributions of this paper are therefore clear.
2 Basic properties of the solution
2.1 Positive and global solution
Throughout this paper, let be a complete probability space with a filtration satisfying the usual conditions. We denote by the positive cone in , and . And we use K to denote a positive constant whose exact value may be different in different appearances.
Theorem 1 For any given initial value , there is a unique solution to stochastic differential equation (4) on and the solution will remain in with probability 1, that is, for all almost surely.
Proof The proof is similar to [5, 8]. Since the coefficients of equation (4) are locally Lipschitz continuous, for any given initial value , there is a unique local solution on , where is the explosion time. To show this solution is global, we need to show that a.s. Let be sufficiently large for and lying within the interval . For each integer , define the stopping time
where, throughout this paper, we set . Obviously, is increasing as . Let , whence a.s. If we can show that a.s., then a.s. If not, there is and such that . Hence there is an integer such that for all . Define a function by . The non-negativity of this function can be seen from on . If , we obtain that
On the other hand, we have
It follows from (5) that
Letting leads to the contradiction . Hence, we have a.s. The proof is complete. □
2.2 Stochastic boundedness
Stochastic boundedness is one of most important topics because boundedness of a system guarantees its validity in a population system. We first present the definition of stochastically ultimate boundedness.
Definition 1 (see )
The solution of equation (4) is said to be stochastically ultimately bounded if for any , there is a positive constant such that for any initial value , the solution to (4) has the property that
Theorem 2 The solution of the system (4) is stochastically ultimately bounded for any initial value .
Proof By Theorem 1, the solution will remain in for all with probability 1. Define the function for . By the Itô formula, we obtain
Hence we have
Thus . So, we have .
On the other hand, define the function for . We have
This implies . Then . For , note that , therefore
Applying the Chebyshev inequality yields the required assertion. □
2.3 Uniform continuity
Suppose that a stochastic process on satisfies the condition , , for some positive constants α, β and c. Then there exists a continuous modification of , which has the property that for every , there is a positive random variable such that
In other words, almost every sample path of is locally but uniformly Hölder-continuous with exponent γ.
Theorem 3 For any initial value , almost every sample path of to (4) is uniformly continuous on .
Let us consider the stochastic equation as follows:
It follows from Theorem 2 that
where dropping from .
Let , , , we can compute
where dropping from and . Consequently, it follows from Lemma 1 that almost every sample path of is locally but uniformly Hölder continuous with an exponent , and therefore almost every sample path of is uniformly continuous on .
Similarly, by virtue of Lemma 1, almost every sample path of is uniformly continuous on . In a word, almost every sample path of to (4) is uniformly continuous on . □
2.4 Global attractivity
Here we show that the solution of (4) is globally attractive.
Lemma 2 (Barbalat )
Let be a non-negative function defined on such that is integrable on and is uniformly continuous on . Then .
Definition 2 Let and be two arbitrary solutions of the system (4) with initial values and respectively. If
then we say the system is globally attractive.
Theorem 4 Let , on hold. Then, for any initial value , the solution is globally attractive.
Proof The proof is motivated by the arguments of . Define the Lyapunov function . By virtue of the Itô formula, we obtain
Integrating the above inequality from 0 to t, there exists a positive constant K such that
Therefore, it follows from Theorem 3 and Lemma 2 that
So, we complete the proof. □
3 Stochastic permanence
Definition 3 The solution of equation (4) is said to be stochastically permanent if for any , there exists a pair of positive constants and such that for any initial value , the solution to (4) has the properties that
Let us now impose a hypothesis.
Assumption 1 .
Theorem 5 Under Assumption 1, for any initial value , the solution satisfies that
where θ is an arbitrary positive constant satisfying
and k is an arbitrary positive constant satisfying
Proof Define for , then
And also define on . Applying the Itô formula, we get
dropping from , and t from , . Under Assumption 1, choose a positive constant θ such that it obeys (7). By the Itô formula again, we have
Now, choose sufficiently small such that it satisfies (8). Thus by the Itô formula,
The following analysis mainly focuses on the upper boundedness of the function
dropping t from , . Simplifying the inequalities above, we obtain
Then (8) implies that there exists a positive constant K such that
Thus, . Note that for . Consequently,
Theorem 6 Let Assumption 1 hold. Then the system (4) is stochastically permanent.
The proof is an application of the well-known Chebyshev inequality and Theorems 2 and 5. Here it is omitted.
4 Persistence in mean
In view of ecology, a good situation occurs when all species co-exist. In this section, we will consider another stochastic persistence, that is, stochastic persistence in mean. Now, we present the definition of persistence in mean.
The system (4) is said to be persistent in mean if
Firstly, we introduce a fundamental lemma which will be used.
Lemma 3 Consider the one-dimensional stochastic equation
where , , are positive, continuous and bounded functions, is a standard Brownian motion. Under the condition , for any initial value , the solution to (9) has the property
Proof We firstly show a.s. To define the Lyapunov function , using the Itô formula, we obtain
where , whose quadratic variation is
By virtue of the exponential martingale inequality, for any positive constants T, δ, β, we have
Choose , and , where , , and above. Hence
Obviously, we know . Applying the Borel-Cantalli lemma, we obtain that there exists some with such that for any , an integer such that for any , we get
for all . Then
Note that , , we have
For all with , we derive
Thus, for , we get . This implies
Letting , that is, , we can imply . By making , and , we get . Consequently,
Thus it remains to show that a.s. The quadratic variation of the stochastic integral is . So, the strong law of large numbers of local martingales yields that
Hence, for any , there exists some positive such that
For any , we have
Then, for any ,
That is, a.s. Then a.s. Thus a.s. Since ϵ is arbitrary, we conclude that
So, the proof is complete. □
To continue our analysis, let us impose the following hypothesis.
Assumption 2 , .
Theorem 1 tells us there is a unique global solution (which is positive for any initial value ) to the stochastic system (4). So, we conclude the following results by the comparison theorem. We can get
Denote that is the solution to the following stochastic equation:
with . And is the solution to the equation
with . It is obvious that , a.s. Moreover, we can have
We denote is the solution of the stochastic differential equation
with . And the stochastic equation
has the solution for initial value . Consequently, , a.s. To sum up, we have
Lemma 4 Under Assumption 2, for any initial value , the solution to (4) satisfies
Lemma 3, (10), (11) and (14) can straightforward imply the assertion.
Lemma 5 Under Assumption 2, for any initial value , the solution to (4) satisfies
Lemma 3, (12), (13) and (14) prove the result.
Theorem 7 Let Assumption 2 hold. Then, for any initial value , the system (4) is persistent in mean. That is, the system (4) has the properties
Proof Denote , by the Itô formula, we obtain
By virtue of the strong law of large numbers and Lemma 4, we get
On the other hand, denote , by the Itô formula, we obtain
So, we have
Dividing t on both sides yields
Letting , by virtue of the strong law of large numbers and Lemma 5, we have
The proof is complete. □
In Sections 3 and 4, we showed that under certain conditions, the system was stochastically permanent and persistent in mean respectively. In view of ecology, a bad thing happens when a species disappears. Here, we will show that if the noise is sufficiently large, the solution to the associated stochastic model will become extinct with probability one.
Theorem 8 Assume and hold. Then, for any initial value , the solution to (4) will be extinct exponentially with probability one, that is,
Proof Define Lyapunov functions lnx and lny respectively. Then, by the Itô formula, we have
Dividing t on the both sides, letting and applying the strong law of large numbers for local martingales, we have
So, we complete the proof. □
6 Numerical simulations
In this section we use the Milstein method mentioned in Higham  to substantiate the analytical findings.
For the model (4), we consider the discretization equation:
where and are Gaussian random variables that follow .
In Figure 1a,b, we choose , , . In Figure 1a,b, we choose . By virtue of Theorem 6, the system will be stochastically permanent. It follows from Theorem 7 that the system will be persistent in mean. What we mentioned above can be seen from Figure 1a,b. The difference between conditions of Figure 1a,b,c is that the values of and are different. In Figure 1a,b, we choose . In Figure 1c, we choose . In view of Theorem 8, both species x and y will go to extinction. Figure 1c confirms this.
By comparing Figure 1a,b with Figure 1c, we can observe that small environmental noise can retain the stochastic system permanent; however, sufficiently large environmental noise makes the stochastic system extinct.
In this paper, we consider the stochastic mutualism system (4). We show that there is a unique positive solution to the model for any positive initial value. Moreover, we show that the positive solutions are uniformly continuous, globally attractive. Especially, we conclude the following: under Assumption 1, the stochastic model (4) is stochastically permanent; under Assumption 2, the stochastic model (4) is persistent in mean. It is interesting and surprising to obtain the results. It is easy to see that Assumptions 1 and 2 have almost the same meaning. To a great extent, when the intensity of environmental noise is not too big, some nice properties such as non-explosion, boundedness, permanence are desired. However, Theorem 8 reveals that a large white noise will force the population to become extinct.
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The authors are grateful to the associate editor and the referees for their helpful suggestions. This work was supported by the National Natural Science Foundation of P.R. China (No. 11171081, 11171056), the Natural Scientific Research Innovation Foundation in Harbin Institute of Technology (No. HIT.NSRIF.2011094), the Scientific Research Foundation of Harbin Institute of Technology at Weihai (No. HIT(WH)ZB201103).
The authors declare that they have no competing interests.
The authors carried out the proof of the main part of this article. All authors have read and approved the final manuscript.
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Qiu, H., Lv, J. & Wang, K. Two types of permanence of a stochastic mutualism model. Adv Differ Equ 2013, 37 (2013). https://doi.org/10.1186/1687-1847-2013-37
- global attractivity
- stochastic permanence
- persistence in mean